Teoría de La Decisión

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abcdbee ^fbga h e Zghgijb
kflhme e Zbafb d
_ Ylbd n ogcag Udgcbg

pcgq dgc r kflhme e Zbafb d
pcbic ebfbsa r

[\t^ uv ux vu x x
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Tebmgcb h àbcdbee ^fbga h e Zghgijb
ebcebmgcb hla hel fg

tggm r Zghgijb
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Û ÜÖÝÞÝßà×á âãáäå×á Ýß Öæ à×Þæ çÝ çÝåäáä×ßÝá Û
[amcgelffbsa
Xffbgad è amgd
" jh e efbdbgad "
S jh e gd "
x klafbsa e gd fgambal
Té cfbfbgd
ê ëÔäàÝÔä×á çÝ çÝåäáäÕß ÛÛ
[amcgelffbsa
Xffbgad egiba ed
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" Zcbmcbgd ióabi ô è i ôbióa S
S Zcbmcbg e tèd v
x Zcbmcbg e i ôbi cgdbibhbmle u
Té cfbfbgd
õ ÓöÔçäçæ çÝ ×÷×Ôàøßäçæç Ý äßù×ÔÞæåäÕß ÷ÝÔùÝåàæ êú
" [amcgelffbsa x
" pûcebe e g gcmlabee
"" pg d c eg fga baq gci fbsa cq fm
"S Vh e efbdbsa e tèd è ûcebe e
g gcmlabee u
"x ühgc d c eg e h baq gci fbsa cq fm "
Té cfbfbgd ""
ý þßãÖäáäá çÝÖ ãÔâ×Ö çÝ çÝåäáäÕß õÿ
S [amcgelffbsa "v
S b c i eh cj gh e efbdbsa "
S " mciba fbsa e hgd gd è dba fbsa e cgjjbhbeed "u
S S Thffbsa e h mc èfmgcb smbi S"
Té cfbfbgd S
ú ×Þæ çÝ çÝåäáä×ßÝá å×ß äßù×ÔÞæåäÕß Ý ÷ÝÔäÞÝßàæÖ úÛ
x [amcgelffbsa x
x Vh e tèd x
x" Xa hbdbd gdmcbgc xx
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xS dg e h baq gci fbsa ô cbiamh x
xx ühgc d c eg e h baq gci fbsa ildmc h
x Té cfbfbgd "
Ýåäáä×ßÝá å×ß ÞøÝáàÔÝ× âäß×ÞäæÖ ÿ

[amcgelffbsa v
Zc fmcódmbfd eh ildmcg jbagib h
" `dg e h ebdmcbjlfbsa j m v
S oldmcg fl aeg hd ieb d dga hgd amgd v
x `dg e h ebdmcbjlfbsa agci h vS

i g smbig e h ildmc v
Té cfbfbgd
ÿ øßåä×ßÝá çÝ çÝåäáäÕß çÝ ÔäÝáØ× ú

v [amcgelffbsa x
v Vhd e efbdbsa
v"
plamg e lbhbjcbg
vS klafbsa e cbdg u
vx Vhd e efbdbsa eibdbjhd u"
v
i g smbig e h ildmc ux
Té cfbfbgd uu
Ý×Ô æ çÝ Öæ øà äÖäçæç
Û ú
[amcgelffbsa x
klafbsa e lmbhbee
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" Xagmfbgad dgjc h qlafbsa e lmbhbee
S mciba fbsa e hgd hgcd e h lmbhbee
x Y flc e baebq cafb igamcb "

plamg e lbhbjcbg x
Té cfbfbgd u

ÓÔ×åÝá×á ÞæÔ × äæß×á çÝ çÝåäáäÕß Ûêõ
u [amcgelffbsa "
u
ogehg i c gb ag e efbdbsa S
u" pcgc i fbsa hbah è ghómbfd smbi d v
uS bdmcbjlfbsa e cgjjbhbee dmfbga cb u
ux oé gc ibamg e la ghómbf "
u pgd fga edflamg "
uv oûmgeg e hd cgôbi fbgad dlfdbd S
Té cfbfbgd S
Ýá÷øÝáàæá Ûý
äâÖä×ØÔæù
æ ÛúÛ
ßçäåÝ þÖùæâöàäå× Ûúõ
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Y jd qlaeiamh e h mgcó e h efbdbsa h fgi gaa hd

ffbgad
l mba dl ebd gdbfbsa la efbdgc è hgd amgd l d lea
cdamc fgig fgadflafb e h eg fbsa e dmd ffbgad
Tdm hbjcg fgamba h cbdbsa eh mômg gcó e h efbdbsa r ebmeg

gc h àbcdbee ^fbga h e Zghgijb è l cfgbhs hd agmd i

w
hed a h ad a eh flcdg eh ibdig agijc Zgig a h ebfbsa

amcbgcr hgd mi d mc megd d edccghha e i ac l da qfbhd
e fgicaec gc hgd hfmgcd fga fgagfbibamgd hiamhd e fhflhg

ebq cafb h bamc h r hjc hbah r fhflhg e cgjjbhbeed è cgfdgd

e oc g

Ta hgd mcd cbicgd fómlhgd d a hb a hgd cdlhmegd cgabamd
e hd fgijba fbgad e hd ffbgad è hgd amgd Xei d d ebdflma

hgd fcbmcbgd i d dbihd c mgi c efbdbgad è d ildmc h q gci a
l d dmjhf h iôbi fambee l la efbdgc gecó c gc

la baq gci fbsa l h cibm dhffbga c h ié gc ffbsa amc hd l
mba dl ebd gdbfbsa

Ta hgd fl mcg fómlhgd dblbamd d a hb a hgd cgjhi d e efb
w

dbsa ieb am h ldg e la eb c i e cj gh è hd dbml fbgad a l h
efbdgc le jldfc baq gci fbsa ebfbga h cgabam e la ildmcg

ijbûa d baebf h q gci a l d cdlha hgd cgjhi d e efbdbsa r
ieb am h ihg e qlafbgad e efbdbsa è e cbdg

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Ta h fómlhg ü[[[ d bamcgelf h ldg e h qlafbsa e lmbhbeer eb

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d e c mac a flam h ô cbafb eh efbdgc è dld cq cafb d
kba hiam a h fómlhg [ #
d a hb a hgd cgjhi d e efbdbgad l

baghlfc a h ldg e hgd cgfdgd e oc g
l d cdama a fe fómlhg dbca c fgihw

Ygd é ihgd
iamc h mgcó pgc gmc cmr hgd é cfbfbgd h $a h e fe fómlhg

d ebdmcbjlèa gc dffbgad c l h dmleb am le fgadghbec dld
fgagfbibamgd iebe l hgd è e lbcbaeg
Xc efg h baabcg %gc T nsi o h eebffbsa è h dicg
l ldg a h mcdfcbfbsa eh ialdfcbmg alg ijbûa iab$dmg

ib c mbmle Te ce Vbafsa gc dl fghj gc fbsa a h cbic ebfbsa
eh mômg
kba hiamr ibd c efbibamgd h cgq dgc nldmg Vljb agr ebcf
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mgc e h g fba e ljhbffbgad e h kflhme e Zbafb dr gc h gèg
jcbaeeg c h ljhbffbsa eh mômg
Th lmgc
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Zl aeg la efbdgc aqcam la cgjhi r ej mac a flam hd

ffbgad l le egmc r hgd amgd l d lea cdamc r chfbg
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a egd fga h cgjhi r è hd fgadflafb d cgabamd e h dfgafb
e fe ffbsa è e h gflccafb e fe amg

Ta dm fómlhg cigd babfb hiam hd fc fmcódmbfd l ebdmba
w
la mgeg cgjhi e efbdbsa r fgig dga hd ffbgadr hgd amgd è hd

fgadflafb d g cdlhmegd l cgbaa e hd fgijba fbgad amc hd
ffbgad è hgd amgd pgdmcbgciam mc mcigd fga dmgd cdlhmegd

hgd l d fghgfa a hd hhi ed mjhd e efbdbsa l d fgabcma a
i mcbfd g mjhd e gr fl aeg hhgd d hd dba a hgcd aliûcbw

$
fgd c ccdamc a afb d g fgdmgd Xh a h eh fómlhg cigd hgd
cgjhi d e efbdbsa a hgd fl hdr ag d cgfeam h ldg e h mjh
e gd
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45E F==>:7GH I GJG78:H

Ta h mgcó e hd efbdbgad d dli l fe fmbbee gdbjh
K
d fgagfbe gc h efbdgc la cdga l gc ab fbsa è l dghg la L
e dmd le dhffbga cd Yd fmbbeed gmafb hd eh efbdgc d
fgagfa fga h agijc e ffbgad è d edba a fga h hmc Xh eg
w
a
M
mc la ffbsa r lba hg f ej mac a flam dld fgadflafb d g
cdlhmegdr hgd fl hd mijbûa e aea eh dmeg e h a mlc h
`

a amg g dmeg e h a mlc h r baebfeg gc r d la ccw
θ
damfbsa e h dbml fbsa eh ilaeg ch h fl h d hbf h ffbsa

üigd dó l mged hd efbdbgad bihbfa h dfgafb e la ffbsa r
cg hgd cdlhmegd cgabamd e fe ffbsa dga bafbcmgdr gc l la
cdlhmeg d emciba eg cfb hiam gc h dfgafb è cfb hiam
gc h c
Zga h$a e iebc hd fgadflafbd e la ffbsa r gc cm eh
efbdgc r d ih la klafbsa e gd N é h hm
l(a, θ) c c c cdl eg
l d g ba eg c ffbsa r fl aeg d eg e h amlch
jm h m h h m
d
θ
O PP
Ü ÝÞ÷Ö× Û Û Zgadbec h hmca mb e hhc g ag la c l d elc a
w

m la eó emciba eg dfcbj hd ffbgad l d lea egmc r hgd

amgd l d lea cdamc è hgd cdlhmegd l d lea gjmac
Q×ÖøåäÕßP X ló Mè egd gdbjbhbeed hhc la cmóflhg l ler a

fdg e hhlb r qgcfc h dmbegr g ed$ c hgd hiamgd fga hd i agd
hbjcdr d c aeg l ag hhl Y qhm e M jbhbee c cefbc h
mbi g fld bafcmbelijc dgjc db g ag hhgc ^g gjdmamr d
ej mgi c la efbdbsa dc e h bafcmbelijc
flceg fga hd hmca mbd amcbgcdr hd ffbgad l d mbaa

a flam dga hh h c l d è é h c l d a fd pgc
a1 c a2 e c
m m h m
c r gd a gd dga hh hh m
g c
θ1 l è θ2 ag l d i ac
m h
d baa gd cdl hmegd m
ci afc cg begr hh
c
l(a1 , θ1 ) l(a1 , θ2 )
la fc baafdcb r igé cd è ci afc dfg è
l(a2 , θ1 ) l(a2 , θ2 )
dba ighdmb d
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45S TUVWU ;G ;G=>H>:7GH
pc qfbhbmc dl a hbdbdr la cgjhi e efbdbsa le cdlibcd a
la mjh e efbdbgad r a h fl h d baebfa hgd cdlhmegd gjmabegd h

egmc hd ebdmbamd ffbgad a fe lag e hgd amgd Ta h é ihg

dblbam d bhldmc h q gci a l d cdam la mjh e efbdbgad
O
Ü ÝÞ÷Ö× Û ê P P Zgadmclè h mjh e efbdbgad c h cgjhi edfcbmg
a h é ihg
Q×ÖøåäÕßP Y mjh e efbdbgad c h cgjhi edfcbmg a h é ihg

d h Ze $h fgccd gae la amg è fe fghlia fgccd
w
gae la ffbsa Ygd cdlhmegd cfa fgig amc ed a h mjh
XYZ[Y \]\] ^_àbacd_b efgf _h _i _jehc k_h efgflmfbn

oppqrstu
vwtsxru a y zztw{| tz }{|{~{u

a y t {| tz }{|{~{u ts
1
p{u{ 2
θ y zztwt l(a , θ ) y } t|{stpt| }|rx t~q r

l(a , θ ) y r {|ut
θ y sr zztwt l(a , θ ) y zztw{| s{ p{|~{ l(a , θ ) y }t|{stpt| utpr
1 1 1 2 1
2
qsstptu{|q{
1 2
uqs rztuxq{u
2 2
j macd a flam l hd ffbgad bafhlbed a h mjh e efbw

dbgad dga dshg hd l ed fgadbec c h efbdgc Ta h é ihg amcbgc r

ci afc a fd d gmc ffbsa gdbjhr l ôfhlbigd gc l ag d
M fgamiheg
45 TUVWU ;G U:H
nac hiamr h qlafbsa e gd d ibe a mûcibagd igamcbgdr

N
c c é c la a afb g la fgdmg \b h cgjhi d ham a mûcib
w
agd e ûcebedr dmd d lea iafbga c fgig a afb d a mbd
j agmcd l q m
l(a, θ) d la lafbsa abf ia e h ffbsa
a è
h m
e a g dm
i ac f e cdl hm m j
egr d g dr f e fgi ba fbsa
θ
amgw ffbsa r mba dgfb eg ûh la g
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Ta h emciba fbsa e hgd gd dba egd hgd cdlhmegd d dli

l h efbdgc ed dhffbga c la ffbsa l hg fc l i d la gjw
é mbg pgc é ihgr db h im d dlc c la abh heg e a afb dr
amgafd la g a mlc h c fe cdlhmeg dcó dl a afb
lbad mgia hd efbdbgad fga imd ebqcamd lea dba c

gd ebdmbamgd hgd cdlhmegd la fl aeg fgadbeca h ibdig fgaé lamg
M
e hmca mbd Y dba fbsa e hgd gd ej fcd e flceg fga

h c eg e bi gcmafb l h efbdgc dba hgd cdlhmegd
Ta ac h r a hgd cgjhi d e h mgcó e hd efbdbgadr h efbdgc
ej fgagfc mged hd ffbgad gmafb hd dl ebd gdbfbsa r hgd amgd

ilml iam ôfhlèamd l d lea cdamc è hgd hgcd aliûcbfgd
l ccdama hd fgadflafbd gcbbaed gc hd gflccafbd e hgd
amgdr fl aeg d M a dhffbga eg hd ebcdd ffbgad
pldmg lr edlûd e M j cd dfgbeg la ffbsa r hgd gd e

w
aea eh amg l gflccr d iafbga a hla d fd fgig hgcd
fgaebfbga hd Tdmgd hgcd lea cchcd fgaabamiam a la

mjh e gd g i mcb e gd Ta h é ihg " d bhldmc h q gci
a l d cdam dm mjh

ÜO ÝÞ÷Ö× ÛPõ P à fgió mcghc r cgbmcb e la mccag a h
l d fc Mè mcshgr fhdb$f dm mccag a mûcibagd eh aiw

cg e jccbhd l d d c gjmac x jccbhdr r x g
abalag Y fgió aqcam h cgjhi h efbebc db chb h cw
q gc fbsa r h lbh bafgaebfbga hiam h mccag la cq gc egc bae a
w
ebam g h lbh fgaebfbga hiam h mccag gc la hgc l e ae
e h fambee e mcshg l d gjma Th fgdmg e cq gc fbsa e
la gg cgelfmgc d e x è h fgdmg e cq gc fbsa e la gg
dfg d e pc hgd ggd cgelfmgcdr h cfbg e am gc
jccbh e mcshg d e té g h flceg e la h lbhc bafgaebfbga h r h
fgió cfbj x gc h mccagr ibamc d lr jé g h flceg e

la h lbhc fgaebfbga h r cfbj r gc fe jccbh e mcshg ômc óegr
dbic l h mccag cbae h iagd jccbhd a fdg fgamc w
cbgr ag M è cmcbjlfbsa hla Zgadmclè h mjh e a afb d c h
fgió mcghc
Q×ÖøåäÕßP Yd ffbgad ebdgdbfbsa e h fgió mcghc dga a

chb c h cq gc fbsa r h lbhc bafgaebfbga hiam h mccag è
1

a2 a3
h lbhc fgaebfbga hiam h mccag pgc gmc cmr h dmeg h
θ e
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a mlc h baebf l h aicg e jccbhd l d θ1 x jccbhdr
r x è
θ2 θ3 θ4

Zl aeg h fgi ó chb h cq gc fbsa r h qlafbsa e gd Kw
a afb d Lmba h q gci dblbam
db
2θ − 150 000 θ = θ1 , θ2 , θ3
l(a1 , θ) = db
−100 000 θ = θ4

Zl aeg h fgi ó h lbh bafgaebfbga hiam h mccagr cfbj h

dli e x r fl h lbc d h a icg e jccbhd l gjma h

cq gc egc bae aebam pgc dm c sa r h qlafbsa e gd ba
dc
db
l(a2 , θ) = 50 000 θ = θ1 , θ2 , θ3 , θ4 .

kba hiamr fl aeg h fgi ó h lbh fgaebfbga hiam h mccagr
h qlafbsa e gd d
db

0,80 θ = θ1 , θ2
l(a3 , θ) = db
0 θ = θ3 , θ4
Y mjh e gd KaafbdL d h

XYZ[Y \]] fdfdàfb efgf hf `cjeff e_gch_gfn
oppqrstu
t|r t t|r|{pqs ozqzt| ozqzt|
{||qztu rxtsqru qsprsqpqrs{z prsqpqrs{z

−
−
O
Ü ÝÞ÷Ö× Û ý PP
à qjcbfam mba h gdbjbhbee e e lbcbc la i
w
lba flèg fgd g d e x r cgelf bacdgd al hd e elc am mcd
m

gd è h fgdmg al h e g c fbsa d e S \b fgic h i lba r h
$
qjcbfam le aech h a h eh cbic g a " g dlbc fga hh è
Mfch iamabibamg la fgdmg e Xh $ah eh dlaeg g le

aech a x g fgambal c fga hh è M fch i amabibamg la fgdmg
e x Xh $a h eh mcfc gr h i lba fgafhlè dl be mbh è fcf
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e hgc \b h i lba d lh gjdghm mfaghsbfiamr ag maec
hgc e cdfm è h qjcbfam ag gjmaec a afb hla a h g

a l d cdam h gjdghdfafb Zgadmclè h mjh e a afb d eh
qjcbfam
Q×ÖøåäÕßP Zgig h qjcbfam ag mba h gjhbfbsa e e lbcbc h iw

lbar la e hd ffbgad l ûh gecó egmc dcó a1 ag fgicc h
i lba Yd gmc d ffbgad l gecó egmc h qjcbfam dcó a

fgi c c h i lba è aec
h h $ a h eh cbic gr
a3 fgi c c

a2
h
i lba è aech h $a h eh dlaeg g è fgic c h i lba
è dlbc fga hh elc am hgd mcd gd e be mbh
a4
Ta fl amg hgd amgd d c$ cr d lea cdamc h gj

