程序員——必備數學知識
!!!Attention 本博客轉發至百度aistudio的<深度學習7日入門-cv疫情檢測>,課程非常棒!本人力推!
博客轉發地址:https://aistudio.baidu.com/aistudio/projectdetail/604807
課程報名地址:https://aistudio.baidu.com/aistudio/education/group/info/1149
如有侵權,請聯繫博主進行刪除.
數學基礎知識
數據科學需要一定的數學基礎,但僅僅做應用的話,如果時間不多,不用學太深,瞭解基本公式即可,遇到問題再查吧。
下面是常見的一些數學基礎概念,建議大家收藏後再仔細閱讀,遇到不懂的概念可以直接在這裏查~
高等數學
1.導數定義:
導數和微分的概念
f ′ ( x 0 ) = lim Δ x → 0 f ( x 0 + Δ x ) − f ( x 0 ) Δ x f'({{x}_{0}})=\underset{\Delta x\to 0}{\mathop{\lim }}\,\frac{f({{x}_{0}}+\Delta x)-f({{x}_{0}})}{\Delta x} f ′ ( x 0 ) = Δ x → 0 lim Δ x f ( x 0 + Δ x ) − f ( x 0 ) (1)
或者:
f ′ ( x 0 ) = lim x → x 0 f ( x ) − f ( x 0 ) x − x 0 f'({{x}_{0}})=\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{f(x)-f({{x}_{0}})}{x-{{x}_{0}}} f ′ ( x 0 ) = x → x 0 lim x − x 0 f ( x ) − f ( x 0 ) (2)
2.左右導數導數的幾何意義和物理意義
函數f ( x ) f(x) f ( x ) 在x 0 x_0 x 0 處的左、右導數分別定義爲:
左導數:f ′ − ( x 0 ) = lim Δ x → 0 − f ( x 0 + Δ x ) − f ( x 0 ) Δ x = lim x → x 0 − f ( x ) − f ( x 0 ) x − x 0 , ( x = x 0 + Δ x ) {{{f}'}_{-}}({{x}_{0}})=\underset{\Delta x\to {{0}^{-}}}{\mathop{\lim }}\,\frac{f({{x}_{0}}+\Delta x)-f({{x}_{0}})}{\Delta x}=\underset{x\to x_{0}^{-}}{\mathop{\lim }}\,\frac{f(x)-f({{x}_{0}})}{x-{{x}_{0}}},(x={{x}_{0}}+\Delta x) f ′ − ( x 0 ) = Δ x → 0 − lim Δ x f ( x 0 + Δ x ) − f ( x 0 ) = x → x 0 − lim x − x 0 f ( x ) − f ( x 0 ) , ( x = x 0 + Δ x )
右導數:f ′ + ( x 0 ) = lim Δ x → 0 + f ( x 0 + Δ x ) − f ( x 0 ) Δ x = lim x → x 0 + f ( x ) − f ( x 0 ) x − x 0 {{{f}'}_{+}}({{x}_{0}})=\underset{\Delta x\to {{0}^{+}}}{\mathop{\lim }}\,\frac{f({{x}_{0}}+\Delta x)-f({{x}_{0}})}{\Delta x}=\underset{x\to x_{0}^{+}}{\mathop{\lim }}\,\frac{f(x)-f({{x}_{0}})}{x-{{x}_{0}}} f ′ + ( x 0 ) = Δ x → 0 + lim Δ x f ( x 0 + Δ x ) − f ( x 0 ) = x → x 0 + lim x − x 0 f ( x ) − f ( x 0 )
3.函數的可導性與連續性之間的關係
Th1: 函數f ( x ) f(x) f ( x ) 在x 0 x_0 x 0 處可微⇔ f ( x ) \Leftrightarrow f(x) ⇔ f ( x ) 在x 0 x_0 x 0 處可導
Th2: 若函數在點x 0 x_0 x 0 處可導,則y = f ( x ) y=f(x) y = f ( x ) 在點x 0 x_0 x 0 處連續,反之則不成立。即函數連續不一定可導。
Th3: f ′ ( x 0 ) {f}'({{x}_{0}}) f ′ ( x 0 ) 存在⇔ f ′ − ( x 0 ) = f ′ + ( x 0 ) \Leftrightarrow {{{f}'}_{-}}({{x}_{0}})={{{f}'}_{+}}({{x}_{0}}) ⇔ f ′ − ( x 0 ) = f ′ + ( x 0 )
4.平面曲線的切線和法線
切線方程 : y − y 0 = f ′ ( x 0 ) ( x − x 0 ) y-{{y}_{0}}=f'({{x}_{0}})(x-{{x}_{0}}) y − y 0 = f ′ ( x 0 ) ( x − x 0 )
法線方程:y − y 0 = − 1 f ′ ( x 0 ) ( x − x 0 ) , f ′ ( x 0 ) ≠ 0 y-{{y}_{0}}=-\frac{1}{f'({{x}_{0}})}(x-{{x}_{0}}),f'({{x}_{0}})\ne 0 y − y 0 = − f ′ ( x 0 ) 1 ( x − x 0 ) , f ′ ( x 0 ) = 0
5.四則運算法則
設函數u = u ( x ) , v = v ( x ) u=u(x),v=v(x) u = u ( x ) , v = v ( x ) ]在點x x x 可導則
(1) ( u ± v ) ′ = u ′ ± v ′ (u\pm v{)}'={u}'\pm {v}' ( u ± v ) ′ = u ′ ± v ′ d ( u ± v ) = d u ± d v d(u\pm v)=du\pm dv d ( u ± v ) = d u ± d v
(2)( u v ) ′ = u v ′ + v u ′ (uv{)}'=u{v}'+v{u}' ( u v ) ′ = u v ′ + v u ′ d ( u v ) = u d v + v d u d(uv)=udv+vdu d ( u v ) = u d v + v d u
(3) ( u v ) ′ = v u ′ − u v ′ v 2 ( v ≠ 0 ) (\frac{u}{v}{)}'=\frac{v{u}'-u{v}'}{{{v}^{2}}}(v\ne 0) ( v u ) ′ = v 2 v u ′ − u v ′ ( v = 0 ) d ( u v ) = v d u − u d v v 2 d(\frac{u}{v})=\frac{vdu-udv}{{{v}^{2}}} d ( v u ) = v 2 v d u − u d v
6.基本導數與微分表
(1) y = c y=c y = c (常數) y ′ = 0 {y}'=0 y ′ = 0 d y = 0 dy=0 d y = 0
(2) y = x α y={{x}^{\alpha }} y = x α (α \alpha α 爲實數) y ′ = α x α − 1 {y}'=\alpha {{x}^{\alpha -1}} y ′ = α x α − 1 d y = α x α − 1 d x dy=\alpha {{x}^{\alpha -1}}dx d y = α x α − 1 d x
(3) y = a x y={{a}^{x}} y = a x y ′ = a x ln a {y}'={{a}^{x}}\ln a y ′ = a x ln a d y = a x ln a d x dy={{a}^{x}}\ln adx d y = a x ln a d x
特例: ( e x ) ′ = e x ({{{e}}^{x}}{)}'={{{e}}^{x}} ( e x ) ′ = e x d ( e x ) = e x d x d({{{e}}^{x}})={{{e}}^{x}}dx d ( e x ) = e x d x
(4) y = log a x y={{\log }_{a}}x y = log a x y ′ = 1 x ln a {y}'=\frac{1}{x\ln a} y ′ = x ln a 1
d y = 1 x ln a d x dy=\frac{1}{x\ln a}dx d y = x ln a 1 d x
特例:y = ln x y=\ln x y = ln x ( ln x ) ′ = 1 x (\ln x{)}'=\frac{1}{x} ( ln x ) ′ = x 1 d ( ln x ) = 1 x d x d(\ln x)=\frac{1}{x}dx d ( ln x ) = x 1 d x
(5) y = sin x y=\sin x y = sin x
y ′ = cos x {y}'=\cos x y ′ = cos x d ( sin x ) = cos x d x d(\sin x)=\cos xdx d ( sin x ) = cos x d x
(6) y = cos x y=\cos x y = cos x
y ′ = − sin x {y}'=-\sin x y ′ = − sin x d ( cos x ) = − sin x d x d(\cos x)=-\sin xdx d ( cos x ) = − sin x d x
(7) y = tan x y=\tan x y = tan x
y ′ = 1 cos 2 x = sec 2 x {y}'=\frac{1}{{{\cos }^{2}}x}={{\sec }^{2}}x y ′ = cos 2 x 1 = sec 2 x d ( tan x ) = sec 2 x d x d(\tan x)={{\sec }^{2}}xdx d ( tan x ) = sec 2 x d x
(8) y = cot x y=\cot x y = cot x y ′ = − 1 sin 2 x = − csc 2 x {y}'=-\frac{1}{{{\sin }^{2}}x}=-{{\csc }^{2}}x y ′ = − sin 2 x 1 = − csc 2 x d ( cot x ) = − csc 2 x d x d(\cot x)=-{{\csc }^{2}}xdx d ( cot x ) = − csc 2 x d x
(9) y = sec x y=\sec x y = sec x y ′ = sec x tan x {y}'=\sec x\tan x y ′ = sec x tan x
d ( sec x ) = sec x tan x d x d(\sec x)=\sec x\tan xdx d ( sec x ) = sec x tan x d x
(10) y = csc x y=\csc x y = csc x y ′ = − csc x cot x {y}'=-\csc x\cot x y ′ = − csc x cot x
d ( csc x ) = − csc x cot x d x d(\csc x)=-\csc x\cot xdx d ( csc x ) = − csc x cot x d x
(11) y = arcsin x y=\arcsin x y = arcsin x
y ′ = 1 1 − x 2 {y}'=\frac{1}{\sqrt{1-{{x}^{2}}}} y ′ = 1 − x 2 1
d ( arcsin x ) = 1 1 − x 2 d x d(\arcsin x)=\frac{1}{\sqrt{1-{{x}^{2}}}}dx d ( arcsin x ) = 1 − x 2 1 d x
(12) y = arccos x y=\arccos x y = arccos x
y ′ = − 1 1 − x 2 {y}'=-\frac{1}{\sqrt{1-{{x}^{2}}}} y ′ = − 1 − x 2 1 d ( arccos x ) = − 1 1 − x 2 d x d(\arccos x)=-\frac{1}{\sqrt{1-{{x}^{2}}}}dx d ( arccos x ) = − 1 − x 2 1 d x
(13) y = arctan x y=\arctan x y = arctan x
y ′ = 1 1 + x 2 {y}'=\frac{1}{1+{{x}^{2}}} y ′ = 1 + x 2 1 d ( arctan x ) = 1 1 + x 2 d x d(\arctan x)=\frac{1}{1+{{x}^{2}}}dx d ( arctan x ) = 1 + x 2 1 d x
(14) y = arc cot x y=\operatorname{arc}\cot x y = a r c cot x
y ′ = − 1 1 + x 2 {y}'=-\frac{1}{1+{{x}^{2}}} y ′ = − 1 + x 2 1
d ( arc cot x ) = − 1 1 + x 2 d x d(\operatorname{arc}\cot x)=-\frac{1}{1+{{x}^{2}}}dx d ( a r c cot x ) = − 1 + x 2 1 d x
(15) y = s h x y=shx y = s h x
y ′ = c h x {y}'=chx y ′ = c h x d ( s h x ) = c h x d x d(shx)=chxdx d ( s h x ) = c h x d x
(16) y = c h x y=chx y = c h x
y ′ = s h x {y}'=shx y ′ = s h x d ( c h x ) = s h x d x d(chx)=shxdx d ( c h x ) = s h x d x
7.複合函數,反函數,隱函數以及參數方程所確定的函數的微分法
(1) 反函數的運算法則: 設y = f ( x ) y=f(x) y = f ( x ) 在點x x x 的某鄰域內單調連續,在點x x x 處可導且f ′ ( x ) ≠ 0 {f}'(x)\ne 0 f ′ ( x ) = 0 ,則其反函數在點x x x 所對應的y y y 處可導,並且有d y d x = 1 d x d y \frac{dy}{dx}=\frac{1}{\frac{dx}{dy}} d x d y = d y d x 1
(2) 複合函數的運算法則:若 μ = φ ( x ) \mu =\varphi(x) μ = φ ( x ) 在點x x x 可導,而y = f ( μ ) y=f(\mu) y = f ( μ ) 在對應點μ \mu μ (μ = φ ( x ) \mu =\varphi (x) μ = φ ( x ) )可導,則複合函數y = f ( φ ( x ) ) y=f(\varphi (x)) y = f ( φ ( x ) ) 在點x x x 可導,且y ′ = f ′ ( μ ) ⋅ φ ′ ( x ) {y}'={f}'(\mu )\cdot {\varphi }'(x) y ′ = f ′ ( μ ) ⋅ φ ′ ( x )
(3) 隱函數導數d y d x \frac{dy}{dx} d x d y 的求法一般有三種方法:
1)方程兩邊對x x x 求導,要記住y y y 是x x x 的函數,則y y y 的函數是x x x 的複合函數.例如1 y \frac{1}{y} y 1 ,y 2 {{y}^{2}} y 2 ,l n y ln y l n y ,e y {{{e}}^{y}} e y 等均是x x x 的複合函數.
對x x x 求導應按複合函數連鎖法則做.
2)公式法.由F ( x , y ) = 0 F(x,y)=0 F ( x , y ) = 0 知 d y d x = − F ′ x ( x , y ) F ′ y ( x , y ) \frac{dy}{dx}=-\frac{{{{{F}'}}_{x}}(x,y)}{{{{{F}'}}_{y}}(x,y)} d x d y = − F ′ y ( x , y ) F ′ x ( x , y ) ,其中,F ′ x ( x , y ) {{{F}'}_{x}}(x,y) F ′ x ( x , y ) ,
F ′ y ( x , y ) {{{F}'}_{y}}(x,y) F ′ y ( x , y ) 分別表示F ( x , y ) F(x,y) F ( x , y ) 對x x x 和y y y 的偏導數
3)利用微分形式不變性
8.常用高階導數公式
(1)( a x ) ( n ) = a x ln n a ( a > 0 ) ( e x ) ( n ) = e x ({{a}^{x}}){{\,}^{(n)}}={{a}^{x}}{{\ln }^{n}}a\quad (a>{0})\quad \quad ({{{e}}^{x}}){{\,}^{(n)}}={e}{{\,}^{x}} ( a x ) ( n ) = a x ln n a ( a > 0 ) ( e x ) ( n ) = e x
(2)( sin k x ) ( n ) = k n sin ( k x + n ⋅ π 2 ) (\sin kx{)}{{\,}^{(n)}}={{k}^{n}}\sin (kx+n\cdot \frac{\pi }{{2}}) ( sin k x ) ( n ) = k n sin ( k x + n ⋅ 2 π )
(3)( cos k x ) ( n ) = k n cos ( k x + n ⋅ π 2 ) (\cos kx{)}{{\,}^{(n)}}={{k}^{n}}\cos (kx+n\cdot \frac{\pi }{{2}}) ( cos k x ) ( n ) = k n cos ( k x + n ⋅ 2 π )
(4)( x m ) ( n ) = m ( m − 1 ) ⋯ ( m − n + 1 ) x m − n ({{x}^{m}}){{\,}^{(n)}}=m(m-1)\cdots (m-n+1){{x}^{m-n}} ( x m ) ( n ) = m ( m − 1 ) ⋯ ( m − n + 1 ) x m − n
(5)( ln x ) ( n ) = ( − 1 ) ( n − 1 ) ( n − 1 ) ! x n (\ln x){{\,}^{(n)}}={{(-{1})}^{(n-{1})}}\frac{(n-{1})!}{{{x}^{n}}} ( ln x ) ( n ) = ( − 1 ) ( n − 1 ) x n ( n − 1 ) !
