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F ( , )
F( , ) = { →∞ ( , ) =
( ), →∞ ( , ) = ( ),
∀ ∈ R.}

F ( , )

( , ) = { ( ), ( )}, ∀ ∈ R}
F ( , )
( , ) = { ( ) + ( ) − , }, ∀ ∈ R}
F ( , )

F ( , )
F( , )
F ( , ) ∈ F( , )
( ) ≤ ( ) ≤ ( ),
∀ ∈ R .

= ( , )
= ( ( ), ( ))
= ( , )
= ( ( ),
( ))

= ( , )
( , ) = { ( ), ( )}, ∀ ∈
R}
= ( , )
( , ) = { ( ) + ( ) − , }, ∀ ∈ R}

F ( , )
[ +
, α] = [ , α] + [ , α]
α ∈ [ , ].

δ(·, ·)

δ( , ) = δ( , )

δ( , )

δ( , ) =

δ( , ) =

: R R

δ( ( ), ) = δ( δ( , , ), ),

δ( , ) =

( , )
( , )
( , ) =
√ ( ) √ ( )

= ( , )

( , ) ( , ) ( , σ ) ( , ) [ ( , ), ( , )]

( , ) =

σ

σ

( , ) =

σ −
√ σ − √ −

( , ) = ( , ) ( , ) = ( , ) σ ( , ) = σ ( , ) = .

E[ ] = β E[ ] β = ( , )

( )

β

τ

τ

( , ) (

, )

τ

<

< >

>

>
< >
<
τ ( , )
τ( , ) = P[( − )( − ) > ] − P[( − )( − ) < ]
(
, ) ( , )
= ( , )
τ ( , ) = E[ ( , )] −

τ

τ

τ( ( ), ( )) = τ ( , )

τ ( , ) = τ ( , ) =

τ ( , ) =

ρ

ρ

τ ρ
= ( , )
⊥ = (
⊥ ,
⊥ )
⊥ ρ
ρ( , ) = {P[( −
⊥ )( −
⊥ ) > ] − P[( −
⊥ )( −
⊥ ) < ]}

ρ

ρ

ρ( ( ), ( )) = ρ( , )

ρ( , ) = ρ( , ) =

ρ( , ) =

τ ρ τ . ρ =

ρ

ρ

− ≤ τ − ρ ≤

(α) (α) α

(α) ≤ (α)
α ∈ ( , )

π
⇒ π( ) ≤ π( ).
⇔ E[ ( )] ≤ E[ ( )]

⇔ −

{ , ,
.} { , ,
.}
,
=
= .
( ) ≥
( ) <
( ) ≤ ( ) >

[ , ] × [ , ] [ , ]

[ , ]

( , ) = ,

( , ) = ,

( , ) = ,

( , ) = .

, , , [ , ]

( , ) ( , ) ( , ) + ( , )

[ , ]

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

( ,
) =
( ),
( )
[ , ]

[ , ]
[ , ]
,
,
,
( ( ),
( ( ),
( )) ∈ F ( ,
,
( ) =
)
F ( ,
, )
( )
=
,
( ))
( ) =
( ),
( ) .
,

P(

,

)

( , )

( , ) = = ( , ) ( , ) ( , )

( ,

= =

L

L

,

) = ×

×

( , ) = { , } = + ( , ) ( , ) ( + , + )

+

( , ) = ( )

+ ( ,

= + =

L

L

+

)

= ( ,

)

,

,

( , )

( , ) ( , )

( , )

= ( )

( , ) = { + , } =

= =

L

L

+ ( ,
, ) = ( +
+ − + , )
− ( ,
,
) ≤ ( ,
,
) ≤ + ( ,
,
)

α ( , )

( , ) =

π α

−∞

Φ ( )

Φ( )

−∞

( +

α )

( α )

.

( ( ), ( )) ( , ) α ( , ) ν

( , ) =

π α

−∞

ν

( )

−∞

ν

( )

+ α + ( α )

ν+

.

( , ) = ϕ (ϕ( ) + ϕ( ))

ϕ ( , ) ϕ( ) = φ( ) =

ϕ( ) = ( )

ϕ( ) = ( ) α

ϕ( ) = α