θi w
h
dg dfafb m h
fag sbf gflcc a h û dbig g è h
i w (i = 1, 2, 3) θ4
gjdghdfafb mfaghsbf ag d cdam elc am h cbgeg mbh e h
i lba
Zl aeg h qjcbfam ag fgic h i lba r dlibigd l ag mb

w
a a afb d ab ûcebed ldmg l gecó bacmbc dl fbmh a gmc
fmbbee fgasibf Xdór h qlafbsa e gd K a afb d L dcó
db
l(a1 , θi ) = 0 i = 1, 2, 3, 4
Zl aeg h gjdghdfafb mfaghsbf mba hl c a h cbic gr h

qjcbfam bce h fambee l babcm a h fgic e h i lba
Ta dm fdgr
l(aj , θ1 ) = −50 j = 2, 3, 4

\b h qjcbfam ae h i lba h $
a h eh cbic gr gjmba
bacdgd cgabamd e h cgelffbsa è h am e lhh r ibamc d

l dld cdgd dga fldegd gc h fgic e h i lba è gc h fgdmg
e g c fbsa Ta dm q gci h a afb gjmabe d
l(a2 , θi ) = 60 + 30 − 50 − 24
= 16, i = 2, 3, 4

Zl aeg h qjcbfam efbe fgadcc h i lba gc la hdg dl

w
cbgc la g è dm d lh gjdghm a h dlaeg gr ûh gjmba
bacdgd gcbba egd gc h cgelffbsa dghg elc am h cbic g è mba

cdgd fldegd gc h fgic e h i lba r h fgdmg e g c fbsa a
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@ ïC òð "íB v

h cbic g è h fgdmg e i amabibamg h fgiba g eh dlaeg g
a gmc d hjc dr
l(aj , θ2 ) = 60 − 50 − 24 − 10
= −24, j = 3, 4
$
Zl aeg h qjcbfam ae h i lba h a h eh dlaeg gr dld
bacdgd dga è x r cgabamd e h cgelffbsa è e h am r ibaw

mc d l dld cdgd dga x r S è r cgabamd e h fgic r h g
w
c fbsa è h i amabibamgr cd fmbiam dm i ac r
l(a3 , θi ) = 120 + 15 − 50 − 48 − 10
= 27, i = 3, 4
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Xdór
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= −13
è
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= 23

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egdL l gcmcó fe lag e hhgd h icd e ae eh dmeg e
h fgagió è cf a h mjh dblbam
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fga la e dmdr h j a fbg al h jclmg l gcmcó fe la e hhd
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pgc gmc cmr fgig hd cdga d è " d edi a a h ibdig
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f i gr db dga fgamc med h j a fbg jclmg c fe la dcó dghg

h v ª
eh d heg amcbgciam flceg fga h baq gci fbsa l

mba dl ebd gdbfbsa h icd r d fgagf lr a la g fl h lbc r
h dmeg e h fgagió d jlagr clhc è gjcr fga cgjjbhbeed
r r r" è r cd fmbiam mciba h cdga g cdga d l
ej fgamc mc h icd
Q×ÖøåäÕßP Yd ffbgad l gecó egmc h icd dga a fgamc mc

j
h cdga m m h fgamc mc
j(j = 1, 2, 3) r a12 fga c c d cdga d è r a13
hd cdga d è " r fgamc mc hd cdga d è " r m m
a23 a123 fga c c
hd mcd cdga d è ag fgamc mc cdga hla r a flèg fdg h
$ a0
j a fbg al h amg c h icd dcó alhg Y mjh e a afb d
c h icd d h S
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icd ej fgamc mc hd cdga d è " r gjmabaeg dó la j a fbg $
amg d c eg e r

Y mjh S le celfbcd ejbeg l d lea hbiba c hd
ffbgad r r r r r
a0 a1 a2 a3 a12 a23rè r ldmg l dga egiba ed gc h
a123
ffbsa
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Ü ÝÞ÷Ö× ê ú P P \lgaigd l h ebimcg θ e hd cbhhd iafbgaed
a h é ihg x dbl h ebdmcbjlfbsa j m fga c imcgd
α=3è
®
\ a h fcbmcbg e tèdr ej h qjcbfam hj gc c h cbhh
β=4
¯
Q×ÖøåäÕßP Zlaeg h qjcbfam hjgc h cbhhr dl aafb dce
d
l(a1 ) = 5 − 10Eθ = 1
Zgig h h m t
l(a2 ) = 0 r fgaf lbigd lr e flceg fga fcb cbg e èdr
h qj m j
cbf a e hj
gc c h
cb hh
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l M dcbeg fgig la igehg c h fgiw

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gcmibamg eh efbdgc d h fcbmcbg e i ôbi cgdbibhbmle X ló
ba c d d fa c a a g l mba h i ègc cgjjbhbeer fga
h m û m h m
h ôfhldbsa e hgd gmcgd amgd dm i ac r e hd amc ed l
fgccd gaea h amg fga dm cgjjbhbeer d dfg h ffbsa i d

fgaabamr gjmabûaegd dó h ffbsa e i ôbi cgdbibhbmle kgcw
i hiamr db d h amg i d cgjjhr d ej dfgc
θr (1 ≤ r ≤ m)
h ffbsa c h fl h
ak
l(ak , θr ) =
]mbig
{l(aj , θr )} KvL
O
1≤j≤n
Ü ÝÞ÷Ö× ê PP à fgió mba la i lba l hha qcdfgd fga
fbm Ta la mc jé g e cgelffbsa r d h cg gcfbsa e qc dfgd l h
θ
i lba
hh
a i h ` m
a c jé g e cgelffbsa fgadbdm a adc x

qc dfgd è h fgdmg e hha c i h la qc dfg d e S Y fgió mba h
g fbsa e fgamc mc la ô cmg l é ldm h i lba r la fgdmg e

" i d gc fe qc dfg i h adeg ô cbafb d amcbgcdr h
fgió M afgamc eg l h hgc e " x v

θ d r r r r r g r r fga
cgjjbhbeed rr r r rS è r" cd fmbiam Taflamc h ffbsa
e i ôbi cgdbibhbmle c h fgi ó

Q P
×ÖøåäÕß Yd ffbgad l gecó egmc h fgi ó dga m
a1 fga c w
mc la ô cmg c é ldmc h i lba è a2
ag fgamc mc ô cmg hlag
K L
Y qlafbsa e gd fgdmgd le ôcdcd a h q gci dblbam
fl aeg
(
300 + 10 000θ j=1
l(aj , θ) = fl aeg
20 000θ j=2
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fgi ó d
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fgamc mc la ô cmg c é ldmc h i lba è h fgdmg i d cgjjh
d
O
Ü ÝÞ÷Ö× ê ÿ PP
Zgadbecigd aliam h qjcbfam e cbhhd ia
w
h
fbga eg a gd é ihgd x è x \ a h fcbmcbg e i ôbi cgdbibw
hbmler emciba h a afb i d cgjjh eh qjcbfam
Q×ÖøåäÕßP abaeg a flam l h ige e la cbjh hmgcb

fgambal d h lamg egae dl qlafbsa e eadbee mgi la hgc i ôbigr

igd l h eb imcg i d cgjjh e h cbhh d " pc dm hgc
e h qlafbsa e a afb d dcó amgafd
θ
fl aeg
(
5/3 j=1
l(aj ; 1/3) = fl aeg
0 j=2
pgc mamgr e flceg fga h fcbmcbg e i ôbi cgdbibhbmler h

qjcbfam ej hj gc c h cbhh è dl a afb i d cgjjh dcó x"
§¨ G9=>=>:H
þååä×ßÝá ç×Þäßæçæá
Vdlh h cgjhi hameg a h é ihg fl aeg h

a icg e hiba d cgelfbed e d dgc baq cbgc x ibhóiw
mcgd d cgôbi eg gc la ebdmcbjlfbsa e pgbddga fga ieb
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ð ð ì ñì ñí

è h a icg e hiba d cgelfbed e d dgc i ègc g bl h
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fga ieb "
Vdlh h cgjhi mc meg a h é ihg fl aeg h a

w

icg e igmgcd e cldmg c lcbegd gc h icd e
mc ad gcmr a h fdg a l h cgelffbsa d M a h
ham t r d cgôbi eg gc la ebdmcbjlfbsa e pgbddga fga
ieb x
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" oldmc l db a la cgjhi e efbdbsa la ffbsa egiba
hd cdmamdr hh dc h hbe fl aeg d dbl h fcbmcbg
ióabi ô g h fcbmcbg i ôbióa

S Xhb l h fcbmcbg i ôbióa c dmjhfc h ffbsa l ej
egmc h cgbmcbg eh hi fûa iafbga eg a h é cfbfbg

x flceg fga dld cbdmcgd amcbgcd e amdr la aeegc

e cbdmd dj l h ei ae gc la e dld cbdmd d
dghiam e S r x r g v labeed Ze fgb fldm è d

ae gc x Xdli l h aeegc ag le eghc hgd

é ihcd ag aebegd Tdmjh f h ffbsa l ej egmc
h aeegc e cbdmd
Ta h é ihg fgadbec dghiam h fijbg dblbam \l

w

ga l h ei ae e igmgcd e cldmg mba ebdmcb
w
jlfbsa giûmcbf fga c imcg rS è rx r fl aeg h bsa
®
d qjcbf a hd hamd X è t cd fmbiam Zl amgd igw
mgcd e cldmg ej gcea c h icd mc ad gcmegc ¯
S ëÔäàÝÔä× çÝ æÝá

v oldmc l db a la cgjhi e efbdbsa la ffbsa egiba
hd cdmamdr hh dc h hbe fl aeg d dbl h fcbmcbg
e tèd
®Zlamd fgbd ej gceac h aeegc e cbdmdr iafbgw

a eg a h é cfbfbg x r c i ôbib c dl a afb d c e r
fl aeg h ei ae e h cbdm fgadbec e mba la qlaw
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fbsa e qcflafb
P {D = 4} = 0,20,
P {D = 5} = 0,15,
P {D = 6} = 0,35
è
P {D = 7} = 0,30?
®Zlh d h aafb dce iôbi¯
u Xh cgbmcbg e la fd hgc e a S r la fgi ó
e dlcgd h gqcfbs cgmffbsa fgamc mgca eg gc la cbi
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al h e x \l ga l dghg è egd cdlhmegd h fd d

edmclè fgihmiam g dh baeia è l h cgjjbhbee

e e g gc h mgca eg d e r ®
lû ffbsa ej egmc
h cgbmcbg ¯
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iafbga eg a h é cfbfbg r c i ôbib c dl a afb
d c e r fl aeg h ei ae eh cgelfmg mba ebdmcbjlfbsa
jbagib h fga c imcgd " è r¯ ®Zl h d dl a afb d
w
c e i ôbi ¯
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fbfbg dbl h ebdmcbjlfbsa e pgbddga fga ieb ®lû

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fambee eh cgelfmg ej hj gc c h qjcbfam c i ôbw

ib c dl a afb d c e ¯ ®Zlh d dm aafb¯

\l ga l h eb imcg h hh
θ e d cb d iafbga e d a
h
é h
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ebd cb lfbsa lab gci dg c ba c g
KrL ®lû ffbsa ej egmc h qjcbfam¯
x ëÔäàÝÔä× çÝ Þã äÞæ ÝÔ×áäÞäÖäàøç
" oldmc l db a la cgjhi e efbdbsa la ffbsa egiba

hd cdmamdr hh dc h ffbsa e i ôbi cgdbibhbmle
S ©hh h ffbsa e iôbi cgdbibhbmle c h qjcbfam iaw

fbga eg a h é cfbfbg ®Zl h d dl a afb i d cgjjh ¯
x \l ga l h qcflafb eh gcfamé m q m

θ e c d e f lgw
d d Ké cfbfbg uL cgelfbe d gc
h i lba e b g d
m
è
P {θ = 0,01} = 0,6 P {θ = 0,05} = P {θ = 0,10} = 0,2
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®lû i lba ej mgic a h lbhc h fgió X r jé g hgd

fcbmcbgd ióabi ô r e tèd è e i ôbi cgdbibhbmle ¯
XcbÎ lû i lba h fgaba h lbhc h fgió t
Ké cfbfbg xLr jé g hgd fcbmcbgd iôbióa r e tèd è e iw

ôbi cgdbibhbmler fl aeg h qlafbsa e qcflafb eh gcw
famé e hd cmd eq fmlgdd cgelfbed gc h i lba
mb g fgbafbe fga h cd fmb qlafbsa e qcflafb c h

i lba mb g

v Ta h é cfbfbg S dli l h cgjjbhbee e l h fi c
d bce d rx ®
lû efbdbsa ej egmc h fgi ó e
dlcgd Kdlc c g ag dlc c L e flceg fga hgd fcbmcbgd
i ôbióa r e tèd è e i ôbi cgdbibhbmle ¯
à qjcbfam hj gc fbcm hiba fga la d dgc r l dbl
θ

h ebdmcbjlfbsa agci h fga ieb v è cb a Th fgdmg
e cgelffbsa e h hiba d " è h cfbg e am d x

fl aeg r fl aeg è x fl aeg
θ < 3,4 3,4 ≤ θ ≤ 3,6 θ > 3,6
flceg fga hgd fcbmcbgd i ôbióa r e tèd è e i ôbi
®
cgdbibhbmler ej h qjcbfam hj gc c h hiba ¯
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S54 6789:;<==>? 7

Tôbdm gmcg lamg e bdm c a hb c hgd cgjhi d e efbdbsa
l d ebdflmbcga amcbgciam Tdmg baghlfc h lmbhb fbsa e mûfabfd

dbibhcd lhhd c cdghc la cgjhi r cg ihaeg la mjh

g i mcb e gd ebq camr hhi e i mcb e ûcebed e g gcmlabee

Zga h èle e dm i mcb è eh fcbmcbg e tèd cigd h q gci a

l d dmjhf h i ôbi fambee l h efbdgc gecó c gc la
baq gci fbsa ª $
fga jh l h cibm dhffbga c h ié gc ffbsa e

hd l mba dl ebd gdbfbsa Zgig a h fómlhg amcbgcr dlibcigd
l h efbdgc ebd ga e hd ffbgad è l d lea

a1 , a2 , . . . , an
cdamc hgd amgd
θ 1 , θ 2 , . . . , θm
x
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pc fe amg g dmeg e h a mlc h r h ûcebe e g gcml
$
abe e d e a fgig h ebq cafb a h g amc h ié gc ffbsa è

w
h ffbsa dfgbe dm i ac r h g d fcg fl aeg d egm h

ffbsa smbi
Zl aeg hgd gd baebfa a afb dr h ûcebe e g gcmlabee d h
a afb h fl h calafb h efbdgc gc ag egmc h ffbsa smbi r

è fl aeg hgd gd ccdama fgdmgdr h ûcebe e g gcmlabee d h
M
fambee l eé e gcc c h efbdgc h ag egmc h ffbsa smbi
Yd ûcebed e g gcmlabee d fhflha emciba aeg cbicg hgd

i gcd cdlhmegd c fe amg dmg dr h g smbig a fe
é
$ $
h e h i mcb e gd Ylgr hgd gd a fe h d cdma e
hgd smbigd gc $hdr db hgd gd baebfa a afb d ibamc d lr db hgd
gd baebfa fgdmgdr h g smbig d cdm fe g e h $h Ta
gmc d hjc dr db ccdam h g smbig fl aeg gflcc h

l∗ (ak , θr )
amg
θr è
ak d h ffbsa l e hlc dm g smbigr amgafd
h ûcebe e g gcmlabee fl aeg h efbdgc egm h ffbsa è d
aj
ccdam gc h amg ba ee gc
θr
lp (aj , θr ) = l∗ (ak , θr ) − l(aj , θr ) j = 1, 2, . . . , n K"L

fl aeg hgd gd baebfa a afb d è gc
lp (aj , θr ) = l(aj , θr ) − l∗ (ak , θr ) j = 1, 2, . . . , n K"L

fl aeg hgd gd baebfa fgdmgd
O
Ü ÝÞ÷Ö× õ Û P P à qjcbfam e é llmd ebdga e mcd ifabdigd
c hj gc c la al ilf Ta h mjh " d baebfa hd a afb d
l gjmba h qjcbfam flaeg dfg flh lbc e hgd ifabdigd è

hgd abhd e ei ae l le mac h al ilf
Zgadmclè h mjh e ûcebed e g gcmlabee c h qjcbfam
Q P
×ÖøåäÕß \l ga igd
l h qjcbfam dfg h ifabdig \
a1 b
hlg d cdam la ei ae dfd r dl ûcebe e g gcmlabee d

fcg gc l ag gecó dlc c la g ié gc l " fl aeg dfg
gmcg ifabdig pgc h fgamc cbgr db h ei ae d igec e r dl ûcebe
e g gcmlabee d r dmg dr bce h g gcmlabee e
400 − 350 = 50
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XYZ[Y ]\] fdfdàfb efgf _h f¡ga`fd_ k_ i mlm__bn

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tw{
θ y z
¢

gjmac x ebfbga hdr ibamc d l db h ei ae d he r bce
h g gcmlabee e fgadlbc ebfbga hd à a hbdbd dbibhc d f M
c hgd ifabdigd è Ygd cdlhmegd gjmabegd d baebfa a h
a2 a3
mjh "
XYZ[Y ]] ÙÀgkakfb k_ cecgmdakfk efgf _h f¡ga`fd_ k_ i mlm__bn