(6)萊布尼茲公式:若u ( x ) , v ( x ) u(x)\,,v(x) u ( x ) , v ( x ) 均n n n 階可導,則
( u v ) ( n ) = ∑ i = 0 n c n i u ( i ) v ( n − i ) {{(uv)}^{(n)}}=\sum\limits_{i={0}}^{n}{c_{n}^{i}{{u}^{(i)}}{{v}^{(n-i)}}} ( u v ) ( n ) = i = 0 ∑ n c n i u ( i ) v ( n − i ) ,其中u ( 0 ) = u {{u}^{({0})}}=u u ( 0 ) = u ,v ( 0 ) = v {{v}^{({0})}}=v v ( 0 ) = v
9.微分中值定理,泰勒公式
Th1: (費馬定理)
若函數f ( x ) f(x) f ( x ) 滿足條件:
(1)函數f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 的某鄰域內有定義,並且在此鄰域內恆有
f ( x ) ≤ f ( x 0 ) f(x)\le f({{x}_{0}}) f ( x ) ≤ f ( x 0 ) 或f ( x ) ≥ f ( x 0 ) f(x)\ge f({{x}_{0}}) f ( x ) ≥ f ( x 0 ) ,
(2) f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 處可導,則有 f ′ ( x 0 ) = 0 {f}'({{x}_{0}})=0 f ′ ( x 0 ) = 0
Th2: (羅爾定理)
設函數f ( x ) f(x) f ( x ) 滿足條件:
(1)在閉區間[ a , b ] [a,b] [ a , b ] 上連續;
(2)在( a , b ) (a,b) ( a , b ) 內可導;
(3)f ( a ) = f ( b ) f(a)=f(b) f ( a ) = f ( b ) ;
則在( a , b ) (a,b) ( a , b ) 內一存在個$\xi $,使 f ′ ( ξ ) = 0 {f}'(\xi )=0 f ′ ( ξ ) = 0
Th3: (拉格朗日中值定理)
設函數f ( x ) f(x) f ( x ) 滿足條件:
(1)在[ a , b ] [a,b] [ a , b ] 上連續;
(2)在( a , b ) (a,b) ( a , b ) 內可導;
則在( a , b ) (a,b) ( a , b ) 內一存在個$\xi $,使 f ( b ) − f ( a ) b − a = f ′ ( ξ ) \frac{f(b)-f(a)}{b-a}={f}'(\xi ) b − a f ( b ) − f ( a ) = f ′ ( ξ )
Th4: (柯西中值定理)
設函數f ( x ) f(x) f ( x ) ,g ( x ) g(x) g ( x ) 滿足條件:
(1) 在[ a , b ] [a,b] [ a , b ] 上連續;
(2) 在( a , b ) (a,b) ( a , b ) 內可導且f ′ ( x ) {f}'(x) f ′ ( x ) ,g ′ ( x ) {g}'(x) g ′ ( x ) 均存在,且g ′ ( x ) ≠ 0 {g}'(x)\ne 0 g ′ ( x ) = 0
則在( a , b ) (a,b) ( a , b ) 內存在一個$\xi $,使 f ( b ) − f ( a ) g ( b ) − g ( a ) = f ′ ( ξ ) g ′ ( ξ ) \frac{f(b)-f(a)}{g(b)-g(a)}=\frac{{f}'(\xi )}{{g}'(\xi )} g ( b ) − g ( a ) f ( b ) − f ( a ) = g ′ ( ξ ) f ′ ( ξ )
10.洛必達法則
法則Ⅰ (0 0 \frac{0}{0} 0 0 型)
設函數f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 滿足條件:
lim x → x 0 f ( x ) = 0 , lim x → x 0 g ( x ) = 0 \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,f\left( x \right)=0,\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,g\left( x \right)=0 x → x 0 lim f ( x ) = 0 , x → x 0 lim g ( x ) = 0 ;
f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 在x 0 {{x}_{0}} x 0 的鄰域內可導,(在x 0 {{x}_{0}} x 0 處可除外)且g ′ ( x ) ≠ 0 {g}'\left( x \right)\ne 0 g ′ ( x ) = 0 ;
lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ′ ( x ) f ′ ( x ) 存在(或$\infty $)。
則:
lim x → x 0 f ( x ) g ( x ) = lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{f\left( x \right)}{g\left( x \right)}=\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ( x ) f ( x ) = x → x 0 lim g ′ ( x ) f ′ ( x ) 。
法則I ′ {{I}'} I ′ (0 0 \frac{0}{0} 0 0 型)設函數f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 滿足條件:
lim x → ∞ f ( x ) = 0 , lim x → ∞ g ( x ) = 0 \underset{x\to \infty }{\mathop{\lim }}\,f\left( x \right)=0,\underset{x\to \infty }{\mathop{\lim }}\,g\left( x \right)=0 x → ∞ lim f ( x ) = 0 , x → ∞ lim g ( x ) = 0 ;
存在一個X > 0 X>0 X > 0 ,當∣ x ∣ > X \left| x \right|>X ∣ x ∣ > X 時,f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 可導,且g ′ ( x ) ≠ 0 {g}'\left( x \right)\ne 0 g ′ ( x ) = 0 ;lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ′ ( x ) f ′ ( x ) 存在(或$\infty $)。
則lim x → x 0 f ( x ) g ( x ) = lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{f\left( x \right)}{g\left( x \right)}=\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ( x ) f ( x ) = x → x 0 lim g ′ ( x ) f ′ ( x )
法則Ⅱ( ∞ ∞ \frac{\infty }{\infty } ∞ ∞ 型) 設函數 f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 滿足條件:
lim x → x 0 f ( x ) = ∞ , lim x → x 0 g ( x ) = ∞ \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,f\left( x \right)=\infty,\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,g\left( x \right)=\infty x → x 0 lim f ( x ) = ∞ , x → x 0 lim g ( x ) = ∞ ;
f ( x ) , g ( x ) f\left( x \right),g\left( x \right) f ( x ) , g ( x ) 在 x 0 {{x}_{0}} x 0 的鄰域內可導(在x 0 {{x}_{0}} x 0 處可除外)且g ′ ( x ) ≠ 0 {g}'\left( x \right)\ne 0 g ′ ( x ) = 0 ;lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ′ ( x ) f ′ ( x ) 存在(或$\infty ) 。 則 )。
則 ) 。 則 lim x → x 0 f ( x ) g ( x ) = lim x → x 0 f ′ ( x ) g ′ ( x ) \underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{f\left( x \right)}{g\left( x \right)}=\underset{x\to {{x}_{0}}}{\mathop{\lim }}\,\frac{{f}'\left( x \right)}{{g}'\left( x \right)} x → x 0 lim g ( x ) f ( x ) = x → x 0 lim g ′ ( x ) f ′ ( x ) $ 同理法則I I ′ {I{I}'} I I ′ ( ∞ ∞ \frac{\infty }{\infty } ∞ ∞ 型)仿法則 I ′ {{I}'} I ′ 可寫出。
11.泰勒公式
設函數f ( x ) f(x) f ( x ) 在點x 0 {{x}_{0}} x 0 處的某鄰域內具有n + 1 n+1 n + 1 階導數,則對該鄰域內異於x 0 {{x}_{0}} x 0 的任意點x x x ,在x 0 {{x}_{0}} x 0 與x x x 之間至少存在
一個ξ \xi ξ ,使得:
f ( x ) = f ( x 0 ) + f ′ ( x 0 ) ( x − x 0 ) + 1 2 ! f ′ ′ ( x 0 ) ( x − x 0 ) 2 + ⋯ f(x)=f({{x}_{0}})+{f}'({{x}_{0}})(x-{{x}_{0}})+\frac{1}{2!}{f}''({{x}_{0}}){{(x-{{x}_{0}})}^{2}}+\cdots f ( x ) = f ( x 0 ) + f ′ ( x 0 ) ( x − x 0 ) + 2 ! 1 f ′ ′ ( x 0 ) ( x − x 0 ) 2 + ⋯
+ f ( n ) ( x 0 ) n ! ( x − x 0 ) n + R n ( x ) +\frac{{{f}^{(n)}}({{x}_{0}})}{n!}{{(x-{{x}_{0}})}^{n}}+{{R}_{n}}(x) + n ! f ( n ) ( x 0 ) ( x − x 0 ) n + R n ( x )
其中 R n ( x ) = f ( n + 1 ) ( ξ ) ( n + 1 ) ! ( x − x 0 ) n + 1 {{R}_{n}}(x)=\frac{{{f}^{(n+1)}}(\xi )}{(n+1)!}{{(x-{{x}_{0}})}^{n+1}} R n ( x ) = ( n + 1 ) ! f ( n + 1 ) ( ξ ) ( x − x 0 ) n + 1 稱爲f ( x ) f(x) f ( x ) 在點x 0 {{x}_{0}} x 0 處的n n n 階泰勒餘項。
令x 0 = 0 {{x}_{0}}=0 x 0 = 0 ,則n n n 階泰勒公式
f ( x ) = f ( 0 ) + f ′ ( 0 ) x + 1 2 ! f ′ ′ ( 0 ) x 2 + ⋯ + f ( n ) ( 0 ) n ! x n + R n ( x ) f(x)=f(0)+{f}'(0)x+\frac{1}{2!}{f}''(0){{x}^{2}}+\cdots +\frac{{{f}^{(n)}}(0)}{n!}{{x}^{n}}+{{R}_{n}}(x) f ( x ) = f ( 0 ) + f ′ ( 0 ) x + 2 ! 1 f ′ ′ ( 0 ) x 2 + ⋯ + n ! f ( n ) ( 0 ) x n + R n ( x ) ……(1)
其中 R n ( x ) = f ( n + 1 ) ( ξ ) ( n + 1 ) ! x n + 1 {{R}_{n}}(x)=\frac{{{f}^{(n+1)}}(\xi )}{(n+1)!}{{x}^{n+1}} R n ( x ) = ( n + 1 ) ! f ( n + 1 ) ( ξ ) x n + 1 ,$\xi 在 0 與 在0與 在 0 與 x$之間.(1)式稱爲麥克勞林公式
常用五種函數在x 0 = 0 {{x}_{0}}=0 x 0 = 0 處的泰勒公式
(1) e x = 1 + x + 1 2 ! x 2 + ⋯ + 1 n ! x n + x n + 1 ( n + 1 ) ! e ξ {{{e}}^{x}}=1+x+\frac{1}{2!}{{x}^{2}}+\cdots +\frac{1}{n!}{{x}^{n}}+\frac{{{x}^{n+1}}}{(n+1)!}{{e}^{\xi }} e x = 1 + x + 2 ! 1 x 2 + ⋯ + n ! 1 x n + ( n + 1 ) ! x n + 1 e ξ
或 = 1 + x + 1 2 ! x 2 + ⋯ + 1 n ! x n + o ( x n ) =1+x+\frac{1}{2!}{{x}^{2}}+\cdots +\frac{1}{n!}{{x}^{n}}+o({{x}^{n}}) = 1 + x + 2 ! 1 x 2 + ⋯ + n ! 1 x n + o ( x n )
(2) sin x = x − 1 3 ! x 3 + ⋯ + x n n ! sin n π 2 + x n + 1 ( n + 1 ) ! sin ( ξ + n + 1 2 π ) \sin x=x-\frac{1}{3!}{{x}^{3}}+\cdots +\frac{{{x}^{n}}}{n!}\sin \frac{n\pi }{2}+\frac{{{x}^{n+1}}}{(n+1)!}\sin (\xi +\frac{n+1}{2}\pi ) sin x = x − 3 ! 1 x 3 + ⋯ + n ! x n sin 2 n π + ( n + 1 ) ! x n + 1 sin ( ξ + 2 n + 1 π )
或 = x − 1 3 ! x 3 + ⋯ + x n n ! sin n π 2 + o ( x n ) =x-\frac{1}{3!}{{x}^{3}}+\cdots +\frac{{{x}^{n}}}{n!}\sin \frac{n\pi }{2}+o({{x}^{n}}) = x − 3 ! 1 x 3 + ⋯ + n ! x n sin 2 n π + o ( x n )
(3) cos x = 1 − 1 2 ! x 2 + ⋯ + x n n ! cos n π 2 + x n + 1 ( n + 1 ) ! cos ( ξ + n + 1 2 π ) \cos x=1-\frac{1}{2!}{{x}^{2}}+\cdots +\frac{{{x}^{n}}}{n!}\cos \frac{n\pi }{2}+\frac{{{x}^{n+1}}}{(n+1)!}\cos (\xi +\frac{n+1}{2}\pi ) cos x = 1 − 2 ! 1 x 2 + ⋯ + n ! x n cos 2 n π + ( n + 1 ) ! x n + 1 cos ( ξ + 2 n + 1 π )
或 = 1 − 1 2 ! x 2 + ⋯ + x n n ! cos n π 2 + o ( x n ) =1-\frac{1}{2!}{{x}^{2}}+\cdots +\frac{{{x}^{n}}}{n!}\cos \frac{n\pi }{2}+o({{x}^{n}}) = 1 − 2 ! 1 x 2 + ⋯ + n ! x n cos 2 n π + o ( x n )
(4) ln ( 1 + x ) = x − 1 2 x 2 + 1 3 x 3 − ⋯ + ( − 1 ) n − 1 x n n + ( − 1 ) n x n + 1 ( n + 1 ) ( 1 + ξ ) n + 1 \ln (1+x)=x-\frac{1}{2}{{x}^{2}}+\frac{1}{3}{{x}^{3}}-\cdots +{{(-1)}^{n-1}}\frac{{{x}^{n}}}{n}+\frac{{{(-1)}^{n}}{{x}^{n+1}}}{(n+1){{(1+\xi )}^{n+1}}} ln ( 1 + x ) = x − 2 1 x 2 + 3 1 x 3 − ⋯ + ( − 1 ) n − 1 n x n + ( n + 1 ) ( 1 + ξ ) n + 1 ( − 1 ) n x n + 1
或 = x − 1 2 x 2 + 1 3 x 3 − ⋯ + ( − 1 ) n − 1 x n n + o ( x n ) =x-\frac{1}{2}{{x}^{2}}+\frac{1}{3}{{x}^{3}}-\cdots +{{(-1)}^{n-1}}\frac{{{x}^{n}}}{n}+o({{x}^{n}}) = x − 2 1 x 2 + 3 1 x 3 − ⋯ + ( − 1 ) n − 1 n x n + o ( x n )
(5) ( 1 + x ) m = 1 + m x + m ( m − 1 ) 2 ! x 2 + ⋯ + m ( m − 1 ) ⋯ ( m − n + 1 ) n ! x n {{(1+x)}^{m}}=1+mx+\frac{m(m-1)}{2!}{{x}^{2}}+\cdots +\frac{m(m-1)\cdots (m-n+1)}{n!}{{x}^{n}} ( 1 + x ) m = 1 + m x + 2 ! m ( m − 1 ) x 2 + ⋯ + n ! m ( m − 1 ) ⋯ ( m − n + 1 ) x n
+ m ( m − 1 ) ⋯ ( m − n + 1 ) ( n + 1 ) ! x n + 1 ( 1 + ξ ) m − n − 1 +\frac{m(m-1)\cdots (m-n+1)}{(n+1)!}{{x}^{n+1}}{{(1+\xi )}^{m-n-1}} + ( n + 1 ) ! m ( m − 1 ) ⋯ ( m − n + 1 ) x n + 1 ( 1 + ξ ) m − n − 1
或( 1 + x ) m = 1 + m x + m ( m − 1 ) 2 ! x 2 + ⋯ {{(1+x)}^{m}}=1+mx+\frac{m(m-1)}{2!}{{x}^{2}}+\cdots ( 1 + x ) m = 1 + m x + 2 ! m ( m − 1 ) x 2 + ⋯ ,+ m ( m − 1 ) ⋯ ( m − n + 1 ) n ! x n + o ( x n ) +\frac{m(m-1)\cdots (m-n+1)}{n!}{{x}^{n}}+o({{x}^{n}}) + n ! m ( m − 1 ) ⋯ ( m − n + 1 ) x n + o ( x n )
12.函數單調性的判斷
Th1: 設函數f ( x ) f(x) f ( x ) 在( a , b ) (a,b) ( a , b ) 區間內可導,如果對∀ x ∈ ( a , b ) \forall x\in (a,b) ∀ x ∈ ( a , b ) ,都有f ′ ( x ) > 0 f\,'(x)>0 f ′ ( x ) > 0 (或f ′ ( x ) < 0 f\,'(x)<0 f ′ ( x ) < 0 ),則函數f ( x ) f(x) f ( x ) 在( a , b ) (a,b) ( a , b ) 內是單調增加的(或單調減少)
Th2: (取極值的必要條件)設函數f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 處可導,且在x 0 {{x}_{0}} x 0 處取極值,則f ′ ( x 0 ) = 0 f\,'({{x}_{0}})=0 f ′ ( x 0 ) = 0 。
Th3: (取極值的第一充分條件)設函數f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 的某一鄰域內可微,且f ′ ( x 0 ) = 0 f\,'({{x}_{0}})=0 f ′ ( x 0 ) = 0 (或f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 處連續,但f ′ ( x 0 ) f\,'({{x}_{0}}) f ′ ( x 0 ) 不存在。)
(1)若當x x x 經過x 0 {{x}_{0}} x 0 時,f ′ ( x ) f\,'(x) f ′ ( x ) 由“+”變“-”,則f ( x 0 ) f({{x}_{0}}) f ( x 0 ) 爲極大值;
(2)若當x x x 經過x 0 {{x}_{0}} x 0 時,f ′ ( x ) f\,'(x) f ′ ( x ) 由“-”變“+”,則f ( x 0 ) f({{x}_{0}}) f ( x 0 ) 爲極小值;
(3)若f ′ ( x ) f\,'(x) f ′ ( x ) 經過x = x 0 x={{x}_{0}} x = x 0 的兩側不變號,則f ( x 0 ) f({{x}_{0}}) f ( x 0 ) 不是極值。
Th4: (取極值的第二充分條件)設f ( x ) f(x) f ( x ) 在點x 0 {{x}_{0}} x 0 處有f ′ ′ ( x ) ≠ 0 f''(x)\ne 0 f ′ ′ ( x ) = 0 ,且f ′ ( x 0 ) = 0 f\,'({{x}_{0}})=0 f ′ ( x 0 ) = 0 ,則 當f ′ ′ ( x 0 ) < 0 f'\,'({{x}_{0}})<0 f ′ ′ ( x 0 ) < 0 時,f ( x 0 ) f({{x}_{0}}) f ( x 0 ) 爲極大值;
當f ′ ′ ( x 0 ) > 0 f'\,'({{x}_{0}})>0 f ′ ′ ( x 0 ) > 0 時,f ( x 0 ) f({{x}_{0}}) f ( x 0 ) 爲極小值。
注:如果f ′ ′ ( x 0 ) < 0 f'\,'({{x}_{0}})<0 f ′ ′ ( x 0 ) < 0 ,此方法失效。
13.漸近線的求法
(1)水平漸近線 若lim x → + ∞ f ( x ) = b \underset{x\to +\infty }{\mathop{\lim }}\,f(x)=b x → + ∞ lim f ( x ) = b ,或lim x → − ∞ f ( x ) = b \underset{x\to -\infty }{\mathop{\lim }}\,f(x)=b x → − ∞ lim f ( x ) = b ,則
y = b y=b y = b 稱爲函數y = f ( x ) y=f(x) y = f ( x ) 的水平漸近線。
(2)鉛直漸近線 若lim x → x 0 − f ( x ) = ∞ \underset{x\to x_{0}^{-}}{\mathop{\lim }}\,f(x)=\infty x → x 0 − lim f ( x ) = ∞ ,或lim x → x 0 + f ( x ) = ∞ \underset{x\to x_{0}^{+}}{\mathop{\lim }}\,f(x)=\infty x → x 0 + lim f ( x ) = ∞ ,則
