~.~. cpnlnb, n.c.

hb`mnb`,
m.c. lnqchm`, j.`. m`a`nb

m`dfmnq|
hmtnpl`0hnmm{u qhqel

`lanb
hgd`ek|qbn cnr bon cr
2010
004.052(075)
32.973.20273
874
:
,
..
- ,

..

874

: /
.. , .. , .. , .. .
: - , 2010. 160 . 100 . ISBN
978-5-8265-0911-1.
,
,
,
,
, ,
-
,
.
4 5
230201 "
".

004.052(075)
32.973.20273

ISBN 978-5-8265-0911-1

"
" ( ), 2010

" "

.. , .. , .. ,
..

,
230200 " ",
230201 " "

2010


,
,
,

..
..
18.04.2010.
60 84 / 16. 9,3 . . . 100 . 210
-
392000, , , 106, . 14


, XX .
.
, ; ,
; , ,
.

, .
( ) ,
.

, ( ,
, , , ..).

, , .
.
,
,
, .
.
,
; , ;
, ;
- .

, , . (
)
.
[1].

.
,
,
.
, , , , ,
.
.
1. .
,
,
.
2. .

. .
3. .
- . ,
,
.
1.
1.1. .
(), (),
.
- , (-)
, .
, :
. ()
,
. , , ,
. , , , ,
(, , , .).
, , , ,
, , .
, , ,
(). 27.00289 "

. . " [2],
, [3].
, ,
, .
, : , , ,
, , , , .
, ,
,
.
, ,
. .
, .
, , , .
"" "" ,
, . : , ,
, . ,
(, , ),
, , . -
.
.
, , ().
, ,
.
, ,
, .
, ,
, , .
:
, .
, .
,
. () .
()
().
,
.
,
.
:
. .
. , ,
.
, , ,
, .. , , ,
.
.
, : , ,
.. ,
( ) , .. .

.

, , , ,
.
()
, (
) .

 . (. 1.1),
,
.
27.00289
,
, , , .
,
[4 21].

. 1.1.
,
.
.
. ,
, ,
. ,
.
, .
.
.
, ,
, ..
, , P
, . ,
, . :
= f (T, 1 , ..., n );

T = f (P , 1 , ..., n );

PT = (K , ),

K ; ,
; 1 , ..., n .
-
:
=

Q
E

Q ; E .
-
:
m

T = a 0 ( t ) + a i ( t ) Pi .
i

 Pi , , ,
; a i ( t ) , ;

a 0 ( t ) , .
, P ,
, .
,
, , , , , ,
.. , ,
.
.
1.2. ,
, .
. ,
, ,
, .
, .
27.00283 ,
, ,
- ().
.
, , . "" , . ,
, .
, ,
, .
.
.

, . ,
, .
, ,
, .
,
. () .
1.3.
, (.
1.1).
1.1.

(,
)

()

()

()

(,
)

(
)

,



(
, ),

()
()

1.4. ,
, , , .
.
, , ,
.
.
, .
, , ,
, , .
, ,
, ,
, . , .
( )
, .

 , .
, . , , .
- . - ,
, , ,
.
, , ,
, .
, .
.
- .
.
, .
, .
, .
, .
. ,
, ,
, , . .
.
. .
, ,
.
.
, ,
, . ,
, :
, ;
;
;
;
;
;
;
;
.

, , .
, ..
. ,
, .
. , - ,
. , , , - -
- - .
, - ,
. .
.
. .
,
, . -
,
, -
.
, , , ,
- , .
,
.
, ,
,
.

.
1.5. ,
: , ,
, , , , , , ,
, .
, .

, ,
, . :
;
;
, .

, . ,
,
, ,
.

, ,
.
, ,
.
,
, , ,
.
,
. ,
, ,
.

, .

, ,
.
. ,

( ,
),
. ,
, , ,
.
, - .

1.
2.
3.
4.
5.
6.
7.
8.
9.
10.

.
.
.
.
.
?
""?
.
.
, .

2.
2.1.
.
, , .
, , , .
.

, .
,
.
,
.
()
(). , .
,
.

 ,
. , ,
, .
2.2.
"" "". ,
. ,
.
. , , ,
.
:
,
,
.
,
t ,
. , ,
.
,
t . ,
.
, t ,
t.
, .
K,
:

p ( = K ) =

a K a
e .
K!

a , a ,
:

a = .
, p ( = K )
K .
:

p ( = 0) =

a0
0!

e a = e a = e .

, , ,

p ( 1) = 1 p ( = 0 ) = 1 e .
,
a:

M = D = a.
2.3.

.
. .
, .
,
. ,
. ,
. , . , ,
, .
,
, .

 () ,
. ,
t0 . :
p ( t ) = p ( t0 t ) ,
t .
:

q ( t ) = p ( t0 < t ) .
.
:

p ( t ) + q ( t ) = 1.
. N ,
t. N(t) , n (t) . :

N = N (t ) + n (t ) ,
.. t , , .
:

p* ( t ) =

N (t )
,
N

q* ( t ) =

n (t )
.
N

p* ( t ) + q * ( t ) =

N (t ) n (t ) N (t ) + n (t ) N
+
=
= = 1.
N
N
N
N

p* ( t ) q* ( t ) p ( t ) q ( t ) :

N (t )
,
N N
n (t )
q ( t ) = lim
.
N N

p ( t ) = lim

N ,
. C .
, q(t), , p(t). , ,
. 2.1.

p(t), q(t)
p ( t)

q ( t)
0

t
. 2.1. p (t ) q (t )
ta tb
(, ) ,
tb. tb ta , ta ,

 tb ta
= p ( t0 tb ) .
ta

t
p b .
ta
tb ta
tb p ( tb ta )
.
= p =
p ( ta )
ta
ta

p ( tb , ta ) , tb :

p ( tb , ta ) = p ( tb ) .
t
p b
ta

p ( tb )
.
=
p ( ta )
:

tb N ( tb )
,
=
ta N ( ta )

p*

p * ( ta ) =

N ( tb )
N ( ta )
.
; p* ( tb ) =
N
N

p(t),
(, , ) n(t), t t:

n ( t ) = Np ( t ) Np ( t + t ) ,
N .
2.4.
.
ti (i = 1, k ), ni
. ,
, .
ni ti, :

*i =

ni
,
Ni ti

Ni ti. i ,
.
m , ni ti. Ni
i-
.
m

Ni =

( N ni )

i
=1

, :
i 1

Ni = N nk
k =1

ni
.
2

t ( t 0 ) , :

(t ) =

dn ( t )
.
N ( t ) dt
1

 . *i Ni
N, :
ni
fi* =
,
N ti
t 0 :

f (t ) =

1 dn ( t )

N dt

(t)

t
. 2.2.
,

f (t )
N
; f (t ) =
N (t )
p (t )

(t ) =

f (t ) = (t ) p (t ) .
(. 2.2). 3
, (I), (II) (III).
, II .
III , .
2.5.
.
T. , ,
- t T, , , T. T
.
:

T = tf ( t ) dt.
0

f (t) .
:
n

T* =

tj

j
=1

tj j- ; n j- .
2.6.
q ( t )

q ( t ) = p ( t0 < t ) .

 , p ( t0 < t )
:
q (t ) = F (t ).

f (t ) =

dF ( t ) dq ( t )
=
.
dt
dt

, p ( t ) = 1 q ( t ) ,

f (t ) =

dp ( t )
.
dt

f (t ) = q ( t ) = p ( t ) .
:

f (t )
.
p (t )

(t ) =

p ( t )
.
p (t )

(t ) =

.
.
t

( t ) dt = ln p ( t ),
0

p (t ) = e

( t ) dt

.
f ( t ) = ( t ) p ( t ) ,
t

f (t ) = (t ) e

( t ) dt

dp ( t )
dt = tdp ( t ).
dt
0
0

T = tf ( t ) dt =
0

tdp ( t ) = tp ( t )
0

+ p (t ) dt tp ( t ) 0 = 0, p ( ) = 0.
0

T = p ( t ) dt
0

T = e

( t ) dt
0

. ,
. ,

 ,
.
.
. , ,
, .
, , .. ( t ) = const = .
:

p ( t ) = e t ,
q ( t ) = 1 p ( t ) = 1 e t ,
f ( t ) = e t ,

T = e t dt =
0

1 t
1
e d ( t ) = .

p(t) .
. ,

p (t ) = e T .
t = T

p ( t ) = e 1 =

0,37.

,
, . , , t / T = 0,1, p(t) = 0,9,
10 2,4 .
,
.

p (t ) = e

t
T

, :

t
= 1 t ,
T
t
q ( t ) = t .
T

p (t ) 1

t < 0,1.

tb
:
ta

p=

tb e ta
( tb ta )
,
= tb = e
t
e
a

( tb ta )

( tb ta ) . ,

, .
2.7.

, . .

(. 2.3).
:
:

T. = t i f ( t ) dt ,
0

 t i i- ; t ;
t. . ;
- ,
:
1

T. = ln
.
100
, .
.
" ", "" ,

. 2.3. :
; t
. . ,
, , - .
R ,

. R .

R = rf ( r ) dt ,
0

r ; f (r) r.
- R ,
.
R . , -
. .

1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.

?
?
.
.
.
?
?
.
.
?
, t << T.

3.
, , , ,
.
[4].
, ,
() ,
.
.

.
.


.
. ,
.

. , .
, ,
- . , ,
. ,
, . , ,
,
.
.
.
.
,
, ,
.
3.1.
, .
:
) ;
) ;
) ,
, ,
: , ..
() : ..
:
) , ,
, (, ,
, );
) ( ) ,
, (
) , ;
) , ,
, . ,
, ,
, ;
) ,
, . ,
, ;
) , .. ,
, , .
. , ,
"". .
, ,
, ,
.
3.2.
, , :
, ;
;
;
, .
, . ,
.
. .
.
.
, . .
. .
, ,
.

 -. -,
, .
. : ;
, ;
.

.
.
, , .
. ,
.
.
,
.
.
.
. ,
, , .
. :
;
.

, .
,
, .
, , ,
, , ,
, .
3.3.
, ,
, 2.
.
, :
p(t), ,
(0, t);
q(t) t;
(t);
T,
.
3.4.
,
, , , ,
. :
- ,
, .
- . ,
(t) ,
. (t) .
, (t) :

(t ) = K ( M i ) = i ,
M ; i , t; K
.
. 3.1.
i- ti

f ( ti ) = i e i ti .
K M
.

 (t )

. 3.1.
, :
K,
;
, ;
,
.
.
, .
, (. 3.2).

. 3.2.
t1 , t2 , t3 , ..., tm1 , tm , ,
m- . t ( ) , t ( ) , t ( ) , ..., t ( ) , t ( )
( ).
1

m1

t ( ) , t ( ) , t ( ) , ..., t ( ) , t ( ) .
, , t1
. t (1) .
1

m1

t2. t ( 2) . ,
, t (1) , ,
, . , t ( 2)

t ( 2) = t (1) + t ( 2) ,
t ( 2 ) t (1) t ( 2) .
i- (i = 1, m) , :

t (i ) = t ( i 1) + t (i ) .
t (i ) , M [t ] 2t .
(i 1) ti t0 = 0. ,
, .
:

t1 = t (1) ;
t2 = t1 + t ( 2) = t (1) + t (1) + t ( 2) ;
t3 = t2 + t (3) = t (1) + t ( 2) + t (3) = t (1) + t (1) + t ( 2) + t (1) + t ( 2) + t (3) ;
...

tm = mt + ( m 1) t + ( m 2 ) t (3) + ... + 2t ( m1) + t ( m.) .

, t0 = 0 t1 ,
t (1) , ,
t (1) t (i ) . , ,
tm = mt (1) + ( m 1) t ( 2) + ( m 2 ) t (3) + ... + 2t ( m1) + t ( m.)
(1)

( 2)

tm = t ( j ) .
i =1 j =1

t ( i ) i = 1. t (1) t (i ) ,

t (1) = t ( 0 ) + t (1) = t (1) .