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θ y r t|{{
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θ y ztw{{
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Zgadmclè h mjh e ûcebed e g gcmlabee c h
i cd e c ad gcm ûcg iafbga e a h é ihg

m
Q×ÖøåäÕßP \lgaigd l h icd gcea " igmgcd e cldmg

\b h bsa d qjcbf a h ham X r h ûcebe e g gcmlabee e h

icd d fcg gc l ag gecó celfbc h fgdmg e u r fl aeg
gcea g u igmgcd e cldmg pgc h fgamc cbgr db h bsa d qjcbf
M
a h ham t r h icd bce h g gcmlabee e gcc cd " rv
M
à a hbdbd dbibhc d f fl aeg h icd gcea g u igmgcd e
cldmg Ygd cdlhmegd d ildmc a a h mjh ""
XYZ[Y ]] ÙÀgkakfb k_ cecgmdakfk efgf hf _jeg_bf k_ gfdbecg_ fÀg_cn

»rxr|tu t |t tuxr urzqpqx{ru
z{sx{ xqzq¼{{ £ } µ
o ´µ¢ µ´¢
½ £´¢ µ£´
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S5S ÖU: GHG9U;: =:7 >7Ú:9U=>? 7 G9ÚG=8U
© M
dm h igiamg igd dhffbga eg la ffbsa fga jd a h ba
w

q gci fbsa e lbcbe gc h efbdgc mc ûd e h ô cbafb Ta dm

dffbsa fgadbec igd h fdg ômcig a l d le e lbcbc baq gci w
$
fbsa cq fm fcf eh dmeg e h a mlc h fga h a e dhffbga c
la ffbsa a h qlmlcg
`
d aeg dm baq gci fbsa d gecó c amb c

h dfgafb e h ffbsa l cgel f h g smbig c fl h lbc

amg l d cdam Zgig edigd badmb c h bi gcmafb e mh
baq gci fbsa amd e gjmach r emciba igd h g d c eg gc baw
K L
q gci fbsa cq fm pT[p pc fhflhc dm g dl gaigd l h
ª fga$jh è Mhhigd h g smbig l∗(a, θ) c
baq gci fbsa d
fe hgc e Ta dm q gci r h pT[p d e$a fgig dbl
θ
(P EIP ) = E0 [l∗ (a, θ)] K""L

Ujdcigd dó l h pT[p d h g cgiebg l le ambfbw
cd fga h ié gc fgagfbibamg gdbjh
O
Ü ÝÞ÷Ö× õ õ P P Zhflh h pT[p
L pc h qjcbfam iafbga eg a h é ihg "r fl aeg h ei ae

e h al il f mba h dblbam ebdmcbjlfbsa e cgjjbhbee
è
P {θ = θ1 } = 0,10, P {θ = θ2 } = 0,60 P {θ = θ3 } = 0,30
jL pc h fgió iafbgae a h é ihg
Q×ÖøåäÕßP
L l h qjcbfam e é llmd dc fgadlbcr flaeg
Y a afb
ebd ga e la baq gci fbsa ª fga$ jh dgjc h ei ae r ba
ee gc
(P EIP ) = 30(0,10) + 400(0,60) + 700(0,30) = 453

j L
Th fgdmg d c eg c h fgi ó iafbga e a h é ihg r
fl aeg hh ebd ga la baq gci fbsa ª $

fga jhr dgjc h cgw

gcfbsa e qc dfgd l h i lba hha i h r d ee gc

(P EIP ) = 200(0,1) + 600(0,2) + 800(0,4) + 1 000(0,3) = 760
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í í ï îñò ò u
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pldmg l la ûcebe e ggcmlabee d la cdlhmeg aliûcbfgr
geigd fhflhc h hgc d c eg e hd ûcebed e g gcmlabee
w
c fe ffbsa Y ûcebe d c e e g gcmlabee fl aeg h efbdgc
egm h ffbsa
aj r baebf e gc lp (aj ) r d
h fga cd fmg h ebd
$
mcbjlfbsa cbgcb e abe dgjc hgd dmegd gdbjhd e h a mlc h a
w

gmc d hjc dr
lp (aj ) = Eθ [|l∗ (ak , θ) − l(aj , θ)|] j = 1, 2, . . . , n; K"SL

egae ∗
l (ak , θ) d

h h g smbig fl aeg d cdam h dmeg
θ e
h a mlc h è
d h ffbsa l e hl c dm g smbig
ak
Y im eh efbdgc fgadbdm amgafd a dhffbga c h ffbsa fga

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ak
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j L pc h fgió iafbga e a hgd é ihgd è ""j
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dfcbjbc
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fgccd gaebamr cmbc e h jd eh cj gh Umc d fgadbec fbgad dgjc
h cj gh e efbdbsa d cdama a hgd é ihgd l dbla
Acciones Eventos Resultados

x1 : permanecer protegido
ia
lluv
rag uas no l
luvi
e va r pa a x2 : llevar una carga innecesaria
ll
no l
leva x3 : mojarse
r pa ia
ragu
as lluv
no l
luvi
a x4 : permanecer seco y
sin molestias
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w
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Acciones Eventos Resultados

x1 : permanecer protegido
ar
gur
a se
no do x2 : el propietario pierde el valor de la casa

a
a se
gur torn
ar
no t
orna x3 : el propietario no gana ni pierde
do
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a mbd baebfa ûcebed Tdmgd gd d lea fghgfc h heg e mgw
$
ed hd c i d l q gci a h cj gh e efbdbsa hd c i d cmb fb hd mbaa
$
la g fcg dgfb eg hhd Yd c i d cmb fb hd ag mbaa ccdamw
fbsa è d lda dghg c ech i ègc fhcbee h cgjhi ccdameg
gc h cj gh e efbdbsa Xh $
a h e fe mc èfmgcb d dbm h g
m
a g l d g ba e ac a flam mgegd hgd gd dgfb egd hd
jm m

ffbgad è hgd amgd l d aflamc a a h mc èfmgcb Zl aeg h
$
cj gh ag ma la fga lc fbsa dbihr d fgadé jhr gc fgigebeer
gibmbc hgd gd h heg e hd c i d èr i d jba r dbml c ebcfmiam hgd

$
cdlhmegd a hd h mûcibag e fe mc èfmgcb
Yd cgjjbhbeed d fghgfa amc cûamdbd a hd c ib ffbgad $

l fgccd gaea hgd agegd e h bafcmbelijc \b amd e dmgd ag è M
g cgd agegd e bafcmbelijcr d dba a cgjjbhbeed bafgaebfbga hd
m
hgd cdlhmegdr ibamc d lr db hgd Mèr d dbaa hhgd cgjjbhbeed
fgaebfbga hd
Yd qlamd e hd cgjjbhbeed lea dc qcflafb d gjdcedr
l ibea h c eg dljé mbg e fcebjbhbee e la efbdgc fga cd fmg

hgd dmegd gdbjhd e h a mlc h gd efbdgcd lea dba c
cgjjbhbeed ebdmbamd h ibdig cj gh e efbdbsa r ldmg l hhgd
M M
a gebeg mac ô cbafb d ebq camd g a iheg cgfebibamgd

ebdmbamgd e c ga ibamg ^g gjdmamr hd cgjjbhbeed dljé mbd
M
a dbeg mbhd a h mc adibdbsa e é lbfbgdr eamcg e la gc ab fbsa
egae alicgdd cdga d fgamcbjlèa a h mgi e efbdbgad
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Ü ÝÞ÷Ö× ý õ PP
à qjcbfam hj gc fbcmg mb g e cbhh flèg eb imcg

dbl h ebd cb lfbsa ô gaafb h fga ieb e fi Th fgdmg e cgw
m j
elffbsa e fe cbhh d è h cfbg e am d e v g S r fl aeg h

eb imcg d baq cbgc g dl cbgc fi r cd fmbiam Th qjcbfam hw
j gc i ôbig egd cbhhd è ae mge dl cgelffbsa Ta h eb c i eh

cj gh e efbdbsa c h qjcbfamr dbm hgd gd è hd cgjjbhbeed
e hgd amgd
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θ1
eb imcg d baq cbgc fir è h m
θ2 eb i cg d dl cbgc
fi ibamc d

lr fl aeg hj
gc egd cb hh m h m
d d baa gd a gdr ijd cbhhd
θ3
mbaa la eb imcg baq cbgc fi r hh mba la eb imcg
θ4 la cb
baq cbgc fi r è h gmc mba la eb imcg dl cbgc fi r è j
θ5 i d

cb hh m m
d baa la eb i cg dl cbgc fi
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Varillas Diámetro de las Pagos Resultados

elaboradas varillas
0 0 x1
0
−3 x2
0
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θ 1(0
θ2 (0,
1 3679
) 14 4 x3
14 −6 x4
2
9 6)
39
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35
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a h e fe mc èfmgcb cfa hgd cdlhmegd
x1 , . . . , x6 l

baebf a h
d a afb d l h qjcbfam gjmbar cgabamd e hgd cdw
fmbgd cdlhmegd Zl aeg cgelf la cbhh r dl eb imcg dc dl
w
cbgc fi r fga cgjjbhbee −1
e = 0, 3679
ibamc d lr fl aeg
cgelf egd cbhhdr dl eb imcg dc dl cbgc fi r fga cgjjbhbee
−2 Yd gmc d cgjjbhbeed d fhflha e q gci dbibhc

e = 0, 1353
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w
dfbgad fga la fgaé lamg ildbfh r c c jc a ebdfg dld fafbgad
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g ag h c jfbsa Ta fdg ci mbgr ej chb cd h cadeg e hgd
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dlhmegd e h clj e icfegr h fgi ó le efbebc amc c g
ag h icfeg a fbga h

\l ga l h fgamc mg e cgelffbsa dmblh la g e S db d
c ja hd fafbgad Ze c jfbsa mba la fgdmg é g e v i d la $

fgdmg cb jh e gc ebdfg h cfbg e am e fe ebdfg d \b d
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ì

cbga hiam dmg le ec hl c la efbdbsa gdmcbgc e ebdmcbjlbc
a fbga hiam S ebdfgd ebfbga hd \b d dfg e baieb mg h
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a fbga h r cg d la cebfmgc ebag e fga a $
Peso netos Resultados
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áâãäåY Æ ]Æ ] âflgfjf k_ æg¡ch k_ k_àba±d k_ hf `cjeff k_ lgf¡fà±dn
Y clj e icfeg è h icfeg a fbga h baieb mg mbaa ûôbmg
fga cgjjbhbeed rv è r cd fmbiam \b h clj e icfeg

d ôbmgd r amgafd h icfeg a fbga h d ôbmgdg fga cgjjbhbee ru

ibamc d l db h clj e icfeg d la qc fdgr amgafd h icfeg
a fbga h d la qc fdg fga cgjjbhbee r Zgadmclè h eb c i eh
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cj gh e efbdbsa e h fgi ó e c jfbsa è dbm a ûh hgd gd è
hd cgjjbhbeed e hgd amgd
Q×ÖøåäÕßP Y dmclfmlc eh cgjhi e efbdbsa e h fgió e

c jfbsa cf a h eb c i e cj gh e efbdbsa e h $lc S S
M
l hd efbdbgad ej a fcd a egd md ebq camd è
^gmigd
q $
l f e f g igamcbg d baebf dgjc hd c ib ffbgad cd fmbdr
m
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h cgjhi e efbdbsa X gc cigd h cgfebibamg c afgamc c

h mc èfmgcb smbi l d ej dlbc
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pc fe mc èfmgcb d d fb f cbicg h g a dl lamg mcib
w
a h M
Ylgr edh aegd fb mc dr d fhflh h g amg d c eg

c fe ageg e bafcmbelijc è dl hgc d dbm a h cd fmbg
ageg Th g fgccd gaebam la ageg e efbdbsa d h gjmabeg e

dhffbga c h ié gc g amc hgd gd edfcbmgd hd c i d dgfb ed
fga dm ageg
Th g dgfb eg h ageg babfb h ccdam h g amg d c eg

cgabam eh cgjhi e efbdbsa l d dm a hb aeg Zl aeg d

aflamc dm g d babfb h dhffbsa e h dmc mb smbi l ej
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dlbc h efbdgc hh d beamb f fga h mc èfmgcb i d fgaabam a
h cj gh e efbdbsa pc dmjhfc dm mc èfmgcb r a fe ageg e

efbdbsa d dhffbga h c i l fgael f h ié gc g è d gea

hd c i d cdmamd dm i ac r ede la fgiba g d fgagf h

fibag dlbc r e flceg fga hgd amgd l d èa cdamaeg
O P P mciba h dmcmb smbi l ej dlbc h cam

Ü ÝÞ÷Ö× ý ú
e h fgió e c jfbsa Ké ihg S S L è dl a afb h dlbc dm

dmc mb
Q×ÖøåäÕßP Tdmjhfigd cbicg hd aafbd dced c hgd agegd

e bafcmbelijc T m m m S r S
f r g è h d d dga r cd f b ia r −
e
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fga bal fbsa fgadbec igd gd agegd e efbdbsa r è
− c d
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c h cbicg d dfg h i ègc hgc amc S è u r c h
−
dlaeg d dfg h i ègc hgc amc S è " è c h ageg
− −
h i ègc hgc amc è pgdmcbgciamr fhflhigd h
e d dfg −
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h m
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dl cbgc r fgafhlbigd l h a afb d c e a h ageg e efbdbsa
d v
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jm_bgf _h ¿fhhfèlc k_ hf gfé_`cgaf ±eajfn
flceg fga hgd emgd amcbgcdr h cam d bafhba gc h clj
e icfegr edfcmaeg hd gmc d hmca mbd \b h clj e icfw

eg d la qc fdgr gcea h dld adbsa e h c jfbsa r gjmabaeg h
clj $
a h e " a fdg fgamc cbgr gcea h icfeg a fbga h r
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fgi ó e c jfbsa r h dlbc dm dmc mb r d h a afb d c e
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a h ageg e efbdbsa Th cgfebibamg amcbgc d cfb fhc iam

$
a h lc S x
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Ü ÝÞ÷Ö× ý PP Ta h cgjhi mcmeg a h é ihg r dlga l
h ham t d dfgbe fga cgjjbhbee r" mciba h dmc mb

smbi l ej dlbc h icd è h fgdmg d c eg h dlbc dm
dmc mb
1.289,20
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ûcg le fgig d baebf a h $lc S
Zga h $a e dmjhfc h dmc mb smbi l ej dlbc h i
w
cd r M hhigd hgd fgdmgd d c egd l fgccd gaea hgd agegd e
bafcmbelijc r p m m h h h
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h m m
c e d c cdr dm fgdmg ióabig d h fgdmg d c eg jé g bafcmbeliw
jc
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S äæØÔæÞæ çÝÖ ãÔâ×Ö çÝ çÝåäáäÕß

S Zgadmclè h eb c i eh cj gh e efbdbsa e h fgi ó
X iafbga e a h é cfbfbg u
S Zgadmclè h eb c i eh cj gh e efbdbsa eh qjcbfam
iafbga eg a h é cfbfbg v
S " à qjcbfam e é llmd ej efbebc db cgelfbc g ag la

`
ègès a efbdbsa babfb h gecó dc hhc fj g la clj
e icfegr ebdmcbjlbc a fbga hiam h ègès g dbihiaw
m jaega c h cgelffbsa Th qjcbfam mijbûa mba dmd
M
egd hmbi d hmca mbdr db f h clj e icfeg Zgadw
mclè h eb c i eh cj gh e efbdbsa c h qjcbfam
S S à icd dm bamcde a fgamc mc cdga h dba ô

w
M
cbafb r c hg fl h gecó fc la clj e bacdg
Yd cdga d fgamc med cmbfba a la cgc i e a
w
mca ibamg e la id \ghg dga cmabegd hgd ihegd l
ma a la caebibamg dmbdqfmgcbg Zgadmclè h eb c i
eh cj gh e efbdbsa c h icd
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çæçÝá

S x Ta h é cfbfbg S " dl ga l la ûôbmg a fbga h bafcia
w
mc hd a afb d a x è la qc fdg hd celfbc a

ibamc d lr h jaegag e h cgelffbsa ag fijb c hd
M
a afb d Y clj e icfeg fgdmc \b ag d f
clj e icfegr h cgjjbhbee e la ûôbmg a fbga h d
M dmbieg a rSx \ dli l rx d h cgjjbhbee e

gjmac la cdlhmeg qgc jh a h clj e icfeg Y
cgjjbhbee e la ûôbmg a fbga h r ee la clj qgc
ì í ì í w
jh edqgc jh e icfegr d r r Ta h eb c i

e cj gh e efbdbsa c h qjcbfamr dbm hgd gd è hd
cgjjbhbeed e hgd amgd
K
S Ze cdga amca e l d cmabe gc h icd é c
w
L M
fbfbg S S h ccdam dm la gccg dhcb h e r fga
chfbsa h cdga h fgamc meg fga ô cbafb Zgig iebw
M
e e gr h icd dfgbeg gc iheg dm gccg M
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dhcb h \l ga l h cgc i e amca ibamg fldm

" gc dbc am eibmbeg cgbdbga hiam è l h clj
e mbmle c h bacdg fldm v gc dbc am Th fgdmg

eh amca ibamg d cfl c eg dghiam c h cdga h

cmabeg ibamc d lr h fgdmg e h clj e mbmle ej
M
eelfbcd eh gccg dhcb h \b h cdga h fgamc meg ag d
h Mf clj e bacdgr h cgjjbhbee e l ma la
caebibamg dmbdqfmgcbg d rS Y cgjjbhbee e l la
cdga d h clj e bacdg d rx è h cgjjbhbee e
gjmac la caebibamg dmbdqfmgcbg fl aeg d fgamc m cw

dga h l M deg ìag M degí h clj e bacdg d
ru ì r"í Ta h eb c i e cj gh e efbdbsa c h icd r
dbm hgd gd è hd cgjjbhbeed e hgd amgd