x = x 0 x={{x}_{0}} x = x 0 稱爲y = f ( x ) y=f(x) y = f ( x ) 的鉛直漸近線。
(3)斜漸近線 若a = lim x → ∞ f ( x ) x , b = lim x → ∞ [ f ( x ) − a x ] a=\underset{x\to \infty }{\mathop{\lim }}\,\frac{f(x)}{x},\quad b=\underset{x\to \infty }{\mathop{\lim }}\,[f(x)-ax] a = x → ∞ lim x f ( x ) , b = x → ∞ lim [ f ( x ) − a x ] ,則
y = a x + b y=ax+b y = a x + b 稱爲y = f ( x ) y=f(x) y = f ( x ) 的斜漸近線。
14.函數凹凸性的判斷
Th1: (凹凸性的判別定理)若在I上f ′ ′ ( x ) < 0 f''(x)<0 f ′ ′ ( x ) < 0 (或f ′ ′ ( x ) > 0 f''(x)>0 f ′ ′ ( x ) > 0 ),則f ( x ) f(x) f ( x ) 在I上是凸的(或凹的)。
Th2: (拐點的判別定理1)若在x 0 {{x}_{0}} x 0 處f ′ ′ ( x ) = 0 f''(x)=0 f ′ ′ ( x ) = 0 ,(或f ′ ′ ( x ) f''(x) f ′ ′ ( x ) 不存在),當x x x 變動經過x 0 {{x}_{0}} x 0 時,f ′ ′ ( x ) f''(x) f ′ ′ ( x ) 變號,則( x 0 , f ( x 0 ) ) ({{x}_{0}},f({{x}_{0}})) ( x 0 , f ( x 0 ) ) 爲拐點。
Th3: (拐點的判別定理2)設f ( x ) f(x) f ( x ) 在x 0 {{x}_{0}} x 0 點的某鄰域內有三階導數,且f ′ ′ ( x ) = 0 f''(x)=0 f ′ ′ ( x ) = 0 ,f ′ ′ ′ ( x ) ≠ 0 f'''(x)\ne 0 f ′ ′ ′ ( x ) = 0 ,則( x 0 , f ( x 0 ) ) ({{x}_{0}},f({{x}_{0}})) ( x 0 , f ( x 0 ) ) 爲拐點。
15.弧微分
d S = 1 + y ′ 2 d x dS=\sqrt{1+y{{'}^{2}}}dx d S = 1 + y ′ 2 d x
16.曲率
曲線y = f ( x ) y=f(x) y = f ( x ) 在點( x , y ) (x,y) ( x , y ) 處的曲率k = ∣ y ′ ′ ∣ ( 1 + y ′ 2 ) 3 2 k=\frac{\left| y'' \right|}{{{(1+y{{'}^{2}})}^{\tfrac{3}{2}}}} k = ( 1 + y ′ 2 ) 2 3 ∣ y ′ ′ ∣ 。
對於參數方程KaTeX parse error: No such environment: align at position 15: \left\{ \begin{̲a̲l̲i̲g̲n̲}̲ & x=\varphi (…
k = ∣ φ ′ ( t ) ψ ′ ′ ( t ) − φ ′ ′ ( t ) ψ ′ ( t ) ∣ [ φ ′ 2 ( t ) + ψ ′ 2 ( t ) ] 3 2 k=\frac{\left| \varphi '(t)\psi ''(t)-\varphi ''(t)\psi '(t) \right|}{{{[\varphi {{'}^{2}}(t)+\psi {{'}^{2}}(t)]}^{\tfrac{3}{2}}}} k = [ φ ′ 2 ( t ) + ψ ′ 2 ( t ) ] 2 3 ∣ φ ′ ( t ) ψ ′ ′ ( t ) − φ ′ ′ ( t ) ψ ′ ( t ) ∣ 。
17.曲率半徑
曲線在點M M M 處的曲率k ( k ≠ 0 ) k(k\ne 0) k ( k = 0 ) 與曲線在點M M M 處的曲率半徑ρ \rho ρ 有如下關係:ρ = 1 k \rho =\frac{1}{k} ρ = k 1 。
線性代數
行列式
1.行列式按行(列)展開定理
(1) 設A = ( a i j ) n × n A = ( a_{{ij}} )_{n \times n} A = ( a i j ) n × n ,則:a i 1 A j 1 + a i 2 A j 2 + ⋯ + a i n A j n = { ∣ A ∣ , i = j 0 , i ≠ j a_{i1}A_{j1} +a_{i2}A_{j2} + \cdots + a_{{in}}A_{{jn}} = \begin{cases}|A|,i=j\\ 0,i \neq j\end{cases} a i 1 A j 1 + a i 2 A j 2 + ⋯ + a i n A j n = { ∣ A ∣ , i = j 0 , i = j
或a 1 i A 1 j + a 2 i A 2 j + ⋯ + a n i A n j = { ∣ A ∣ , i = j 0 , i ≠ j a_{1i}A_{1j} + a_{2i}A_{2j} + \cdots + a_{{ni}}A_{{nj}} = \begin{cases}|A|,i=j\\ 0,i \neq j\end{cases} a 1 i A 1 j + a 2 i A 2 j + ⋯ + a n i A n j = { ∣ A ∣ , i = j 0 , i = j 即 A A ∗ = A ∗ A = ∣ A ∣ E , AA^{*} = A^{*}A = \left| A \right|E, A A ∗ = A ∗ A = ∣ A ∣ E , 其中:A ∗ = ( A 11 A 12 … A 1 n A 21 A 22 … A 2 n … … … … A n 1 A n 2 … A n n ) = ( A j i ) = ( A i j ) T A^{*} = \begin{pmatrix} A_{11} & A_{12} & \ldots & A_{1n} \\ A_{21} & A_{22} & \ldots & A_{2n} \\ \ldots & \ldots & \ldots & \ldots \\ A_{n1} & A_{n2} & \ldots & A_{{nn}} \\ \end{pmatrix} = (A_{{ji}}) = {(A_{{ij}})}^{T} A ∗ = ⎝ ⎜ ⎜ ⎛ A 1 1 A 2 1 … A n 1 A 1 2 A 2 2 … A n 2 … … … … A 1 n A 2 n … A n n ⎠ ⎟ ⎟ ⎞ = ( A j i ) = ( A i j ) T
D n = ∣ 1 1 … 1 x 1 x 2 … x n … … … … x 1 n − 1 x 2 n − 1 … x n n − 1 ∣ = ∏ 1 ≤ j < i ≤ n ( x i − x j ) D_{n} = \begin{vmatrix} 1 & 1 & \ldots & 1 \\ x_{1} & x_{2} & \ldots & x_{n} \\ \ldots & \ldots & \ldots & \ldots \\ x_{1}^{n - 1} & x_{2}^{n - 1} & \ldots & x_{n}^{n - 1} \\ \end{vmatrix} = \prod_{1 \leq j < i \leq n}^{}\,(x_{i} - x_{j}) D n = ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ 1 x 1 … x 1 n − 1 1 x 2 … x 2 n − 1 … … … … 1 x n … x n n − 1 ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ = ∏ 1 ≤ j < i ≤ n ( x i − x j )
(2) 設A , B A,B A , B 爲n n n 階方陣,則∣ A B ∣ = ∣ A ∣ ∣ B ∣ = ∣ B ∣ ∣ A ∣ = ∣ B A ∣ \left| {AB} \right| = \left| A \right|\left| B \right| = \left| B \right|\left| A \right| = \left| {BA} \right| ∣ A B ∣ = ∣ A ∣ ∣ B ∣ = ∣ B ∣ ∣ A ∣ = ∣ B A ∣ ,但∣ A ± B ∣ = ∣ A ∣ ± ∣ B ∣ \left| A \pm B \right| = \left| A \right| \pm \left| B \right| ∣ A ± B ∣ = ∣ A ∣ ± ∣ B ∣ 不一定成立。
(3) ∣ k A ∣ = k n ∣ A ∣ \left| {kA} \right| = k^{n}\left| A \right| ∣ k A ∣ = k n ∣ A ∣ ,A A A 爲n n n 階方陣。
(4) 設A A A 爲n n n 階方陣,∣ A T ∣ = ∣ A ∣ ; ∣ A − 1 ∣ = ∣ A ∣ − 1 |A^{T}| = |A|;|A^{- 1}| = |A|^{- 1} ∣ A T ∣ = ∣ A ∣ ; ∣ A − 1 ∣ = ∣ A ∣ − 1 (若A A A 可逆),∣ A ∗ ∣ = ∣ A ∣ n − 1 |A^{*}| = |A|^{n - 1} ∣ A ∗ ∣ = ∣ A ∣ n − 1
n ≥ 2 n \geq 2 n ≥ 2
(5) ∣ A O O B ∣ = ∣ A C O B ∣ = ∣ A O C B ∣ = ∣ A ∣ ∣ B ∣ \left| \begin{matrix} & {A\quad O} \\ & {O\quad B} \\ \end{matrix} \right| = \left| \begin{matrix} & {A\quad C} \\ & {O\quad B} \\ \end{matrix} \right| = \left| \begin{matrix} & {A\quad O} \\ & {C\quad B} \\ \end{matrix} \right| =| A||B| ∣ ∣ ∣ ∣ A O O B ∣ ∣ ∣ ∣ = ∣ ∣ ∣ ∣ A C O B ∣ ∣ ∣ ∣ = ∣ ∣ ∣ ∣ A O C B ∣ ∣ ∣ ∣ = ∣ A ∣ ∣ B ∣
,A , B A,B A , B 爲方陣,但∣ O A m × m B n × n O ∣ = ( − 1 ) m n ∣ A ∣ ∣ B ∣ \left| \begin{matrix} {O} & A_{m \times m} \\ B_{n \times n} & { O} \\ \end{matrix} \right| = ({- 1)}^{{mn}}|A||B| ∣ ∣ ∣ ∣ O B n × n A m × m O ∣ ∣ ∣ ∣ = ( − 1 ) m n ∣ A ∣ ∣ B ∣ 。
(6) 範德蒙行列式D n = ∣ 1 1 … 1 x 1 x 2 … x n … … … … x 1 n − 1 x 2 n 1 … x n n − 1 ∣ = ∏ 1 ≤ j < i ≤ n ( x i − x j ) D_{n} = \begin{vmatrix} 1 & 1 & \ldots & 1 \\ x_{1} & x_{2} & \ldots & x_{n} \\ \ldots & \ldots & \ldots & \ldots \\ x_{1}^{n - 1} & x_{2}^{n 1} & \ldots & x_{n}^{n - 1} \\ \end{vmatrix} = \prod_{1 \leq j < i \leq n}^{}\,(x_{i} - x_{j}) D n = ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ 1 x 1 … x 1 n − 1 1 x 2 … x 2 n 1 … … … … 1 x n … x n n − 1 ∣ ∣ ∣ ∣ ∣ ∣ ∣ ∣ = ∏ 1 ≤ j < i ≤ n ( x i − x j )
設A A A 是n n n 階方陣,λ i ( i = 1 , 2 ⋯ , n ) \lambda_{i}(i = 1,2\cdots,n) λ i ( i = 1 , 2 ⋯ , n ) 是A A A 的n n n 個特徵值,則
∣ A ∣ = ∏ i = 1 n λ i |A| = \prod_{i = 1}^{n}\lambda_{i} ∣ A ∣ = ∏ i = 1 n λ i
矩陣
矩陣:m × n m \times n m × n 個數a i j a_{{ij}} a i j 排成m m m 行n n n 列的表格[ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋯ ⋯ ⋯ ⋯ ⋯ a m 1 a m 2 ⋯ a m n ] \begin{bmatrix} a_{11}\quad a_{12}\quad\cdots\quad a_{1n} \\ a_{21}\quad a_{22}\quad\cdots\quad a_{2n} \\ \quad\cdots\cdots\cdots\cdots\cdots \\ a_{m1}\quad a_{m2}\quad\cdots\quad a_{{mn}} \\ \end{bmatrix} ⎣ ⎢ ⎢ ⎡ a 1 1 a 1 2 ⋯ a 1 n a 2 1 a 2 2 ⋯ a 2 n ⋯ ⋯ ⋯ ⋯ ⋯ a m 1 a m 2 ⋯ a m n ⎦ ⎥ ⎥ ⎤ 稱爲矩陣,簡記爲A A A ,或者( a i j ) m × n \left( a_{{ij}} \right)_{m \times n} ( a i j ) m × n 。若m = n m = n m = n ,則稱A A A 是n n n 階矩陣或n n n 階方陣。
矩陣的線性運算
1.矩陣的加法
設A = ( a i j ) , B = ( b i j ) A = (a_{{ij}}),B = (b_{{ij}}) A = ( a i j ) , B = ( b i j ) 是兩個m × n m \times n m × n 矩陣,則m × n m \times n m × n 矩陣C = c i j ) = a i j + b i j C = c_{{ij}}) = a_{{ij}} + b_{{ij}} C = c i j ) = a i j + b i j 稱爲矩陣A A A 與B B B 的和,記爲A + B = C A + B = C A + B = C 。
2.矩陣的數乘
設A = ( a i j ) A = (a_{{ij}}) A = ( a i j ) 是m × n m \times n m × n 矩陣,k k k 是一個常數,則m × n m \times n m × n 矩陣( k a i j ) (ka_{{ij}}) ( k a i j ) 稱爲數k k k 與矩陣A A A 的數乘,記爲k A {kA} k A 。
3.矩陣的乘法
設A = ( a i j ) A = (a_{{ij}}) A = ( a i j ) 是m × n m \times n m × n 矩陣,B = ( b i j ) B = (b_{{ij}}) B = ( b i j ) 是n × s n \times s n × s 矩陣,那麼m × s m \times s m × s 矩陣C = ( c i j ) C = (c_{{ij}}) C = ( c i j ) ,其中c i j = a i 1 b 1 j + a i 2 b 2 j + ⋯ + a i n b n j = ∑ k = 1 n a i k b k j c_{{ij}} = a_{i1}b_{1j} + a_{i2}b_{2j} + \cdots + a_{{in}}b_{{nj}} = \sum_{k =1}^{n}{a_{{ik}}b_{{kj}}} c i j = a i 1 b 1 j + a i 2 b 2 j + ⋯ + a i n b n j = ∑ k = 1 n a i k b k j 稱爲A B {AB} A B 的乘積,記爲C = A B C = AB C = A B 。
4. A T \mathbf{A}^{\mathbf{T}} A T 、 A − 1 \mathbf{A}^{\mathbf{-1}} A − 1 、 A ∗ \mathbf{A}^{\mathbf{*}} A ∗ 三者之間的關係
(1) ( A T ) T = A , ( A B ) T = B T A T , ( k A ) T = k A T , ( A ± B ) T = A T ± B T {(A^{T})}^{T} = A,{(AB)}^{T} = B^{T}A^{T},{(kA)}^{T} = kA^{T},{(A \pm B)}^{T} = A^{T} \pm B^{T} ( A T ) T = A , ( A B ) T = B T A T , ( k A ) T = k A T , ( A ± B ) T = A T ± B T
(2) ( A − 1 ) − 1 = A , ( A B ) − 1 = B − 1 A − 1 , ( k A ) − 1 = 1 k A − 1 , \left( A^{- 1} \right)^{- 1} = A,\left( {AB} \right)^{- 1} = B^{- 1}A^{- 1},\left( {kA} \right)^{- 1} = \frac{1}{k}A^{- 1}, ( A − 1 ) − 1 = A , ( A B ) − 1 = B − 1 A − 1 , ( k A ) − 1 = k 1 A − 1 ,
但 ( A ± B ) − 1 = A − 1 ± B − 1 {(A \pm B)}^{- 1} = A^{- 1} \pm B^{- 1} ( A ± B ) − 1 = A − 1 ± B − 1 不一定成立。
(3) ( A ∗ ) ∗ = ∣ A ∣ n − 2 A ( n ≥ 3 ) \left( A^{*} \right)^{*} = |A|^{n - 2}\ A\ \ (n \geq 3) ( A ∗ ) ∗ = ∣ A ∣ n − 2 A ( n ≥ 3 ) ,( A B ) ∗ = B ∗ A ∗ , \left({AB} \right)^{*} = B^{*}A^{*}, ( A B ) ∗ = B ∗ A ∗ , ( k A ) ∗ = k n − 1 A ∗ ( n ≥ 2 ) \left( {kA} \right)^{*} = k^{n -1}A^{*}{\ \ }\left( n \geq 2 \right) ( k A ) ∗ = k n − 1 A ∗ ( n ≥ 2 )
但( A ± B ) ∗ = A ∗ ± B ∗ \left( A \pm B \right)^{*} = A^{*} \pm B^{*} ( A ± B ) ∗ = A ∗ ± B ∗ 不一定成立。
(4) ( A − 1 ) T = ( A T ) − 1 , ( A − 1 ) ∗ = ( A A ∗ ) − 1 , ( A ∗ ) T = ( A T ) ∗ {(A^{- 1})}^{T} = {(A^{T})}^{- 1},\ \left( A^{- 1} \right)^{*} ={(AA^{*})}^{- 1},{(A^{*})}^{T} = \left( A^{T} \right)^{*} ( A − 1 ) T = ( A T ) − 1 , ( A − 1 ) ∗ = ( A A ∗ ) − 1 , ( A ∗ ) T = ( A T ) ∗
5.有關 A ∗ \mathbf{A}^{\mathbf{*}} A ∗ 的結論
(1) A A ∗ = A ∗ A = ∣ A ∣ E AA^{*} = A^{*}A = |A|E A A ∗ = A ∗ A = ∣ A ∣ E
(2) ∣ A ∗ ∣ = ∣ A ∣ n − 1 ( n ≥ 2 ) , ( k A ) ∗ = k n − 1 A ∗ , ( A ∗ ) ∗ = ∣ A ∣ n − 2 A ( n ≥ 3 ) |A^{*}| = |A|^{n - 1}\ (n \geq 2),\ \ \ \ {(kA)}^{*} = k^{n -1}A^{*},{{\ \ }\left( A^{*} \right)}^{*} = |A|^{n - 2}A(n \geq 3) ∣ A ∗ ∣ = ∣ A ∣ n − 1 ( n ≥ 2 ) , ( k A ) ∗ = k n − 1 A ∗ , ( A ∗ ) ∗ = ∣ A ∣ n − 2 A ( n ≥ 3 )
(3) 若A A A 可逆,則A ∗ = ∣ A ∣ A − 1 , ( A ∗ ) ∗ = 1 ∣ A ∣ A A^{*} = |A|A^{- 1},{(A^{*})}^{*} = \frac{1}{|A|}A A ∗ = ∣ A ∣ A − 1 , ( A ∗ ) ∗ = ∣ A ∣ 1 A
(4) 若A A A 爲n n n 階方陣,則:
r ( A ∗ ) = { n , r ( A ) = n 1 , r ( A ) = n − 1 0 , r ( A ) < n − 1 r(A^*)=\begin{cases}n,\quad r(A)=n\\ 1,\quad r(A)=n-1\\ 0,\quad r(A)<n-1\end{cases} r ( A ∗ ) = ⎩ ⎪ ⎨ ⎪ ⎧ n , r ( A ) = n 1 , r ( A ) = n − 1 0 , r ( A ) < n − 1
6.有關 A − 1 \mathbf{A}^{\mathbf{- 1}} A − 1 的結論
A A A 可逆⇔ A B = E ; ⇔ ∣ A ∣ ≠ 0 ; ⇔ r ( A ) = n ; \Leftrightarrow AB = E; \Leftrightarrow |A| \neq 0; \Leftrightarrow r(A) = n; ⇔ A B = E ; ⇔ ∣ A ∣ = 0 ; ⇔ r ( A ) = n ;
⇔ A \Leftrightarrow A ⇔ A 可以表示爲初等矩陣的乘積;⇔ A ; ⇔ A x = 0 \Leftrightarrow A;\Leftrightarrow Ax = 0 ⇔ A ; ⇔ A x = 0 。
7.有關矩陣秩的結論
(1) 秩r ( A ) r(A) r ( A ) =行秩=列秩;
(2) r ( A m × n ) ≤ min ( m , n ) ; r(A_{m \times n}) \leq \min(m,n); r ( A m × n ) ≤ min ( m , n ) ;
(3) A ≠ 0 ⇒ r ( A ) ≥ 1 A \neq 0 \Rightarrow r(A) \geq 1 A = 0 ⇒ r ( A ) ≥ 1 ;
(4) r ( A ± B ) ≤ r ( A ) + r ( B ) ; r(A \pm B) \leq r(A) + r(B); r ( A ± B ) ≤ r ( A ) + r ( B ) ;
(5) 初等變換不改變矩陣的秩
(6) r ( A ) + r ( B ) − n ≤ r ( A B ) ≤ min ( r ( A ) , r ( B ) ) , r(A) + r(B) - n \leq r(AB) \leq \min(r(A),r(B)), r ( A ) + r ( B ) − n ≤ r ( A B ) ≤ min ( r ( A ) , r ( B ) ) , 特別若A B = O AB = O A B = O
則:r ( A ) + r ( B ) ≤ n r(A) + r(B) \leq n r ( A ) + r ( B ) ≤ n
(7) 若A − 1 A^{- 1} A − 1 存在⇒ r ( A B ) = r ( B ) ; \Rightarrow r(AB) = r(B); ⇒ r ( A B ) = r ( B ) ; 若B − 1 B^{- 1} B − 1 存在