, t(0) ,
. i = m i > 1 :
m

t ( m) = t (i ) .
i =1

t(m) (m 1) m-. m (m 1) m-
t ( m) :
m

t( m) = M [t ( m) ] = M t ( i ) .
i =1

M [ t (i ) ] = M [ t ].

m
m
m
t( ) = M t (i ) = M [t ] = mM [t ] .
i =1
i =1
, m .
m- . tm :
m ( m + 1)
m i
m i
tm = M [tm ] = M t ( j ) = M [t ] =
M [t ] .
2
i =1 j =1
i =1 j =1
, ,
. M [t ] 2t t :

M [t ] =
2 t =

(i )

=1

m
2
1
i
t ( ) M [ t ] ,

( m 1) i =1

m (0, t).
.
.
, .
:
( )
;
M , ;
m() ;
m0() .
, ,
.
. ,
.

m0 ( ) = M m ( ) ,


( ) = Cm0 ( ) ,
C , .
. ,
:
dm ( )
= ( ).
d
:

dm ( )
+ Cm ( ) = CM .
d

m ( ) = M 1 exp ( C ) .

:

T0 =

1
.
( )

,
1
T0 =
exp ( C ) .

CM

T0m ,

T0 m =

CM

T0, :

.
MT0 m

T0 = T0 m exp

,
.
,
.

1.
2.
3.
4.
5.
6.
7.

" "?
" " " "?
?
.
- .
.
.

4.

4.1.

,
, .. . ,
60% . (.
4.1).
, t < t (t)

 ( t ) = + p ( t ) .

Pp ( t ) = e

( +p (t ) ) dt
0

=e

p ( t ) dt

et .

.
t > t (t)

(t)

(t)

(t)
= const

= const

t
t

. 4.1. :
t ; t ;
t ;
(t) ;
;
(t)
c ( t ) = + c ( t ) ,
:
t

Pc ( t ) = e

( t ) dt

=e

( + ( t ) ) dt
0

=e

( t ) dt
0

et .

, , ,
, . :
( t ) = + 1t n ,
; 1 ; n
.

:

p ( t )
( + (t )) = p t ,

()

0 t.
:

p ( t ) = e t e

n +1

t n+1

. n (. 4.2).

. 4.2. n
n

. 4.2

(t) = + 1

(t) = + 1t

(t) = + 1t n

(t) = + 1

tn

.
(t). n , :
,
.
. .
, .
T ,
.

.

, t 0;
0
f ( t ) = t T ' 2 / 2 2
( )
, t > 0,
ce

c =

; t ;
2
T .
(t1, t2)
t2

q ( t1 , t2 ) = f ( t ) dt =

t2

e
2 t

( t T ) / 2 2
2

1
:
t1

( t T )

= z;

dz =

dt

dt.

z T , .. z = 0 t = T . , ,
t2 T

q ( t1 , t2 ) =

t1 T

z2

dz

z2
2

dz.

,
e z/ 2 . , (x)
.
( x) =

1
2

e
0

z2
2

dz .

(t T )

t2 T
t T
1

q ( t1 , t2 ) =

t T
t T
q(t)
. 4.3.



, q(t) = p (t < T ) ,
.

t T

(a)
z
0 +a

0,5

. 4.3.
t T

= 0,5 , z,

t T
z, ,
,

, :
( a ) = ( a ) .

t T

. ,

:
( a ) = ( a ) .
, t1 = 0, t1 , , T >> ,

t T
T
1
= 0,5 .

t T
t T
q (t ) =
( 0,5 ) = 0,5 +
.

, p ( t1 , t2 )

p (t ) = 1 q (t )
, :
t T
p ( t ) = 0,5
.


:

t T
p ( t ) = p ( t ) p ( tn ) = ete 0,5 n
,

pn (t) .

 .
(t) , t =
t2 t1
t2

( t ) dt
t , t
.
p 1 2 = p ( t1 , t2 ) = e t1
t1

t , t
, p 1 2
t1
,
. ,
t
.
.
. .
, , .

.
, , .
.
2 .
.
.
. , ,
( ) .

.
.
, ,
, - .
:
,
, ;
T. . :

T. = t i f ( t ) dt ,
0

t i i- ; f (t) t ;
- T ,
.
.
4.2.
, .
, .
, ,
. , ,
, .
, . ,
, -, ,
, .
().
, .

. .
.
, .
. ,
,
. ,
.
.
, ,
.

 , ,
. .
,
2. ,
( ) .
-
. . -
,
, . - ,
. ,
.
().
,
. ,
.
, . (, )
,
.
,
.
,
1 200 000 . .
. .
. 24
. , ,
. , , , , , .
,
, . ,
,
. ,
.
, T = 60 000 ,
, .
:

= 0, 000016 ( 6 )

1
1
0, 000017 .

, , ,
. 10% .
t. : t. = 365 36,5 = 328,5 ( ), : t (l) = 328,5 24 = 7884
(), t (1) . P(i),
i = 1, 2, 3, 4, 5 , :

p (1) = e t

(1)

= e 0,000017 7884 = 0,875;

p ( 2 ) = e t

( 2)

= 0, 764;

t ( 3 )

= 0, 669;

p ( 3) = e

p ( 4 ) = e t

p ( 5) = e

( 4)

= 0,571;

t ( 5 )

= 0,504.
, 13% , 2
24%, 3 33%, 4 43% 5
.
, , . ,
5 , , . ,
,
. ,
. . , ,
.

1. .
2. .
3. ?

4.
5.
6.
7.

?
, ?
.
.

5.
5.1.
,
.
.
,
, .
- ,
. ,
.
.
, . ,
. .
,
, , .
,
.
.
, ,
:
p ( t ) = p ( t < t ) ,
t ; t .
, ,
: .
(t ) :
t, ;
(t ), t.
, ,
(t ):

p ( ) = p0 ( t ) p ( ) .
P0(t) t <
p() t , t.

p0 ( t ) =

N (t )
,
N

N , ; N(t)
, t .
t < :
N N (t ) n (t )
q0 ( t ) =
=
.

p0 ( t ) + q0 ( t ) = 1.
, t 0 ( ,
t ),

p ( ) = p (t ) = e

t
T

= e t .

, t1, t2, t3, ..., tn,

.

 .
.

ni ti N , , ,
:
i =

ni
.
N ti

n(t)
t:

n (t )
.
t

T. .
t , :

T. =

n (t )

T. =

1
.

,
(t) t :

lim ( t ) =
t

= const = ,

; T .
5.2.

, .
n n :

k =

n
.
n

. , ,
. :

k. =

n N
,
n N

N ; N .
. ,
t

n = N t ,
.
:

n = t ,
.

N t

k = = N .
t

= .
,

k = N

n N N N t

=
= N .
N t

n N

k. =

. ,

.
= k. = N

5.3.
.
:
,
, ;
, ,
.
:

t = t + t. + t. ,
t t ; t.
( )
; t. .
.
t. t . = t + t , t
, .
; t - .
tp ,
.
(
), :

K. =

t
.
t + t.

, ,
. ,

, , ,
.

K =

t
.
t + t p

, t .
:

K =

t
.
t

, t
.

K =

t
t + t p

 t tp :

t p = n ( t ) Tp ,
t = n ( t ) T. ,
Tp ; T. .
, ,

K =

T.
T. + T

t
lim T. = T .
t

,
T
.
K =
T + T
,

T. =

1
,

K =

1
.
1 + T

K , .. , .
K = 0,99. 3,5 .
.

0,99

3,5

0,999

8,5

0,9999

0,99999

. ,
F,
Qa , ,
Q :

F=

Qa
.
Q

.
.
-, .
:

K =

T
,
T + T.

T ; T. .
, K , .

5.4.

. 5.1 . ti 0.
:

1 dn0 ( t )

lim i = ( t ) =

ti 0

dt

dn0(t) = dn(t) dm(t); dn(t) , dt, dm(t)

dt.

(t ) =

1 dn ( t )

N dt

1 dm ( t )

dt

N (t )

dn ( t ) N ( t )
1 dm ( t ) n ( t )

.
dt
N
n ( t ) dt
N

N (t )

dn ( t )
= (t ) ,
dt

1 dm ( t )

n (t )

dt

(t):
1 dm ( t )
(t ) =

n (t )

dt

(t)
( t ) = ( t ) p0 ( t ) ( t ) q0 ( t ) .

f (t ) =

dp ( t )
.
dt

, :

(t ) =

dp0 ( t )
.
dt

dp0 ( t )
= ( t ) p0 ( t ) + ( t ) q0 ( t ) .
dt
q0(t) p0(t) :

dp0 ( t )
+ ( t ) + ( t ) p0 ( t ) = ( t ) .
dt
:
( t ) + ( t ) dt
(t ) + (t ) dt dt + C .
p0 ( t ) = e
(t ) e

:
: p0(0) = 1;
: p0(0) = 0.

 = const = const p0(0) = 1 :

p0 ( t ) =

( + ) t
1+ e
,
+

p0(0) = 0

p0 ( t ) =

( + ) t
1 e
.
+

p0 ( t ) p0 ( t ) . 5.1.

t
. 5.1. p 0(t )
= const = const, , , =

; =

Tp

T
=
=
= K .
+ 1 + 1 T + T
T

P0 ( t ) = K 1 + e ( + ) t ,

P0( t ) = K 1 e( + ) t .

, , p0 = K . :

P ( t ) = K p ( ) .

p ( t ) = K e t =

t
e .
+

, ,
K :
T

=
K =
.
+ T + T
, ,
, .
:

P ( t , t ) = K p ( t ) + (1 K )U ( t ) p ( t t ) .
, : . K =
; p (t ) = e

T
T + T

t;

T
1 K =
T + T

t
; U (t ) = 1 1 + 2

2 t

T
e

t t

t ; p (t t ) = e T

t t , .
, :

P (t , t ) =

T
T + T

t
T

T
T + T

2t
1 1 +
T

t t
e T

t t
e T .

t >> t T >> T P P ,

P = K e T .
P (t, p) , T T , t t .

1.
2.
3.
4.
5.
6.
7.
8.

?
.
?
?
?
.
?
.

6.
( 1) , ,
. , , .
, , .
. [6].
, ,
, .
:
,
,
,
.

.
6.1.

,
(. 6.1).
.
,
:
n

P ( t ) = p1 ( t ) p2 ( t ) ... pn ( t ) = pi ( t ) .
i =1

pi (t) i- ; Pc (t) .
pi (t ) = p2 (2) = ... = pn (t ) = p (t ), P (t ) = p n (t ).
1

. 6.1.

P (t ) = e

i ( t ) dt
0

=e

n t

i (t ) dt
i =1 0

=e

t n

i ( t ) dt

i =1
0

i =1

, n
:
n

( t ) = i ( t )
i =1

, :
( t ) = n ( t ) .

= const

P ( t ) = e

i t
i =1

= i .
i =1

,

, , .
, k , j- ( j = 1, k )
nj .

k

P ( t ) = p

n j (t )

j =1

nj j- ; p(t) j- .

k

( t ) = n j ( t ) .
j =1

:
, ;
,
.
6.2.

,
n , (. 6.2).
,
n

i =1

i =1

Q (t ) = q1 (t ) q2 (t ) ... qn (t ) = qi (t ) = (1 pi (t )).

P (t ) = 1 Q (t ) = 1 (1 pi (t )).
i =1

i (t ) dt
P (t ) = 1 1 e 0
.

i =1

P (t ) = 1 (1 e ( t ) dt ),
i =1

= const
n

P (t ) = 1 (1 e t ).
i =1

1
2
n
. 6.2.

:
, ;
i ;
i .
6.3.
,
. , (. 6.3).

, , .
,
. ,
(. 6.4).