S v Ta h é cfbfbg x dl ga l M è la mcfc i lba
ebd gabjhr hhi e mb g " Th h lbhc e dm i lba fldw
m è h fgdmg e fgccbc hd cmd eq fmlgdd K gc
labee L ej dc fljbcmg gc h ldl cbg e h i lba \lw

ga l h gcfamé e cmd eq fmlgdd cgelfbed gc
h i lba d eh ª g h ª r fga h ibdi cgjjbhbee
Zgadmclè h eb c i eh cj gh e efbdbsa e h fgió
X è dbm a ûh hgd gd è hd cgjjbhbeed fgccd gaebamd
S Zgadmclè h eb c i eh cj gh e efbdbsa c h aeegc

e cbdmd iafbga eg a hgd é cfbfbgd x è \bm a ûh
hgd gd è hd cgjjbhbeed fgccd gaebamd
S u Zgadmclè h eb c i eh cj gh e efbdbsa eh qjcbfam

iafbga eg a h é cfbfbg \bm a ûh hgd gd è hd
cgjjbhbeed fgccd gaebamd
S à qjcbfam e é j gad ed emciba c db icfec g
ag la cgelfmg alg ple gcea c la clj e icfw

eg gc S Y a afb c la cgelfmg ôbmgdg d e u

ibamc d l h qc fdg e h i cf ecó hl c la ûcebe
e Sx Th ag icfeg ag fijb c hd a afb d Th qjcbw
M
fam é l eg lr dba ildmcgr h cgelfmg maecó la
gdbjbhbee e ûôbmg eh S ª
Y clj e icfeg dc q
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w
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gc jh fga la S L
e gdbjbhbee g edqgc jh eg la
cdlhmeg qgc jhr h gdbjbhbee e ûôbmg eh cgelfmg d M
dmbi eg a la u ª
Ta fdg e la cdlhmeg edqgc jhr h
M
gdbjbhbee e ûôbmg eh cgelfmg d dmbi eg a la ª

Zgadmclè h eb c i eh cj gh e efbdbsa c h qjcbfam
i i
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S

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S ¤ B
ð ð ì ñì ñí

è dbm a ûh hgd gd è hd cgjjbhbeed e hgd amgd

SS ÜÖÝååäÕß çÝ Öæ àÔæ Ýåà×Ôäæ Õ÷à äÞæ
S eg h eb c i e cj gh e efbdbsa e h $lc S vr Mhh h

hgc e h cgjjbhbee e r db hd ffbgad X è t dga bl hw
iam amé gdd c h efbdgc Ygd gd baebfa a afb d
p 20
1−
p
60
p ||
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p 20
1−
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áâãäåY Æ ]î]
S ®Zlamd cbhhd ej hjgcc h qjcbfam iafbgaeg a
h é ihg S " r fga h $a e i ôbib c dld a afb d ¯ ®Zl h
d dl a afb d c e i ôbi ¯
S " ®Zlamd fgbd ej gceac h aeegc e cbdmd Ké cfbw

fbg S L fga h cg sdbmg e i ôbib c dld a afb d ¯ ®Zl h
d dl a afb d c e i ôbi ¯
S S ®lû i lba ej mgic a h lbhc h fgió X Ké cfbfbg

S vL fga h $a e ibabib c dld fgdmgd ¯ ®Zl h d h fgdmg
d c eg ióabig ¯
S x mciba h dmc mb l dlibabdmc h qjcbfam e é ll

md Ké cfbfbg S xL h i ègc a afb d c e ®Zl h d dm
w
a afb ¯
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Su

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S mciba h dmc mb l dlibabdmc h icd iafbgw

a e a hgd é cfbfbgd SS è S h i ègc a afb d c e
®Zl h d dm a afb ¯
S v mciba h dmc mb l dlibabdmc h qjcbfam e é jgw
ad Ké cfbfbg S L h i ègc a afb d c e ®Zl h d dm
a afb ¯
S à qjcbfam cgelf la fbcmg mb g e hiba flèg d dgc
a ibhóimcgd dbl h ebdmcbjlfbsa agci h fga ieb x r è

cb a
1/4
Th fgdmg e hj gc c fe hiba d x Th q
w
jcbfam le cgelfbc la hiba fgig adèg g cgelfbc
ebcfmiam la hgm e hiba d Y hiba e adèg mbw

a la fgdmg ebfbga h e è a fdg e l h qjcbfam

ag fgamba fga h cgelffbsa eh hgm mba la ûcebe e
" Th qjcbfam ae h hgm gc u r db a dm dm è M
h iagd hiba d fga la d dgc e x g i d ibhóimcgdr
hg fl h fgadmbmlè la ûôbmg c ûh Zl aeg ûh hj gc dgh
w
M
iam la hiba r le cgf c h ô cbafb r l e
hh d edcaer a h cgelffbsa eh hgm Th d dgc e hd
hiba d a h hgm dbl h ebdmcbjlfbsa agci h fga ieb x r
è cb a r fl aeg h hiba e adèg mba la d dgc

1/9
iagc e x ibhóimcgd è dbl h ebdmcbjlfbsa agci h fga iw
eb x r è cb a
1/64 r fl aeg
h hiba e adèg mba la
d dgc i ègc g bl h x ibhóimcgd Zgadmclè h eb c i

eh cj gh e efbdbsa c h qjcbfam è dbm a ûh hgd gd
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e gd amgd g dmegd e h a mlc h Tdm le ôcdcd fgig
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Th cg sdbmg e dm fómlhg d a hb c hd dbml fbgad a l h efbdgc
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l ej egmc la ffbsa

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Y ch e tèd d lmbhb c fgijba c h ebdmcbjlfbsa cbg
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cb è h baq gci fbsa ildmc h r fga h a e emciba c h ié gc ffbsa
l ej egmc h efbdgc pc c dm fgijbafbsa fgadbecigd h
cb jh hmgcb
(θ, X) r egae θ d
h la amg g dmeg e h amlw
c è
h h q
ba gci fbsa g abe cmbc e la ô cbiamg
jm
X baebf
l gecó fgadbdmbc a h mgi e la ildmc hmgcb Zlaeg ijd
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θr X = jr
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X è θ cd fw

mbiam Ta h fdg a l h cb jh m h m j
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gdmcbgcb e r ee r d ôcd a h q gci
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m m Z h jh m j û m
X è θ cd f b ia l aeg cb X i b a d fga bal r d
gjmbaa hd ôcdbgad dblbamd
fX/θ (x/z)fθ (z)

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le dc lde fga dm cg sdbmg pgc hg mamgr h shgg ej fga c $
a la hgc dljé mbg e h cgjjbhbee \l ga l ûh fc l è M
la gdbjbhbee eh ª
e afgamc c mcshgr dg dr db
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è
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θ
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e cj gh d d h h dlfdbsa a l gflcca hgd amgdr h qlafbsa e
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X θ
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X
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k_h l_±hclcn
Ta hl c e ihc hgd cj ghd e cgjjbhbee d le cflccbc h
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cgjjbhbee fgaebfbga h pc bhldmc c h ldg e i mcbfd dmgfdmbfd

dl gaigd l h cb jh m h h h jh
θ gi gd gcd 0, 1, 2, . . . , m è cb
m h h m $ h jjbhbeed
X gi gd gcd 0, 1, 2, . . . , n abigd a gafd d cg
i = 0, 1, . . . , m
m
dblba d c è
j = 0, 1, . . . , n
pij = P {X = j/θ = i} KxxL

p∗ji = P {θ = i/X = j} KxL
rji = P {X = j, θ = i} KxvL
è
qi = P {θ = i} KxL
pc fgadmclbc h cj gh e efbdbsa d ej fgagfc h i mcb
∗
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P∗ =
Zl aeg ag d dó r d ej beamb fc h i mcb dmgfdmbf
P =
(pij )m×n
è h i mcb eb ga h Ylg ldigd h i mcb
Q = (qi δik )m×m
mc adldm e
P
c fhflhc h i mcb R = (rji)n×m ieb am h
q scilh
R = P tQ KxuL
Y qlafbsa e qcflafb e
X d gjmba dli aeg gc $hd hgd hw
iamgd e h i mcb R r dmg dr
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m
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P {X = j}
d Mhh h imcb dmgfdmbf P ∗
ÜO ÝÞ÷Ö× ú Pê P `d h cgfebibamg i mcbfb h c fhflhc Ké ihg xL
X è i cb P ∗
h qlafbsa e qcflafb e h cb jh h m
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Q×ÖøåäÕßP Yd imcbfd P è

Q

0,90 0,10
P =
0,15 0,85
è

0,40 0
Q=
0 0,60
cdlia h baq gci fbsa eh cbic cj gh e cgjjbhbee e h $lc x
M
X gc r e h q scilh KxuL gjmaigd h imcb

0,36 0,09
R=
0,04 0,51
Tamgafdr h qlafbsa e qcflafb e h cb jh # è h imcb dmgw

fdmbf dga
P∗
è
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è

∗ 4/5 1/5
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4/55 51/55
lr fgig le gjdccdr ciha h dlaeg cjgh e cgjjbhbee
e h $lc x
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jd c h mgi e efbdbgad Th cj gh d babfb fga h m l
baghlfc h hmca mb e gjmac g ag h baq gci fbsa ô cbiamh
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Ta fdg ci mbgr a hd c i d eh ageg e bafcmbelijc d dbm h
ebdmcbjlfbsa e cgjjbhbee e h cb jh m h
X r egae X c cda
baq gci fbsa ô cbiamh pgdmcbgciam d mbaa a flam hgd agegd
e efbdbsa edlûd e hgd fl hd baa hgd agegd e bafcmbelijc a

flèd c i d d dbm a hd ebdmcbjlfbgad fgaebfbga hd e h cb jh
θ
Zl aeg h efbdgc ag cflcc h baq gci fbsa ô cbiamh r d ih
h ebdmcbjlfbsa cbgcb e h cb jh
θ
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Vflûced l h hgc dceg e h baqgcifbsa cqfm baebf
h hgc e h baq gci fbsa beh fcf e hgd ebcdgd amgd dm

i ac r db h fgdmg e h baq gci fbsa d i ègc l h hgc d c eg e
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h baq gci fbsa cq fm r h c ib ffbsa cgabam e lhh baq gci
w
M
fbsa d edfcm eh cj gh r fbaeg fga hhg baafdcbg h fhflhg e hd
cgjjbhbeed gdmcbgcb è e dg jcb aeg h cj gh e efbdbsa
O
Ü ÝÞ÷Ö× ú õ PP
Ta h é ihg x dli l h fgafdbsa d aebe gc
h edfljcbc mcshgr h fgdmg e cq gc fbsa d è h fgdmg eh
ô ia ôhgc mgcbg d x mciba h dmc mb smbi eh el g eh
mccag
Q×ÖøåäÕßP Y $lc x ildmc h ebci eh cjgh e efbdbsa l

bhldmc hd dfgafb d eh elg eh mccagr la da fgagfbegd hgd
cdlhmegd ôhgc mgcbgd
\b h efbdbsa babfb h d ag q fml c la ô ia ôhgc mgcbgr amgafd
M
h dfgafb r cq gc c g jaega c r ej fcd dba baq gci fbsa r hg fl h

d ildmc a h ageg e efbdbsa e h cm baq cbgc eh cj gh X ló r hd
cgjjbhbeed cbgcb gcbba hiam gjmabed d hbfa hgd amgd
mcshg è ag mcshg
Tq fml aeg h baelffbsa Mfb mcd Mhhigd l h ôhgcfbsa cgw

elf la a afb d c e e S" r l d dl cbgc h a afb d c e
h ag M fc ldg eh ô ia ôhgc mgcbg Y dmc mb l i ôbib h
a afb d c e fgadbdm amgafd a M fc h ô ia ôhgc mgcbg db

d qgc jhr cq gc c r cg db d edqgc jhr jaega c
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Zgadbecigd gc i d emabeiam h fdg a l la efbdgc

ed jldfc baq gci fbsa r ieb am h chb fbsa e la ô cbiamg g

cflccbaeg la ddgcó l h qfbhbm la jla efbdbsa
M
Ta ilf gd fdgd h ô cbiamg l hh fj g la efbdgc fgadbdm
a mgi c la ildmc hmgcb e la gjhfbsa flèd fc fmcódmbfd

N
ba lèa a hgd gd qlaeiamhd ^mlc hiamr h dfgafb eh
efbdgc e ae eh cdlhmeg eh ildmcg cmbflhc
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à d li e ildmcg le a hb cd beamb faeg mgegd hgd
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áâãäåY Í]] âflgfjf k_h æg¡ch k_ k_àba±d k_h km_c k_h _gg_dcn
cdlhmegd gdbjhd e h ildmc è mged hd dmc mb d e l ebd ga

M
h efbdgc Th ildmcg d la cc ibam l h dbc h efbdgc c
dhffbga c h ié gc dmc mb r dmg dr h l h d h h ié gc ffbsa

c fl h lbc cdlhmeg cmbflhc e h ildmc Zl aeg d mgi la
M
ildmc r d f dba cdmbmlfbsa è dba gcea r c hg fl h d afdbm h
M
ldg e h ebdmcbjlfbsa b cgiûmcbf
Ta h é ihg xS cigd h fdg a l h efbdgc fle la ddg

$
w
có fga h a e egmc h ié gc ffbsa è a h é ihg xx bhldmc cigd

M
h ihg e h ebdmcbjlfbsa b cgiûmcbf fl aeg h efbdgc cflcc h
ildmcg fga h ibdig cg sdbmg
O PP
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w M
mfbsa e la fgaé lamg ildbfh Yd a afb d e aea eh dmeg eh

mbi g db d hhlbgdgr h fgaé lamg bce x r db dm aljheg bc
w
e x è db dm dgheg a Th fgaé lamg le fafhc dl
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cdamfbsa r ffbsa l ec hlc
la ûcebe e Xei dr
baflccbaeg a la fgdmg ebfbga h e x r h fgaé lamg le gjmac baw

q gci fbsa dgjc h dmeg eh mbi g Ta h dblbam mjh d ea hd
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cebffbgad e h g fba afc e e mh baq gci fbsa
pcgjjbhbee e l h cebffbsa d

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Xei dr d a dm g fba hd cgjjbhbeed e hhlb r alj gdbee è
dg dga rr r" è r cd fmbiam mciba h dmc mb smbi

h
eh fgaé lamg ildbfh
Q P
×ÖøåäÕß Y i mcb h h m
P e d cebffbgad è i cb eb ga
h Q e h
qlafbsa e qcflafb eh dmeg fml h eh mbi g dga
 
0,7 0,2 0,19
P = 0,3 0,5 0,2 
0,1 0,1 0,8
è
 
0,1 0 0
Q =  0 0,3 0 
0 0 0,6
M
 
0,07 0,09 0,06
R = 0,02 0,15 0,06
0,01 0,06 0,48
Tamgafd h qlafbsa e qcflafb e h cebffbsa eh mbi g d
P Lp = 0,22 P Np = 0,23 P Sp = 0,55
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ô h imcb e hd cgjjbhbeed fgaebfbgahd eh dmeg eh mbigr

eed hd cebffbgad l dgjc h ibdig d M a MfMgr le amgafd
fgig dbl
 
7/22 9/22 6/22
P ∗ =  2/23 15/23 6/23 
1/55 6/55 48/55
Ta h cj gh e efbdbsa e h $lc x" d gjdca hd cgjjbhbw

eed fgaebfbga hd eed a h i mcb h jjbhbeed e hd
P ∗ è d cg
cebffbgad eh mbi g Ylg e M hhc h mc èfmgcb smbi a h c
w
j gh fgafhlbigd l h fgaé lamg ildbfh ej lmbhb c h dcbfbg dgjc h
dmeg eh mbi g db h cgasdmbfg d hhlb g alj gdbeer ej fafhc

h fgafbcmgr ibamc d l db d dgh r ej hhc fj g h cdamfbsa
Y i ôbi a afb l d c gjmac h fgaé lamg ildbfh d "S r
f a bee l fgadlbcó lmbhb aeg h dcbfbg dgjc h dmeg eh mbi g

m
Zl aeg ag lmbhb dm dcbfbgr d c a c hg i d " chb aeg
h cdamfbsa
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Ü ÝÞ÷Ö× ú ú P P Th cgbmcbg e la hifûa l gcea la hgm e
cmóflhgd le bad ffbga c la ildmc e mi g g bad ffbga c h
mgmhbee eh hgm Y bad ffbsa h ccdam h hi fûa la fgdmg e S

gc cmóflhg è fe cmóflhg eq fmlgdg d cih eg gc h cgegc
Zl aeg h cgbmcbg eh hi fûa bad ffbga dghiam h ildmc r
c ga gc dl flam hgd fhbamd hgd cmóflhgd

l dmgd elha
gc eq fmlgdgdr mabaeg dó la ûcebe e gc labee eq fmlgd

pgc gmc cmr fe labee ag eq fmlgd l d ae h ccdam h
hi fûa la a afb e

pgc ô cbafb d dj l h cg gcfbsa m h q m
θ e c ófl gd e f lgdgd
q q
a h hgm mba h dblbam lafbsa e cflafb
è
P {θ = 0,10} = 0,7 P {θ = 0,20} = 0,3
mciba h dmc mb smbi eh cgbmcbg eh hi fûa
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ebdmcbjlfbsa Mb cgiûmcbf fga c imcgd r r Tamgafdr h
θ
i mcb e hd cgjjbhbeed fgaebfbga hd e h
P X r e egd gd ebcdgd
h
gcd e h i cb eb ga
m h h q q
lafbsa e cflafb e h
θr è Q e
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p(
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n
ació
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tie sob
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o
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áâãäåY Í]] âflgfjf k_h æg¡ch k_ k_àba±d k_h `cdi mdc jmba`fh n
cg gcfbsa e cmóflhgd eq fmlgdgd a h hgmr le a h qgci

0,8091 0,1818 0,0091
P =
0,6384 0,3232 0,0384

0,7 0
Q=
0 0,3
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M
X gc r e h q scilh xu gjmaigd h i mcb
 
0,5664 0,1915
R = 0,1272 0,0970
0,0064 0,0115
Tamgafd h qlafbsa e qcflafb eh a icg X e cmóflhgd eq fw

mlgdgd a h ildmc d
P {X = 0} = 0,7579 P {X = 1} = 0,2242 P {X = 2} = 0,0179
ô
h i mcb e hd cgjjbhbeed fgaebfbga hdr e h cg gcfbsa
m h q m h h m h
θ e c ófl gd e f lgdgd a g r e eg a icg X e c ófl gd
m h

eq fmlgdgd a h ildmc r le fgig dbl
 
0,7473 0,2527
P ∗ = 0,5675 0,4325
0,3575 0,6425
Ta h $lc xS d ildmc h cjgh e efbdbsa egae d dbma h

qlafbsa e qcflafb e è hd cgjjbhbeed fgaebfbga hd eed a h
X
i mcb T m j h h hm
P ∗ a d c g fgadbec igd cbicg gd cdl egd e ildw
h
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w