⇒ r ( A B ) = r ( A ) ; \Rightarrow r(AB) = r(A); ⇒ r ( A B ) = r ( A ) ;
若r ( A m × n ) = n ⇒ r ( A B ) = r ( B ) ; r(A_{m \times n}) = n \Rightarrow r(AB) = r(B); r ( A m × n ) = n ⇒ r ( A B ) = r ( B ) ; 若r ( A m × s ) = n ⇒ r ( A B ) = r ( A ) r(A_{m \times s}) = n\Rightarrow r(AB) = r\left( A \right) r ( A m × s ) = n ⇒ r ( A B ) = r ( A ) 。
(8) r ( A m × s ) = n ⇔ A x = 0 r(A_{m \times s}) = n \Leftrightarrow Ax = 0 r ( A m × s ) = n ⇔ A x = 0 只有零解
8.分塊求逆公式
( A O O B ) − 1 = ( A − 1 O O B − 1 ) \begin{pmatrix} A & O \\ O & B \\ \end{pmatrix}^{- 1} = \begin{pmatrix} A^{-1} & O \\ O & B^{- 1} \\ \end{pmatrix} ( A O O B ) − 1 = ( A − 1 O O B − 1 ) ; ( A C O B ) − 1 = ( A − 1 − A − 1 C B − 1 O B − 1 ) \begin{pmatrix} A & C \\ O & B \\\end{pmatrix}^{- 1} = \begin{pmatrix} A^{- 1}& - A^{- 1}CB^{- 1} \\ O & B^{- 1} \\ \end{pmatrix} ( A O C B ) − 1 = ( A − 1 O − A − 1 C B − 1 B − 1 ) ;
( A O C B ) − 1 = ( A − 1 O − B − 1 C A − 1 B − 1 ) \begin{pmatrix} A & O \\ C & B \\ \end{pmatrix}^{- 1} = \begin{pmatrix} A^{- 1}&{O} \\ - B^{- 1}CA^{- 1} & B^{- 1} \\\end{pmatrix} ( A C O B ) − 1 = ( A − 1 − B − 1 C A − 1 O B − 1 ) ; ( O A B O ) − 1 = ( O B − 1 A − 1 O ) \begin{pmatrix} O & A \\ B & O \\ \end{pmatrix}^{- 1} =\begin{pmatrix} O & B^{- 1} \\ A^{- 1} & O \\ \end{pmatrix} ( O B A O ) − 1 = ( O A − 1 B − 1 O )
這裏A A A ,B B B 均爲可逆方陣。
向量
1.有關向量組的線性表示
(1)α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性相關⇔ \Leftrightarrow ⇔ 至少有一個向量可以用其餘向量線性表示。
(2)α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性無關,α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s ,β \beta β 線性相關⇔ β \Leftrightarrow \beta ⇔ β 可以由α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 唯一線性表示。
(3) β \beta β 可以由α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性表示
⇔ r ( α 1 , α 2 , ⋯ , α s ) = r ( α 1 , α 2 , ⋯ , α s , β ) \Leftrightarrow r(\alpha_{1},\alpha_{2},\cdots,\alpha_{s}) =r(\alpha_{1},\alpha_{2},\cdots,\alpha_{s},\beta) ⇔ r ( α 1 , α 2 , ⋯ , α s ) = r ( α 1 , α 2 , ⋯ , α s , β ) 。
2.有關向量組的線性相關性
(1)部分相關,整體相關;整體無關,部分無關.
(2) ① n n n 個n n n 維向量
α 1 , α 2 ⋯ α n \alpha_{1},\alpha_{2}\cdots\alpha_{n} α 1 , α 2 ⋯ α n 線性無關⇔ ∣ [ α 1 α 2 ⋯ α n ] ∣ ≠ 0 \Leftrightarrow \left|\left\lbrack \alpha_{1}\alpha_{2}\cdots\alpha_{n} \right\rbrack \right| \neq0 ⇔ ∣ [ α 1 α 2 ⋯ α n ] ∣ = 0 , n n n 個n n n 維向量α 1 , α 2 ⋯ α n \alpha_{1},\alpha_{2}\cdots\alpha_{n} α 1 , α 2 ⋯ α n 線性相關
⇔ ∣ [ α 1 , α 2 , ⋯ , α n ] ∣ = 0 \Leftrightarrow |\lbrack\alpha_{1},\alpha_{2},\cdots,\alpha_{n}\rbrack| = 0 ⇔ ∣ [ α 1 , α 2 , ⋯ , α n ] ∣ = 0
。
② n + 1 n + 1 n + 1 個n n n 維向量線性相關。
③ 若α 1 , α 2 ⋯ α S \alpha_{1},\alpha_{2}\cdots\alpha_{S} α 1 , α 2 ⋯ α S 線性無關,則添加分量後仍線性無關;或一組向量線性相關,去掉某些分量後仍線性相關。
3.有關向量組的線性表示
(1) α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性相關⇔ \Leftrightarrow ⇔ 至少有一個向量可以用其餘向量線性表示。
(2) α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性無關,α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s ,β \beta β 線性相關⇔ β \Leftrightarrow\beta ⇔ β 可以由α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 唯一線性表示。
(3) β \beta β 可以由α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性表示
⇔ r ( α 1 , α 2 , ⋯ , α s ) = r ( α 1 , α 2 , ⋯ , α s , β ) \Leftrightarrow r(\alpha_{1},\alpha_{2},\cdots,\alpha_{s}) =r(\alpha_{1},\alpha_{2},\cdots,\alpha_{s},\beta) ⇔ r ( α 1 , α 2 , ⋯ , α s ) = r ( α 1 , α 2 , ⋯ , α s , β )
4.向量組的秩與矩陣的秩之間的關係
設r ( A m × n ) = r r(A_{m \times n}) =r r ( A m × n ) = r ,則A A A 的秩r ( A ) r(A) r ( A ) 與A A A 的行列向量組的線性相關性關係爲:
(1) 若r ( A m × n ) = r = m r(A_{m \times n}) = r = m r ( A m × n ) = r = m ,則A A A 的行向量組線性無關。
(2) 若r ( A m × n ) = r < m r(A_{m \times n}) = r < m r ( A m × n ) = r < m ,則A A A 的行向量組線性相關。
(3) 若r ( A m × n ) = r = n r(A_{m \times n}) = r = n r ( A m × n ) = r = n ,則A A A 的列向量組線性無關。
(4) 若r ( A m × n ) = r < n r(A_{m \times n}) = r < n r ( A m × n ) = r < n ,則A A A 的列向量組線性相關。
5. n \mathbf{n} n 維向量空間的基變換公式及過渡矩陣
若α 1 , α 2 , ⋯ , α n \alpha_{1},\alpha_{2},\cdots,\alpha_{n} α 1 , α 2 , ⋯ , α n 與β 1 , β 2 , ⋯ , β n \beta_{1},\beta_{2},\cdots,\beta_{n} β 1 , β 2 , ⋯ , β n 是向量空間V V V 的兩組基,則基變換公式爲:
( β 1 , β 2 , ⋯ , β n ) = ( α 1 , α 2 , ⋯ , α n ) [ c 11 c 12 ⋯ c 1 n c 21 c 22 ⋯ c 2 n ⋯ ⋯ ⋯ ⋯ c n 1 c n 2 ⋯ c n n ] = ( α 1 , α 2 , ⋯ , α n ) C (\beta_{1},\beta_{2},\cdots,\beta_{n}) = (\alpha_{1},\alpha_{2},\cdots,\alpha_{n})\begin{bmatrix} c_{11}& c_{12}& \cdots & c_{1n} \\ c_{21}& c_{22}&\cdots & c_{2n} \\ \cdots & \cdots & \cdots & \cdots \\ c_{n1}& c_{n2} & \cdots & c_{{nn}} \\\end{bmatrix} = (\alpha_{1},\alpha_{2},\cdots,\alpha_{n})C ( β 1 , β 2 , ⋯ , β n ) = ( α 1 , α 2 , ⋯ , α n ) ⎣ ⎢ ⎢ ⎡ c 1 1 c 2 1 ⋯ c n 1 c 1 2 c 2 2 ⋯ c n 2 ⋯ ⋯ ⋯ ⋯ c 1 n c 2 n ⋯ c n n ⎦ ⎥ ⎥ ⎤ = ( α 1 , α 2 , ⋯ , α n ) C
其中C C C 是可逆矩陣,稱爲由基α 1 , α 2 , ⋯ , α n \alpha_{1},\alpha_{2},\cdots,\alpha_{n} α 1 , α 2 , ⋯ , α n 到基β 1 , β 2 , ⋯ , β n \beta_{1},\beta_{2},\cdots,\beta_{n} β 1 , β 2 , ⋯ , β n 的過渡矩陣。
6.座標變換公式
若向量γ \gamma γ 在基α 1 , α 2 , ⋯ , α n \alpha_{1},\alpha_{2},\cdots,\alpha_{n} α 1 , α 2 , ⋯ , α n 與基β 1 , β 2 , ⋯ , β n \beta_{1},\beta_{2},\cdots,\beta_{n} β 1 , β 2 , ⋯ , β n 的座標分別是
X = ( x 1 , x 2 , ⋯ , x n ) T X = {(x_{1},x_{2},\cdots,x_{n})}^{T} X = ( x 1 , x 2 , ⋯ , x n ) T ,
Y = ( y 1 , y 2 , ⋯ , y n ) T Y = \left( y_{1},y_{2},\cdots,y_{n} \right)^{T} Y = ( y 1 , y 2 , ⋯ , y n ) T 即: γ = x 1 α 1 + x 2 α 2 + ⋯ + x n α n = y 1 β 1 + y 2 β 2 + ⋯ + y n β n \gamma =x_{1}\alpha_{1} + x_{2}\alpha_{2} + \cdots + x_{n}\alpha_{n} = y_{1}\beta_{1} +y_{2}\beta_{2} + \cdots + y_{n}\beta_{n} γ = x 1 α 1 + x 2 α 2 + ⋯ + x n α n = y 1 β 1 + y 2 β 2 + ⋯ + y n β n ,則向量座標變換公式爲X = C Y X = CY X = C Y 或Y = C − 1 X Y = C^{- 1}X Y = C − 1 X ,其中C C C 是從基α 1 , α 2 , ⋯ , α n \alpha_{1},\alpha_{2},\cdots,\alpha_{n} α 1 , α 2 , ⋯ , α n 到基β 1 , β 2 , ⋯ , β n \beta_{1},\beta_{2},\cdots,\beta_{n} β 1 , β 2 , ⋯ , β n 的過渡矩陣。
7.向量的內積
( α , β ) = a 1 b 1 + a 2 b 2 + ⋯ + a n b n = α T β = β T α (\alpha,\beta) = a_{1}b_{1} + a_{2}b_{2} + \cdots + a_{n}b_{n} = \alpha^{T}\beta = \beta^{T}\alpha ( α , β ) = a 1 b 1 + a 2 b 2 + ⋯ + a n b n = α T β = β T α
8.Schmidt正交化
若α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s 線性無關,則可構造β 1 , β 2 , ⋯ , β s \beta_{1},\beta_{2},\cdots,\beta_{s} β 1 , β 2 , ⋯ , β s 使其兩兩正交,且β i \beta_{i} β i 僅是α 1 , α 2 , ⋯ , α i \alpha_{1},\alpha_{2},\cdots,\alpha_{i} α 1 , α 2 , ⋯ , α i 的線性組合( i = 1 , 2 , ⋯ , n ) (i= 1,2,\cdots,n) ( i = 1 , 2 , ⋯ , n ) ,再把β i \beta_{i} β i 單位化,記γ i = β i ∣ β i ∣ \gamma_{i} =\frac{\beta_{i}}{\left| \beta_{i}\right|} γ i = ∣ β i ∣ β i ,則γ 1 , γ 2 , ⋯ , γ i \gamma_{1},\gamma_{2},\cdots,\gamma_{i} γ 1 , γ 2 , ⋯ , γ i 是規範正交向量組。其中
β 1 = α 1 \beta_{1} = \alpha_{1} β 1 = α 1 , β 2 = α 2 − ( α 2 , β 1 ) ( β 1 , β 1 ) β 1 \beta_{2} = \alpha_{2} -\frac{(\alpha_{2},\beta_{1})}{(\beta_{1},\beta_{1})}\beta_{1} β 2 = α 2 − ( β 1 , β 1 ) ( α 2 , β 1 ) β 1 , β 3 = α 3 − ( α 3 , β 1 ) ( β 1 , β 1 ) β 1 − ( α 3 , β 2 ) ( β 2 , β 2 ) β 2 \beta_{3} =\alpha_{3} - \frac{(\alpha_{3},\beta_{1})}{(\beta_{1},\beta_{1})}\beta_{1} -\frac{(\alpha_{3},\beta_{2})}{(\beta_{2},\beta_{2})}\beta_{2} β 3 = α 3 − ( β 1 , β 1 ) ( α 3 , β 1 ) β 1 − ( β 2 , β 2 ) ( α 3 , β 2 ) β 2 ,
…
β s = α s − ( α s , β 1 ) ( β 1 , β 1 ) β 1 − ( α s , β 2 ) ( β 2 , β 2 ) β 2 − ⋯ − ( α s , β s − 1 ) ( β s − 1 , β s − 1 ) β s − 1 \beta_{s} = \alpha_{s} - \frac{(\alpha_{s},\beta_{1})}{(\beta_{1},\beta_{1})}\beta_{1} - \frac{(\alpha_{s},\beta_{2})}{(\beta_{2},\beta_{2})}\beta_{2} - \cdots - \frac{(\alpha_{s},\beta_{s - 1})}{(\beta_{s - 1},\beta_{s - 1})}\beta_{s - 1} β s = α s − ( β 1 , β 1 ) ( α s , β 1 ) β 1 − ( β 2 , β 2 ) ( α s , β 2 ) β 2 − ⋯ − ( β s − 1 , β s − 1 ) ( α s , β s − 1 ) β s − 1
9.正交基及規範正交基
向量空間一組基中的向量如果兩兩正交,就稱爲正交基;若正交基中每個向量都是單位向量,就稱其爲規範正交基。
線性方程組
1.克萊姆法則
線性方程組{ a 11 x 1 + a 12 x 2 + ⋯ + a 1 n x n = b 1 a 21 x 1 + a 22 x 2 + ⋯ + a 2 n x n = b 2 ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ a n 1 x 1 + a n 2 x 2 + ⋯ + a n n x n = b n \begin{cases} a_{11}x_{1} + a_{12}x_{2} + \cdots +a_{1n}x_{n} = b_{1} \\ a_{21}x_{1} + a_{22}x_{2} + \cdots + a_{2n}x_{n} =b_{2} \\ \quad\cdots\cdots\cdots\cdots\cdots\cdots\cdots\cdots\cdots \\ a_{n1}x_{1} + a_{n2}x_{2} + \cdots + a_{{nn}}x_{n} = b_{n} \\ \end{cases} ⎩ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎧ a 1 1 x 1 + a 1 2 x 2 + ⋯ + a 1 n x n = b 1 a 2 1 x 1 + a 2 2 x 2 + ⋯ + a 2 n x n = b 2 ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ ⋯ a n 1 x 1 + a n 2 x 2 + ⋯ + a n n x n = b n ,如果係數行列式D = ∣ A ∣ ≠ 0 D = \left| A \right| \neq 0 D = ∣ A ∣ = 0 ,則方程組有唯一解,x 1 = D 1 D , x 2 = D 2 D , ⋯ , x n = D n D x_{1} = \frac{D_{1}}{D},x_{2} = \frac{D_{2}}{D},\cdots,x_{n} =\frac{D_{n}}{D} x 1 = D D 1 , x 2 = D D 2 , ⋯ , x n = D D n ,其中D j D_{j} D j 是把D D D 中第j j j 列元素換成方程組右端的常數列所得的行列式。
2. n n n 階矩陣A A A 可逆⇔ A x = 0 \Leftrightarrow Ax = 0 ⇔ A x = 0 只有零解。⇔ ∀ b , A x = b \Leftrightarrow\forall b,Ax = b ⇔ ∀ b , A x = b 總有唯一解,一般地,r ( A m × n ) = n ⇔ A x = 0 r(A_{m \times n}) = n \Leftrightarrow Ax= 0 r ( A m × n ) = n ⇔ A x = 0 只有零解。
3.非奇次線性方程組有解的充分必要條件,線性方程組解的性質和解的結構
(1) 設A A A 爲m × n m \times n m × n 矩陣,若r ( A m × n ) = m r(A_{m \times n}) = m r ( A m × n ) = m ,則對A x = b Ax =b A x = b 而言必有r ( A ) = r ( A ⋮ b ) = m r(A) = r(A \vdots b) = m r ( A ) = r ( A ⋮ b ) = m ,從而A x = b Ax = b A x = b 有解。
(2) 設x 1 , x 2 , ⋯ x s x_{1},x_{2},\cdots x_{s} x 1 , x 2 , ⋯ x s 爲A x = b Ax = b A x = b 的解,則k 1 x 1 + k 2 x 2 ⋯ + k s x s k_{1}x_{1} + k_{2}x_{2}\cdots + k_{s}x_{s} k 1 x 1 + k 2 x 2 ⋯ + k s x s 當k 1 + k 2 + ⋯ + k s = 1 k_{1} + k_{2} + \cdots + k_{s} = 1 k 1 + k 2 + ⋯ + k s = 1 時仍爲A x = b Ax =b A x = b 的解;但當k 1 + k 2 + ⋯ + k s = 0 k_{1} + k_{2} + \cdots + k_{s} = 0 k 1 + k 2 + ⋯ + k s = 0 時,則爲A x = 0 Ax =0 A x = 0 的解。特別x 1 + x 2 2 \frac{x_{1} + x_{2}}{2} 2 x 1 + x 2 爲A x = b Ax = b A x = b 的解;2 x 3 − ( x 1 + x 2 ) 2x_{3} - (x_{1} +x_{2}) 2 x 3 − ( x 1 + x 2 ) 爲A x = 0 Ax = 0 A x = 0 的解。
(3) 非齊次線性方程組A x = b {Ax} = b A x = b 無解⇔ r ( A ) + 1 = r ( A ‾ ) ⇔ b \Leftrightarrow r(A) + 1 =r(\overline{A}) \Leftrightarrow b ⇔ r ( A ) + 1 = r ( A ) ⇔ b 不能由A A A 的列向量α 1 , α 2 , ⋯ , α n \alpha_{1},\alpha_{2},\cdots,\alpha_{n} α 1 , α 2 , ⋯ , α n 線性表示。
4.奇次線性方程組的基礎解系和通解,解空間,非奇次線性方程組的通解
(1) 齊次方程組A x = 0 {Ax} = 0 A x = 0 恆有解(必有零解)。當有非零解時,由於解向量的任意線性組合仍是該齊次方程組的解向量,因此A x = 0 {Ax}= 0 A x = 0 的全體解向量構成一個向量空間,稱爲該方程組的解空間,解空間的維數是n − r ( A ) n - r(A) n − r ( A ) ,解空間的一組基稱爲齊次方程組的基礎解系。
(2) η 1 , η 2 , ⋯ , η t \eta_{1},\eta_{2},\cdots,\eta_{t} η 1 , η 2 , ⋯ , η t 是A x = 0 {Ax} = 0 A x = 0 的基礎解系,即:
η 1 , η 2 , ⋯ , η t \eta_{1},\eta_{2},\cdots,\eta_{t} η 1 , η 2 , ⋯ , η t 是A x = 0 {Ax} = 0 A x = 0 的解;
η 1 , η 2 , ⋯ , η t \eta_{1},\eta_{2},\cdots,\eta_{t} η 1 , η 2 , ⋯ , η t 線性無關;
A x = 0 {Ax} = 0 A x = 0 的任一解都可以由η 1 , η 2 , ⋯ , η t \eta_{1},\eta_{2},\cdots,\eta_{t} η 1 , η 2 , ⋯ , η t 線性表出.