III

IV

. 6.3.
PI
PII
PIII
PIV

. 6.4. :
PI, PII, PIII, PIV , ,

P ( t ) = PI PII PIII PIV .

k , ,
:
k

P (t ) = Pj (t ) ,
j =1

Pj (t) j- .

6.4.
,
, .
.
(. 6.5).
1 4 .
, (
: 1, 2, 3, 4, 5), (
3
5

. 6.5. ""
: 1 4, 2 5, 1 3, 2 3, 3 4, 3 5, 1 5, 2 4),
( : 1 3 4, 2 3 5) 5 .
,
,

p ( t ) = p5 + 5 p4 q + 8 p3q2 + 2 p2 q3 = p5 + 5 p4 (1 p ) + 8 p3 (1 p ) + 2 p2 (1 p ) ,
2

p = p(t) ; q = q(t) .
,
, .
, ,
.
, "" " ".
1 2 , (. 6.6, ).
" " , .
.
"" .

1
1
2

. 6.6. :
;
, .
1 2 . 6.6, . " "
, "" 1 2
. , ,
"" , . ,
.

6.5.
( )
, .
() .

.
. ,
. :
t

p ( t ) = e

( t ) dt

(t) ;
k

( t ) = ni i ( t ) ,
i =1

ni i- (i = 1, n ) ; k .

* =

k 4
10 (1/),
ka

ka , .
1,2 1,4.
. .
, .
, .
, ,
.

. .
=
=
,

n.

n.

. , .a ; n. , n.
.
:

.a =

n.a
.
n. .

. ,
,
.
.
1. , ,
. ni .
2. i max , i min .
3. : ni , i max, min .
k

4. (t ) = ni i .
i =1

5. , T (
i min , i max , ).
6.6.

, .
,
. , Ti i ,
i-

T t
i

P i ( t ) = i .
T
i
i
,
,
h

P ( t ) = P i ( i ) ,
i =1

h .

P ( t ) = p p ( t ) = e

ni i
i =1

P i (i ) .

i
=1

1.
2.
3.
4.
5.
6.
7.
8.
9.

, .
.
.
.
.
.
.
.
.

7. -

7.1.
- () , "
" (, ) ,
. ,
" "
, (), (), () ()
. , () ()
. , -
, .
.
.
, .
[17].
, 3,
:
, ;
, ,
, .. "" ;
,
; ,
;
,
;
;
.


. ,
.
.

. ,


. ,
. ,
.
( " ")

( " "). , :
, , , , .
, ,

.
:
, ,
;
,
.
7.2.
()
(),

. 7.1.
, .
( ) ( ) .
,
, (. 7.1).
()
.
.
, , .

.
. ()
:

Nci(1) = Nci(1) (ni , ni , li );

Nci(2) = Nci(2) (n1i , n2i , N1i , N2i ),

(7.1)
(7.2)

ni , ni i- ; li ; n1i , n2i
; N1i , N2i i- .
(7.1) , , (7.2)
.
:
mi

Nai = Ncj + Nc i (nc i );

(7.3)

j =1

Na = Nai + Nc , a ( M a );
i =1

(7.4)

N =

Nc i + Nc

iE

( M ); N =

iE

Nci + Nc , ( M ),

(7.5)

mi i- ; R ; E , E ;

nc i i- ; M a , M , M ,
.
,
. (7.5) ,
. (),
- , ,
:
R1

N = ( N1i (Vi , V0i , Si , li ) + N2i (Vi , ci , i ) + N3i ),

(7.6)

i =1

N1i , N2i , N3i , ,

; V0 i , Vi ,
i- ; li ; c i ; i
; Si .
:

N = Na + N + N + N .

(7.7)

.
() (). () ,

Nci() = Nci() ( Nci , ni , ai , ai ),

(7.8)

Nci i- ; ni ; ai ; ai
.
(7.8)
. ,
.
. ai .

(7.3) (7.7).
. ()
, /, ,
, .
:
1.
, . , , .
2. .
.
3. , .
.
1 2,
, ()
:

N() = Na() ( N() , nk , k , k );

()
()
()
N/
= N/
( N() , N
, n1k , 1k , 1k );
()
( )
()
N
= N
( N
, 2 k , 2 k ),

nk , n1k ; k , 1k , 2 k ; k , 1k , 2 k
.
(7.7).
. ,
, , ,
, , .


, . ,
. , ,
, .
. ,
:

Q1 = Q11 ( Na , m, B, F , F1 ) + Q12 ( N , V , V0 , v, F , F2 ),

(7.9)

Na , N ; F , F
; B ; m ,
; v ,
.

, .
.
M QM Q1
. , QM = Q1 .
,

QM = 1 (1 Q1 ) M MQ1 .

(7.10)
. ,
,
. :
, , ,
. , .
. ,
. ()
, .
, , .
v(t), .
.
, ,
. ,
. ,

:

Pc (t ) = Pc (t , Q1 , v(t )).

( 7.11)

K.
. K.. = K. (1 Q1 ).
7.3.
,
, , (7.9) (7.11).
,
, ,
, .
.

. :

V = (n2 + 2) log 2 (n2 + 2) = 1, 443(n2 + 2) ln(n2 + 2),

n2 = n + n ,

(7.12)

n2 . (7.1)

N = V2 / (lVy ), Vy = 243 / l 2 .

(7.13)

 Vy , , ; l
. - l = 2,16,
l = 0,88.
,
:

N = V / Vy ; V = Alog 2 n,

n = n1 + n2 ,

A = n1 log 2 n1 + n2 log 2 n2 ,
n1 = n. + n , n2 = n . + n + nk ,

(7.14)

V ; A ; n ; n1 ; n2
; n. ; n ; n.
; n ; nk ; Vy = 3000 .
(7.14) . V , Vy = 17 850.
.
n
V0 . ,

V < V0 , V , .
.
(, .) v , V0 / v , n,
. V

Pm (V, V0 , n) = CMm CNn mM / CNn ,

M=

V
V
, N= 0;
v
v

(7.15)

max(0, n + M N ) m min(n, M ).
,

Pm (V, V0 , n) = Cnm q m p n m , p = 1 q, q = V / V0 .

(7.16)

v . V0 v
(7.15) (7.16) .
. ()
, .
. ,
. ,
:

N0 () = N exp( a / n ), a > 0;

(7.17)

N0 () = N (1 ( / n )1/ m ), m > 1;

(7.18)

N0 () = N exp((a / n ) m ), 0,8 m 1, 2 ,

(7.19)

n , m, a .

.
, ().
X = ( x1 , x2 , ..., xn ) Y = ( y1 , y2 , ..., yr ) .
X Y,
. Y
. Ei E X,
: Ei .
,
. r . ,

 F ( X ) = x1 x2 ... xn .
() , .
, F ( X ) = x1 2n 1 . x1 x2 ,
2n 2 . r- 2n r ,

2 r . Cnr .
r- 2r .
Cnm (m = 0, ..., n), m ,
. m r m
r > m. r- , m-

m

Qr (m) = Cri 2 r , r > m; Qr (m) = 1, r m.

(7.20)

i=0

{r, r = 1, ..., n} ,
m-
n

r =1

r =1

Q1 (m, ) = r Qr (m) = r +

r = m +1

r Cri 2 r .

(7.21)

i=0

Lm = Cni .

(7.22)

i =0

m-

P1 (m, ) = 1 Q1 (m, ) =

1r = r Pr (m),

r,
r m
1

= +1

Pr (m) =

Cri 2 r .

(7.23)

i = m+1

1r , m- r-
. m- r = r 1r = r Qr (m). , 1r
, , r
.
m- nm , l

(l < Cnm ). (7.20)

m

Qr (m) = Qr (i ), Qr (i) = Cri 2 r .

(7.24)

i =0

r- m-

Qr (m, l ) = l Qr (m) / Cnm =

l
2r

(Crm / Cnm ) .

(m 1) m- r-
m1

Qr (m 1, l ) = Qr (i ) + Qr ( m, l ).
i=0

m 1

m1

r =1

r =m

i =0

Q1 (m 1, l , ) = r + r Cri 2 r + Qr (m, l ) .
, m- :

P1 (m 1, l , ) =

r + rm r Qr (m) (1 l / Cnm ) =
r m
= +1

= P1 (m, ) + P1 (m, ) (1 l / Cnm ) ,

P1 (m, ) = P1 (m, ) P1 (m 1, ) .
Q1 (m, P )
. N ,
m-

N1 = MN1 = M ( X1 + ... + XN ) = NQ1 (m, p) .

n

N 0 = N N1 = NP1 (m, p) = NP1 (m, ) = 1r .

(7.25)

r =m

m-

N 0 = NP1 (m 1, l , P ) .

(7.26)

, m-

P0 = Q1N (m, P ) .

(7.27)

P0 .
,
.
L0 .
:

(2)
0
N
0
(1)
0 = N1 Q1 (m 1, l , p ); 0 = P0 ( L ) = Q1 (m 1, l , p); L = Lm1 + l .

:
(1)
(1)
0 ( L) = Q1 ( m 1, l , ) 00 ;

N
(2)
(2)
0 ( L) = Q1 ( m 1, l , ) 00 ; L = Lm 1 + l .

(7.28)

(7.28) , . m l,
L. , .
N. ,
(2)
(1)
00 = ( 00 )

1/ N

. .
, 2 .
m- (m = 1 ... 5)
L = 6, 16, 26 31.
. . 7.1.
, . 7.1, , .
, 50% (m = 2, L = 16),
, 5- 0,5.
, , (7.21).
. 7.2.
0,95 , 81,25%
.

7.1. r -

Qr ( m)
m=0

m=1

m=2

m=3

m=4

m=5

0,5

0,25

0,75

0,125

0,50

0,875

0,0625

0,3125

0,6875

0,9325

0,03125

0,1875

0,5000

0,8175

0,96875

7.2.

Q1 ( m, ())
m=0

m=1

m=2

m=3

m=4

m=5

0,194

0,55

0,813

0,950

0,994

0,125

0,55

0,881

0,969

0,984

0,986

0,290

0,55

0,781

0,929

0,989

0,207

0,55

0,831

0,949

0,986

0,993

Q1 L, (7.17) (7.19), . . 7.2

. a m L =
6:
1 exp ( 6a / 32) = 0,55; (6 / 32)1/ m = 0,55 .

= 4,26, m = 2,8. 7.2 ,

, .
. ( m = 2) 10%.
, (7.25),
K = L / L = 6 / 32 = 0,19 20 K = 0,8 (. 7.3).
, (7.27), 0,66
m = 2 0,9 m = 3. :
1. V0 .
v, N , v
N q = v / V0 . "" ,
. .
N0 = N , = 1 a .
,

N0 = N , N0 = N0 = N , = 1 = .

(7.29)

2. V V0 ,
.
.
7.3.

N0 (m)
m=1

m=2

m=3

m=4

0,9

0,375

0,100

0,0075

0,9
0,278
0,102
0,027
. ,
.
(), .
() ,
() . ,
, (
).

- , ,
, .
, ,
.
. .
:

= 1 + 2 + 3 + 4 ,
1 , ; 2
; 3
; 4 .
7.4.
, . ,
, , ,
. ,
.
.
:
1. , .
,
, . ,
, .
2. .
.
3.
. . (7.25)
(7.26) ,
. (),
(7.12) (7.13), MB :

N = Nci + NMBC .
0

(i )

n, , (7.22), Lm
(7.24) 1r , r = m + 1, ..., n , (7.25) N = N0
N0 . , 1r ,
r- , N1r .

N1r =

Cri .
i m
= +1

N1r , 1r = 1r / N1r .
Q1 (1, 1) =

r = m+1

r 1r =

r = m+1

r 1r / N1r ,

(7.30)

r ,
r- .
r =

Cnr N1r
2n 2r

, r = m + 1, ..., n .

(7.31)

(7.31) (7.30), :

Q1 (1, 1) =

r = m+1

1r

(1, 1) =

r = m+1

r
n 1r

2 n r .