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57
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812,27
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n total
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ue 0(0,7) 900
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e
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(V EIM ) = |(P EIM ) − (P EBI)| KxL

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x à aeegc dm am h hmca mb e fgic c g ag la hgm
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ag eq fmlgdg Y cg gcfbsa e j gijbhhgd eq fmlgdgd mba
h dblbam qlafbsa e qcflafb
è
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w

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da j m è agci h h bl h l h q gci fgig d dmjhf h mi g
smbig e h ildmc
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Ta la cgjhi e efbdbsa d cflcc h ildmcg jbagib h fl aeg

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egd dljw
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mgi la ildmc ag gcea e è fga cdmbmlfbsa a h fl h d c é a r N
a mlc hiamr hd egd fc fmcódmbfd
l gd h gjhfbsa

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P {X = j} = p (1 − p)n−1 , j = 0, 1, 2, . . . , n
j

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e t M
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mba ebdmcbjlfbsa jbagib h fga c imcgd l d h mi g e h
θ l d
ildmc è h cg gcfbsa e cmóflhgd eq fmlgdgd a h hgm Xdó r
h i mcb h jjbhbeed fgaebfbga hd e h
P e d cg X r e egd gd ebcdgd
θ è i cb R r le a a
hgcd e h m h q gci

0,81 0,18 0,01
P =
0,64 0,32 0,04
è
 
0,567 0,192
R = 0,126 0,096
0,007 0,012
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Tamgafd h qlafbsa e qcflafb eh a icg X e cmóflhgd eq fw

mlgdgd a h ildmc d
P {X = 0} = 0,759 P {X = 1} = 0,222 P {X = 2} = 0,019

è h i mcb e hd cgjjbhbeed fgaebfbga hdr e h cg gcfbsa
θ e cw
móflhgd eq fmlgdgd a h hgmr eeg h a icg m h q m
X e c ófl gd e f lgdgd

a h ildmc r le dó
 
0,7470 0,2530
P ∗ = 0,5676 0,4324
0,3684 0,6316
0)
816,10 0 (0,747 892
θ = 0,1
te
el lo
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0 (0,253 592
0)
Inspecció
n total
800
)
59
0,7
0(
792,28 76)
0(0,56 922
=
θ = 0,1
X
lote
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Ac 0(0,43
X = 1(0,2222) 24) 622
800 Inspecció
n total
800
o
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2(
m
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762,52 (0,368 952
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0
θ = 0,1
19
c
Ha
e
l lot
c e ptar e θ = 0,2
0(0
A ,6316) 652
812,22
800 Inspecció
n total
800
No
ha
ce rm
ue 0(0,7) 900
str
eo θ = 0,1
e
l lot
c e ptar e 810,00 θ = 0,20(0,3 600
A )
810,00 Inspecció
n total
800
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qlafbsa e qcflafb e h jjbhbeed fgaebfbga hd eed a
X è d cg
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h i mcb Zgig geigd gjdcc r hgd fijbgd l d g c a dga
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r r cg h mc èfmgcb l ûh ej dlbc fgamba dbaeg h ibdi
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Xdlibigd l h ebdmcbjlfbsa cbgcb eh dmeg h m h
θ e a lc d
h ebdmcbjlfbsa j m fga c imcgd m
α è β a g c d
hjc dr h qlafbsa
e eadbee e h cb jh ba ee gc
θ
f (z) =
Γ(α + β) α−1
z (1 − z)β−1 , 0≤z≤1 KL
Γ(α)Γ(β)
\l gaigd ei d

l h a icg hm m
X e cdl egd l baa
h
m m
f c f cód bf h K
c alic h m
a cbgc dbl h L
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m j j
fga c imcgd

z n K L
è Tamgafdr e h q scilh xS maigd
Z 1
n Γ(α + β) α−1
P {X = j} = (1 − z)n−j z (1 − z)β−1 dz
0
j Γ(α)Γ(β) K"L
n Γ(α + β) Γ(α + j)Γ(η + n − j)
=
j Γ(α)Γ(β) Γ(α + β + n)
Xdó e h q scilh Kx"L maigd

f (z/X = j) =
Γ(α + β + n)
z α+j−1 (1 − z)β+n−j−1 , 0 ≤ z ≤ 1 KSL
Γ(α + j)Γ(β + n − j)
dmg dr h ebdmcbjlfbsa gdmcbgcb e h cb jh h m j j m
θ d ebd cb lfbsa
fga c imcgd T h h m j
α + j è β + n − j a fgaf ldbsa r fl aeg ebd cb lfbsa
h m
e d eg
θ e h m
a lc h d j
m è d hh f j g la ildmcg
jbagib h r h ebdmcbjlfbsa gdmcbgcb e mijbûa d j m
θ
O
Ü ÝÞ÷Ö× P P
ê \l ga l h fgi ó iafbga e a h é ihg
ô iba egd qc dfgd c dj c db dma g ag jba adegd ijbûa

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dl ga l h cg gcfbsa q
θ e c dfgd l h i lba hha ih dbl
h ebdmcbjlfbsa j m fga c imcgd è mciba h

dmc mb smbi e h fgi ó
α = 2 β = 78
Q×ÖøåäÕßP Th aicg X e qcdfgd ih adegd a h ildmc mba h

qlafbsa e qcflafb
P {X = 0} = 0,951 P {X = 1} = 0,048 P {X = 2} = 0,001
Xei dr h cg gcfbsa d c e e qc dfgd i h adegd ba dc

èr gc mamgr dba ildmcg igd l hgd fgdmgd d c egd
Eθ = 0, 025

fl aeg h fgi ó egm h ffbsa m m m
a1 fga c c la ô c g c cw

é ldmc h i lba è fl aeg egm h ffbsa
a2
ag fgamc mc ô cmg
hlagr baa dc

l(a1 ) = 300 + 10 000Eθ = 550
è

l(a2 ) = 20 000Eθ = 500
M
X gc r h ebdmcbjlfbsa gdmcbgcb e h cg gcfbsa
θ d j m fga
c imcgd è Xdó r
2+j 80 − j
2+j
E(θ/X = j) =
82
Tamgafdr fga ildmcgr hgd fgdmgd d c egd fl aeg h fgi ó
egm hd ffbgad è dga
a1 a2

l(a1 ) = 300 + 10 000E(θ/X = j)
db

543,90
 X=0
db
= 665,85 X=1
db

787, 80 X=2


l(a2 ) = 20 000E(θ/X = j)
db

487,80
 X=0
db
= 731,71 X=1
db

975,61 X=2

i i
i i
i i

v
S
i i

v ì ïí õ B B ìíî AðBï

òðì ñ ñíîð ðí CñîíAñ
Ta fgafhldbsar db h iagd lag e hgd qc dfgd e h ildmc dm i h

adegr h fgi ó ej fgamc mc la ô cmg c é ldmc h i lbw

a r ibamc d l db a h ildmc ag cfa qc dfgd i h adegdr ag
ej fgamc mc ô cmg hlag
ö5 ý<GH89G: =<U7;: WUH G;>UH H:7 W:H GJG78:H
Ta hgd alic hd amcbgcd d mc ms h cgjhi ac h e h mgi e
M
efbdbgad fga baq gci fbsa ildmc h X gc fgadbec igd la c fmbf

lde fga qcflafb è d h lmbhb fbsa e la ildmc hmgcb r c

hlg a hb c h cgjhi ihaeg la ieb e h ildmc
M
Zgig amdr dlibcigd l dghg è egd fc fmcódmbfd gdbjhd a

h gjhfbsa l d dm fgadbec aeg è \ h jh
Xi cb l baebf

db a h û j m h m
iw dbi g dc fbsa ild c (i = 1, 2, . . . , n) d cda g ag
h fc fmcódmbf Ygd cgjhi d e efbdbgad d mc ma amgafd a h
ibdi q gci fgig d M MfMg amcbgciamr cg a hlc e h cbjh

X M
r gc lmbhb igd h ieb e h ildmc r
X = (X1 +X2 +· · ·+Xn )/n

ÜO ÝÞ÷Ö× Põ P Zgadbec h efbdbsa l d aqcam h elg e la

qjcbf c igecab c h i lba cb l mba \ h gqcfa egd mb gd
e i lba cb r X è t r ij gd fga h ibdi ffbee è fga$ jbhbee

Y mjh ildmc hgd fgdmgd eb cbgd c hgd egd mb gd e i lba cb
XYZ[Y ê]\] °cbc kafgac efgf _h f¡ga`fd_ n

óq}r t {qs{|q{ þruxr t {||ts{qtsxr þruxr t spqrs{qtsxr
o £
½
Ygd fgdmgd e ccaeibamg dga é gdr ibamc d $

l hgd fgdmgd e

qlafbga ibamg dga cb jhdr ldmg l d jda a h mbi g iheg
a h cgfdibamg e hgd cmóflhgd hj gc egd gc h qjcbfam

Zgig h a icg e cmóflhgd hj gc egd có e la eó gmcgr h
ieb eb cb d lde c dmjhfc h cgiebg e hgd fgdmgd eb cbgd

gc qlafbga ibamgr c fe hmca mb Zl aeg dm fgdmg d c
h fgdmg $é g gc ccaeibamgr h ieb eh fgdmg ebcbg mgmh cdlhmam
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õ AðBï ðí ì îòí B AðòñB Bíî íB ðË ðîïíB v"

dbc fgig iebe e g c h efbdbsa l egm h qjcbfam
Tdm fgdmg e ae e h ieb eb cb e cgelffbsa Xla l h qjcb
θ w
fam mba bafcmbelijc fcf eh hgc e r jd dl a hbdbd a egd
θ
hgcd gdbjhd e dm jjbhbeed rS è r
θ = 1 è θ = 2 fga cg
cd fmbiam
`
a hgc c ae eh dmbi egc e h ieb eb cb e cgelffbsa
Xe
j h
fceb b be e h h
gc m h
θ = 2 r iba c d l la gc l g e X
gè
h hgc
θ=1
Ta h mjh d ea hd ebdmcbjlfbgad fgaebfbga hd l
d gjmbaa c h qjcbfam gjdc dl cgelffbsa elc am
X r fl aeg

eó d mciba h dmc mb smbi eh el g e h qjcbf
XYZ[Y ê]] âbga¡màcd_b `cdkaàcdfh_b fegcñajfkfb k_ X n

k
´
P {X = k/θ = 1}
´
P {X = k/θ = 2}
´ ´£
£ ´ ´
Q P
×ÖøåäÕß Y i mcb h jjbhbeed fgaebfbga hd e
P e d cg

X e egd
θ
hgd ebcdgd hgcd e è h i mcb eb ga h
Q e
h q q
lafbsa e cflafb
e h
ieb eb cb e cgelffbsa le a a h q gci

0,50 0,40 0,10
P =
0,40 0,30 0,60
è

0,40 0
Q=
0 0,60
h q scilh KxL gjmaigd h imcb

0,20 0,06

R = 0,16 0,18
0,04 0,36
Tamgafd h qlafbsa e qcflafb e h ieb eb cb e cgelffbsa
d
X
P {X = 1} = 0,26 P {X = 2} = 0,34 P {X = 3} = 0,40
i i
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vS

i i

vS ïí õ
ì B
è h i mcb e hd cgjjbhbeed fgaebfbga hd e h ieb eb cb e
cgelffbsa r eegd hgd hgcd e h ieb eb cb e cgelffbsa r
θ X
le
 
0,77 0,23
P ∗ = 0,47 0,53
0,10 0,90
$
Ta h lc d dlibabdmc h eb c i eh cj gh e efbdbsa c
h qj cbfam Th a hbdbd e dm cj gh d jd a h fgdmg jclmg ldmg

M
l ag d mabeg a flam h fgdmg e gjmac hgd emgd ildmc hd
Y baelffbsa M
fb mc d baebf l h fgdmg d c eg ióabigr S rS r
d aflamc fga baq gci fbsa ildmc h è le hgc cd dhffbga aeg

h i lba cb e mb g X fl aeg h cgelffbsa eb cb gjdce d a

cgiebg e g cmóflhgd è dhffbga aeg h i lba cb e mb g t
fl aeg h cgelffbsa eb cb gjdce d a cgiebg e " cmóflhgd
M
Zl aeg ag è baq gci fbsa ildmc h gjdcigd l h fgdmg d c
w
eg jé g bafcmbelijc d Su r \b d ebdldbc e la cebfmgc cq fmg
c h hgc edfgagfbeg e h ieb eb cb e cgelffbsa r h qjcb
θ w

fam dhffbga có h i lba cb e mb g X fga la fgdmg e S fl aeg
h
m t
θ = 1 è i lba cb e b g fga la fgd g e
m x fl aeg
θ=2
dm
i ac r h qj m
cbf a M
có dm q
gc la ba gci fbsa ª
fga$ jh
è i ôbig h m x
f a be e r gc h baq gci fbsa ildmc h
ö5¥ òH: ;G WU ;>H89>V<=>? 7 7:9UW
Zgadbecigd la ildmc hmgcb e mi g

n r X1 , X2 , . . . , Xn r
cgabam e la gjhfbsa agci h fga ieb
µ è cb a σ 2 a d
T m
q gci r hd cb jhd m m m
X1 , X2 , . . . , Xn r dga il l ia bae aeba d è
ebdmcbjlbed beûambfiam fga
EX = µ è
V ar(X) =
σ2 KxL
n

Zgig a h alic h amcbgc r dlibcigd l dghg d cdama hd

f c fmcódmbfd è a h gjhfbsa l d dm dmleb aeg è l
Xi
baebf db a h w ûdbi gjdcfbsa ildmc h m
(i = 1, 2, . . . , n) d cda
i

g ag h fc fmcódmbf Zl aeg h mi g e h ildmc d chmbw
M
iam c aer fbaeg ldg eh gci eh Yóibm Zamc h r igd l
i i
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vx
v
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õÊ Bí òð òñBï ñCìñ!î îí A vx
h ebdmcbjlfbsa e h ieb d cgôbi h ebdmcbjlfbsa agci h fga

X
c imcgd è
µ σ 2 /n
)
(0,77 420
447,60 θ=1
oA θ=2
Tip (0,23 540
)
447,60
Tip
oB )
(0,77 460
θ=1
θ=2
6)
473,80 (0,23 520
2
)
(0,
=1
)
(0,47 420
X
483,60 θ=1
oA θ=2
Tip (0,53 540
)
486,40 X = 2 (0,34)
Tip
483,60 oB )
(0,47 460
θ=1
θ=2
X
491,80 (0,53 520

)
r eo
=3
es t
(0,
Mu
)
(0,10 420
4 0)
528,00 θ=1
oA θ=2
Tip (0,90 540
)
486,40 Tip
514,00 oB )
(0,10 460
θ=1
514,00 θ = 2 (0,9 520

N 0)
o
m
ue
s tr )
e o (0,40 420
492,00 θ=1
oA θ=2
Tip (0,60 540
)
Tip
492,00 oB )
(0,40 460
θ=1
496,00 θ = 2 (0,6 520

0)
áâãäåY ê]] âflgfjf k_h æg¡ch k_ k_àba±d k_h f¡ga`fd_ `mfdkc mbf mdf
jm_bgf k_ fjfc ÿ n
i i
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v

i i

v ìïí õ B
Xdlibigd l h ebdmcbjlfbsa cbgcb eh dmeg θ e h amlch
d h ebdmcbjlfbsa agci h fga c imcgd
µ0 è σ02 a g c d
m hjc dr h
qlafbsa e eadbee e h cb jh ba ee gc
θ
−(z − µ0 )2 KL

1
f (z) = √ exp , −∞ < z < ∞
2πσ0 2σ 2
Tdmjhfcigd fgambal fbsa h ebdmcbjlfbsa gdmcbgcb e h

w
cb jh
θ
abaeg a flam
l h bae aeafb e hd cb jhd
X1 , X2 , . . . , Xn
h
ag bi bf h bae aeafb amc hd cb jhd
h qlafbsa e ea
X è θr w
dbee e h ieb e h ildmc r baebfe gc r dm ee amgafd
X g(µ)
gc h bamc h
Z ∞
g(µ) = f (µ/z)f (z) dz
−∞
√
n(z − µ)2 (z − µ0 )2
Z ∞
n
= exp − − dz
2πσσ0 −∞ 2σ 2 2σ02
Ylg e hla d g c fbgad afgamc igd l

g(µ) =
 
√
KvL
 
−n(µ − µ0 )2
 
n 1  
√ exp −∞<µ<∞
n 1 
s
2πσσ0 n 1 2 2
2σ σ0 +

+
 
σ 2 σ02
 
σ 2 σ02
Xdó r h qlafbsa e eadbee fgaebfbga h e h cb jh e h ieb

θr e
e h ildmc r ba ee gc
X
s
1 n 1
f (z/µ) = √ 2
+ 2
2π σ σ0
nµ µ0 2 
   
+
KL

σ2 σ02 

 1 n 
1  
exp − +  Z −  , −∞ < µ < ∞
2 σ 2 σ02  n 1  
+

 
σ 2 σ02
 
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vv
u
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õÊ Bí òð òñBï ñCìñ!î îí A vv
Tdmg dr h ebdmcbjlfbsa gdmcbgcb e h cb jh d h ebdmcbjlfbsa

θ
agci h fga c imcgd
nµ µ0
+ 2
E(θ/µ) =
σ2 σ0 KuL
n 1
2
+ 2
σ σ0
è
KL
−1
n 1
V ar(θ/µ) = 2
+ 2
σ σ0
Ta fgafhldbsa r fl aeg h ebdmcbjlfbsa eh dmeg h m h
θ e a lc d
agci h hh
è d f j m h
g la ild cg agci r h ebd cb lfbsa gdmcbgcb
m j
e mijbûa d agci h
θ

Td bi gcmam agmc l a h i ègcó e hgd fdgd h dmeg
θ e

h a mlc h è h ieb e h ildmc ag mgi a hgcd e iagd
$ X

i d ba abmg pgc dm c sa r dl gac l hd cb jhd è mbaa
θ X
ebdmcbjlfbsa agci h fgaelf dghg cdlhmegd cgôbi egd ^g gjdmamr

c h i ègcó e hgd cgjhi d chd h ccgc d ilè l gr ibamc d
$
l h j a fbg l d hfa d cfb jh
ÜO ÝÞ÷Ö× Pý P pc h cgjhi hameg a h é ihg " emciba

h dmc mb smbi eh elg e h qjcbf fl aeg h ieb eb cb e h
θ dbl ebd cb lfbsa agci fga ieb µ0 = 3/2 è cb a

cgelffbsa h m j h
h ildmc hmgcb cgba e la gjhfbsa agci h fga
σ02 = 1 r è
ieb
µ=2
è cb a 2
σ = 16