k 1 η 1 + k 2 η 2 + ⋯ + k t η t k_{1}\eta_{1} + k_{2}\eta_{2} + \cdots + k_{t}\eta_{t} k 1 η 1 + k 2 η 2 + ⋯ + k t η t 是A x = 0 {Ax} = 0 A x = 0 的通解,其中k 1 , k 2 , ⋯ , k t k_{1},k_{2},\cdots,k_{t} k 1 , k 2 , ⋯ , k t 是任意常數。
矩陣的特徵值和特徵向量
1.矩陣的特徵值和特徵向量的概念及性質
(1) 設λ \lambda λ 是A A A 的一個特徵值,則 k A , a A + b E , A 2 , A m , f ( A ) , A T , A − 1 , A ∗ {kA},{aA} + {bE},A^{2},A^{m},f(A),A^{T},A^{- 1},A^{*} k A , a A + b E , A 2 , A m , f ( A ) , A T , A − 1 , A ∗ 有一個特徵值分別爲
k λ , a λ + b , λ 2 , λ m , f ( λ ) , λ , λ − 1 , ∣ A ∣ λ , {kλ},{aλ} + b,\lambda^{2},\lambda^{m},f(\lambda),\lambda,\lambda^{- 1},\frac{|A|}{\lambda}, k λ , a λ + b , λ 2 , λ m , f ( λ ) , λ , λ − 1 , λ ∣ A ∣ , 且對應特徵向量相同(A T A^{T} A T 例外)。
(2)若λ 1 , λ 2 , ⋯ , λ n \lambda_{1},\lambda_{2},\cdots,\lambda_{n} λ 1 , λ 2 , ⋯ , λ n 爲A A A 的n n n 個特徵值,則∑ i = 1 n λ i = ∑ i = 1 n a i i , ∏ i = 1 n λ i = ∣ A ∣ \sum_{i= 1}^{n}\lambda_{i} = \sum_{i = 1}^{n}a_{{ii}},\prod_{i = 1}^{n}\lambda_{i}= |A| ∑ i = 1 n λ i = ∑ i = 1 n a i i , ∏ i = 1 n λ i = ∣ A ∣ ,從而∣ A ∣ ≠ 0 ⇔ A |A| \neq 0 \Leftrightarrow A ∣ A ∣ = 0 ⇔ A 沒有特徵值。
(3)設λ 1 , λ 2 , ⋯ , λ s \lambda_{1},\lambda_{2},\cdots,\lambda_{s} λ 1 , λ 2 , ⋯ , λ s 爲A A A 的s s s 個特徵值,對應特徵向量爲α 1 , α 2 , ⋯ , α s \alpha_{1},\alpha_{2},\cdots,\alpha_{s} α 1 , α 2 , ⋯ , α s ,
若: α = k 1 α 1 + k 2 α 2 + ⋯ + k s α s \alpha = k_{1}\alpha_{1} + k_{2}\alpha_{2} + \cdots + k_{s}\alpha_{s} α = k 1 α 1 + k 2 α 2 + ⋯ + k s α s ,
則: A n α = k 1 A n α 1 + k 2 A n α 2 + ⋯ + k s A n α s = k 1 λ 1 n α 1 + k 2 λ 2 n α 2 + ⋯ k s λ s n α s A^{n}\alpha = k_{1}A^{n}\alpha_{1} + k_{2}A^{n}\alpha_{2} + \cdots +k_{s}A^{n}\alpha_{s} = k_{1}\lambda_{1}^{n}\alpha_{1} +k_{2}\lambda_{2}^{n}\alpha_{2} + \cdots k_{s}\lambda_{s}^{n}\alpha_{s} A n α = k 1 A n α 1 + k 2 A n α 2 + ⋯ + k s A n α s = k 1 λ 1 n α 1 + k 2 λ 2 n α 2 + ⋯ k s λ s n α s 。
2.相似變換、相似矩陣的概念及性質
(1) 若A ∼ B A \sim B A ∼ B ,則
A T ∼ B T , A − 1 ∼ B − 1 , , A ∗ ∼ B ∗ A^{T} \sim B^{T},A^{- 1} \sim B^{- 1},,A^{*} \sim B^{*} A T ∼ B T , A − 1 ∼ B − 1 , , A ∗ ∼ B ∗
∣ A ∣ = ∣ B ∣ , ∑ i = 1 n A i i = ∑ i = 1 n b i i , r ( A ) = r ( B ) |A| = |B|,\sum_{i = 1}^{n}A_{{ii}} = \sum_{i =1}^{n}b_{{ii}},r(A) = r(B) ∣ A ∣ = ∣ B ∣ , ∑ i = 1 n A i i = ∑ i = 1 n b i i , r ( A ) = r ( B )
∣ λ E − A ∣ = ∣ λ E − B ∣ |\lambda E - A| = |\lambda E - B| ∣ λ E − A ∣ = ∣ λ E − B ∣ ,對∀ λ \forall\lambda ∀ λ 成立
3.矩陣可相似對角化的充分必要條件
(1)設A A A 爲n n n 階方陣,則A A A 可對角化⇔ \Leftrightarrow ⇔ 對每個k i k_{i} k i 重根特徵值λ i \lambda_{i} λ i ,有n − r ( λ i E − A ) = k i n-r(\lambda_{i}E - A) = k_{i} n − r ( λ i E − A ) = k i
(2) 設A A A 可對角化,則由P − 1 A P = Λ , P^{- 1}{AP} = \Lambda, P − 1 A P = Λ , 有A = P Λ P − 1 A = {PΛ}P^{-1} A = P Λ P − 1 ,從而A n = P Λ n P − 1 A^{n} = P\Lambda^{n}P^{- 1} A n = P Λ n P − 1
(3) 重要結論
若A ∼ B , C ∼ D A \sim B,C \sim D A ∼ B , C ∼ D ,則[ A O O C ] ∼ [ B O O D ] \begin{bmatrix} A & O \\ O & C \\\end{bmatrix} \sim \begin{bmatrix} B & O \\ O & D \\\end{bmatrix} [ A O O C ] ∼ [ B O O D ] .
若A ∼ B A \sim B A ∼ B ,則f ( A ) ∼ f ( B ) , ∣ f ( A ) ∣ ∼ ∣ f ( B ) ∣ f(A) \sim f(B),\left| f(A) \right| \sim \left| f(B)\right| f ( A ) ∼ f ( B ) , ∣ f ( A ) ∣ ∼ ∣ f ( B ) ∣ ,其中f ( A ) f(A) f ( A ) 爲關於n n n 階方陣A A A 的多項式。
若A A A 爲可對角化矩陣,則其非零特徵值的個數(重根重複計算)=秩(A A A )
4.實對稱矩陣的特徵值、特徵向量及相似對角陣
(1)相似矩陣:設A , B A,B A , B 爲兩個n n n 階方陣,如果存在一個可逆矩陣P P P ,使得B = P − 1 A P B =P^{- 1}{AP} B = P − 1 A P 成立,則稱矩陣A A A 與B B B 相似,記爲A ∼ B A \sim B A ∼ B 。
(2)相似矩陣的性質:如果A ∼ B A \sim B A ∼ B 則有:
A T ∼ B T A^{T} \sim B^{T} A T ∼ B T
A − 1 ∼ B − 1 A^{- 1} \sim B^{- 1} A − 1 ∼ B − 1 (若A A A ,B B B 均可逆)
A k ∼ B k A^{k} \sim B^{k} A k ∼ B k (k k k 爲正整數)
∣ λ E − A ∣ = ∣ λ E − B ∣ \left| {λE} - A \right| = \left| {λE} - B \right| ∣ λ E − A ∣ = ∣ λ E − B ∣ ,從而A , B A,B A , B
有相同的特徵值
∣ A ∣ = ∣ B ∣ \left| A \right| = \left| B \right| ∣ A ∣ = ∣ B ∣ ,從而A , B A,B A , B 同時可逆或者不可逆
秩( A ) = \left( A \right) = ( A ) = 秩( B ) , ∣ λ E − A ∣ = ∣ λ E − B ∣ \left( B \right),\left| {λE} - A \right| =\left| {λE} - B \right| ( B ) , ∣ λ E − A ∣ = ∣ λ E − B ∣ ,A , B A,B A , B 不一定相似
二次型
1. n \mathbf{n} n 個變量 x 1 , x 2 , ⋯ , x n \mathbf{x}_{\mathbf{1}}\mathbf{,}\mathbf{x}_{\mathbf{2}}\mathbf{,\cdots,}\mathbf{x}_{\mathbf{n}} x 1 , x 2 , ⋯ , x n 的二次齊次函數
f ( x 1 , x 2 , ⋯ , x n ) = ∑ i = 1 n ∑ j = 1 n a i j x i y j f(x_{1},x_{2},\cdots,x_{n}) = \sum_{i = 1}^{n}{\sum_{j =1}^{n}{a_{{ij}}x_{i}y_{j}}} f ( x 1 , x 2 , ⋯ , x n ) = ∑ i = 1 n ∑ j = 1 n a i j x i y j ,其中a i j = a j i ( i , j = 1 , 2 , ⋯ , n ) a_{{ij}} = a_{{ji}}(i,j =1,2,\cdots,n) a i j = a j i ( i , j = 1 , 2 , ⋯ , n ) ,稱爲n n n 元二次型,簡稱二次型. 若令x = [ x 1 x 1 ⋮ x n ] , A = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋯ ⋯ ⋯ ⋯ a n 1 a n 2 ⋯ a n n ] x = \ \begin{bmatrix}x_{1} \\ x_{1} \\ \vdots \\ x_{n} \\ \end{bmatrix},A = \begin{bmatrix} a_{11}& a_{12}& \cdots & a_{1n} \\ a_{21}& a_{22}& \cdots & a_{2n} \\ \cdots &\cdots &\cdots &\cdots \\ a_{n1}& a_{n2} & \cdots & a_{{nn}} \\\end{bmatrix} x = ⎣ ⎢ ⎢ ⎢ ⎡ x 1 x 1 ⋮ x n ⎦ ⎥ ⎥ ⎥ ⎤ , A = ⎣ ⎢ ⎢ ⎡ a 1 1 a 2 1 ⋯ a n 1 a 1 2 a 2 2 ⋯ a n 2 ⋯ ⋯ ⋯ ⋯ a 1 n a 2 n ⋯ a n n ⎦ ⎥ ⎥ ⎤ ,這二次型f f f 可改寫成矩陣向量形式f = x T A x f =x^{T}{Ax} f = x T A x 。其中A A A 稱爲二次型矩陣,因爲a i j = a j i ( i , j = 1 , 2 , ⋯ , n ) a_{{ij}} =a_{{ji}}(i,j =1,2,\cdots,n) a i j = a j i ( i , j = 1 , 2 , ⋯ , n ) ,所以二次型矩陣均爲對稱矩陣,且二次型與對稱矩陣一一對應,並把矩陣A A A 的秩稱爲二次型的秩。
2.慣性定理,二次型的標準形和規範形
(1) 慣性定理
對於任一二次型,不論選取怎樣的合同變換使它化爲僅含平方項的標準型,其正負慣性指數與所選變換無關,這就是所謂的慣性定理。
(2) 標準形
二次型f = ( x 1 , x 2 , ⋯ , x n ) = x T A x f = \left( x_{1},x_{2},\cdots,x_{n} \right) =x^{T}{Ax} f = ( x 1 , x 2 , ⋯ , x n ) = x T A x 經過合同變換x = C y x = {Cy} x = C y 化爲f = x T A x = y T C T A C f = x^{T}{Ax} =y^{T}C^{T}{AC} f = x T A x = y T C T A C
y = ∑ i = 1 r d i y i 2 y = \sum_{i = 1}^{r}{d_{i}y_{i}^{2}} y = ∑ i = 1 r d i y i 2 稱爲 f ( r ≤ n ) f(r \leq n) f ( r ≤ n ) 的標準形。在一般的數域內,二次型的標準形不是唯一的,與所作的合同變換有關,但係數不爲零的平方項的個數由r ( A ) r(A) r ( A ) 唯一確定。
(3) 規範形
任一實二次型f f f 都可經過合同變換化爲規範形f = z 1 2 + z 2 2 + ⋯ z p 2 − z p + 1 2 − ⋯ − z r 2 f = z_{1}^{2} + z_{2}^{2} + \cdots z_{p}^{2} - z_{p + 1}^{2} - \cdots -z_{r}^{2} f = z 1 2 + z 2 2 + ⋯ z p 2 − z p + 1 2 − ⋯ − z r 2 ,其中r r r 爲A A A 的秩,p p p 爲正慣性指數,r − p r -p r − p 爲負慣性指數,且規範型唯一。
3.用正交變換和配方法化二次型爲標準形,二次型及其矩陣的正定性
設A A A 正定⇒ k A ( k > 0 ) , A T , A − 1 , A ∗ \Rightarrow {kA}(k > 0),A^{T},A^{- 1},A^{*} ⇒ k A ( k > 0 ) , A T , A − 1 , A ∗ 正定;∣ A ∣ > 0 |A| >0 ∣ A ∣ > 0 ,A A A 可逆;a i i > 0 a_{{ii}} > 0 a i i > 0 ,且∣ A i i ∣ > 0 |A_{{ii}}| > 0 ∣ A i i ∣ > 0
A A A ,B B B 正定⇒ A + B \Rightarrow A +B ⇒ A + B 正定,但A B {AB} A B ,B A {BA} B A 不一定正定
A A A 正定⇔ f ( x ) = x T A x > 0 , ∀ x ≠ 0 \Leftrightarrow f(x) = x^{T}{Ax} > 0,\forall x \neq 0 ⇔ f ( x ) = x T A x > 0 , ∀ x = 0
⇔ A \Leftrightarrow A ⇔ A 的各階順序主子式全大於零
⇔ A \Leftrightarrow A ⇔ A 的所有特徵值大於零
⇔ A \Leftrightarrow A ⇔ A 的正慣性指數爲n n n
⇔ \Leftrightarrow ⇔ 存在可逆陣P P P 使A = P T P A = P^{T}P A = P T P
⇔ \Leftrightarrow ⇔ 存在正交矩陣Q Q Q ,使Q T A Q = Q − 1 A Q = ( λ 1 ⋱ λ n ) , Q^{T}{AQ} = Q^{- 1}{AQ} =\begin{pmatrix} \lambda_{1} & & \\ \begin{matrix} & \\ & \\ \end{matrix} &\ddots & \\ & & \lambda_{n} \\ \end{pmatrix}, Q T A Q = Q − 1 A Q = ⎝ ⎜ ⎜ ⎛ λ 1 ⋱ λ n ⎠ ⎟ ⎟ ⎞ ,
其中λ i > 0 , i = 1 , 2 , ⋯ , n . \lambda_{i} > 0,i = 1,2,\cdots,n. λ i > 0 , i = 1 , 2 , ⋯ , n . 正定⇒ k A ( k > 0 ) , A T , A − 1 , A ∗ \Rightarrow {kA}(k >0),A^{T},A^{- 1},A^{*} ⇒ k A ( k > 0 ) , A T , A − 1 , A ∗ 正定; ∣ A ∣ > 0 , A |A| > 0,A ∣ A ∣ > 0 , A 可逆;a i i > 0 a_{{ii}} >0 a i i > 0 ,且∣ A i i ∣ > 0 |A_{{ii}}| > 0 ∣ A i i ∣ > 0 。
概率論和數理統計
隨機事件和概率
1.事件的關係與運算
(1) 子事件:A ⊂ B A \subset B A ⊂ B ,若A A A 發生,則B B B 發生。
(2) 相等事件:A = B A = B A = B ,即A ⊂ B A \subset B A ⊂ B ,且B ⊂ A B \subset A B ⊂ A 。
(3) 和事件:A ⋃ B A\bigcup B A ⋃ B (或A + B A + B A + B ),A A A 與B B B 中至少有一個發生。
(4) 差事件:A − B A - B A − B ,A A A 發生但B B B 不發生。
(5) 積事件:A ⋂ B A\bigcap B A ⋂ B (或A B {AB} A B ),A A A 與B B B 同時發生。
(6) 互斥事件(互不相容):A ⋂ B A\bigcap B A ⋂ B =∅ \varnothing ∅ 。
(7) 互逆事件(對立事件):
A ⋂ B = ∅ , A ⋃ B = Ω , A = B ˉ , B = A ˉ A\bigcap B=\varnothing ,A\bigcup B=\Omega ,A=\bar{B},B=\bar{A} A ⋂ B = ∅ , A ⋃ B = Ω , A = B ˉ , B = A ˉ
2.運算律