(7.32)

 N0 , k ,

Q1 ( N0 , k ) = 1 (1 Q1 (1, 1)) N k N0 kQ1 (1, 1) .

(7.33)

.
N = n V0 (7.13),
V. V0

V n q = 1 p = V / V0 . , V
, 1 pn . v
,

Q1 (v, V , V0 , N ) =

1 (1 qq1 )n 1 (1 v / V0 )n
v
=
, q1 = .
V
1 pn
1 (1 V / V0 )n

V "" . Nv
N q = V / V0 . Nv = n1 ,
n2 = n1 , (1 ) .
v , V :

Q1 ( n2 ) =

1 p1n2
, p = 1 V / V0 , p1 = 1 v / V.
1 p N

n2 , N q0 = q ,

Q1 = Q1 (i ) CNi q0i
i =1

(1 q0 ) N i
= (1 (1 q0 q1 ) N ) / (1 p N ) .
(1 p Nu )

, = , ,

= .
.
,

QM ( N0 , k) = 1 (1 Q1 ( N0 , k)) M = 1 (1 Q1 (1, 1)) MN k = 1 ( P1 (1, 1)) MN k .

0

(7.34)

- , V ( p = 1 V / V0 )
V, v ( p1M ). V0
n , -

Qy ( M , v, V , V0 , n) =

(1 (1 q (1 p1M )) n )
, n = N .
(1 p n )

(7.35)

Qy ( M , v, V, V0 , n, ) =

(1 (1 q0 (1 p1M ))n )
, n = N , q0 = q , (7.36)
(1 p n )

= = .

Q ( M ) = 1 (1 q (1 p1M ))n ;
Q ( M , ) = 1 (1 q0 (1 p1M )) n , q0 = q .

(7.37)

, M 1 pn .

 .
,
(0, t) :

Pc (t ) =

( (1 Q1 ( N0 , k ))) M
e P ( M ), = t.
M!
=0

P ( M ) (7.37), :

Pc (t ) =

(P1 ( N0 , k )) M
e ( p0 + q0 p1M ) n .
M!
=0

(7.38)

q0 ,

P ( M ) 1 nq0 (1 p1M ) .

Pc (t ) = exp(Q1 ( N0 , k)) (1 nq0 + nq0 exp(q1 P1 ( N0 , k))) . (7.39)

,
:

Pc (t ) exp(Q1 ( N0 , k)) (1 nq0 + nq0 exp(q1 )) .

(7.40)

= + ; = Q1 ( N0 , k) ;
= Q (1, ) = nqq1;

T =

1 nq0
nq0
1
+

.
Q1 ( N0 , k) (Q1 ( N0 , k) + q1 P1 ( N0 , k))

(7.41)

T q0 Q1 .
. ,
.

n1

n2

i =1

i =1

Q1 ( N0 , k ) = , i ; q1 = , i ,

:
n1

n2

i =1

i =1

v1 = , i q , i ; v2 = , i q, i .
v1 v2 (7.39) Q1 q1 , :

Pc (t ) = e v t (1 nq0 + nq0 e
1

v2 tP1, p ( N0 , k )

n1

); P1, p ( N0 , k ) = q1i Q1i , Q1i =

i =1

, i

Q1i , i- .
7.5.
- :
() ;
() ()
;
(), , ,
,
.

 () ()
(. 7.2). () ,
() () .
(), .
.
.

Hot stand by

A1

A8

A1

A8

. 7.2.
1...8, () ()
. .
.
, ,
, .
. ,
.
(7.12) (7.13). ,
, , ,

.
. 7.4.
.
.
. ,
: 35%,
70%; 29%, 60%.
: 40% 1 30% 2.
. 1 1 4 2. -
. , 1 .
27 + 29 = 640 , 211 = 2048
, .. 3,2 . 1 2
, ,
.
.
. , 1
2, .
. 7.5.

7.4.

n2*

1
2
1
2
1
2
1
2
1
11 9
17 15 80,71 69,49 1,01
0,745
1
16 10 28 20

1,264 0,609
11
7
4
14 12 64,0
53,3
0,632 0,439
12
9
6
14 8
64,0
33,2
0,632 0,170
2

48 36 283,2 199,4 12,29 6,137

2
41 32 68 48

3,71
1,763
21
14 10 23 16 116,1 75,06 2,08
0,869
22
10 10 15 14 69,5
64,0
0,745 0,632
23
6
2
12 4
53,3
15,51 0,439 0,002
24
6
6
9
8
38,1
33,22 0,223 0,170
25
5
4
9
6
38,1
24,00 0,223 0,089
3
17 13 30 21 160,0 104,0 3,95
1,67
4
9
6
15 8
69,5
33,22 0,745 0,170
4
12 8
22 12

0,714 0,178
41,42 6
4
11 6
48,1
24,0
0,357 0,089
5

19 19 92,2
92,2
1,313 1,313
5
20 20 32 32

0,681 0,681

5
5
8
8
33,22 33,22 1,170 0,170
5154
6

28 20 147,2 98,1
3,344 1,485
6
28 20 48 32

1,754 0,681

7
5
12 8
53,22 33,22 0,439 0,170
6164
7
20 20 21 21 104,0 104,0 1,67
1,67
8
12 8
24 20 122,2 98,1
2,305 1,485
18

202 160

26,63 14,68
18
166 141 273 206

16,05 10,34
. 1 ; 2
;
; .
7.5.
V
n2*

4
16
0,04
1
42
240
8,90
2
28
147
3,34
.
, .
.
. 7.6.
(. . 7.2) .
, 1 2, .
, . 1 2
, .
. ,
. . 7.7.

7.6.

A1A
8

1
1
1

54
0
54

20
20
0

2
2
0

15
15
15

3
21
9

7.7.
N

18

1 2

16,1 10,34 8,9

31,6
6
3,34 0
6,44 12,87 34,7
2
0
2,2 2,42 4,85 20,6
3
3,34 2,2 10,07 20,14 40,5
4

n = 11

2,42

16,1 10,34 0

3,34 2,2 1,21

2
1

16,1 10,34 8,9

16,1 10,34 8,9

n = 17

32,9 25,9
6
41,1 29,0
6
1
23,0 14,9
6
2
49,6 34,8
1
3

27,4
5
35,4
5
17,3
5
43,9
0

. n ; 1 1; 2
2.
, . 7.7, ,
- .
, .
20% .
:
V0 = 6 ;
, : V = = 0,55 , V = 0,5 , V =
0,25 ;
l = 0,88.
(7.13), N = 352, N = 29,

N = 14,5.
. .
,
, m = 1 . (7.25) (7.26). . 7.4, m
= 9 , 12, 23, 24, 41, 42, 51...54, 61...64. 21, 22, A3, 7 8
9. . m = 10
22.
1 2 , n = 17 n = 11 .
. 7.9.
n = 18, 36 24 ( , ).
(7.29) 0,95. , . 7.9, ,
: (1...8 )
30,45 0,88 m = 9 0,4 = 10.
32 1,6. ,
, 0,96 m = 9 0,97 m = 10.
: 0,544 = 9 0,7
m = 10 (. 7.8). , .
12,1 22,6. ,

7.8.

21

22

18

0,0023

0,00007

0,199

0,1965

0,005

0,424

0,4495

0,00208

10

0,0065

0,087

0,113

0,00007

0,207

0,196

0,00015

7.9. ( 1)

0,424

0,452 0,73

1,21

2,42

2,82

4,03

0,911 0,876

10 0,207

0,196 0,73

1,21

2,42

2,34

3,55

0,926 0,892

0,424

0,452 1,45

6,44

12,87 8,77

15,23 0,747 0,630

10 0,207

0,196 1,45

6,44

12,87 8,29

14,65 0,761 0,644

0,424

1,45

2,42

4,85

4,30

6,72

1,792 0,709

10 0,207

1,45

2,42

4,85

4,08

6,51

0,802 0,718

0,424

0,452 1,60

10,07 20,14 12,55 22,62 0,690 0,544

10 0,207

0,196 1,60

10,07 20,14 12,08 22,14 0,702 0,553

1 2 1 2 1
2

.
. , m = 9,
. m , .
, , m = 9 L = 1568 .
, (7.21), . 7.10. 8
1...5, 9 .
7 m = 8 m = 9 63,6%, m = 9
m = 10 42,8%. m = 9 m = 10 L: A3 21,6%,
1...8 37,8%, 21,1%, 35,4%.
,
. 7.11.
7.10. m-

21

L
m=8

m=9

m = 10

14

12 911

14 913

15 914

22

10

1013

1023

1024

17

65 536

89 846

109 294

20

263 950

431 910

616 666

12

3797

4017

4083

17

65 536

89 846

109 294

11

1981

2036

2047

218

347 207

541 709

746 981

18

348 774

543 277

748 549

1, 2

67 517

91 882

111 341

18

416 291

635 159

859 890

7.11.

AL / L

635 159

0,876

0,969

10

859 890

0,403

0,986

0,354

543 277

0,424

0,974

10

748 277

0,207

0,987

0,377

1,7% 35,4%.
1,3% 37,7%.
.
.
.
P1 (m, P )
(7.23) (7.25) m = 8 k = 1/ n . 7.12.
. 7.9.
7.12.

P1 (m, )

N, m = 9

N, m = 8

20
17
20

0,1843
0,0982
0,1843

3,30
13,78
5,27
21,02

0,73
1,45
1,45
1,60

0,608
1,353
0,971
2,93

0,073
0,145
0,145
0,16

= 0,9 .
:
8

i =1

i =1

L = 2 C20i + C17i = 2 263 950 + 65 536.

(L = 635 159).
r 9 17 r 9 20
. .
1.
, R0 r
. , .
2. n- (7.20) (7.22)
. m < r < n r , r = n (. 7.13),
.
,
.
3. , . 7.12 7.13, , (n = 20)
0,249 0,83
13- 14- . (n = 17) 0,5
= 0,9 12- 13- .

7.13.

2r

R0 r

512

511

0,998

10

1024

1013

0,989

11

2048

1981

0,972

12

4096

3797

0,927

13

8192

7099

0,867

14

16 384

12 911

0,788

15

32 768

22 819

0,696

16

65 536

39 203

0,598

17

131 072

65 536

0,500

18

262 144

106 762

0,407

19

524 288

169 826

0,324

20

1 048 576

260 950

0,249

4.
=

( L(17) + 2 L (20))
587 436
=
= 0, 267 .
2 228 224
(217 + 2 2 20 )

0,863, .

.
.
.
: N 0 ; k
, ; 1r ( n )
.

Q1(1, 1) Q1(N0, k) (7.32) (7.33) . 7.14, . 7.15.

7.14.

Pr (m) 2 m1

1k (17)

1k (20)

Cnr 2 n r

Q1r (1, 1)

n = 17

n = 20

n = 17

n = 20

1,15104

9,77105

3,62104

3,13104

4,17108

3,06108

10

5,5

6,32104

5,37104

1,45104

1,72104

9,16108

9,24108

11

16,75

1,93103

1,64103

4,61104

7,82105

8,90108

1,28107

12

37,38

4,29103

3,65103

1,15105

2,93105

4,95108

1,07107

13

68,31

7,85103

6,67103

2,22106

9,03106

1,74108

6,02108

14

108,53

0,0125

1,06102

3,17107

2,26106

3,91010

2,39108

15

155,45

0,01786

0,01518

3,17108

4,51107

5,71010

6,85109

16

205,73

0,02365

0,0201

1,98109

7,05108

4,71011

1,42109

17

256,00

0,02941

0,0250

5,81010

8,30109

1,71011

2,11011

18

303,48

9,0296

6,91010

2,11011

19

346,15

0,0338

3,61011

1,21012

20

384,58

0,0376

9,11012

3,41013

9-17

854,65

0,0982

2,94107

9-20

1888,9

0,1845

4,51107

7.15.