Q×ÖøåäÕßP Th fgdmg iebg ebcbg c hgd egd mbgd e i lbacb le
ôcdcd a h q gci
(
300 + 120θ
c h i lba cb e mb g X
C=
400 + 60θ
c h i lba cb e mb g t
pldmg l h ieb ebcb dce e cgelffbsa ba dc Eθ =

3/2 r igd l dba ild cg fgd g d c eg eb cbg c el g e
m h m h
h qjcbf d S è Su fl aeg d lmbhb a hd i lba d e mb g X è t
cd fmbiam XMgc r h ebdmcbjlfbsa gdmcbgcb e h ieb eb cb

e cgelffbsa d agci h fga ieb
10(2) 3/2
+
E(θ/µ) = 16 1 = 22
10 13
+1
16
i i
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i i

v
u
i i

v ì ïí õ B
Tamgafdr
(
503,08
c h i lba cb e mb g X
E(C/µ) = c h i lba cb e mb g t

501,54

pgc hg mamgr db h el g e h qjcbf mgi la ildmc e mi g

eb r hh h fgafhldbsa e l ej dhffbga c h i lba cb e mb g

t Ujdcigd ei d l db h mi g e h ildmc d bafciam r
mijbûa d bafciam h ebq cafb amc hgd fgdmgd d c egd c dmgd
M
egd mb gd e i lba cb r hg l f l h el g e h qjcbf d c ci $
a dl efbdbsa
ö5ö TUU : ?8 >: ;G WU <GH89U

abaeg a flam l h ildmcg edi la h ilè bi gc
w

mam a h gmbib fbsa eh g d c eg c h efbdgc r cigd gc M

h q gci a l d aflamc h mi g beh e h ildmc fl aeg h

efbdgc ebd ga e egd ffbgad pldmg l fl amg i ègc d h mi g
e h ildmc r ié gc dc h g d c egr cg i ègc dc h fgdmg eh

ildmcgr h mi g e h ildmc ej dhffbga cd e mh i ac l
fga dl dfgafb d gmbibf h g d c eg c h efbdgc

Ta ac h r fe ildmc l d mgi d h dgfb la hgc fcómbfg r
ccdameg gc r h fl h baebf lr db a h ildmc

c è
c g i d
M
h m m m m
ia gd e e ciba e f c f cód bf r d eg m la m
ffbsa r ebd bam
h l d egm db h aicg e dmgd hiamgd d baqcbgc c Zlaeg
ag d M f ildmcgr d dl ga l h mi g e h ildmc d fcg è
gc fgadblbam mgi c h hgc fcg
c

Zga h cg sdbmg e fgagfc h mi g beh e h ildmc r cbicg
d fhflh h g d c eg è h hgc fcómbfg c la mi g

n e
h

ildmc hlg h fgdmg eh ildmcg d h cdm dm g db baebf la
a afb g d h dli db baebf la fgdmg Tdm cgfebibamg d f c M
hgd hgcd e h
n bl d K
fl aeg ag d f ildmcg r M Th L

1, 2, 3, . . .
mi g e h ildmc l e hl c h ié gc g d c eg cdlhmam d

h mi g smbig e h ildmc
i i
i i
i i

vu
u
i i

õõ ïA í !ïñAí òð AðBï vu
O
Ü ÝÞ÷Ö× PúP Th elg e la hifûa fgadbec h fgic e x jgijbw
hhgd la fgdmg labmcbg e u c aechgd la cfbg e gc labee
fl aeg la j gijbhhg dh eq fmlgdgr bce hg l s gc ûh \ dj

l h ª g h " ª e hgd jgijbhhgd d eqfmlgdg fga cgjjbhbeed
r è r cd fmbiam \l ga l h ô ia e fe j gijbhhg e
h ildmc mba la fgdmg e r" Zhflh h mi g e h ildmc l
i ôbib h a afb d c e eh elg eh hi fûa è emciba dl
dmc mb smbi
Q×ÖøåäÕßP Zlaeg h elg eh hifûa df la ildmc e mig

n r M è n + 1 cdl egd gdb d l dga g ac 0, 1, 2, . . . r n gi b gd
hm jh jm j j hh
eq fmlgdgd Zga jd a h cdlhmeg fgadlbegr egm la e hd

ffbgadr h h m h h m p m cmr
a1 fgi c c g r a2 ag fgi c c g gc g c
j h
g dc igd l a icg j j hh q m
X e gi b gd e f lgdgd a
h ildmc
mba cgôbi eiam ebdmcbjlfbsa jbagib h fga c imcgd l d

h mi g e h ildmc è
θ n
l d h cg gcfbsa e j gijbhhgd eq fmlgdgd
a h hgm

pc dmjhfc h mi g smbig e h ildmc l ej mgi c h

el g eh hi fûa r bhldmc igd h q gci a l d aflamc h g d w
c eg fga h baq gci fbsa ildmc h fl aeg d mgi a ildmc d e mi g
egdr fga la cj gh e efbdbsa r è e mi g mcdr fga h ldg e i mcbfd
dmgfdmbfd h M hhg e hgd gd d c egd l d gjmbaa fga gmcgd
mi gd e h ildmc d eé h hfmgc kba hiam a la mjh d fghg
w
fa hgd gd d c egdr hgd hgcd fcómbfgdr hgd fgdmgd eh ildmcg è hd
a afb d cdlhmamd c dfgc amc dmd h i ôbi è dhffbga c

hlg h mi g e h ildmc l h gcbba
Ta h $lc " cf h ebci eh cjgh e efbdbsa eh elg
eh hi fûa fl aeg mgi la ildmc e mi g egd
j agmcd l db d lh ldc h cj gh e efbdbsa è ag dc
afdcbg mac a flam h c i h e agwildmcgr ldmg l h baq gcw

i fbsa cg gcfbga e ag fijb c r fl h lbc l d h mi g
l d mgi e h ildmc
Th cgfebibamg l d dbl fl aeg d lda i mcbfd dmgfdmbfd d
ibdig l d dbl fl aeg d ld h cj gh e efbdbsa r M dm afgamc c

h
h i mcb p m m h h j h
P ∗ gd cbgcia r fl aeg d i c g e efbdbsar d
dbl h iûmgeg e h baelffbsa M fb mc d l a mûcibagd i mcbfb hd
d h dblbam pcbicg d aflamc h i mcb cgelfmg
P ∗ A egae A
i i
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u
i i

ìïí õ òðì ñ ñíîðB B ìíî AðBï ðí CñîíAñ
86) 45
30,546 0 (0,86
θ = 0,1
lote
a r el θ = 0,3
30,546 Compr 0 (0,13 −65
14)
No comp
rar el lote
0
6)4
,7
(0
16) 45
0
4,476
0 (0,63
=
θ = 0,1
X
e
l lot
23,81 mprar e θ = 0,3
0 (0,36 −65
X = 1 (0,228) co 84)
de
4,476 No comp
rar
a
el lote
o str
0
X
añ ue
2
ta na m
=
2
(0
77) 45
u
m
−31,153 0 (0,30
,0
ar
θ = 0,1
2
m
6)
To
te
el lo
o mprar θ = 0,3
0 (0,69 −65
C 23)
23,81
0 No comp
rar el lo
te 0
No
ha
ce rm
ue 0 (0,8) 45
str
eo θ = 0,1
te
el lo
prar 23 θ = 0,30 (0,2 −65
Co m )
23 No comp
rar el lote
0
áâãäåY ê]] âflgfjf k_h æg¡ch k_ k_àba±d k_h km_c k_h fhjf`Àd `mfdkc
cjf mdf jm_bgf k_ fjfc n
d h i mcb e gd K a afb d L r hlg d fgadmclè la fmgc fghlia
ô a l dld fgigaamd dga hgd hgcd iôbigd gc $hd e h iw
mcb Y a afb d c e fga baq gci fbsa ildmc h dm ee gc
P ∗A
h cgelfmg dfhc h m h
Y t W r egae W d f gc fg lia flè d fgi gw
m m m
aa d fgad b lèa h q q h
lafbsa e cflafb e a icg j j hh
X e gi b gd
eq fmlgdgd e h ildmc
Zl aeg d mgi la ildmc e mi g mcdr h i mcb

P e d
h
cgjjbhbeed fgaebfbga hd e h j j hh
Xr e e cg gcfbsa
θ e gi b gd
eq fmlgdgd a h hgmr è h i mcb eb ga h
Q
e qlafbsa e qcflafb
e h cb jh
θ
lea a h q gci

0,729 0,243 0,027 0,001
P =
0,343 0,441 0,189 0,027
i i
i i
i i

u"
i i

õõ ïA í !ïñAí òð AðBï
è

0,8 0
Q=
0 0,2
M
 
0,5832 0,0686
0,1944 0,0882
R=
0,0216

0,0378
0,0008 0,0054
Tamgafd h fmgc fghlia e h qlafbsa e qcflafb eh a icg

e j gijbhhgd eq fmlgdgd a h ildmc d
X
W = [0,6518, 0,2826, 0,0594, 0,0062]

è h i mcb e hd cgjjbhbeed fgaebfbga hd e h cg gcfbsa e j giw

jbhhgd eq fmlgdgd a h hgmr eegd h a icg e j gijbhhgd eq fmlgdgd
X
a h ildmc r le
 
0,8948 0,1052
0,6879 0,3121
P∗ = 
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M M
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a1 a2

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Q×ÖøåäÕßP ©è 24 = 16 qgcid gdbjhd e dgfbc hd ffbgad fga hgd

cdlhmegd eh ildmcg Th aicg j j hh q m h
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θ r egae θ d
pgeigd fgadmclbc amgafd h mjh vr egae d baebfa hd chd
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Ü ÝÞ÷Ö× ÿ ê P P \lga l h cgbmcbg eh hifûa iafbgaeg a

h é ihg xx bad ffbga h ildmc e mi g egd èr fga jd a h

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a1 a2
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hd chd e efbdbsa gdbjhd è fhflh hd cgjjbhbeed e egmc hd
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cdlhmegd eh ildmcg Th aicg m h q m h
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è r egae d h cg gcfbsa e cmóflhgd eq fmlgdgd a h hgm Ta
θ θ
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e dlbc hd hmca mbd h m h

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eq fmlgdgd a h hgm dmd cgjjbhbeed d fhflha a h ibdi q gci
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Y i ègc lmbhbee eh lamg e lbhbjcbg d cdam fl aeg h efb
w

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aldmc mafbsa dm fdg
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l l(aj , θ) ccdam h g eh efbdgc flaeg egm

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lb b cbg
h j
p c
h
d ffbgad $ m θ
a1 è a2 d e a a gafd fgig la gc
h
c h fl h
θ
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a gmc d hjc dr la lamg e lbhbjcbg d la dmeg e h a mlc h

l e hl c h ibdig gr fl h lbc l d h ffbsa l d egm

Yd cgjjbhbeed e egmc la ffbsa lbgfe d fgagfa fga h
agijc e cgjjbhbeed e ccgc è hd cgjjbhbeed e egmc la

ffbsa fgccfm cfbj a h agijc e cgjjbhbeed e fbcmg
O
Ü ÝÞ÷Ö× ÿ õ P P pc h elg eh hifûa iafbgaeg a h é ihg v
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Q×ÖøåäÕßP abaeg a flam l h elg eh hifûa a gc
j gijbhhg a jla dmeg g bce u gc j gijbhhg eq fmlgdgr h lamg e

lbhbjcbg jm
p d g ba M
hhaeg h gcfamé e j gijbhhgd eq fmlgdgdr

e i ac l h
a afb d c e d fcg a gmc d hjc dr

50(−9)p + 50(2)(1 − p) = 0
dm i ac r db h gcfamé e j gijbhhgd eq fmlgdgd d baq cbgc h

r ª
r h el g eh hi fûa ej fgic c h hgm Xdó r
P {a2 /θ = 0,1}
è
P {a1 /θ = 0,3} dga hd cgjjbhbeed e ccgc ibamc d l P {a1 /θ =
dga hd cgjjbhbeed e fbcmg
0,1} è P {a2 /θ = 0,3}
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Ü ÝÞ÷Ö× ÿ ý PPpc h cgbmcbg eh hi fûa iafbga eg a h é ihg
v M
hh h lamg e lbhbjcbg è hd cgjjbhbeed e ccgc è e fbcmg
Q×ÖøåäÕßP Th lamg e lbhbjcbg p r c h cgbmcbg eh hifûa r hg

gjmaigd M hhaeg h gcfamé e cmóflhgd eq fmlgdgd a h hgmr e
i ac l h a afb d c e d dmg d
12(100)(1 − p) − 18(100p) = 800
dm i ac r dghg db h gcfamé e cmóflhgd eq fmlgdgd d baq

ª
w
cbgc h " r"" r h cgbmcbg eh hi fûa ej fmc h hgm dba bad fw
fbsa mgmh Xdór è dga hd cgjjbhbeed
P {a1 /θ = 0,1} P {a2 /θ = 0,2}

e fbcmg ibamc d l P {a2 /θ = 0,1} è P {a1 /θ = 0,2} dga hd cgjw
jbhbeed e ccgc
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d c e eh efbdgc Tdmg c lcbc eh fgagfbibamg e h ebdmcbjlfbsa

e cgjjbhbee eh dmeg e h a mlc h è e h mjh e hd ûcebed
e g gcmlabee
Zgig h ffbsa egmc d la qlafbsa e h cb jh

X l c cw
dam h q m h
ba gci fbsa ild c r la iebe
cg b e e hd fgadflaw
fb d e egmc h ffbsa h m h m h
dj [x] r fl aeg d eg e a lc d θi r
d m
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R(dj , θi ) = EX [lp (dj [X]/θi )]

egae
EX M
baebf l a h hh g eh hgc d c eg d fgadbec
X
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dghiam d afdcbg Mhhc hd cgjjbhbeed e ccgc
e h qlafbsa e cbdg c fe ch e efbdbsa r geigd ldc
hd cgjjbhbeed cbgcb c dhffbga c h ch e efbdbsa r l eû
hl c h iagc e hgd cbdgd d c egd fga cd fmg h dmeg e h

a mlc h Tdm ch d fgagf fgig h ch e efbdbsa smbi è
ba ee gc h iagc hgc e
B(dj ) = Eθ [R(dj , θ)]

O
Ü ÝÞ÷Ö× ÿ ú PPpc fe la e hd chd e efbdbsa eh el g eh
K L
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è h cbdg d c eg
Q×ÖøåäÕßP Yd ûcebed e ggcmlabee c h elg eh hifûa r gc

egmc hd ffbgad è ea a h mjh v"
a1 a2 r d
XYZ[Y î]] ÙÀgkakfb k_ cecgmdakfk efgf _h km_c k_h fhjf`Àdn

oppqrstu
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l (a /θ = 0,1) = 0
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l (a /θ = 0,1) = 45
2
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p 1 p 2
p 1 p 2
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h û h m
dj r d cebe d d c e dr e egd gd ebcdgd d egd e
h a mlc h r
m
d a e e d gc
R(dj ; 0,1) = 45P {a2 /θ = 0,1; dj [X]}, j = 1, 2, . . . , 16
R(dj ; 0,3) = 65P {a1 /θ = 0,3; dj [X]}, j = 1, 2, . . . , 16

egae hd cgjjbhbeed è
P {a2 /θ = 0,1; dj [X]} P {a1 /θ = 0,3; dj [X]}
dga mgi ed e h mjh v

abaeg a flam l h ª
e j gijbhhgd eq fmlgdgd d cdam
a h ª h
e gd f dgdr c f e ch e efbdbsa
h
dj r cbdg d c eg

ba e eg gc
R(dj ) = 0,8R(dj ; 0,1) + 0,2R(dj ; 0,3), j = 1, 2, . . . , 16
Ta h mjh vS d baebfa hd ûcebed d c ed è h cbdg d c eg
c fe la e hd chd e efbdbsa
XYZ[Y î]Æ ] ÙÀgkakfb _be_gfkfb é ga_blc _be_gfkc efgf `fkf g_lhf k_ k_àba±d
k_h km_c k_h fhjf`Àdn
dj

R(dj ; 0,1)
´
R(dj ; 0,3)
£´
B(d )j
d1
´ £´ ´
d2
´ ´¢ ´
d3
´µ£ £´££ ´
d4
£´ ´¢ £´¢
d5
´ ´µ ´
d6
´µ £´ ´¢
d7
£´ ´µ £´¢
d8
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d9
£´ £´ ££´£
d10
£´¢ ´ £¢´
d11
´µ ´¢ £´£
d12
£´¢ ´ £¢´
d13
£´ ´ £´µ
d14
´µ ´µ ´
d15
d16
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ì

Ta h mjh vS igd l h ch e efbdbsa mba h iagc cbdg

d c eg pldmg l dm ch d e a fgig $ d6
d6 [0] = d6 [1] = a2
è
d6 [2] = d6 [3] = a2

fgafhlbigd l h el g eh hi fûa ej có fmc h hgm e j gijbhhgd
fl aegr a h ildmc e mcd j gijbhhgdr i ôbig lag d eq fmlgdg