(1) 交換律:A ⋃ B = B ⋃ A , A ⋂ B = B ⋂ A A\bigcup B=B\bigcup A,A\bigcap B=B\bigcap A A ⋃ B = B ⋃ A , A ⋂ B = B ⋂ A
(2) 結合律:( A ⋃ B ) ⋃ C = A ⋃ ( B ⋃ C ) (A\bigcup B)\bigcup C=A\bigcup (B\bigcup C) ( A ⋃ B ) ⋃ C = A ⋃ ( B ⋃ C )
(3) 分配律:( A ⋂ B ) ⋂ C = A ⋂ ( B ⋂ C ) (A\bigcap B)\bigcap C=A\bigcap (B\bigcap C) ( A ⋂ B ) ⋂ C = A ⋂ ( B ⋂ C )
3.德$\centerdot $摩根律
A ⋃ B ‾ = A ˉ ⋂ B ˉ \overline{A\bigcup B}=\bar{A}\bigcap \bar{B} A ⋃ B = A ˉ ⋂ B ˉ A ⋂ B ‾ = A ˉ ⋃ B ˉ \overline{A\bigcap B}=\bar{A}\bigcup \bar{B} A ⋂ B = A ˉ ⋃ B ˉ
4.完全事件組
A 1 A 2 ⋯ A n {{A}_{1}}{{A}_{2}}\cdots {{A}_{n}} A 1 A 2 ⋯ A n 兩兩互斥,且和事件爲必然事件,即${{A}{i}}\bigcap {{A} {j}}=\varnothing, i\ne j ,\underset{i=1}{\overset{n}{\mathop \bigcup }},=\Omega $
5.概率的基本公式
(1)條件概率:
P ( B ∣ A ) = P ( A B ) P ( A ) P(B|A)=\frac{P(AB)}{P(A)} P ( B ∣ A ) = P ( A ) P ( A B ) ,表示A A A 發生的條件下,B B B 發生的概率。
(2)全概率公式:
$P(A)=\sum\limits_{i=1}^{n}{P(A|{{B}{i}})P({{B} {i}}),{{B}{i}}{{B} {j}}}=\varnothing ,i\ne j,\underset{i=1}{\overset{n}{\mathop{\bigcup }}},{{B}_{i}}=\Omega $
(3) Bayes公式:
P ( B j ∣ A ) = P ( A ∣ B j ) P ( B j ) ∑ i = 1 n P ( A ∣ B i ) P ( B i ) , j = 1 , 2 , ⋯ , n P({{B}_{j}}|A)=\frac{P(A|{{B}_{j}})P({{B}_{j}})}{\sum\limits_{i=1}^{n}{P(A|{{B}_{i}})P({{B}_{i}})}},j=1,2,\cdots ,n P ( B j ∣ A ) = i = 1 ∑ n P ( A ∣ B i ) P ( B i ) P ( A ∣ B j ) P ( B j ) , j = 1 , 2 , ⋯ , n
注:上述公式中事件B i {{B}_{i}} B i 的個數可爲可列個。
(4)乘法公式:
P ( A 1 A 2 ) = P ( A 1 ) P ( A 2 ∣ A 1 ) = P ( A 2 ) P ( A 1 ∣ A 2 ) P({{A}_{1}}{{A}_{2}})=P({{A}_{1}})P({{A}_{2}}|{{A}_{1}})=P({{A}_{2}})P({{A}_{1}}|{{A}_{2}}) P ( A 1 A 2 ) = P ( A 1 ) P ( A 2 ∣ A 1 ) = P ( A 2 ) P ( A 1 ∣ A 2 )
P ( A 1 A 2 ⋯ A n ) = P ( A 1 ) P ( A 2 ∣ A 1 ) P ( A 3 ∣ A 1 A 2 ) ⋯ P ( A n ∣ A 1 A 2 ⋯ A n − 1 ) P({{A}_{1}}{{A}_{2}}\cdots {{A}_{n}})=P({{A}_{1}})P({{A}_{2}}|{{A}_{1}})P({{A}_{3}}|{{A}_{1}}{{A}_{2}})\cdots P({{A}_{n}}|{{A}_{1}}{{A}_{2}}\cdots {{A}_{n-1}}) P ( A 1 A 2 ⋯ A n ) = P ( A 1 ) P ( A 2 ∣ A 1 ) P ( A 3 ∣ A 1 A 2 ) ⋯ P ( A n ∣ A 1 A 2 ⋯ A n − 1 )
6.事件的獨立性
(1)A A A 與B B B 相互獨立⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) ⇔ P ( A B ) = P ( A ) P ( B )
(2)A A A ,B B B ,C C C 兩兩獨立
⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) ⇔ P ( A B ) = P ( A ) P ( B ) ;P ( B C ) = P ( B ) P ( C ) P(BC)=P(B)P(C) P ( B C ) = P ( B ) P ( C ) ;P ( A C ) = P ( A ) P ( C ) P(AC)=P(A)P(C) P ( A C ) = P ( A ) P ( C ) ;
(3)A A A ,B B B ,C C C 相互獨立
⇔ P ( A B ) = P ( A ) P ( B ) \Leftrightarrow P(AB)=P(A)P(B) ⇔ P ( A B ) = P ( A ) P ( B ) ; P ( B C ) = P ( B ) P ( C ) P(BC)=P(B)P(C) P ( B C ) = P ( B ) P ( C ) ;
P ( A C ) = P ( A ) P ( C ) P(AC)=P(A)P(C) P ( A C ) = P ( A ) P ( C ) ; P ( A B C ) = P ( A ) P ( B ) P ( C ) P(ABC)=P(A)P(B)P(C) P ( A B C ) = P ( A ) P ( B ) P ( C )
7.獨立重複試驗
將某試驗獨立重複n n n 次,若每次實驗中事件A發生的概率爲p p p ,則n n n 次試驗中A A A 發生k k k 次的概率爲:
P ( X = k ) = C n k p k ( 1 − p ) n − k P(X=k)=C_{n}^{k}{{p}^{k}}{{(1-p)}^{n-k}} P ( X = k ) = C n k p k ( 1 − p ) n − k
8.重要公式與結論
( 1 ) P ( A ˉ ) = 1 − P ( A ) (1)P(\bar{A})=1-P(A) ( 1 ) P ( A ˉ ) = 1 − P ( A )
( 2 ) P ( A ⋃ B ) = P ( A ) + P ( B ) − P ( A B ) (2)P(A\bigcup B)=P(A)+P(B)-P(AB) ( 2 ) P ( A ⋃ B ) = P ( A ) + P ( B ) − P ( A B )
P ( A ⋃ B ⋃ C ) = P ( A ) + P ( B ) + P ( C ) − P ( A B ) − P ( B C ) − P ( A C ) + P ( A B C ) P(A\bigcup B\bigcup C)=P(A)+P(B)+P(C)-P(AB)-P(BC)-P(AC)+P(ABC) P ( A ⋃ B ⋃ C ) = P ( A ) + P ( B ) + P ( C ) − P ( A B ) − P ( B C ) − P ( A C ) + P ( A B C )
( 3 ) P ( A − B ) = P ( A ) − P ( A B ) (3)P(A-B)=P(A)-P(AB) ( 3 ) P ( A − B ) = P ( A ) − P ( A B )
( 4 ) P ( A B ˉ ) = P ( A ) − P ( A B ) , P ( A ) = P ( A B ) + P ( A B ˉ ) , (4)P(A\bar{B})=P(A)-P(AB),P(A)=P(AB)+P(A\bar{B}), ( 4 ) P ( A B ˉ ) = P ( A ) − P ( A B ) , P ( A ) = P ( A B ) + P ( A B ˉ ) ,
P ( A ⋃ B ) = P ( A ) + P ( A ˉ B ) = P ( A B ) + P ( A B ˉ ) + P ( A ˉ B ) P(A\bigcup B)=P(A)+P(\bar{A}B)=P(AB)+P(A\bar{B})+P(\bar{A}B) P ( A ⋃ B ) = P ( A ) + P ( A ˉ B ) = P ( A B ) + P ( A B ˉ ) + P ( A ˉ B )
(5)條件概率P ( ⋅ ∣ B ) P(\centerdot |B) P ( ⋅ ∣ B ) 滿足概率的所有性質,
例如:. P ( A ˉ 1 ∣ B ) = 1 − P ( A 1 ∣ B ) P({{\bar{A}}_{1}}|B)=1-P({{A}_{1}}|B) P ( A ˉ 1 ∣ B ) = 1 − P ( A 1 ∣ B )
P ( A 1 ⋃ A 2 ∣ B ) = P ( A 1 ∣ B ) + P ( A 2 ∣ B ) − P ( A 1 A 2 ∣ B ) P({{A}_{1}}\bigcup {{A}_{2}}|B)=P({{A}_{1}}|B)+P({{A}_{2}}|B)-P({{A}_{1}}{{A}_{2}}|B) P ( A 1 ⋃ A 2 ∣ B ) = P ( A 1 ∣ B ) + P ( A 2 ∣ B ) − P ( A 1 A 2 ∣ B )
P ( A 1 A 2 ∣ B ) = P ( A 1 ∣ B ) P ( A 2 ∣ A 1 B ) P({{A}_{1}}{{A}_{2}}|B)=P({{A}_{1}}|B)P({{A}_{2}}|{{A}_{1}}B) P ( A 1 A 2 ∣ B ) = P ( A 1 ∣ B ) P ( A 2 ∣ A 1 B )
(6)若A 1 , A 2 , ⋯ , A n {{A}_{1}},{{A}_{2}},\cdots ,{{A}_{n}} A 1 , A 2 , ⋯ , A n 相互獨立,則P ( ⋂ i = 1 n A i ) = ∏ i = 1 n P ( A i ) , P(\bigcap\limits_{i=1}^{n}{{{A}_{i}}})=\prod\limits_{i=1}^{n}{P({{A}_{i}})}, P ( i = 1 ⋂ n A i ) = i = 1 ∏ n P ( A i ) ,
P ( ⋃ i = 1 n A i ) = ∏ i = 1 n ( 1 − P ( A i ) ) P(\bigcup\limits_{i=1}^{n}{{{A}_{i}}})=\prod\limits_{i=1}^{n}{(1-P({{A}_{i}}))} P ( i = 1 ⋃ n A i ) = i = 1 ∏ n ( 1 − P ( A i ) )
(7)互斥、互逆與獨立性之間的關係:
A A A 與B B B 互逆⇒ \Rightarrow ⇒ A A A 與B B B 互斥,但反之不成立,A A A 與B B B 互斥(或互逆)且均非零概率事件$\Rightarrow $A A A 與B B B 不獨立.
(8)若A 1 , A 2 , ⋯ , A m , B 1 , B 2 , ⋯ , B n {{A}_{1}},{{A}_{2}},\cdots ,{{A}_{m}},{{B}_{1}},{{B}_{2}},\cdots ,{{B}_{n}} A 1 , A 2 , ⋯ , A m , B 1 , B 2 , ⋯ , B n 相互獨立,則f ( A 1 , A 2 , ⋯ , A m ) f({{A}_{1}},{{A}_{2}},\cdots ,{{A}_{m}}) f ( A 1 , A 2 , ⋯ , A m ) 與g ( B 1 , B 2 , ⋯ , B n ) g({{B}_{1}},{{B}_{2}},\cdots ,{{B}_{n}}) g ( B 1 , B 2 , ⋯ , B n ) 也相互獨立,其中f ( ⋅ ) , g ( ⋅ ) f(\centerdot ),g(\centerdot ) f ( ⋅ ) , g ( ⋅ ) 分別表示對相應事件做任意事件運算後所得的事件,另外,概率爲1(或0)的事件與任何事件相互獨立.
隨機變量及其概率分佈
1.隨機變量及概率分佈
取值帶有隨機性的變量,嚴格地說是定義在樣本空間上,取值於實數的函數稱爲隨機變量,概率分佈通常指分佈函數或分佈律
2.分佈函數的概念與性質
定義: F ( x ) = P ( X ≤ x ) , − ∞ < x < + ∞ F(x) = P(X \leq x), - \infty < x < + \infty F ( x ) = P ( X ≤ x ) , − ∞ < x < + ∞
性質:(1)0 ≤ F ( x ) ≤ 1 0 \leq F(x) \leq 1 0 ≤ F ( x ) ≤ 1
(2) F ( x ) F(x) F ( x ) 單調不減
(3) 右連續F ( x + 0 ) = F ( x ) F(x + 0) = F(x) F ( x + 0 ) = F ( x )
(4) F ( − ∞ ) = 0 , F ( + ∞ ) = 1 F( - \infty) = 0,F( + \infty) = 1 F ( − ∞ ) = 0 , F ( + ∞ ) = 1
3.離散型隨機變量的概率分佈
P ( X = x i ) = p i , i = 1 , 2 , ⋯ , n , ⋯ p i ≥ 0 , ∑ i = 1 ∞ p i = 1 P(X = x_{i}) = p_{i},i = 1,2,\cdots,n,\cdots\quad\quad p_{i} \geq 0,\sum_{i =1}^{\infty}p_{i} = 1 P ( X = x i ) = p i , i = 1 , 2 , ⋯ , n , ⋯ p i ≥ 0 , ∑ i = 1 ∞ p i = 1
4.連續型隨機變量的概率密度
概率密度f ( x ) f(x) f ( x ) ;非負可積,且:
(1)f ( x ) ≥ 0 , f(x) \geq 0, f ( x ) ≥ 0 ,
(2)∫ − ∞ + ∞ f ( x ) d x = 1 \int_{- \infty}^{+\infty}{f(x){dx} = 1} ∫ − ∞ + ∞ f ( x ) d x = 1
(3)x x x 爲f ( x ) f(x) f ( x ) 的連續點,則:
f ( x ) = F ′ ( x ) f(x) = F'(x) f ( x ) = F ′ ( x ) 分佈函數F ( x ) = ∫ − ∞ x f ( t ) d t F(x) = \int_{- \infty}^{x}{f(t){dt}} F ( x ) = ∫ − ∞ x f ( t ) d t
5.常見分佈
(1) 0-1分佈:P ( X = k ) = p k ( 1 − p ) 1 − k , k = 0 , 1 P(X = k) = p^{k}{(1 - p)}^{1 - k},k = 0,1 P ( X = k ) = p k ( 1 − p ) 1 − k , k = 0 , 1
(2) 二項分佈:B ( n , p ) B(n,p) B ( n , p ) : P ( X = k ) = C n k p k ( 1 − p ) n − k , k = 0 , 1 , ⋯ , n P(X = k) = C_{n}^{k}p^{k}{(1 - p)}^{n - k},k =0,1,\cdots,n P ( X = k ) = C n k p k ( 1 − p ) n − k , k = 0 , 1 , ⋯ , n
(3) Poisson 分佈:p ( λ ) p(\lambda) p ( λ ) : P ( X = k ) = λ k k ! e − λ , λ > 0 , k = 0 , 1 , 2 ⋯ P(X = k) = \frac{\lambda^{k}}{k!}e^{-\lambda},\lambda > 0,k = 0,1,2\cdots P ( X = k ) = k ! λ k e − λ , λ > 0 , k = 0 , 1 , 2 ⋯
(4) 均勻分佈U ( a , b ) U(a,b) U ( a , b ) :$f(x) = { \begin{matrix} & \frac{1}{b - a},a < x< b \ & 0, \ \end{matrix} $
(5) 正態分佈:N ( μ , σ 2 ) : N(\mu,\sigma^{2}): N ( μ , σ 2 ) : φ ( x ) = 1 2 π σ e − ( x − μ ) 2 2 σ 2 , σ > 0 , ∞ < x < + ∞ \varphi(x) =\frac{1}{\sqrt{2\pi}\sigma}e^{- \frac{{(x - \mu)}^{2}}{2\sigma^{2}}},\sigma > 0,\infty < x < + \infty φ ( x ) = 2 π σ 1 e − 2 σ 2 ( x − μ ) 2 , σ > 0 , ∞ < x < + ∞
(6)指數分佈:$E(\lambda):f(x) ={ \begin{matrix} & \lambda e^{-{λx}},x > 0,\lambda > 0 \ & 0, \ \end{matrix} $
(7)幾何分佈:G ( p ) : P ( X = k ) = ( 1 − p ) k − 1 p , 0 < p < 1 , k = 1 , 2 , ⋯ . G(p):P(X = k) = {(1 - p)}^{k - 1}p,0 < p < 1,k = 1,2,\cdots. G ( p ) : P ( X = k ) = ( 1 − p ) k − 1 p , 0 < p < 1 , k = 1 , 2 , ⋯ .