Q1 (1, 1)

Q1 ( Nk 0 , K )

20
17
20

10
15
20

0,608
1,353
0,971

4,51107
2,94107
4,51107

2,74106
5,96106
8,76106

7.16.

QM ( Nk 0 , K )

2,7410

10
100
1000

5,9610

10
100
1000

8,76106

10
100
1000

2,74105
2,76104
0,00276
6,21105
6,21104
0,00619
8,98105
8,98104
0,00894

Q1 ( Nk 0 , K )

(7.35) (7.37), (7.36) (7.37).
: V0 = 6 , V = 0,5 , V = 0,25
, r = 1/n, N = 352, = 0,05, = 0,1. . 7.17 7.21.
, " = 51014.
, . 7.17, ,
10 15 . , (. .
7.19). , , " = 0,48
" = 0,23 .
7.17.

1
5
10
100

v=2

0,1107
0,4389
0,6782
0,9997

v=4

0,1107
0,5585
0,6848
0,9999

0,2093
0,6796
0,8883
1

v=8

0,2093
0,6855
0,8968
1

0,3748
0,8901
0,9834
1

v = 16

0,3748
0,8977
0,9877
1

0,6094
0,9843
1
1

0,6094
0,9881
1
1

7.18.

Q (M, v)
v=2

1
0,0113
5
0,0548
10
0,1059
100 0,6405
1000 0,9998

v=4

0,0077
0,0374
0,0727
0,4988
0,9919

0,0225
0,1063
0,1990
0,8545
0,9999

v=8

0,0152
0,0730
0,1391
0,7214
0,9999

0,0446
0,2005
0,3544
0,9733
0,9999

v = 16

0,0301
0,1396
0,2551
0,8982
0,9999

0,0881
0,3590
0,5447
0,9990
0,9999

0,0595
0,2568
0,4347
0,9825
0,9999

7.19.

Q (M, v)
v=2

1
0,0059
5
0,0285
10
0,0551
100 0,3331
1000 0,5200

v=4

0,0059
0,0287
0,0560
0,3841
0,7638

0,0117
0,0553
0,1035
0,4444
0,5201

v=8

0,0117
0,0562
0,1071
0,5555
0,7700

0,0232
0,1043
0,1843
0,5062
0,5201

v = 16

0,0232
0,1075
0,1964
0,6916
0,7700

0,0458
0,1867
0,2989
0,5196
0,5201

0,0458
0,1977
0,3347
0,7565
0,7700

7.20.

v=2

v=1

0,0083
0,0411
0,0800
0,5613
0,9996

1
5
10
100
1000

0,0042
0,0220
0,0425
0,5456
0,9830

v = 0,5

0,0041
0,0206
0,0411
0,3379
0,9826

0,0022
0,0107
0,0219
0,1926
0,8695

0,0021
0,0115
0,0206
0,1878
0,8695

v = 0,25

0,0232
0,0059
0,0107
0,1020
0,6490

0,0010
0,0057
0,0115
0,0983
0,6419

0,0005
0,0030
0,0059
0,0527
0,4117

7.21.

( )
v=2

v=1

v = 0,5

0,0006 0,0006 2,910

10

2,910
4

0,0057 0,0058 2,910

1,510

v = 0,25

1,510

7,310

7,310
5

0,0030 0,0015 0,0015 0,0008 0,0008

100 0,0397 0,0473 0,0239 0,0263 0,0133 0,0139 0,0070 0,0072

1000 0,0707 0,1342 0,0695 0,1192 0,0615 0,0886 0,0454 0,0562
7.22.

v = 0,25

2,7410
5,96106
8,76106

7,310
7,3 105
7,3 105

v=2

v = 0,25
5

5,8710
5,87105
5,87104

7,5710
7,90105
8,18105

v=2
5,90104
5,93104
5,96104

, .. ,
(. . 7.21), (. . 7.15), .
.
,
. , ,
. = 0,1.
,
, . 7.22.
v , .
. .
, 1...8, ,
.
T1 = 8 .
, ,
T2 = 8 .


T3 = 72 .
200 ,
200 . , T4 = 100 000 / 200 = 500 .
( 20%) .
T5 = T4 / 0,2 = 2500 .

=

T1

T5

1
1
1
+
= 0,1254 1; T =
= 7, 97 .
8 2500

T1

T2

T3

T4

1
= 3, 76 .

= 0,1266 1; T =

.
.
. (7.38) (7.39) (7.40).
. 7.23 7.24 t = 1 = 8760
v = 0,25 .
7.23.

Q1,

106

Q1,1

0,1254 0,01254 2,74106 7,3105

0,0142 0,00143 5,9610

0,2660 0,0266

7,310

8,76106 7,3105

+
+

0,3440

0,9150 1,259

0,0852

0,1043 0,1895

2,330

1,942

4,272

7.24.

, .

(t)

2900
11 700
429

1090
9586
515

794
5277
234

0,992
0,9991
0,9831

0,989
0,9983
0,9632

0,997
0,9993
0,9798

7.25.

, .

(t)

2900
11 700
429

10 900
95 860
5150

2291
5277
396

0,997
0,992
0,9962
0,99925 0,99991 0,99916
0,9798 0,9983 0,9781

.
,
p = 1 q. (7.41) qi = 1, q = 0,1 .
7.25.

. ,
5 . ,
, " " , .
7.6.

.
, ,
.
.
.
[32, 33]. :
;

; ;
.
:
, ,
;
, k , k 1
.

P (t , ) = exp( C r ( )t ) = e t / T ;
r () =

E0
E

(); T = 1 C 0 () ,
I

(7.42)

0 ; I ; ( ) r ()
; ; ;
.
0 . r
; (n r) , . n ,

r

nr

i =1

i =1

H = Ti + ti ; =

nr
1
H
; T= =
.
H
nr

(7.43)

H = 1 H = 2 , :

n1 r1
n r
1
1
; 2 = 2 2 ; T 1 = ; T1 = ,
(7.44)
H1
H2
1
2
1 2 . (7.42) ,

1 =

T1
E0

( (1 ) (2 )); C = 1 T1
(1 ) ; = .
E0 =
I

1
T2

(7.45)

T 1 , T 2 , (1 ) , (2 ) .
(7.43) (7.45) . 1 2 ,
1 2 ; n1 n2 , 1 2 .

T1
E
E
T

= 1 C 0 (1 ) ; 2 = 1 C 0 (2 ) ;
n1
n2

I
I

n
E0 =
( (1 ) ( 2 )); C = 1
T1
1

E 0 (1 ) ; = T1
I

n1

T2
. (7.46)
n2

1 2 , 1 = 1 / n1; 2 = 2 / n2, (7.46) (7.45).

k (0, 1 ), (0, 2 ), ..., (0, k ), 1 < 2 < ...< k ,

C = nj
j =1

E 0 ( j ) H j ; C = n j
I

j =1

k
E 0 ( j ) H j , (7.47)
I
j =1

n j j- , ; H j ,
j-o . k = 2 (7.47)
(7.46).
( nj) [34]
2
2
k
k
k

E

2
D C 1 n j / C H j n j 0 ( j ) ;

I

j =1
j =1

j =1
2
2
k
k

E

DE0 I 2 n j 0 ( j ) C 2 H j n j ;

I

j =1
j =1

j =1

C C , E E0 .

 k
(C , E 0 ) n j
j =1

E0

I ( j )

2
k
k
E0

)
n
n

j j

j
I

j =1 j =1

0,5

0 .


( ) =

E0
(1 e / ),
I
0

0 0 .

P (t , ) = exp(CE0 / Ie / t ) .
0

T = I / CE0 e / .
0

[36, 36].
. , :

( ti ) = KJM ( E0 i + 1) ,
KJM ; ti i- (i 1)- .

P (t ) = exp((ti )) = KJM (( E0 i + 1)t ), ti 1 < t < ti .

(7.48)

KJM = C / I ( ) = (i 1) / I (7.48) (7.42), k

t1 , t2 , ... , tk 0 KJM.

1

E i +1

i
0

=1

= k E0 k +1 ; KJM =
E0 k +1 ;
A

k
k
B
; A = ti ; B = iti .
AK
i =1
i =1

(7.49)

( k) :

D E0

S2 KJM
k
;

;
D
K
JM
2
kS2 A2 C 2
kS2 A2 KJM

( K JM , E 0 )

k
AK JM
; S2 = ( E0 i + 1) 2 .
0,5
( kS2 )
i =1

, 0 K JM .
. :

(t ) = DK i 1 , ti 1 < t < ti , K < 1,

D K ; i .
. :

P (t ) = exp( DK n t ); T = 1 / DK n ,
n . ,
.

(t ) = DK

n j 1

; T = 1 / DK nm ; P (t ) = exp( DK nm t ), t j 1 < t < t j ,

n j 1 j-o ; .
[37, 38] .
,
i-

(t ) = KJM ( E0 i + 1) t , ti 1 < t < ti 1

(7.50)

.. .
.
.

0 = 1

KJM ( E0 n) ,

n .

t 2
2
2 0

P (t ) = exp

KJM ( E0 n) t 2
=
exp

, tn < t < tn +1 ;

0 =
.
2
2 KJM ( E0 n)

T=

,
, .. .

.
[39]. -, ..
, .
, (r 1)- , ,
, :
i 1

(Ti 1 , ti ) = KL ( E0 i + 1) (Ti 1 + ti / 2); Ti 1 = t j ; T0 = 0,

(7.51)

i =1

ti i- (i 1)- .
:
. , :
i 1

ni 1 = M j , n0 = 0 .
i =1

M j , j- . (7.51)
:

P (t ) = exp ( KL ( E0 ni 1 ) (Ti 1t + t 2 / 4)), 0 t ti ;

(1 2 (Ti 1 2 KL ( E0 ni 1 ) )),
( KL ( E0 ni 1 ))

T=

() ; KL E0 .

.
(7.49), ,
, . ,
.

C=

K/A

E 0 + 1 K E 0 + 1 K

=
i =1

Mi

E 0 ni 1

K = Mi ; =
i =1

B
,
AK

(7.52)

= KJM (7.50) = KJ (7.51); .

:

M

i =1

i =1

A = ti ; Bi = (ni 1 + 1) ti ;

M

i =1

i =1

A = ti (Ti 1 + ti / 2); Bi = (ni 1 + 1) ti (Ti 1 + ti / 2) .

ti , Mi . , Mi = 1
(7.52) (7.49), = K, k (7.49).
[40] .
, ()
. ( )

C
,
E0T0

m( ) = E0 1 exp

(7.53)

T0 ; 0 ;
. (7.53) :
( ) =

C
dm() C
= exp
;
d
T0
E0T0
C

C
exp
T
E0T0
0

P (t , ) = exp( ()t ) = exp

t .

[47] , .
:
1. , .
2.
.
3.
.
4. ,
.
5. ,
.
6.
, .
( ) [41].

(t ) = m mt m1 ; P (t ) = e ( t ) ; T =
m

1
1
1 + .
m

,
. X, . m 0
< < 1. .
:

1 k
1 k
2
1 s2

1 + 2 1 + = 2 ; t = ti ; s 2 = (ti t )2 ,
k i =1
k i =1
m
m t
() -.

= 1 + 1/ m t .

( ) [42].

M
= 0
,
M0
; M0 0 .

(M ) =

d ( M )
= R0 ( M / M 0 )1 , R0 = 0 , < 1;
Md

(7.54)

- , ..
,
FORTRAN. = 0,5.
" ", .
, , .
" " .
.
[43]. (n)
n . j-
N

Q j = p ji yi ,
i =1

i i- ; pij i- j- .

n
n

P (n) = (1 Q j ) = exp ln (1 Q j ) .
j =1
j =1

t j j- ,

(t j ) =

ln (1 Q j )
t j

j
n

; P (n) = exp (t j )t j ; t j = ti . (7.55)

i =1
j =1

(7.54) (7.55) -
. ,
.