Ta h é ihg x bigd lr dba mac a flam h hgc eh ildmcgr

h a afb d c e eh el g eh hi fûa d S r r c sa gc h fl h
có Mdm r gc h baq gci fbsa ildmc h ijbûa gjdcigd l
có Mdm " r gc la baq gci fbsa ª
fga jh $
O
Ü ÝÞ÷Ö× ÿ PP
pc fe la e hd chd e efbdbsa eh el g eh
K L
hi fûa é ihgd v è vS baeb l a la mjh hd ûcebed d c ed
è h cbdg d c eg
Q P
×ÖøåäÕß Yd ûcebed e g gcmlabee c h cgbmcbg eh hi fûa
gc dlbc hd hmca mbd è cfa a h mjh vx
a1 a2
XYZ[Y î]Í] ÙÀgkakfb k_ cecgmdakfk efgf _h egcea_fgac k_h fhjf`Àdn

ozxt|s{xqw{u

|r { qzq{ a a
´
θ
´¢ 1 2
´ ´£
Ta h mjh v d baebfa hd ûcebed d c ed è h cbdg d c eg

c fe la e hd chd e efbdbsa
Ta h mjh v gjdcigd l h ch e efbdbsa d5 mba h iagc

cbdg d c eg pldmg l
d5 [0] = a1
è
d5 [1] = d5 [2] = a2
M
fgafhlbigd l fl aeg d f h ildmcg h ch e efbdbsa smbi
fgadbdm a dlbc h hmca mb m h q m M
a1 db ag è c ófl gd e f lgdgd a
h
m
ild c è h hm m
ca b db è h
a2 M m h q m
iagd la c ófl g e f lgdg
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Ê ð"B òð òðìñBñ!î òAñBñCðB u"
XYZ[Y î]ê] ÙÀgkakfb _be_gfkfb é ga_blc _be_gfkc efgf `fkf g_lhf k_ k_àba±d
k_h egcea_fgac k_h fhjf`Àdn
dj

R(dj ; 0,1)

R(dj ; 0,2)
´
B(dj )
d1
µ ´£
d2
£ £´
d3
¢ ¢´£
d4
µ ´¢
d5
¢´
d6
µµ ¢´¢
d7
d8
¢´
M
Ta h é ihg xx bigd lr h fc h ildmcgr h a afb d
w

c e eh cgbmcbg eh hi fûa d rv è l dm có dm M
M
rv gc h baq gci fbsa ildmc h è dm gc h baq gci fbsa ª
$
fga jh
5¥ ÛGWUH ;G ;G=>H>? 7 U;>H>VWGH
abaeg a flam
l a la cgjhi h a icg e chd e ew
fbdbsa le dc egr d fgaabam celfbc h a icg e dmd dba
h

l hhg hmc h fgafhldbsa l ej hh c h efbdgc Tdm celffbsa
d Mf fgicaeg hgd cbdgd dgfbegd fe la e hd chd e ew
fbdbsa è c$cbaeg a mlc hiam hd chd l ma a la cbdg iagc r
c mgegd hgd dmegd e h a mlc h
\l ga igd lr a la cgjhi r la efbdgc l ebd ga e

n ffbgw
a1 , a2 , . . . , an è e m d egd e a lc θ1 , θ2 , . . . , θm r gi
ad m h m h m
la ildmc e mi g üigd amgafd l M è r+1 chd e efbw

dbsa e hd fl hd hla d dga baafdcb d pc beamb$ fc dmd chd
r n
baafdcb dr hhi ed ba eibdbjhd r dgfb igd mge ch e efbdbsa
r+1 la fmgc
dj (j = 1, 2, . . . , n )
Rj = (R(dj , θ1 ), . . . , R(dj , θm ))
egae h fgi gaam
R(dj , θ1 i r (i = 1, 2, . . . , m) r d

h h ûcebe d
w
c e eh efbdgc fl aeg dm dbl h ch
è h dmeg e h a mlc h
dj
d
θi
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a ch e efbdbsa j h j jh
dk cfb agi c e ba eibdb fl aeg

d egiba e gc gmc ch e efbdbsa a gmc d hjc dr fl aeg ôbdm
la ch e efbdbsa
di (i 6= k) r mh l
Ri ≤ Rk
egae è dga hgd fmgcd e hgd cbdgdr dgfb egd hd chd è
Ri Rk di

dk

nac hb aegr ci igd $
l h ch e efbdbsa dk d baeibdbjh
fl aegr eed egd chd e efbdbsa
di è dj (i, j 6= k) r ôbd la aicg
m
c h
λr 0 ≤ λ ≤ 1r
mh l
(1 − λ)Ri + λRj ≤ Rk ;
dmg dr h ch d ba eibdbjh fl aeg d egiba e gc la ch e
dk
efbdbsar dgfb e h fgijba fbsa fgaô e hgd fmgcd e hgd cbdgd
è
Ri Rj
$
Y beamb ffbsa e hd chd e efbdbsa ba eibdbjhd d bi gcmam

c h efbdgc gc lr h edfcmchdr hh i d c beg h dghlfbsa eh
cgjhi l aqcam
O
Ü ÝÞ÷Ö× ÿ ÿ PP
Tdmjh f hd chd e efbdbsa eibdbjhd è hgd hgcd
fcó bfgd dgfb egd dmd c h aeegc e j gijbhhgd iafbga eg a
m
h é ihg v
Q×ÖøåäÕßP Ujdcigd l
R4 = (10, 935; 36, 335) < R5 = (32,805; 42,705)
ijbûa igd l
R4 < R8 r r r è
R15 < R14 r fgafhlèaeg amgafd Rl7 <hdRc

8 R9 < R10 R9 < R14
hd
d5 r d8 r d10 è d14 dga
ba eibdbjhd
pgc gmc cmr gjdcigd l h edblhee

(1 − λ)R2 + λR6 < R3
d flih fl aeg
0, 858 ≤ λ ≤ 0, 962 ei d aigd l
X m
fl aeg

R4
 0,511 ≤ λ ≤ 0,884
fl aeg
(1 − λ)R6 + λR15 < R7 0,572 ≤ λ ≤ 0,888
fl aeg

R9 0,939 ≤ λ ≤ 0,995

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ux
v
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õ ïA í !ïñAí òð AðBï ux
è
fl aeg

R11
 0,371 ≤ λ ≤ 0,961
fl aeg
(1 − λ)R15 + λR16 < R12 0,922 ≤ λ ≤ 0,998
fl aeg

R13 0,449 ≤ λ ≤ 0,962

üigd amgafd
l hd chd e efbdbsa
d3 r d4 r d7 r d9 r d11 r d12 è
jh T m h jh h j j hh
d13 dga ba eibdb d a gafdr cg i e aeegc e gi b gd
Mj
d l bc m
gebeg c m h m
c dg ia fga h h
d c d e efbdbsa eibdbw
jhdr
d1 r d2 r d6 r d15 è
d16
Tdmd chd mijbûa lea dc beamb fed $

ede la fgiba gr a hb aeg emabeiam mged hd chd e efbw
dbsa Zgig bhldmc fbsa gjdcigd h ch e efbdbsa a h mjh

v Xhhó igd l h el g eh hi fûa ag fgic h hgm db è egd
d3 [X]
M
j gijbhhgd eq fmlgdgd a h ildmc r cg hg fgic db aflamc mcd
j gijbhhgd eq fmlgdgd Tdm fc fmcódmbf e h ch
d3 [X] f l
hh M

d ba eibdb jh h
c el g e h h û
i f a \
blbaeg la c fbgfbabg dbibw
hc dmjhfigd hd gmc d chd e efbdbsa ba eibdbjhd
$
Ta fl amg h hgc fcómbfg d c cr a dm fdg baebf h a icg
e j gijbhhgd eq fmlgdgd a h ildmc r cmbc eh fl h h el g eh
hi fûa egm h ffbsa ag fgic c h hgm dm i ac r
a2
hd chd e efbdbsa eibdbjhdr hd fgccd gaea
d16 r d15 r d6 r d2 è
d1 r
hgd hgcd fcómbfgd r r r " è S cd fmbiam h hgc baebf lr

d a h ch h h m
d16 r g d cf M
è h hgc S baebf lr d a
d1 r

h hgm d fm a ij gd fdgd ag d mba a flam h cdlhmeg eh
ildmcg
5ö TUU : ?8 >: ;G WU <GH89U

Ta h fómlhg amcbgc bigd h q gci a l la efbdgc dmjhf h
M
mi g beh e h ildmc r ieb am h hh g e dl a afb d c e
i ôbi g e dl fgdmg d c eg ióabigr bafhlèaeg a ij gd fdgd h

M
hgc eh ildmcg X gc igd h cgfebibamg l dbl h efbdgc
M
c hhc h mi g beh e h ildmc r ieb am h ibabib fbsa e
dl ûcebe mgmh d c e e g gcmlabee

\l gaecigd l d mgi la ildmc e mi g
n è l c∗ d
h
hgc fcómbfg dgfb eg h ch e efbdbsa smbi ∗ l fgccd gae
d
dm ildmc Zl aeg d baghlfc a hgd fgdmgd eh ildmcgr cbicg
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ì
Mhhigd h ch e efbdbsa d∗ è h ûcebe dce ióabir B(d∗ ) r

n lgr f e gc e B(d∗ ) r e igd c c
c fe hgc e h h j h
m h m
fgd g e ild cg Th mi g
n e ild c l ba
h m m h ûcebe m gmh
i d l d h mi g smbig e h ildmc
ÜO ÝÞ÷Ö× ÿP P oeb am h ibabib fbsa e h ûcebe mgmh d c e e
g gcmlabeer aflamc h mi g smbig e h ildmc l ej mgi c

h elg eh hi fûa Ké ihg vxL fga h $a e i ôbib c dl a afb
d c e
Q×ÖøåäÕßP Ta h mjh vS igd l h ûcebe dce ióabi d

B(d∗ ) = 11, 20 l fgccd gae
h ch e efbdbsa h
d6 r flèg gc
m
fcó bfg d ∗ Z h m h m u h û m gmh
c = 2 gig fgd g e ild cg d r r cebe

d c e ióabi c elg e
h h h i fûa d r fl aeg gi la
m
ildmc e mcd j gijbhhgd

`mbhb aeg h cj gh e efbdbsa r egae hgd gd ccdama ûcebed
M
e g gcmlabeer afgamc cigd gc h ûcebe d c e mgmh ióabi

eh el g eh hi fûa fl aeg mgi la ildmc e egd j gijbhhgd
$
Ta h lc v d baebf h cj gh e efbdbsa c h el g eh hi

fûa r é lamg fga hd cgjjbhbeed l cfa a h cj gh e h lc "$
w

è hd ûcebed e g gcmlabee e dm d hed a h mjh v" Vhb aw
M
eg h baelffbsa fb mc d afgamc igd l h hgc fcómbfg dgfb eg
h ildmc d è h ûcebe d c e e g gcmlabee ióabi c
c∗ = 2
h el g eh hi fûa d ru abaeg a flam h fgdmg eh ildw

mcgr fgafhlbigd l rvu d h ûcebe d c e mgmh ióabi c dm
efbdgc fl aeg mgi la ildmc e egd j gijbhhgd
Tihaeg fgambal fbsa hd i mcbfd dmgfdmbfdr a h q gci a
M M
l d b g a h é ihg x r hhcigd h ûcebe mgmh d c e ióabi

eh el g eh hi fûa fl aeg mgi la ildmc e fl mcg j gijbhhgd Th
M
cgfebibamg l d dbl d h ibdig l bigd hhó r dm afgamc c h
i mcbP
∗ Ylg d aflamc h i mcb eh cgelfmg ∗ r egae d
h i mcb e ûcebed e g gcmlabee eh elg eh hi fûa pgdmcbgc
P Ap Ap
iam d fgadmclè h fmgc fghlia ô egae Mgc dld fgi gaamd

w
dga hgd hgcd ióabigd gc $hd e h i mcb Y ûcebe d c e

P ∗A p
e g gcmlabee ióabi dm ee gc h cgelfmg dfhc
Y t W egae
r fgig a h é ihg x r d la fmgc flèd fgi gaamd fgadmbmlèa
W
h ebdmcbjlfbsa e cgjjbhbee eh a icg X e j gijbhhgd eq fmlgdgd
a h ildmc
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uv
u
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õ ïA í !ïñAí òð AðBï uv
0,8686) 0
8,541 θ = 0,10 (
e
l lot θ = 0,3
pr ar e 0 (0,13
8,541 Com 14) 65
No
co m 686) 45
prar 39,087 θ = 0,10 (0,8
el lo
te
θ = 0,3
)
46
0 (0,13
14) 0
0,7
1(
=
)
0,6316 0
23,946 θ = 0,10 (
X
te
a r el lo θ = 0,3
pr 0 (0,36
12,19 Co m 84) 65
X = 1 (0,228) No
co m 16) 45
prar 0 (0,63
el lo θ = 0,1
te
θ = 0,3
28,422 0 (0,36
84) 0
X
=
2(
77) 0
0,0
0 (0,30
45 θ = 0,1
26
)
te
el lo θ = 0,3
prar 0 (0,69
23) 65
Co m
N
13,8465 o comp 0 (0,30
77) 45
rar
el lo θ = 0,1
te
θ
13,8465 = 0,30 (0,69
23) 0
áâãäåY î]\] âflgfjf k_h æg¡ch k_ k_àba±d k_h km_c k_h fhjf`Àd `mfdkc
cjf mdf jm_bgf k_ fjfc kcb é hcb eflcb bcd eÀgkakfb k_
cecgmdakfkn
Y i mcb h jjbhbeed fgaebfbga hd e

P e d cg
h cg
Xr e e w
gcfbsa
θ
j j hh q m h h
e gi b gd e f lgdgd a g è m h i cb eb ga h
m
Q e
h qlafbsa e qcflafb e r ba dc
θ

0,6561 0,2916 0,0486 0,0036 0,0001
P =
0,2401 0,4116 0,2646 0,0756 0,0081
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u ìïí ÕîìñíîðB òð òðìñBñ!î º òð ñðB"í

è

0,8 0
Q=
0 0,2
M
 
0,52488 0,04802
0,23328 0,08232
 
R=
0,03888 0,05292
0,00288 0,01512
0,00008 0,00162
Tamgafdr h fmgc
W e
h qlafbsa e qcflafb e h
X è i cb
m
P ∗ e hd cgjjbhbeed fgaebfbga hd e eegd hgd hgcd e
θ r dga
X

W = 0,5729 0,3156 0,0918 0,0180 0,0017
è
 
0,9162 0,0838
0,7392 0,2608
 
P∗ = 
0,4235 0,5765
0,1600 0,8400
0,0471 0,9529
Y i mcb Ap e hd ûcebed e ggcmlabee eh elg eh hifûa

d

0 45
Ap =
65 0
Xei dr
 
5,4470 41,2290
 16,9520 33,2640 
∗
 
P Ap = 
 37,4725 19,0575 

 54,6000 7,2000 
61,9385 2,1195
Xdó r h fmgc e hgd hgcd ióabigd gc $hd e h imcb P ∗ A d

p

Y = 5,4470 16,952 19,0575 7,2000 2,1195
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ð ð ì ñì ñíB uu
èr gc fgadblbamr h ûcebe d c e e g gcmlabee ióabi c h

el g eh hi fûa d
Y t W = 10, 35
Xh fgadmclbc h fmgc
Y d leg
c l h hgc fcómbfg dgfb eg h ildmc d ∗
c = 2 r è ld g l
m h
fgd g e ild cg d r fgaf lbigd l rxx d

m h m h h
ûcebe d c e
mgmh ióabi c h elg eh hi fûa fl aeg mgi la ildmc e
fl mcg j gijbhhgd
XYZ[Y î]î] d cgjfà±d efgf _bf¡h_`_g _h fjfc ±eajc k_ hf jm_bgf çm_

k_¡_ cjfg _h km_c k_h fhjf`Àdn
ó{{r t z{ Ã{zr| Åqtu~r þruxr t z{ Åqtu~r xrx{z
tux|{ p|Äxqpr Äsqr tux|{ Äsqr

n

c∗
£´
B(d∗ ) 0,30n
£´
B(d∗ ) + 0,30n
´¢ ´£ £´

´µ ´ ´¢µ
£ ´ ´µ ´
´£ ´ ´
µ´ ´ ´£
µ´ ´ ´£
¢ £ µ´£ ´ ´

Ta h mjh vv d dbm h baq gci fbsa gjmabe amcbgciam é lamg
M
fga h l cgba eh hh g e hd ûcebed d c ed mgmhd ióabw

i d c gmcgd mi gd e h ildmc Td e agmc l a h mjh d
fghgfa mamd amc ed fgig da afdcb d c l h elg eh hw

i fûa dmjh f h mi g smbig e h ildmc Ta dm mjh agmigd
l h ûcebe mgmh d c e ebdibalè dm M h
n = 5 è lg i b

bafciamcd gc hg mamgr h ûcebe d c e mgmh d ióabi fl aeg

h mi g e h ildmc d x ló l h ié gc efbdbsa c h el g

eh hi fûa d mgi c la ildmc e mi g x è fgic c h hgm db h

a icg e j gijbhhgd eq fmlgdgd a h ildmc d iagc e egd a fdg

fgamc cbgr dcó fgadé jh l ag fgic c h hgm
§¨ G9=>=>:H
v ÝØÖæá çÝ çÝåäáäÕß

v à aeegc mba h g gcmlabee e fgic c la hgm e
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daeó d Y ô cbafb cb ch l h cg gcfbsa
θ e
daeó d ced g ilè i elc d mba h qlafbsa e qcflafb
P {θ = 0,10} = 0,6, P {θ = 0,15} = 0,3 y P {θ = 0,20} = 0,1

\ba fgdmg hlagr h aeegc d h cibm mgi c la ildmc

e mi g egd Zgadmclè h mjh a l d baeb la mged
hd chd e efbdbsa gdbjhd è fhflh hd cgjjbhbeed e
egmc hd ebcdd ffbgadr eed hd ebdmbamd cg gcfbgad
e daeó d ced g ilè i elc d a h hgm
v Th cfmgc e la labcdbee fga x dmleb amd dmbga
fga h ccdamam e la cl g mmc h h cdamfbsa e

dm a h labcdbee Xdli l h eibdbsa dc cibmbe

dghg hgd dmleb amd e dm labcdbee Xamd e l h cfw
mgc egm la efbdbsar ô iba hgd cbdmcgd amcbgcd dgjc
hgd bacdgd d fmflhgd dbibhcd a h labcdbee è hhM
l h qlafbsa e qcflafb e h cg gcfbsa e dmleb amd
l mbaea amgd dbibhcd d
P {θ = 0,10} = 0,6 y P {θ = 0,20} = 0,4