(8)超幾何分佈: H ( N , M , n ) : P ( X = k ) = C M k C N − M n − k C N n , k = 0 , 1 , ⋯ , m i n ( n , M ) H(N,M,n):P(X = k) = \frac{C_{M}^{k}C_{N - M}^{n -k}}{C_{N}^{n}},k =0,1,\cdots,min(n,M) H ( N , M , n ) : P ( X = k ) = C N n C M k C N − M n − k , k = 0 , 1 , ⋯ , m i n ( n , M )
6.隨機變量函數的概率分佈
(1)離散型:P ( X = x 1 ) = p i , Y = g ( X ) P(X = x_{1}) = p_{i},Y = g(X) P ( X = x 1 ) = p i , Y = g ( X )
則: P ( Y = y j ) = ∑ g ( x i ) = y i P ( X = x i ) P(Y = y_{j}) = \sum_{g(x_{i}) = y_{i}}^{}{P(X = x_{i})} P ( Y = y j ) = ∑ g ( x i ) = y i P ( X = x i )
(2)連續型:X ~ f X ( x ) , Y = g ( x ) X\tilde{\ }f_{X}(x),Y = g(x) X ~ f X ( x ) , Y = g ( x )
則:F y ( y ) = P ( Y ≤ y ) = P ( g ( X ) ≤ y ) = ∫ g ( x ) ≤ y f x ( x ) d x F_{y}(y) = P(Y \leq y) = P(g(X) \leq y) = \int_{g(x) \leq y}^{}{f_{x}(x)dx} F y ( y ) = P ( Y ≤ y ) = P ( g ( X ) ≤ y ) = ∫ g ( x ) ≤ y f x ( x ) d x , f Y ( y ) = F Y ′ ( y ) f_{Y}(y) = F'_{Y}(y) f Y ( y ) = F Y ′ ( y )
7.重要公式與結論
(1) X ∼ N ( 0 , 1 ) ⇒ φ ( 0 ) = 1 2 π , Φ ( 0 ) = 1 2 , X\sim N(0,1) \Rightarrow \varphi(0) = \frac{1}{\sqrt{2\pi}},\Phi(0) =\frac{1}{2}, X ∼ N ( 0 , 1 ) ⇒ φ ( 0 ) = 2 π 1 , Φ ( 0 ) = 2 1 , Φ ( − a ) = P ( X ≤ − a ) = 1 − Φ ( a ) \Phi( - a) = P(X \leq - a) = 1 - \Phi(a) Φ ( − a ) = P ( X ≤ − a ) = 1 − Φ ( a )
(2) X ∼ N ( μ , σ 2 ) ⇒ X − μ σ ∼ N ( 0 , 1 ) , P ( X ≤ a ) = Φ ( a − μ σ ) X\sim N\left( \mu,\sigma^{2} \right) \Rightarrow \frac{X -\mu}{\sigma}\sim N\left( 0,1 \right),P(X \leq a) = \Phi(\frac{a -\mu}{\sigma}) X ∼ N ( μ , σ 2 ) ⇒ σ X − μ ∼ N ( 0 , 1 ) , P ( X ≤ a ) = Φ ( σ a − μ )
(3) X ∼ E ( λ ) ⇒ P ( X > s + t ∣ X > s ) = P ( X > t ) X\sim E(\lambda) \Rightarrow P(X > s + t|X > s) = P(X > t) X ∼ E ( λ ) ⇒ P ( X > s + t ∣ X > s ) = P ( X > t )
(4) X ∼ G ( p ) ⇒ P ( X = m + k ∣ X > m ) = P ( X = k ) X\sim G(p) \Rightarrow P(X = m + k|X > m) = P(X = k) X ∼ G ( p ) ⇒ P ( X = m + k ∣ X > m ) = P ( X = k )
(5) 離散型隨機變量的分佈函數爲階梯間斷函數;連續型隨機變量的分佈函數爲連續函數,但不一定爲處處可導函數。
(6) 存在既非離散也非連續型隨機變量。
多維隨機變量及其分佈
1.二維隨機變量及其聯合分佈
由兩個隨機變量構成的隨機向量( X , Y ) (X,Y) ( X , Y ) , 聯合分佈爲F ( x , y ) = P ( X ≤ x , Y ≤ y ) F(x,y) = P(X \leq x,Y \leq y) F ( x , y ) = P ( X ≤ x , Y ≤ y )
2.二維離散型隨機變量的分佈
(1) 聯合概率分佈律 P { X = x i , Y = y j } = p i j ; i , j = 1 , 2 , ⋯ P\{ X = x_{i},Y = y_{j}\} = p_{{ij}};i,j =1,2,\cdots P { X = x i , Y = y j } = p i j ; i , j = 1 , 2 , ⋯
(2) 邊緣分佈律 p i ⋅ = ∑ j = 1 ∞ p i j , i = 1 , 2 , ⋯ p_{i \cdot} = \sum_{j = 1}^{\infty}p_{{ij}},i =1,2,\cdots p i ⋅ = ∑ j = 1 ∞ p i j , i = 1 , 2 , ⋯ p ⋅ j = ∑ i ∞ p i j , j = 1 , 2 , ⋯ p_{\cdot j} = \sum_{i}^{\infty}p_{{ij}},j = 1,2,\cdots p ⋅ j = ∑ i ∞ p i j , j = 1 , 2 , ⋯
(3) 條件分佈律 P { X = x i ∣ Y = y j } = p i j p ⋅ j P\{ X = x_{i}|Y = y_{j}\} = \frac{p_{{ij}}}{p_{\cdot j}} P { X = x i ∣ Y = y j } = p ⋅ j p i j
P { Y = y j ∣ X = x i } = p i j p i ⋅ P\{ Y = y_{j}|X = x_{i}\} = \frac{p_{{ij}}}{p_{i \cdot}} P { Y = y j ∣ X = x i } = p i ⋅ p i j
3. 二維連續性隨機變量的密度
(1) 聯合概率密度f ( x , y ) : f(x,y): f ( x , y ) :
f ( x , y ) ≥ 0 f(x,y) \geq 0 f ( x , y ) ≥ 0
∫ − ∞ + ∞ ∫ − ∞ + ∞ f ( x , y ) d x d y = 1 \int_{- \infty}^{+ \infty}{\int_{- \infty}^{+ \infty}{f(x,y)dxdy}} = 1 ∫ − ∞ + ∞ ∫ − ∞ + ∞ f ( x , y ) d x d y = 1
(2) 分佈函數:F ( x , y ) = ∫ − ∞ x ∫ − ∞ y f ( u , v ) d u d v F(x,y) = \int_{- \infty}^{x}{\int_{- \infty}^{y}{f(u,v)dudv}} F ( x , y ) = ∫ − ∞ x ∫ − ∞ y f ( u , v ) d u d v
(3) 邊緣概率密度: f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y f_{X}\left( x \right) = \int_{- \infty}^{+ \infty}{f\left( x,y \right){dy}} f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x f_{Y}(y) = \int_{- \infty}^{+ \infty}{f(x,y)dx} f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x
(4) 條件概率密度:f X ∣ Y ( x | y ) = f ( x , y ) f Y ( y ) f_{X|Y}\left( x \middle| y \right) = \frac{f\left( x,y \right)}{f_{Y}\left( y \right)} f X ∣ Y ( x ∣ y ) = f Y ( y ) f ( x , y ) f Y ∣ X ( y ∣ x ) = f ( x , y ) f X ( x ) f_{Y|X}(y|x) = \frac{f(x,y)}{f_{X}(x)} f Y ∣ X ( y ∣ x ) = f X ( x ) f ( x , y )
4.常見二維隨機變量的聯合分佈
(1) 二維均勻分佈:( x , y ) ∼ U ( D ) (x,y) \sim U(D) ( x , y ) ∼ U ( D ) ,f ( x , y ) = { 1 S ( D ) , ( x , y ) ∈ D 0 , 其 他 f(x,y) = \begin{cases} \frac{1}{S(D)},(x,y) \in D \\ 0,其他 \end{cases} f ( x , y ) = { S ( D ) 1 , ( x , y ) ∈ D 0 , 其 他
(2) 二維正態分佈:( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) (X,Y)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) ,( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) (X,Y)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ )
f ( x , y ) = 1 2 π σ 1 σ 2 1 − ρ 2 . exp { − 1 2 ( 1 − ρ 2 ) [ ( x − μ 1 ) 2 σ 1 2 − 2 ρ ( x − μ 1 ) ( y − μ 2 ) σ 1 σ 2 + ( y − μ 2 ) 2 σ 2 2 ] } f(x,y) = \frac{1}{2\pi\sigma_{1}\sigma_{2}\sqrt{1 - \rho^{2}}}.\exp\left\{ \frac{- 1}{2(1 - \rho^{2})}\lbrack\frac{{(x - \mu_{1})}^{2}}{\sigma_{1}^{2}} - 2\rho\frac{(x - \mu_{1})(y - \mu_{2})}{\sigma_{1}\sigma_{2}} + \frac{{(y - \mu_{2})}^{2}}{\sigma_{2}^{2}}\rbrack \right\} f ( x , y ) = 2 π σ 1 σ 2 1 − ρ 2 1 . exp { 2 ( 1 − ρ 2 ) − 1 [ σ 1 2 ( x − μ 1 ) 2 − 2 ρ σ 1 σ 2 ( x − μ 1 ) ( y − μ 2 ) + σ 2 2 ( y − μ 2 ) 2 ] }
5.隨機變量的獨立性和相關性
X X X 和Y Y Y 的相互獨立:⇔ F ( x , y ) = F X ( x ) F Y ( y ) \Leftrightarrow F\left( x,y \right) = F_{X}\left( x \right)F_{Y}\left( y \right) ⇔ F ( x , y ) = F X ( x ) F Y ( y ) :
⇔ p i j = p i ⋅ ⋅ p ⋅ j \Leftrightarrow p_{{ij}} = p_{i \cdot} \cdot p_{\cdot j} ⇔ p i j = p i ⋅ ⋅ p ⋅ j (離散型)
⇔ f ( x , y ) = f X ( x ) f Y ( y ) \Leftrightarrow f\left( x,y \right) = f_{X}\left( x \right)f_{Y}\left( y \right) ⇔ f ( x , y ) = f X ( x ) f Y ( y ) (連續型)
X X X 和Y Y Y 的相關性:
相關係數ρ X Y = 0 \rho_{{XY}} = 0 ρ X Y = 0 時,稱X X X 和Y Y Y 不相關,
否則稱X X X 和Y Y Y 相關
6.兩個隨機變量簡單函數的概率分佈
離散型: P ( X = x i , Y = y i ) = p i j , Z = g ( X , Y ) P\left( X = x_{i},Y = y_{i} \right) = p_{{ij}},Z = g\left( X,Y \right) P ( X = x i , Y = y i ) = p i j , Z = g ( X , Y ) 則:
P ( Z = z k ) = P { g ( X , Y ) = z k } = ∑ g ( x i , y i ) = z k P ( X = x i , Y = y j ) P(Z = z_{k}) = P\left\{ g\left( X,Y \right) = z_{k} \right\} = \sum_{g\left( x_{i},y_{i} \right) = z_{k}}^{}{P\left( X = x_{i},Y = y_{j} \right)} P ( Z = z k ) = P { g ( X , Y ) = z k } = ∑ g ( x i , y i ) = z k P ( X = x i , Y = y j )
連續型: ( X , Y ) ∼ f ( x , y ) , Z = g ( X , Y ) \left( X,Y \right) \sim f\left( x,y \right),Z = g\left( X,Y \right) ( X , Y ) ∼ f ( x , y ) , Z = g ( X , Y )
則:
F z ( z ) = P { g ( X , Y ) ≤ z } = ∬ g ( x , y ) ≤ z f ( x , y ) d x d y F_{z}\left( z \right) = P\left\{ g\left( X,Y \right) \leq z \right\} = \iint_{g(x,y) \leq z}^{}{f(x,y)dxdy} F z ( z ) = P { g ( X , Y ) ≤ z } = ∬ g ( x , y ) ≤ z f ( x , y ) d x d y ,f z ( z ) = F z ′ ( z ) f_{z}(z) = F'_{z}(z) f z ( z ) = F z ′ ( z )
7.重要公式與結論
(1) 邊緣密度公式: f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y , f_{X}(x) = \int_{- \infty}^{+ \infty}{f(x,y)dy,} f X ( x ) = ∫ − ∞ + ∞ f ( x , y ) d y ,
f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x f_{Y}(y) = \int_{- \infty}^{+ \infty}{f(x,y)dx} f Y ( y ) = ∫ − ∞ + ∞ f ( x , y ) d x
(2) P { ( X , Y ) ∈ D } = ∬ D f ( x , y ) d x d y P\left\{ \left( X,Y \right) \in D \right\} = \iint_{D}^{}{f\left( x,y \right){dxdy}} P { ( X , Y ) ∈ D } = ∬ D f ( x , y ) d x d y
(3) 若( X , Y ) (X,Y) ( X , Y ) 服從二維正態分佈N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ ) N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},\rho) N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , ρ )
則有:
X ∼ N ( μ 1 , σ 1 2 ) , Y ∼ N ( μ 2 , σ 2 2 ) . X\sim N\left( \mu_{1},\sigma_{1}^{2} \right),Y\sim N(\mu_{2},\sigma_{2}^{2}). X ∼ N ( μ 1 , σ 1 2 ) , Y ∼ N ( μ 2 , σ 2 2 ) .
X X X 與Y Y Y 相互獨立⇔ ρ = 0 \Leftrightarrow \rho = 0 ⇔ ρ = 0 ,即X X X 與Y Y Y 不相關。
C 1 X + C 2 Y ∼ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 + C 2 2 σ 2 2 + 2 C 1 C 2 σ 1 σ 2 ρ ) C_{1}X + C_{2}Y\sim N(C_{1}\mu_{1} + C_{2}\mu_{2},C_{1}^{2}\sigma_{1}^{2} + C_{2}^{2}\sigma_{2}^{2} + 2C_{1}C_{2}\sigma_{1}\sigma_{2}\rho) C 1 X + C 2 Y ∼ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 + C 2 2 σ 2 2 + 2 C 1 C 2 σ 1 σ 2 ρ )
X {\ X} X 關於Y = y Y=y Y = y 的條件分佈爲: N ( μ 1 + ρ σ 1 σ 2 ( y − μ 2 ) , σ 1 2 ( 1 − ρ 2 ) ) N(\mu_{1} + \rho\frac{\sigma_{1}}{\sigma_{2}}(y - \mu_{2}),\sigma_{1}^{2}(1 - \rho^{2})) N ( μ 1 + ρ σ 2 σ 1 ( y − μ 2 ) , σ 1 2 ( 1 − ρ 2 ) )
Y Y Y 關於X = x X = x X = x 的條件分佈爲: N ( μ 2 + ρ σ 2 σ 1 ( x − μ 1 ) , σ 2 2 ( 1 − ρ 2 ) ) N(\mu_{2} + \rho\frac{\sigma_{2}}{\sigma_{1}}(x - \mu_{1}),\sigma_{2}^{2}(1 - \rho^{2})) N ( μ 2 + ρ σ 1 σ 2 ( x − μ 1 ) , σ 2 2 ( 1 − ρ 2 ) )
(4) 若X X X 與Y Y Y 獨立,且分別服從N ( μ 1 , σ 1 2 ) , N ( μ 1 , σ 2 2 ) , N(\mu_{1},\sigma_{1}^{2}),N(\mu_{1},\sigma_{2}^{2}), N ( μ 1 , σ 1 2 ) , N ( μ 1 , σ 2 2 ) ,
則:( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , 0 ) , \left( X,Y \right)\sim N(\mu_{1},\mu_{2},\sigma_{1}^{2},\sigma_{2}^{2},0), ( X , Y ) ∼ N ( μ 1 , μ 2 , σ 1 2 , σ 2 2 , 0 ) ,
C 1 X + C 2 Y ~ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 C 2 2 σ 2 2 ) . C_{1}X + C_{2}Y\tilde{\ }N(C_{1}\mu_{1} + C_{2}\mu_{2},C_{1}^{2}\sigma_{1}^{2} C_{2}^{2}\sigma_{2}^{2}). C 1 X + C 2 Y ~ N ( C 1 μ 1 + C 2 μ 2 , C 1 2 σ 1 2 C 2 2 σ 2 2 ) .