P ( N) =

=1

=1

E (n )W ; Wi = N ,
Ni i i i i

N ; m i- ; Ei
i- .

Gj, Lj, j = 1 ... n. Lj ,
Gj .
n

P (1) = 1 p j j , p j =
j =1

pij ,

iG j

j < 1.

, Lj
Gj, . , .
( ) [45]. .
:
pi, i = 1 ... n;
s , l- l, l = 1 ...
s;
.
i-

Pi = plmli ,

(7.56)

l =1

mli l- i- .

n

Pc 0 = i Pi ;
i =1

i = 1,

(7.57)

=1

n .

ql. pl (7.56)

plj = 1 (1 pl 0 )qlj 1 , j 1,
j .
ql =1 Plj , ql < 1 , ql > 1, , . j-
i-
s

l =1

l =1

Pij = (1 (1 pl 0 ) ql j 1 ) mli 1 mli (1 pl 0 ) ql j 1 .

ql = q (7.57)
s

Pij 1 (1 Pi 0 ) q j 1 , Pi 0 = mli (1 Pi 0 ) .

(7.58)

l =1

(7.58) (7.57), :
n

Pcj = 1 (1 Pc 0 ) q j 1 , Pc 0 = i Pi 0 .

(7.59)

i =1

Pc 0 =

pi
i + i i
i
l
: i

: i <

=1

mij
0

(7.59) 0 q . ,
nj j- (j 1)- , j = 1 ... r,
:
r

( n j 1) q j 1

r
= 0, Qc 0 = 1 Pc 0 , r 2;
Qc 0
c0q
r ( n 1) Q
r ( r 1)
j
c0

= 0.

j 1
2q
j =1 1 Qc 0 q

1 Q
j
=1

j 1

, r = 2 :

Qc 0 =

n1

; q=

n1
.
n2

[46]. k k-
, P .

Pk = P ,

; k .
P .
, : n1, n2, ..., nN. Xk

 nk nk Pk.
:
N

k =1

L = sk ln Pk + (nk sk ) ln(1 Pk ); Pk = P

s1, s2, ..., sn .

N
N
sk
nk sk
L
=

= 0;
P k =1 P / k k =1 1 P + / k
N
(n s ) / k
L N sk / k
=
k k
= 0.
k =1 P / k k =1 1 P + / k

(7.60)

(7.60) . (1 P) < / k
:

1 N
N +1 N N +1
1 N

ksk
sk
C1 N , n = nk ;

n k =1
2 k =1 2
N k =1

N
N
1
1 C1 N
N +1

ksk sk
C1 N , C1 = ln( N + 0,5) + E ,

n n k =1
2
k

k =1
k =1

P =
(7.61)

= 0,577215 . , (7.61)
.
. P
, :
2

sk

k =1

nk

S 2 = Q( P , ) = P k Pk =
k =1

P +

= min.
k

P , :

A NP + C1 = 0; B C1 P + C2 = 0;
n

n
N
N
sk
s
1
1
; B = k ; C1 = ; C2 = 2 .
k =1 n k
k =1 kn k
k =1 k
k =1 k

A=

P =

AC2 BC1 AC1 BN

; =
.
NC2 C12
NC2 C12

(7.62)

. (7.62)
.

1. ()?
2. , .
3. ?
4. . .
.
5. ?

8.
8.1.
. , ( ,
) . (
, )
, . ,
,
.
( ) .
, ,
, ,
.
:
1) , ,
, ;
2) ( ) ,
.

.
.
( ,
). , , ,
.
, . ,
, ,
.

. ,
.
, ,
, ,
. ,

.
.
8.2.

() .

. (, , , , ,
.) -
, .
, .
,
, , ,
, - .

, , ,
( ,
.). . , ,
. ,
.
-,
- . , ,
.
, , , .
,

. ( ,
, "" , .)
.
, .
, .
[53].

 .
, .
,
.
.
.
"" .
.
:
( , ,
" ");
, (
,
, , .);
( , , ,
, - );
( , .. ,
, , ,
( );
;
, :
( ), ( ), ,
( , ), ..;
N;
. :
, r- , , = min(T, r), r
r- .
: ,
, . : [N, , ]; [N, , 7]; [N, , r]; [N, ,
r]; [N, , (, r)]; [N, , (, r)] .
:
[N, , ], n , ,
;
[N, , ], n , ,
;
[N, , r], n , ,
r- ;
[N, , r], n , ,
r- .
" ",

( ) K .
(, ,
.) K . ,
. 8.1, , 10 ... 100
(30, K = 1).
8.1. (750)

K = 1

2,2
3,0
27

K = 1,3
3,8
8,2
45

K = 1,7
5,0
27
89

K = 2,0
7,5
67
134

.
,
: = / K .
.
8.3.

.

 .
, .

. ,
. .
,
( ). , .
,
, .
, .
[N, , N],
. ,
, ,
. [N, , T], [N, , r] .
t < T Tr .
t > T Tr
.
.
, .
1. F(t) .
. ,
,
, .. F(t) = 1 ( t ), X.
: t ; m ; k, . .
T < t ,
t > T (. 8.1).

F(t), F (t)

. 8.1.
2. F(t) . ,

. , ,
. ,
. , , ,
(. 8.2, ) (. 8.2, ).
:
,
(, (. 8.2, ), (. 8.2, ));
, , ,
;
,
( -, , .);
, 1,
; ,
, . ,
, , .

 (t)

(t)

. 8.2.
1

F
f1

f2
0

. 8.3.
2 ,
t , , , .
, , ,
, ,
(. 8.3).
,
. , ,
t .
.
, F(t) , ..
,
, (,
).
, ,
, 2.
, :
.
8.4. . .

Q(t) t.
, , ,
. [N, , t], t.
N t,
. Q (t) = m(t) / N.
, N Q (t) Q (t).
, , , .
, Q (t) .
.
.
Q (t) 0 1. (0,
1) , , Q (t)
. , (0, 1),
.
Q (t)
( Q , Q ) , ,
Q (t) ,
: P ( Q Q Q ).
, .. , Q (t) (0, Q ) ( Q , 1),
1 . :

= + = P (0 < Q < Q ) + P (Q < Q < 1).

 ' " , ' = " = / 2 = (1 ) / 2.

( ) (0, Q )
( Q , 1) , P (0 < Q < Q ) ; P (Q < Q < 1) .
= 1 , Q (t) ( Q , 1)
(0, Q ) .
,
. ,
, . ,
0,8 ... 0,95. 0,98
0,99.
Q Q 30- XX . .
. [1]. ,
t N Q, ..
m N :

P = m = CNmQ m (1 Q) N m .
:
m

P m = B(m, Q, N ) = CNi Q i (1 Q ) N i .

(8.1)

i=0

m , N Q . (8.1) m,
m N.
N, Q, ,
, . 8.4.

. 8.4.

Q , .
, , ' 1 ",
, ,
5 = 1 ' ". ,
, ,
:
m

CNi Q i (1 Q ) N i = ;

i
=0

(8.2)

CNi Q i (1 Q ) N i = .

i
=0

(8.3)

CNi Q i (1 Q) N i = 1, (8.3) :

=0

m 1

CNi Q i (1 Q ) N i = 1 .

i
=0

(8.4)

 = 0 Q = 0, (8.2):

(1 Q ) N = ' = 1 .

Q = 1 N 1 .

(8.5)

8.1. 10 1000 .
1000
0,9.
. ,
, , [N, , t].
, (8.5) :

Q =1 100,1 = 1 (0,23) = 0,206.

, 10 90% ,
0,206.
8.2. [N, , t],
90% , 0,9?
. , = 0. (8.5) N = lg (l 5) / lg .
= 0,9 P = 0,9, N = 22. = 0,95 P = 0,95, N = = 59, = 0,95 P = 0,99
N = 299.
8.1 8.2 , - .
100%
, ,
0,9.
.
,
.
, , ,
. .
. Q , N m << N,

NmQ m (1 Q) N m

a m a
e , a = NQ .
m!

(8.6)

(8.6) (8.2) (8.4) :

m

a i

e a

i!
i

= ;

(8.7)

a i a
e = .

i =0 i !

(8.8)

=0

m 1

.
m " . (m 1, 1 ") ,
N Q Q .
2-, , 2-
k = 2m + 2 , m,
(, 2m + 2) = = 2 (, m). (8.7) (8.8), :

Q =

1
1
u ( , 2m + 2) ; Q =
u (1 , 2m) .
2N
2N

(8.9)

8.3. 100 2000

. 2000
0,9.
. Q =
0,02 , , .
' = (1 0,9) / 2 = 0,05, 1 " = 0,95. 7 [50] d = n 1 = 1 = 1 " = 0,95

 = 0,35536, d = m 2 a = = 0,05 = 6,29579. 0,00355 < Q < 0,063.

.
. Q , N mn < (N 1) / 2,
(8.2) (8.4)
(8.7) (8.8)

a =

(2 N m) Q
(2 N m + 1) Q
; a =
.
2 Q
2 Q

(8.10)

m < N Q < 1 NQ, NQ, ..

. (8.10) Q Q , :

Q =

2a (m, )
;
2 N m + a (m, )

Q =

2a (1 m, 1 )
.
2 N m + 1 + a (1 m, 1 )
2-,

Q =

u (2m + 2, )
;
2 N m + 0,5u (2m + 2, )
u (2m, )
Q =
.
2 N m + 0,5u (2m, )

(8.11)

8.4. 8.3 0,95,

.
. 2.2, [49] u (4; 0,95) = 0,484; u (6; 0,025) = 14,45. (8.11),
0,00234 < Q < 0,0705.
. NQ
:
m

m + 0,5 NQ
0,5 NQ

;

NQ (1 Q )
NQ (1 Q )

C Ni Q i (1 Q ) N i

=0

( x) =

e
2

y2 / 2

dy ,

(8.12)

() . (8.12) NQ (NQ > 9),

. z "
, :

m + 0,5 NQ
= z = z , 1 = 1 ' ,
NQ (1 Q )
1

Q =

Q =

2m + 1 + z21 + z1

(2m + 1)
N

(2m 1)
N

z2 + (2m + 1) 2
1

2 ( N + z21 )
2m 1 + z21 z1

z2 + (2m 1) 2
1

2 ( N + z21 )

(8.13)

(8.14)

, . zp
: z0,95 = 1,645; z0,9 = 1,29; z0,975 = 1 > 96.
8.5. 500
1000 12 .
= 0,9.

. , 1 = (1 + ) 2 = 0,95 , m = 12, N = 500, z = 1,645.

(8.13), :
0,0141 < Q < 0,0392. Q = 0,024.
8.5. . .

, F(t) =1 (t).
, .
.
,
.. 1912 . [67].
, , t1 , t2 , ..., tm .
( , = 0), ti
. X = ( t1 , t2 , ..., tm ) .
F(t, ),
= ( a1 , a 2 , ..., a k ) ( , ),
, ti .

P {t1 T1 < t1 + dt1 , ..., tm Tm < tm + dtm } = p(t1 , t2 , ..., tm , A) dt1dt2 ...dtm ,
p (t1 , t2 , ..., tm , A) (T1 , T2 , ..., Tm ) . ti
, , ,
, p (t1 , t2 , ..., tm , A) . ,

A = ( a1 , a 2 , ..., a k ) a1 , a 2 , ..., a k :
, ..

p (t1 , t2 , ..., tm , A) = max p (t1 , t2 , ..., tm , A) .

( A)

(), ln p (A). ,
. L = ln p (A) .
: A L, ..

L(t1 , t2 , ..., tm , A) = max L(t1 , t2 , ..., tm , A) .

( A)

A = (a1 , a 2 , ..., a k ) , max L, ,

( A)

d
L(t , t , ..., tm , a1 , a 2 , ..., a k ) = 0, i = 1, ..., k.
da i 1 2
,
,

d
L(t , t , ..., tm , ) = 0.
d 1 2
[63].
[N, , ].
, ,
NX, ( tm , ) .
:

f (t1 , t2 , ..., tm , ) dt1dt2 ...dtm = ( Ne Nt dt1 ) ( Ne Nt dt2 )...( Ne Ntm dtm )

1

e N (T tm ) = ( N ) m e NT dt1dt2 ...dtm .
L = m ln (N) NT.

dL m
= NT = 0 .
d

 = m NT .

(8.15)

(8.15) , .
: , , .
, ,
F(t, ),
. .
NT,
Mm = = Dm = NT. (8.15) :

m Mm N T
=
=,
=
NT
NT NT

M = M

Dm
N T

m
=
=
=
,
=
2
2
2
SB (T )
( NT )
( NT )
NT ( NT )

D = D

SB (T ) . ,
(8.15) .
[N, , T]. ,
.
,

f (t1 , t2 , ..., tm , ) dt1dt2 ...dtm = ( N e Nt dt1 ) (( N 1) e Nt dt2 ) ...

1

... (( N m + 1) e ( N m+1) tm dtm ) e ( N m) (T tm ) = m ANme S (T ) ,

ANm N ; S (r )
,
m

S (t ) = ( N i + 1) (ti ti 1 ) + ( N m) (T tm ), t0 = 0.
i =1

L = ln ANm + m ln S (T ).

dL m
= S (T ) = 0.
d
= m / S (T ) . : m
S (T ) . ,
, .. .
[N, , r]. ( Z1 , Z2 , ..., Zr )

N. ( Z1 , Z2 , ..., Zr )
r

i =1

f ( Z1 , Z2 , ..., Zr , ) = Ne NZ = ( N) r exp N Zi .
1

i =1

L = ln f = r (ln N + ln ) N tr , tr = Zi .
i =1

dL r
= Ntr = 0 .
d

 = r Ntr .

(8.16)

tr N r,

M =
0

r ( N ) r xr 1 Nx
r
e dx =
.
Nx (r 1)!
r 1

, (8.16)

r 1 r 1
=
.
r
Ntr

,
:

r r 1
r 1 2
r 1 ( N) x
, r > 2.
M =
e Nx dx =

(r 1)!
r 2
0 Nx
2

D = M 2 2 = 2 / (r 2), r > 2.
, r.
[N, , r]. (Z1, Z2, ..., Zr)

f ( Z1 , Z2 , ..., Zr , ) = N e NZ ( N 1) e NZ ...( N r + 1) e N Zr =
1

= ANr r exp (S (r )), S (r ) = ( N i + 1) Zi .

i =1

L = r ln ANr + r ln S (r ).

dL r
= S (r ) = 0 .
d

= r S (r ) .
S (r ) (r, X). , (8.16).
=

r 1 r 1
=
.
r
S (r )

, , ,
,
. .
( , ) ,
,
: ( < < ) > .
' = P (0 < < ),

" = P ( < < 1)

(8.17)

.
+ ' + " = 1.
(8.17) , .
(0, ) ( , ) , (0 <

< ) > ; ( < < ) > . = 1 ,

( , ) (0, ) . .
[N, , ]. m = NT.
NT m , ,
. 8.5.
, . ,
, , , 1 2
m ' 1 ".
1 2, :

( N ) i N
= ;
e

i!
i =0
m

( N ) i N
= ,
e

i!
i=m

(8.18)

(8.18)

( N ) i N
= 1 .
e

i!
i =0
m1

2-.
:

( , m) a = a / NT ; (1 , m 1) a = a / NT ,
2-:

( , 2m + 2) u = u / 2 NT , (1 , 2m) u = u / 2 NT .

. 8.5.

m = 0 = 0, (8.18):

= ln (1 ) / = b / ,

(8.19)

b = 2,3 = 0,9, b = 3 = 0,95 b = 3,68 = 0,975.

(8.19) ,
, T. = 1 .

, , 107 1 . ,
, = 108 109 1, 1010 10
11 1
, 1011 1012 1. (8.19) ,
. = 107 1 3500 ,

= 108 1 35 000 , = 1011 1 3,5 ,

35 . ,
. 1000
, , 107 1,
3,5 , .
8.6. - : 1000 20
22 . 0,9, ,
.
. (8.15), X = 22/(2104) == 1,1103 1.
. 2.2, [50]. 1 = 1 " = 95% = 14 u = 29,787, ' = 5% = 46 u = 62,83.
= 29,787 / (4104) = = 0,745103 1, = 62,83/(4104) = 1,57103 1.

 [N, , ]. 8.4
, ,
Q(T) = 1 exp (T).
(8.20)
Q Q (8.2) (8.4), (8.20) :

= ln(1 Q ) T ; = ln(1 Q ) T .

(8.21)

(8.2), (8.4) (8.21) ,

,
, .
8.7. , 10 000 650 () 15
. ,
0,05.
. .
(8.13) (8.14) m = 15 z = 1,96, Q = 0,0135; Q = 0,0386 ( ,
Q = 0,01295, Q = 0,0377). . = 1 / = T / ln (1 Q) == 104 / ln (1 / 0,9614)
= 104 / 0,0392 = 2,55105 ; . = 1 / = 104 / 0,0135 == 7,4105 .
[N, , r].
r 1

FE (a , r ) = ', 1 FE (a , r ) = ", a = N tr ; FE (a , r ) = 1
i =0

a i a
e ,
i!

(8.22)
FE (a , r ) r; .
[52, . VII], a (', r) a (1 ", r).
:

= a ( , r ) Ntr ; = a (1 , r ) Ntr .

(8.23)

(m, a) [48], [50], [52], m

, , , FE (a , r ) = 1 (r 1, ).

(r 1, a ) = 1 ; (r 1, a ) = ; a = N tr .
1 ' r 1, a , (8.23)
. .

= a (1 , r 1) Ntr ; = a ( , r 1) Ntr .

(8.24)

, r = 1

= ln (1 ) Ntr ; = ln Ntr .
2-

= u (1 , 2r ) 2 Ntr ; = u ( , 2r ) 2 Nt ,
u (1 , 2r ) u ( , 2r ) 2- k = 2r .
8.8. 50 t1 = 1300 .
0,8.
1 1,6, 50 . 1 >
1,6, .
. , [N, , r], N = 50, r = 1. (8.23),
= 1, 62 106 1, = 3,54105 1. T = 28 230 , T = 616 930 ,
1 = 2( T T ) / ( T + T ) = 1,82.
t2 = 2400 . T = 30 770 , T = 226 400 , 1 = 1,52 < 1,6.

 = 128 590 .
[N, , r]. S (r )
(r, X), (8.22),

(1 , r 1)
( , r 1)
; =
;
S (r )
S (r )
r

S (r ) = ( N i + 1) Zi ;
i =1

= u

(1 , 2r )
( , 2r )
; = u
.
2S (r )
2S (r )

= = / 2 = (1 ) / 2 , .
8.6.
,
. , .
.
.
(), (
, , .).
, ,
(), () (
) .
.
. ,
, .
. , .
.
, , .
, , : , ..
, .
, ,
, , (
), , , .
, , ,
. ,
, [60].
.
.
: .
,
.
Q0 Q1 ,
: (""), Q Q0 ,
(""), Q Q1 .
( , ). ,

Q , , Q Q , .
,
,
. ( Q0 , Q1 ),
, ( ), ,
.
: H 0 (0 < Q Q0 ), H1 ( Q1 Q < 1).
,
( ) ( ) .
,
H1 t, H 0 ( Q < Q0 ). H 0
H1 u. , ,

S0 , H 0 . S1 , H 0
H1 . ( , )

= P (u S1 | 0 < Q Q0 ).

(8.25)

,
H 0 , Q Q1 .
, S0 ,
H1 .
~

= P (u S0 | Q1 Q < 1).

(8.26)

Q , (8.25)
(8.26)
:
~

= max (Q ) = P (u S1 | Q = Q0 );
(Q )

(8.27)

= max (Q ) = P (u S0 | Q = Q1 ).
(Q )

(8.28)

Q0 , Q1 , .
.
, S0 S1
.
.
: ,
.
. N
, : m ( H 0 ); m >
( H1 ).
.
, .
. n1
c1 c2 : m1 c1 ( H 0 );

m1 c2 ( H1 ); c1 < m1 < c2 .
N2 , m2 : m2 < c3
( H0 ); m2 > c3 ( H1 ).
.
.
. , , , .
, . .
,
; c1 = 1 ( N ) c2 = c2 ( N ) . N m( N )
c1 c2 . : m( N ) 1 ( N )
( H 0 ); m( N ) c2 ( N ) ( H1 ); 1 ( N ) < m( N ) < c2 ( N )
.
N ,
: H 0 H1 . , , , .
. .
, .
.
8.7.
.
: , Q t Q0 (t )

, Q(t ) Q1 (t ) . ,

 , ,
, . Q(t ) , ,
, [N, , t], T t
. Q0 Q1
: , N . ,
(8.27) (8.28).
N , , .
, N , .
(8.27) (8.28). m t
, (8.27) (8.28) :

= P (m > c | Q = Q0 ) =

CNi Q i (1 Q ) N i = 1 CNi Q i (1 Q ) N i ;

i c
i

= +1

=0

(8.29)
c

= P (m c | Q = Q1 ) = C Ni Q1i (1 Q1 ) N i .

(8.30)

i =0

, = 0 :

= 1 (1 Q0 (t )) N ; = (1 Q1 (t )) N .

(8.31)

> 0 (8.29) (8.30) . N ,

a Q ,
. (8.27) (8.28) :

= 1
i =0

=
i =0

a 0i a
e ; a 0 = NQ0 .
i!
0

a1i a
e , a1 = NQ1 .
i!
1

(8.32)
(8.33)

a 0 a1

a i = (2 N c)Qi (2 Qi ) , i = 0, 1.

(8.34)

Q, N NQ ,
(8.29) (8.30) :
+ 0,5 NQ0
= 1
;
NQ (1 Q )
0
0

+ 0,5 NQ1
= 1
.
NQ (1 Q )
1
1

() , (8.12).
1 u = u1 ,
:

u1 = (c + 0,5 NQ0 )

NQ0 (1 Q0 ) ;

u1 = (c + 0,5 NQ1 )

NQ1 (1 Q1 ) .

Qi , :

a 0 u1 = c + 0,5 a 0 ;

a 0 u1 = c + 0,5 a1 ; a i = NQi ; i = 0, 1.

(8.35)
= Q1 / Q0 , :

a 0 (u1 + u1 ) = a 0 ( 1),

a 0 = (u1 a + u1 ) ( 1).

(8.36)

, N (8.36), (8.35).
8.9.
= 0 = 0,15, , Q0 = 0,01, a Q1 = 0,1.

. , (8.32) 0 = ln (1 ) = 0,162. N = 0
/ Q0 16. (8.34) = 2,202. (8.31) = 1 0,996 = 1 100,0704
= 0,1496; = 0,9916 = 1 100,7328 = 0,185.
8.10.
, 10%, ,
t = 200 0,01 ,
0,05.
. (. 7 [50]), ,
0,9 0,1 23 = 0, 7,3 = 1 4,85 = 2.
= Q1 / Q0 = 5, = 2. 0 1,102, 1 = 5,322, N = 110; = 0,09 < 0,1.
, ,
. , ,
, , = 0
. (
), : 0 , N .
0 : N 0 ,

N > 0 .
8.2.

NQ0

NQ1

15

0,75

1,50

0,173

0,550

30

1,50

3,00

0,191

0,423

75

3,75

7,50

0,168

0,241

150

10

7,50

15,0

0,138

0,118

300

20

15,0

30,0

0,083

0,035

1 : m 1
(), m < 1 . 0 = 1 1 ,
. 0 = c 0 > 1 .
8.11. 100 .
, ,
1000 0,01, ,
0,03. 5%.
. , a Q0 Q1 ,
. N , = 0,05, a N < 100. . VII, [51], ,
< 0,05 (N, ) = (5; 0), (36; 1), (86; 2) (136; 3). N = 82, = 2. (8.24) ,
= 0,583 ? 0,05, ..
. . N = 82 0 = c = 2. ,
< 0,05. 1 = 1, = (0,0382) = (2,46) =
0,085 > 0,05, .. 82 .
N = 100. 1 = 1 = () = 0,0498 < 0,05.