(5) 若X X X 與Y Y Y 相互獨立,f ( x ) f\left( x \right) f ( x ) 和g ( x ) g\left( x \right) g ( x ) 爲連續函數, 則f ( X ) f\left( X \right) f ( X ) 和g ( Y ) g(Y) g ( Y ) 也相互獨立。
隨機變量的數字特徵
1.數學期望
離散型:P { X = x i } = p i , E ( X ) = ∑ i x i p i P\left\{ X = x_{i} \right\} = p_{i},E(X) = \sum_{i}^{}{x_{i}p_{i}} P { X = x i } = p i , E ( X ) = ∑ i x i p i ;
連續型: X ∼ f ( x ) , E ( X ) = ∫ − ∞ + ∞ x f ( x ) d x X\sim f(x),E(X) = \int_{- \infty}^{+ \infty}{xf(x)dx} X ∼ f ( x ) , E ( X ) = ∫ − ∞ + ∞ x f ( x ) d x
性質:
(1) E ( C ) = C , E [ E ( X ) ] = E ( X ) E(C) = C,E\lbrack E(X)\rbrack = E(X) E ( C ) = C , E [ E ( X ) ] = E ( X )
(2) E ( C 1 X + C 2 Y ) = C 1 E ( X ) + C 2 E ( Y ) E(C_{1}X + C_{2}Y) = C_{1}E(X) + C_{2}E(Y) E ( C 1 X + C 2 Y ) = C 1 E ( X ) + C 2 E ( Y )
(3) 若X X X 和Y Y Y 獨立,則E ( X Y ) = E ( X ) E ( Y ) E(XY) = E(X)E(Y) E ( X Y ) = E ( X ) E ( Y )
(4)[ E ( X Y ) ] 2 ≤ E ( X 2 ) E ( Y 2 ) \left\lbrack E(XY) \right\rbrack^{2} \leq E(X^{2})E(Y^{2}) [ E ( X Y ) ] 2 ≤ E ( X 2 ) E ( Y 2 )
2.方差 :D ( X ) = E [ X − E ( X ) ] 2 = E ( X 2 ) − [ E ( X ) ] 2 D(X) = E\left\lbrack X - E(X) \right\rbrack^{2} = E(X^{2}) - \left\lbrack E(X) \right\rbrack^{2} D ( X ) = E [ X − E ( X ) ] 2 = E ( X 2 ) − [ E ( X ) ] 2
3.標準差 :D ( X ) \sqrt{D(X)} D ( X ) ,
4.離散型: D ( X ) = ∑ i [ x i − E ( X ) ] 2 p i D(X) = \sum_{i}^{}{\left\lbrack x_{i} - E(X) \right\rbrack^{2}p_{i}} D ( X ) = ∑ i [ x i − E ( X ) ] 2 p i
5.連續型: D ( X ) = ∫ − ∞ + ∞ [ x − E ( X ) ] 2 f ( x ) d x D(X) = {\int_{- \infty}^{+ \infty}\left\lbrack x - E(X) \right\rbrack}^{2}f(x)dx D ( X ) = ∫ − ∞ + ∞ [ x − E ( X ) ] 2 f ( x ) d x
性質:
(1) D ( C ) = 0 , D [ E ( X ) ] = 0 , D [ D ( X ) ] = 0 \ D(C) = 0,D\lbrack E(X)\rbrack = 0,D\lbrack D(X)\rbrack = 0 D ( C ) = 0 , D [ E ( X ) ] = 0 , D [ D ( X ) ] = 0
(2) X X X 與Y Y Y 相互獨立,則D ( X ± Y ) = D ( X ) + D ( Y ) D(X \pm Y) = D(X) + D(Y) D ( X ± Y ) = D ( X ) + D ( Y )
(3) D ( C 1 X + C 2 ) = C 1 2 D ( X ) \ D\left( C_{1}X + C_{2} \right) = C_{1}^{2}D\left( X \right) D ( C 1 X + C 2 ) = C 1 2 D ( X )
(4) 一般有 D ( X ± Y ) = D ( X ) + D ( Y ) ± 2 C o v ( X , Y ) = D ( X ) + D ( Y ) ± 2 ρ D ( X ) D ( Y ) D(X \pm Y) = D(X) + D(Y) \pm 2Cov(X,Y) = D(X) + D(Y) \pm 2\rho\sqrt{D(X)}\sqrt{D(Y)} D ( X ± Y ) = D ( X ) + D ( Y ) ± 2 C o v ( X , Y ) = D ( X ) + D ( Y ) ± 2 ρ D ( X ) D ( Y )
(5) D ( X ) < E ( X − C ) 2 , C ≠ E ( X ) \ D\left( X \right) < E\left( X - C \right)^{2},C \neq E\left( X \right) D ( X ) < E ( X − C ) 2 , C = E ( X )
(6) D ( X ) = 0 ⇔ P { X = C } = 1 \ D(X) = 0 \Leftrightarrow P\left\{ X = C \right\} = 1 D ( X ) = 0 ⇔ P { X = C } = 1
6.隨機變量函數的數學期望
(1) 對於函數Y = g ( x ) Y = g(x) Y = g ( x )
X X X 爲離散型:P { X = x i } = p i , E ( Y ) = ∑ i g ( x i ) p i P\{ X = x_{i}\} = p_{i},E(Y) = \sum_{i}^{}{g(x_{i})p_{i}} P { X = x i } = p i , E ( Y ) = ∑ i g ( x i ) p i ;
X X X 爲連續型:X ∼ f ( x ) , E ( Y ) = ∫ − ∞ + ∞ g ( x ) f ( x ) d x X\sim f(x),E(Y) = \int_{- \infty}^{+ \infty}{g(x)f(x)dx} X ∼ f ( x ) , E ( Y ) = ∫ − ∞ + ∞ g ( x ) f ( x ) d x
(2) Z = g ( X , Y ) Z = g(X,Y) Z = g ( X , Y ) ;( X , Y ) ∼ P { X = x i , Y = y j } = p i j \left( X,Y \right)\sim P\{ X = x_{i},Y = y_{j}\} = p_{{ij}} ( X , Y ) ∼ P { X = x i , Y = y j } = p i j ; E ( Z ) = ∑ i ∑ j g ( x i , y j ) p i j E(Z) = \sum_{i}^{}{\sum_{j}^{}{g(x_{i},y_{j})p_{{ij}}}} E ( Z ) = ∑ i ∑ j g ( x i , y j ) p i j ( X , Y ) ∼ f ( x , y ) \left( X,Y \right)\sim f(x,y) ( X , Y ) ∼ f ( x , y ) ;E ( Z ) = ∫ − ∞ + ∞ ∫ − ∞ + ∞ g ( x , y ) f ( x , y ) d x d y E(Z) = \int_{- \infty}^{+ \infty}{\int_{- \infty}^{+ \infty}{g(x,y)f(x,y)dxdy}} E ( Z ) = ∫ − ∞ + ∞ ∫ − ∞ + ∞ g ( x , y ) f ( x , y ) d x d y
7.協方差
C o v ( X , Y ) = E [ ( X − E ( X ) ( Y − E ( Y ) ) ] Cov(X,Y) = E\left\lbrack (X - E(X)(Y - E(Y)) \right\rbrack C o v ( X , Y ) = E [ ( X − E ( X ) ( Y − E ( Y ) ) ]
8.相關係數
ρ X Y = C o v ( X , Y ) D ( X ) D ( Y ) \rho_{{XY}} = \frac{Cov(X,Y)}{\sqrt{D(X)}\sqrt{D(Y)}} ρ X Y = D ( X ) D ( Y ) C o v ( X , Y ) ,k k k 階原點矩 E ( X k ) E(X^{k}) E ( X k ) ;
k k k 階中心矩 E { [ X − E ( X ) ] k } E\left\{ {\lbrack X - E(X)\rbrack}^{k} \right\} E { [ X − E ( X ) ] k }
性質:
(1) C o v ( X , Y ) = C o v ( Y , X ) \ Cov(X,Y) = Cov(Y,X) C o v ( X , Y ) = C o v ( Y , X )
(2) C o v ( a X , b Y ) = a b C o v ( Y , X ) \ Cov(aX,bY) = abCov(Y,X) C o v ( a X , b Y ) = a b C o v ( Y , X )
(3) C o v ( X 1 + X 2 , Y ) = C o v ( X 1 , Y ) + C o v ( X 2 , Y ) \ Cov(X_{1} + X_{2},Y) = Cov(X_{1},Y) + Cov(X_{2},Y) C o v ( X 1 + X 2 , Y ) = C o v ( X 1 , Y ) + C o v ( X 2 , Y )
(4) ∣ ρ ( X , Y ) ∣ ≤ 1 \ \left| \rho\left( X,Y \right) \right| \leq 1 ∣ ρ ( X , Y ) ∣ ≤ 1
(5) ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 \ \rho\left( X,Y \right) = 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 ,其中a > 0 a > 0 a > 0
ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = - 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1
,其中a < 0 a < 0 a < 0
9.重要公式與結論
(1) D ( X ) = E ( X 2 ) − E 2 ( X ) \ D(X) = E(X^{2}) - E^{2}(X) D ( X ) = E ( X 2 ) − E 2 ( X )
(2) C o v ( X , Y ) = E ( X Y ) − E ( X ) E ( Y ) \ Cov(X,Y) = E(XY) - E(X)E(Y) C o v ( X , Y ) = E ( X Y ) − E ( X ) E ( Y )
(3) ∣ ρ ( X , Y ) ∣ ≤ 1 , \left| \rho\left( X,Y \right) \right| \leq 1, ∣ ρ ( X , Y ) ∣ ≤ 1 , 且 ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ ( X , Y ) = 1 ⇔ P ( Y = a X + b ) = 1 ,其中a > 0 a > 0 a > 0
ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1 \rho\left( X,Y \right) = - 1 \Leftrightarrow P\left( Y = aX + b \right) = 1 ρ ( X , Y ) = − 1 ⇔ P ( Y = a X + b ) = 1 ,其中a < 0 a < 0 a < 0
(4) 下面5個條件互爲充要條件:
ρ ( X , Y ) = 0 \rho(X,Y) = 0 ρ ( X , Y ) = 0 ⇔ C o v ( X , Y ) = 0 \Leftrightarrow Cov(X,Y) = 0 ⇔ C o v ( X , Y ) = 0 ⇔ E ( X , Y ) = E ( X ) E ( Y ) \Leftrightarrow E(X,Y) = E(X)E(Y) ⇔ E ( X , Y ) = E ( X ) E ( Y ) ⇔ D ( X + Y ) = D ( X ) + D ( Y ) \Leftrightarrow D(X + Y) = D(X) + D(Y) ⇔ D ( X + Y ) = D ( X ) + D ( Y ) ⇔ D ( X − Y ) = D ( X ) + D ( Y ) \Leftrightarrow D(X - Y) = D(X) + D(Y) ⇔ D ( X − Y ) = D ( X ) + D ( Y )
注:X X X 與Y Y Y 獨立爲上述5個條件中任何一個成立的充分條件,但非必要條件。
數理統計的基本概念
1.基本概念
總體:研究對象的全體,它是一個隨機變量,用X X X 表示。
個體:組成總體的每個基本元素。
簡單隨機樣本:來自總體X X X 的n n n 個相互獨立且與總體同分布的隨機變量X 1 , X 2 ⋯ , X n X_{1},X_{2}\cdots,X_{n} X 1 , X 2 ⋯ , X n ,稱爲容量爲n n n 的簡單隨機樣本,簡稱樣本。
統計量:設X 1 , X 2 ⋯ , X n , X_{1},X_{2}\cdots,X_{n}, X 1 , X 2 ⋯ , X n , 是來自總體X X X 的一個樣本,g ( X 1 , X 2 ⋯ , X n ) g(X_{1},X_{2}\cdots,X_{n}) g ( X 1 , X 2 ⋯ , X n ) )是樣本的連續函數,且g ( ) g() g ( ) 中不含任何未知參數,則稱g ( X 1 , X 2 ⋯ , X n ) g(X_{1},X_{2}\cdots,X_{n}) g ( X 1 , X 2 ⋯ , X n ) 爲統計量。
樣本均值:X ‾ = 1 n ∑ i = 1 n X i \overline{X} = \frac{1}{n}\sum_{i = 1}^{n}X_{i} X = n 1 ∑ i = 1 n X i
樣本方差:S 2 = 1 n − 1 ∑ i = 1 n ( X i − X ‾ ) 2 S^{2} = \frac{1}{n - 1}\sum_{i = 1}^{n}{(X_{i} - \overline{X})}^{2} S 2 = n − 1 1 ∑ i = 1 n ( X i − X ) 2
樣本矩:樣本k k k 階原點矩:A k = 1 n ∑ i = 1 n X i k , k = 1 , 2 , ⋯ A_{k} = \frac{1}{n}\sum_{i = 1}^{n}X_{i}^{k},k = 1,2,\cdots A k = n 1 ∑ i = 1 n X i k , k = 1 , 2 , ⋯
樣本k k k 階中心矩:B k = 1 n ∑ i = 1 n ( X i − X ‾ ) k , k = 1 , 2 , ⋯ B_{k} = \frac{1}{n}\sum_{i = 1}^{n}{(X_{i} - \overline{X})}^{k},k = 1,2,\cdots B k = n 1 ∑ i = 1 n ( X i − X ) k , k = 1 , 2 , ⋯
2.分佈
χ 2 \chi^{2} χ 2 分佈:χ 2 = X 1 2 + X 2 2 + ⋯ + X n 2 ∼ χ 2 ( n ) \chi^{2} = X_{1}^{2} + X_{2}^{2} + \cdots + X_{n}^{2}\sim\chi^{2}(n) χ 2 = X 1 2 + X 2 2 + ⋯ + X n 2 ∼ χ 2 ( n ) ,其中X 1 , X 2 ⋯ , X n , X_{1},X_{2}\cdots,X_{n}, X 1 , X 2 ⋯ , X n , 相互獨立,且同服從N ( 0 , 1 ) N(0,1) N ( 0 , 1 )
t t t 分佈:T = X Y / n ∼ t ( n ) T = \frac{X}{\sqrt{Y/n}}\sim t(n) T = Y / n X ∼ t ( n ) ,其中X ∼ N ( 0 , 1 ) , Y ∼ χ 2 ( n ) , X\sim N\left( 0,1 \right),Y\sim\chi^{2}(n), X ∼ N ( 0 , 1 ) , Y ∼ χ 2 ( n ) , 且X X X ,Y Y Y 相互獨立。
F F F 分佈:F = X / n 1 Y / n 2 ∼ F ( n 1 , n 2 ) F = \frac{X/n_{1}}{Y/n_{2}}\sim F(n_{1},n_{2}) F = Y / n 2 X / n 1 ∼ F ( n 1 , n 2 ) ,其中X ∼ χ 2 ( n 1 ) , Y ∼ χ 2 ( n 2 ) , X\sim\chi^{2}\left( n_{1} \right),Y\sim\chi^{2}(n_{2}), X ∼ χ 2 ( n 1 ) , Y ∼ χ 2 ( n 2 ) , 且X X X ,Y Y Y 相互獨立。
分位數:若P ( X ≤ x α ) = α , P(X \leq x_{\alpha}) = \alpha, P ( X ≤ x α ) = α , 則稱x α x_{\alpha} x α 爲X X X 的α \alpha α 分位數
3.正態總體的常用樣本分佈
(1) 設X 1 , X 2 ⋯ , X n X_{1},X_{2}\cdots,X_{n} X 1 , X 2 ⋯ , X n 爲來自正態總體N ( μ , σ 2 ) N(\mu,\sigma^{2}) N ( μ , σ 2 ) 的樣本,
X ‾ = 1 n ∑ i = 1 n X i , S 2 = 1 n − 1 ∑ i = 1 n ( X i − X ‾ ) 2 , \overline{X} = \frac{1}{n}\sum_{i = 1}^{n}X_{i},S^{2} = \frac{1}{n - 1}\sum_{i = 1}^{n}{{(X_{i} - \overline{X})}^{2},} X = n 1 ∑ i = 1 n X i , S 2 = n − 1 1 ∑ i = 1 n ( X i − X ) 2 , 則:
X ‾ ∼ N ( μ , σ 2 n ) \overline{X}\sim N\left( \mu,\frac{\sigma^{2}}{n} \right){\ \ } X ∼ N ( μ , n σ 2 ) 或者X ‾ − μ σ n ∼ N ( 0 , 1 ) \frac{\overline{X} - \mu}{\frac{\sigma}{\sqrt{n}}}\sim N(0,1) n σ X − μ ∼ N ( 0 , 1 )
( n − 1 ) S 2 σ 2 = 1 σ 2 ∑ i = 1 n ( X i − X ‾ ) 2 ∼ χ 2 ( n − 1 ) \frac{(n - 1)S^{2}}{\sigma^{2}} = \frac{1}{\sigma^{2}}\sum_{i = 1}^{n}{{(X_{i} - \overline{X})}^{2}\sim\chi^{2}(n - 1)} σ 2 ( n − 1 ) S 2 = σ 2 1 ∑ i = 1 n ( X i − X ) 2 ∼ χ 2 ( n − 1 )
1 σ 2 ∑ i = 1 n ( X i − μ ) 2 ∼ χ 2 ( n ) \frac{1}{\sigma^{2}}\sum_{i = 1}^{n}{{(X_{i} - \mu)}^{2}\sim\chi^{2}(n)} σ 2 1 ∑ i = 1 n ( X i − μ ) 2 ∼ χ 2 ( n )
4) X ‾ − μ S / n ∼ t ( n − 1 ) {\ \ }\frac{\overline{X} - \mu}{S/\sqrt{n}}\sim t(n - 1) S / n X − μ ∼ t ( n − 1 )
4.重要公式與結論
(1) 對於χ 2 ∼ χ 2 ( n ) \chi^{2}\sim\chi^{2}(n) χ 2 ∼ χ 2 ( n ) ,有E ( χ 2 ( n ) ) = n , D ( χ 2 ( n ) ) = 2 n ; E(\chi^{2}(n)) = n,D(\chi^{2}(n)) = 2n; E ( χ 2 ( n ) ) = n , D ( χ 2 ( n ) ) = 2 n ;
(2) 對於T ∼ t ( n ) T\sim t(n) T ∼ t ( n ) ,有E ( T ) = 0 , D ( T ) = n n − 2 ( n > 2 ) E(T) = 0,D(T) = \frac{n}{n - 2}(n > 2) E ( T ) = 0 , D ( T ) = n − 2 n ( n > 2 ) ;
(3) 對於F ~ F ( m , n ) F\tilde{\ }F(m,n) F ~ F ( m , n ) ,有 1 F ∼ F ( n , m ) , F a / 2 ( m , n ) = 1 F 1 − a / 2 ( n , m ) ; \frac{1}{F}\sim F(n,m),F_{a/2}(m,n) = \frac{1}{F_{1 - a/2}(n,m)}; F 1 ∼ F ( n , m ) , F a / 2 ( m , n ) = F 1 − a / 2 ( n , m ) 1 ;
(4) 對於任意總體X X X ,有 E ( X ‾ ) = E ( X ) , E ( S 2 ) = D ( X ) , D ( X ‾ ) = D ( X ) n E(\overline{X}) = E(X),E(S^{2}) = D(X),D(\overline{X}) = \frac{D(X)}{n} E ( X ) = E ( X ) , E ( S 2 ) = D ( X ) , D ( X ) = n D ( X )
瞭解了基本的數學知識後,下面就進入到編程環節了,下一課將會給大家介紹Python的入門指南,讓零基礎的同學也能迅速學會上手Python