1 = 1. N = 100 0 = 2 = 0,0803. 0 0 = 3, 1 = 0,019. ,

N = 100, 0 = 3, 1 = 1. = 0,019, = 0,0498.
8.8.
.
V N, ,
N N 0 ..

 m = P ( = m | G1 ) / P ( = m | G0 ) ,
m ; G0 G1
( Q0 Q1 , 0 1 , T 0 T1 .). m
: = / (1 ), = (1 ) / ,
. ;
.
: m
; m ; < m < . m ,
, : ln m < ln A ;
ln m ln ; lnA < ln m < ln . ,
, .
,
c0 1, V. c0 (V) 1 (V)
, :

ln c0 = ln A ; ln c1 = ln B .

(8.37)

.
.
, , , [N, , t].

c0 ln

Q1
1 Q1
+ ( N c0 ) ln
= ln A ;
Q0
1 Q0

c1 ln

Q1
1 Q1
+ ( N c1 ) ln
= ln B .
Q0
1 Q0

(8.38)

c0 ( N ) = h0 + sN , h0 = ln A / D , s = ln

1 Q0
1 Q1

c1 ( N ) = h1 + sN , h1 = ln B / D , D = ln

Q1
1 Q0
+ ln
.
Q0
1 Q1

D;

(8.39)

(8.40)

h0 , a h1 s . (8.39) (8.40)
, (h0 , h0 / s) (h1 , h1 / s) .
, . : ,
(. 8.6, ).
m(N) .
, m(N) 2 .
, . (m, N) ,
m = 0, 1, 2, ..., N,
. N0 m N1m ,
(8.28) (8.29) :

N0 m = (m h0 ) / s ; N1m = (m h1 ) / s ; N0 m > N1m .

(8.41)

N N0 m , N N1m , a N1m < N < N0 m

.

. 8.6.
8.12.
, P(t) > 0,99, P(t) < 0,88.
= 0,08, = 0,06. = 10 (m; N)
= (1; 46), (4; 60), (5; 100).
. ln = ln (0,06/0,92) = 2,73; ln = ln (0,94/0,08) = 2,464; ln ( Q0 / Q1 ) = 2,485; ln [(l Q0) / (1

Q1 )] = 0,1177; h0 = 1,049, h1 = 0,947, s = 0,0452. h1 / s = 21; h0 / s = 23,2,

(. 8.6, ). (8.41) . 8.3.
8.3.

10

N1m

23

46

68

90

112

134

156

178

200

222

244

N0 m

11

23

45

68

90

112

134

156

178

200

: (m; N) = (1; 46) , (4; 60)

, (5; 100) .
.
F(t) = 1 exp(t).
, < 0 , , 1 .
8.5 ,
tc .
m

( t ) m e 1tc m! 1 ( 1 0 ) tc
m = 1 m 0tc
= e
.
m! 0
( 0 t ) e

(8.42)

(8.42) (8.37), :

0 ln
1 ln

1
+ ( 0 1 ) tc = ln A ,
0
1
+ ( 0 1 ) tc = ln .
0

c0 (tc ) = ln A ln 1 + (1 0 ) tc ln 1 ,
0
0

c1 (tc ) = ln B ln

+ (1 0 ) tc ln 1 .
0
0

(8.43)

(8.44)

, m c0 , m c1 c0 < m < c1 .
,
tc0 tc1 , (8.43) (8.44) m = 0, 1, 2, ... .
(8.43) (8.44) c0 = m c1 = m, :

tc = ln A / (1 0 ) + m ln
0

1
0

(1 0 ) ,

tc = ln B / (1 0 ) + m ln
1

1
0

(1 0 ).

, tc > tc1 , , tc < tc1 , , tc1 < tc < tc0 .

8.13. 100
. ,
10%, 3% , ,
.
> 400 , < 200 .

. : 0 = 2,5 103 1 ; 1 = 5 103 1 ; ln A = 3, 4; ln B = 4,57; ln(1 0 ) = 0, 693.

, tc t = tc /100 .

t0 = tc /100 = 13, 6 + 2, 772m ; t1 = tc / 100 = 9, 09 + 2, 772m . ti . 8.4.

0

8.4.

10

t0

13,6

16,4

19,14

21,92

24,69

27,46

30,23

33,00

35,78

38,55

41,22

2,00

4,77

7,54

10,32

13,09

15,86

18,63

.
, N0 = a 0 / Q0 , a 0 ,
1 m = .
, [52]
:
(1 ) ln A + ln B
.
N =
1 Q0
Q
Q0 ln 1 + (1 Q0 ) ln
1 Q1
Q0
, 30 50%
. N N 0 Q0 Q1
. , = = 0,1 = Q0 / Q1 = 2,5 N N 0 = 0,64, = = 0,05
0,59, = = 0,1 = 1,25 0,56.
, ,
.
. ,
.
, :
.
, , N0 .
, :
(. 8.7, ).

. 8.7.
,
, N < N0. N0
,
m . ,
Nmax = N0. ,

. .


1.
2.
3.
4.
5.
6.
7.
8.
9.

? .
?
.
.
?
? .
?
?
?

1. , .. : / .. .
: - , 1996. 67 .
2. 27.00289. . . . . : - ,
1990.
3. . : . URL : http://
www.obzh.ru/nad/.
4. , .. : / .. . :
, 2006. 151 .
5. , .. : / .. . . : , 2002.
113 .
6. , .. : / .. . , 2002. 36 .
7. , .. / .. . . : , 2003. 363 .
8. , .. , / .. . . : - "", 2004.
543 c.
9. , .. / .. , .. , .. . . :
, 1965. 524 .
10. , .. / .. , .. . . : ,
1976. 406 .
11. , .. / .. , ..
. . : , 1976. 448 .
12. , .. / .. , .. . . : - "
", 2002. 469 .
13. , .. / .. , .. .
. : , 1966. 334 .
14. , .. / .. . . : - "", 1998. 246 .
15. / . .. . . : , 1979. 271
.
16. , .. - : / .. . . : ,
2005. 479 .
17. , . / . . . : , 1966. 408 .
18. , .. / .. . . : , 1987. 271 .
19. / . .. . . : , 1979. 287
.
20. , .. / .. . . : , 1964. 446 .
21. , .. / .. . . : , 1985. 168 .
22. , .. , / .. , .. . . :
, 1991. 303 .
23. , .. / ..
, .. . . : , 1983. 102 .
24. , . / . , . , . . . : , 1981. 325 .
25. , . / . . . : , 1980. 360 .
26. , . / . . . : , 1978. 244 .
27. , . / . . 5- . . : " ", 2002. 892 .
28. , .. , / .. , ..
, .. . . : , 1989. 400 .
29. , .. / .. . . : , 1964. 576 .
30. , . / . ; . . . : , 1981. 128 .
31. , . / . . . : , 1984. 304 .
32. Shooman, M.L. Probabilistic models for software reliability prediction / M.L. Shooman // International Symp. Fault Tolerant
Computing. Newton, Mass.; N. Y., 1972.
33. Shooman, M.L. Operation Testing and Software Reliability Estimation during Program Development / M.L. Shooman //
Record of the 1973 IEEE Symp. on Computer Software Reliability. N. Y., 1973. P. 51 57.

34. Moranda, P.B. Final Report of Software Reliability Study / P.B. Moranda, J. Jelinski. McDonnell Douglas Astronautic
Company. MDC Report N 63921. Dec. 1972.
35. Moranda, P.B. Software Reliability Research / P.B. Moranda, J. Jelinski // Statistical Computer Probability-Based Models
for the Failures During Burn In Phase Joint National Meeting ORSA // Tims. Las Vegas ; N. Y., Nov., 1975.
36. Shick, C.J. Assessment of Software Reliability / C.J. Shick, R.W. Wolverton // Proc. 11-th Annual Meeting of the German
Operation Research Society. Hamburg, Germany, 6 8 Sept., 1972.
37. Shick, C.J. Achieving reliability in large scale software system / C.J. Shick, R.W. Wolverton // Proc. of the Annual
Reliability and Maintainability Symp. Los Angeles, 1974. P. 302 319.
38. Lipov, M. Some variation of a Model for Software Time-to-Failure / M. Lipov // TRW Systems Group. Correspondence ML74-2260,
19 21 Aug., 1974.
39. Hamilton, P.A. Measuring reliability of Computation Center Software / P.A. Hamilton, J.D. Musa // Proc. 3-th Internat.
Conf. on Software. Eng. May 10 12, 1978. P. 29 36.
40. Sukert, C.A. An investigation of software reliability models / C.A. Sukert // Proc. Annual Reliability and Maintainability
Symp. 1977. P. 478 484.
41. Wall, K. Pragmatic software reliability prediction / K. Wall, P.A. Ferguson // Proc. 1977 Annual Reliability and
Maintainability Symp. 1977. P. 485 488.
42. Nelson, E.. Software reliability FTC-5 Internat. Symp. Fault Tolerant Computing / E.. Nelson. Paris ; N. Y., 1975. P.
24 28.
43. , . / . // . 1975. . 16, 10. . 887 894.
44. , .. / .. , .. ,
.. // . 1982. 5. . 18 30.
45. , . / . , . . . : . , 1964. 686 .
46. Sukert, C.A. An investigation of software reliability models / C.A. Sukert // Proc. Annual Reliability and Maintainability
Symp. 1977. P. 478 484.
47. , .. / .. , .. . . : . , 1968. 284 .
48. , .. / .. , .. . . : , 1965. 464 .
49. , .. / .. , .. , .. . . :
, 1965. 524 .
50. / .. , .. , .. , .. . . :
, 1970. 528 .
51. , .. / .. . . : . , 1962.
564 .
52. 1650479. . . . . : -
, 1979. 22 .
53. 1751079. . .
. . : - , 1979. 23 .
54. 1750972. . .
. . : - , 1972. 52 .
55. 1804972. .
. . : - , 1972. 13 .
56. 1833373. .
. . : - , 1973. 10 .
57. 1757272. . . . : - , 1974.
15 .
58. 27.50484. . .
. : - , 1984. 41 .
59. 27.41087. .
. . : - , 1988. 109 .
60. 1733171. . . . : - , 1971. 27 .
61. 2073675. .
. . : - , 1975. 91 .
62. 11.00574. .
. . : - , 1974. 29 .
63. 11.00474. .
. . : - , 1974. 20 .
64. 27.41181. .
. . : - , 1981. 20 .
65. 11.00979. .
. . : - , 1979. 52 .
66. , .. / .. . . : , 1958. 342 .

..
1.

1.1. .
1.2. ,
1.3.
1.4. ,

1.5. ,

..
2.

..
2.1.
2.2.
2.3.
.......
2.4.
2.5.
2.6.

2.7.

3.
..
3.1.

3.2.
.......
3.3.

3.4.

4.


4.1.

4.2.


5.

5.1.
........
5.2.
5.3.
5.4.

.

6.
6.1.

6.2.

6.3.

6.4.
6.5.

6.6.

3
5
5
10
11
12
15
17

17
17
18
19
22
24
24
28
29
29
31
32
33
34
39

40
40
46
49
50
50
52
54

57
60
61
61
63
64
65
67
69


7.


...
7.1.
7.2.

7.3.
7.4.

7.5.

7.6.


8.

8.1.
8.2.

8.3.
8.4.
. .
...
8.5.
. .
.
8.6.
8.7.
8.8.

69

70
70
71
76
84
89
103
115
115
115
117
120

123

130
139
143
146
152
153
154