\l ga l d dfga h c mcd dmleb amd fga h a e $
dj c db hhgd dbdmbc a h cdamfbsa mmc h Zgadmclè la

mjh egae d baeb la mged hd chd e efbdbsa gdbjhd
è fhflh hd cgjjbhbeed e egmc hd ebcdd ffbgadr

eed hd ebdmbamd cg gcfbgad e dmleb amd l mbaea
amgd dbibhcd
v" Ta h é cfbfbg x dl ga

lr amd e emciba c lû
i lba
h h h m
lb r ca e h fgi ó X
gcea hj gc c

egd cmd Zgadmclè la mjh a h fl h d baeb la mged
hd chd e efbdbsa gdbjhd è fhflh hd cgjjbhbeed e

l h cam e h fgi ó X h lbh hgd ebcdgd mb gd e

i lba dr eed hd ebdmbamd cg gcfbgad e cmóflhgd eq fw
mlgdgd
v" Óøßà× çÝ ÝøäÖäâÔä×
} L
\l ga l h aeegc iafbga eg a h é cfbfbg v gj
w
mba la a afb e gc daeó aebe è la ûcebe
e gc daeó ce g ilè i elc
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ffbsa l h aeegc ej dfgc è h cgjjbhbee e
ccgc a fe fdg
vx \l ga l h cdamfbsa eh clg mmch Ké cfbfbg vL
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vv Ta h é ihg dl ga

l h icd mc ad gcmegc dgw
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dbsa è h ch e efbdbsa smbi
vu pc h cfmgc labcdbmcbg iafbga eg a hgd é cfbfbgd v è

vx r aflamc hgd cbdgd dgfb egd fe la e hd chd
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l h cl g mmc h d fgamc meg dbic è fl aeg h iagd
x dmûa bamcdegd a dbdmbc h cdamfbsa Taflamc hd
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cbgc

v \l ga l h qjcbfam iafbga eg a h é ihg jó M
hj gc eg la mb g dbibhc e igmgc r c la cdbsa amcbgc
eh bsa a fgadbec fbsa pc dm mb g e igmgc r h gcea
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fl aeg e d h ch e efbdbsa dblbam db h a icg e

igmgcd e cldmg c lcbegd c h cdbsa amcbgc qlc
v g i dr gcea c u igmgcd e cldmg c h alg bsa
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v" ©hh h aafb iôbi l dca gjmac h labcdbee

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vx ÝØÖæá çÝ çÝåäáäÕß æçÞäáäâÖÝá

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v i g smbig e h ildmc
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vu ©hh h mig smbig e h ildmc l ej mgic h aw

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ih la mûfabf al fgagfbe fgig mgcó e h lmbhbeer h fl h
dm ebd e c mac a flam ag dghg h ô cbafb eh efbdgc dbag
mijbûa dld cq cafb d Zga h cg sdbmg e edccghhc dm mgcó r
mc mcigd fga h qlafbsa e lmbhbeer dld fc fmcódmbfd è h q gci a

l d fgadmclè ijbûa mc mcigd fga h lamg e lbhbjcbg
l

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h bamcgelffbsa e la al iebe e gr l fhdb
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cdlhmegd gdbjhdr e flceg fga hd imd eh efbdgc Tdm iebe e
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c iebc cd fmbd g cdlhmegd a mh q gci l h dfgafb e hd
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cgjjbhbee r r h fd è mgeg hg l fgambar hgceg gc r
dc edmclbeg mgmhiam h eg cfb h d bi gdbjh Y fgió
e dlcgd fafh mgmhiam hd ûcebed gfdbga ed gc h qlg è

d mgeg h mcbigabg l gd dm cgbmcbgr h fl h hgc
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efbdgc le dfgc la qlafbsa e lmbhbee ebdmbam r L
√
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h mcbigabg l cdlhm e h efbdbsa l egm h
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fga dm efbdbsa dfga h fgic eh dlcg gc l fga h g e la
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eh dlcg dga fghgfed la cfbg i ègc l h fgdmg d c eg e hgd
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oppqrstu
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spts qr
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flceg fga h mjh r hd lmbhbeed d c ed dga rSu gc
h fgic eh dlcg è rv gc ag fgic c h dlcg pldmg l h

fgic eh dlcg mba h lmbhbee i ègc r ej dc cq cbe dó r h ch

e efbdbsa e tèd baebf l hh d h dfgafb smbi
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h efbdbsa e fgic c h dlcg Y dfgafb e ae e h chfbsa

amc h gdbjbhbee e bafaebg è h cfbg e h shb eh dlcg pgc

é ihgr db h cfbg e h shb d heg S r h lmbhbee gc h fgic
eh dlcg d
U KvuLÝ r" è h lmbhbee d c e gc h fgic
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dbl dbaeg h ibdi l amdr h ffbsa e ag fgic c h dlcg d h

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dm fgadbec aeg Yd qlafbgad e lmbhbee dbca a dm fdg c l
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efbdgc d h q
dld c cafb d e flceg fga h h $
f db f fbsa l M

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x1 è x2 r gecó cw
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x1 r baf ba cd bl ia gc i gd g c cbc x2
mûcibagd e h qlafbsa e lmbhbeer dmd cq cafb d d ccdama gc
hd chfbgad
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mbiam
M
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x1 r x2 è
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l h
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x2 U ((x1 ) ≥ (x2 )) è
r
l x2 d gc hg iagd ma jlag fgig x3 r U ((x2 ) ≥ (x3 )) r amgafd ej
fgadbec c l ô d gc hg iagd ma jlag fgig
x3 r U ((x1 ) ≥ (x3 ))
x1 , x2 , . . . , xn r gd n cdl egd l a ca la efbdgc

\a h hm q m Th cw
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hm jj h jj b bee
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x d la g dc X fga
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dga hgd cdlhmegd gjdcegd h h
cbg
X x1 , x2 , . . . , xn è gd gcd fgccdw
gaebamd e h lmbhbee hmgcb h m h j
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kba hiamr gjdcigd l la h efbdgc dmjhfbeg dl qla
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asibfgd hmgcbgdr h gec ôcdc hla cq cafb gc

X1 è X2
la e hd ebdmcbjlfbgad e hgd cdlhmegd g baebq cafb amc hhd Yd

cq cafb d ej a dmbdqfc fbcmgd c lcbibamgd e fgadbdmafb \b d
dór h qlafbsa e lmbhbee
U (X) d
mh lr db h ebdmcbjlfbsa e h
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X1
X2 r
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è db h efbdgc d baebq cam amc hd egd ebdmcbjlfbgadr
E[U (X1 )] = E[U (X2 )]

O
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à efbdgc fga qlafbsa e lmbhbee √
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j
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X1 g a X2

m j q j h m h m
X1 dbl la ebd cb lfbsa lab gci dg c ba c g [0,100] è X2 ba
qlafbsa e eadbee
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f (x) = (150 − x) 0 ≤ x ≤ 150
1502
©hh h gfbsa id fgaabam c h efbdgc

Q×ÖøåäÕßP Zgig h qgcmla eh efbdgc d bafciam a X (i = 1, 2) r
i
fhflhcigd
c
hp i
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pldmg l
Z 100
hp i 1
E X1 = x1/2 dx = 6,67
100 0
è
150
2
hp i Z
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1502
l h cbic gfbsa d h id fgaabam c h efbdgc
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mih dghiam hgd dblbamd cdlhmegd
m hg jba cilac eg

x1 afga c c la i

x2 fgi c c f d
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x3 fgi c c
fccg
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pc hh r fgic c fd è fgic c cmiamg dga cdlhmegd bl h

w
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q cbjh h fgic e fccg è h fgadflfbsa e ihg a h al de
d fbafg fd i d cq cbjh l h fgic e fccg ©hh

L h lmbhbee fgccdgaebam h cdlhmeg x fgicc bbae flaeg
h cdga fgadbec dghg h fgic e fd g cmiamg
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w
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cdlhmegd
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x1 r x2 r
r
x3 x4
Q×ÖøåäÕßP
L pldmg l h fgic e fd è e cmiamg dga cdlhmegd blhw
iam cq cbjhdr maigd
1 1
U (x) = U (x2 ) + U (x3 ) = 7
2 2
j L \b
x d h fgijba fbsa e hgd cdlhmegd
x2 è
x4 r a
mgafd
2 1
U (x) = U (x2 ) + U (x4 ) = 6,67
3 3
f L \b ô d h fgijba fbsa e hgd cdlhmegd m
x1 r x2 r x3 è x4 r a gafd x d
h
cdl hm
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xi fga cg
jj h
b be e
pi (i = 1, 2, 3, 4) gw

i aeg a flam hd cq cafb d e h cdga l bad mc dhecdr
maigd hd chfbgad
è
p2 = p3 p2 = 2p4 p1 = 5p4
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Xei dr ldmg l h cdga dghg fgamih hgd cdlhmegd x1 r x2 r

è maigd
x3 x4 r
p1 + p2 + p3 + p4 = 1
Ujmaigd dó hgd hgcdr
è
p1 = 0,5 p2 = p3 = 0,2 p4 = 0,1
Ta dm q gci r
4
X
U (x) = pi U (xi ) = 8,2
i=1
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x1 , x2 , . . . , xn fga
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hgd hgcd e dmd lmbhbeed d babfb fga la fhdb ffbsa e dmgd $
cdlhmegdr a gcea e cq cafb r ede h gc dm h ié gc da M
dmgd è r cd fmbiam
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l c hhM
c h m h m q
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m
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h efbdgc cfbj db a è db bce
xn x1
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xn (x1 ) có d a d c caw

fb d eh efbdgc dór c h w ûdbig cdlhmegr
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cgjjbhbee c mh hgmcó

h c fbgfbabg amcbgc d edcae l h efbdgc d bafhba bl h
w
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xk x1
xnr h fl h fgaelf h cdlhmeg fga h cgjjbhbee
xndmg dr
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r (1 − q
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fijbg e ebcffbsa ié gc g i gc dl dbml fbsa $aafbc fmlh d
aqcam fga lag e hgd cdlhmegd dblbamd
x1 lb c baibaa Kdb c d L

oagd cq cbeg j m h m heg d la ccgc
x2 ebdibalfbsa a d a d Kdb

h m ci af a h
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od cq cbeg m h m
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è
U (x3 ) = 8 U (x1 ) = −2
Xei dr fgamih h hgmcó e cq cafb a mûcibagd e jhgmd
K
a la fé à d jhgmd mbaa h hmc n na c è h cdmg h hmc L
K L
p cec à jhgm d dhffbga e h c è db mba h hmc nr hhg
fgccd gaec h cdlhmeg m h hmc pr hhg ccdamc h

x3 r cg db ba
cdl hmeg Y m h h q m
x1 lg e ieb c gr cc cg efbe l
v jhgmd fga h
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x2

h hgmcó e cq cafb Th q ccmcg é l l dl gdbjbhbee e ûôbmgr
hlg e mc dhecdr d r ®
lû efbdbsa ej egmc h q ccmcg ¯
Q×ÖøåäÕßP Zlaeg hd amd efhbaa a h dbmbg fmlh r h lmbhbee d
U (x2 ) = q2 U (x3 ) + (1 − q2 )U (x1 ) = 5
M M
X gc geigd fc la a hbdbd hbfaeg h ch e efbdbsa e
tèdr fga lmbhbeed fgig gd Th eb c i eh cj gh e efbdbsa d
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0,6) 8
to (
4 Éxi
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a sl 0,4)
Tr −2
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áâãäåY ]] âflgfjf k_h æg¡ch k_ k_àba±d k_h _gg__gc `cd eflcb ecg maha
kfkn
$
ildmc a h lc Y lmbhbee d c e c h maegc w amg
a S h h
b d r fl d gc
h h mc dhecd pldmg l dm hgc d iagc
l x hKl b be e gc e h ci afc a dl hl c fml h r h q ccmcg
m h h L
ag ej mc dhecd
5¥ U =<9JU ;G >7;>ÚG9G7=>U :7G8U9>U

Zgadbecigd hgd a cdlhmegd m h
x1 , x2 , . . . , xn e la ô cbia gr gd
h h $
q
fl d d f db f a a gcea e c cafb dr dbaeg h hm
x1 gc cdl eg è
h ié gc cdlhmeg Y hgmcó e cq cafb le ldcd c fgadmclbc
xn
la qlafbsa e lmbhbee igamcb m m
U flèg egibabg d fgi ld g gc
hgd hm h m T m hm
n cdl egd e ô cbia g d gd cdl egd gecó a dc iebegd
j
dg c la df h m
fga bal r e i ac l h q lafbsa
d fgambal
U
pc fe efbdgc ôbdmbc la qlafbsa e lmbhbee ebq cam d i dr
la efbdgc gec fijb c dl qlafbsa e lmbhbee fga h mbi g fijb c K
L
dld hgcdr cq cafb dr mf pgc hg mamgr h qlafbsa e lmbhbee e la

efbdgc ag d abf pgc dbihbfbee d fghgfa hd lmbhbeed cjbmc cb d
m h
U (x1 ) = 0 è U (xn ) = 1 d i ac r c fl lbc cdl eg ba cw
hm m
iebg
xk K L
r e h fl fbsa " gjmaigd è a q gci ac h
U (xk ) = qk
geigd dfcbjbc
U (x) = q KSL
egae m h h cgjjbhbee e fgadlbc h cdlhmeg
q c cda ag dg g x
dbag h lmbhbee e dm cdlhmeg Y fl fbsa S le ccdamcd K L
gc la flc r hhi e flc e baebq cafb igamcb
q
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O
Ü ÝÞ÷Ö× PúP Ta h cgjhi e h fgió e cjfbsa edccghheg
a hgd é ihgd S S è S x r ld h hgmcó e cq cafb amc hd fambeed
l h cam e h fgió
x1 = −68,000 è x9 = 39,000 r è dl ga í
d baeb ca a c g ac ì g hhc fj g la cbq a l h
q m m jm
cgjjbhbee e a c d ru" ì rSí
Zgadmclè h flc q m h j h
q e baeb cafb iga cb è c g e efbdbsa
egae h m h
d l b be ed l fgccd gaea f e g igamcbg d gjma a
a dm flc Ylg emciba h dmc mb smbi eh cam e h

fgi ó è dl lmbhbee h dlbc dm dmc mb
Q×ÖøåäÕßP Y flc q e baebqcafb igamcb d ildmc a h $lc

" M dbeg eelfbe ldaeg hgd lamgd K L r K rS L r K
−
ru"L è K"u L pgdmcbgciam d ld h flc é lamg fga hgd gd
igamcbgd cdmamdr c afgamc c hd lmbhbeed fgccd gaebamd
U (x)
1,0
0,93
0,84
−68.000 0 28.000 39.000 x
áâãäåY ]] mdà±d k_ mahakfk efgf _h l_g_d_ k_ hf `cjeff k_ lgf¡fà±dn
$
Th eb c i gcbba h eh cj gh e efbdbsa d cfgadmclè a h lc

S Yd lmbhbeed l fgccd gaea fe g igamcbg M
a dbeg
jm
g abe d a h q
flc e baeb cafb iga cb m Y baelffbsa M
fb mc d

d q fm ldaeg lmbhbeed è h a hbdbd d Mf a h ibdi qgci fgig

d chb s cb iam
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Pagos Utilidades
monetarios
0,878 xito (0,9) 32.000 0,96
É
o na l
a c i
0,878 rcadeo n Fracas
o (0,1) −64.000 0,14
Me
) Supresió
0,4 n de la g
o( rabació
É xit n −9.000 0,77
0,8336
Fra
eo c a so 0,186 Éxito (0,2) 28.000 0,93
c ad (0,
er on l
a
m 3 ) naci
de r c a deo Fracas
o (0,8) −68.000
a Me 0
eb
ru Supresió
0,84 P 0,730 n de la g
rabación −13.000 0,73
,6) 39.000 1
0,680 Éxito (0
na l
nacio
adeo Fracas
Merc o (0,4) −61.000 0,20
0,840 Supresió
n de la g
rabació n 0 0,84
áâãäåY ]Æ ] âflgfjf k_h æg¡ch k_ k_àba±d efgf hf `cjeff k_ lgf¡fà±d

`cd eflcb ecg mahakfkn
`daeg lmbhbeed Mhhigd l h dfgafb smbi d dlcbibc h

c jfbsa Vfgceigd l fl aeg d ldcga hgcd igamcbgdr d hhs
la fgafhldbsa ebq cam Zgig hgd hgcd e h lmbhbee ôcda h
ceecg hgc e hgd cdlhmegd igamcbgdr d i d fgaabam ldc h

al dghlfbsa
5ö Ö<78: ;G G<>W>V9>:

Zl aeg la efbdgc chb la cgèfmgr a mlc hiam ej fc la M
bacdbsa c gjmac la a afb pgc dm c sa fgadbec igd gw M

c r a ac h r l h efbdgc babcm la fambee c fgadlbc la
c
jh h m m j
bacdg
X r dbaeg X la cb gcb fga la ebd cb lfbsa e cgw
jjbhbee fgagfbe

pldmg l h efbdgc ag gjmba a afb hla fl aeg ag chb

h cgèfmgr h lamg e lbhbjcbg c hd ffbgad e chb c g ag h
cgèfmg d fgadbl fl aeg h efbegcr h hhchg fj gr d c gjmac
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la bacdg bl h h fambee l babcm Ta mûcibagd e h qlafbsa e
lmbhbee r maigd
U
U (c) = E[U (X)] KxL
Ta gmc d hjc dr c h efbdgc d baebq cam hhc fj g g ag h
cgèfmg Ta h q scilh x r K L U (c)
baebf h lmbhbee cgabam e h baw
cdbsa
c f M M
gc h efbdgc è
E[U (X)] c cda
m h lmbhbee d c e r

cgabam e h chb fbsa eh cgèfmg
M
X gc maecigd a flam lr e flceg fga h fhdb ffbsa e $
hgd cdlhmegd è h dba fbsa e dld lmbhbeedr h qlafbsa e lmbhbee
d fcfbam Zl aeg h qlafbsa e lmbhbee d dmcbfmiam fsaf r h

edbl hee e adar %
E[U (X)] ≤ U (EX) KL
Kh fl h d dmcbfm ôfmg a h fdg e l X d fgadmamLr fgaelf
h edbl hee
c ≤ EX
dm i ac r db h qlafbsa e lmbhbee
U (x) d mh l
U 0 (x) > 0 è
U 00 (x) < 0 KvL

h efbdgc ej chb c h cgèfmgr ldmg l dl aafb dce d

EX − c
Ta fgafhldbsa r fl aeg la efbdgc dfg la qlafbsa e lmbhbee fga
K L
hd fc fmcódmbfd eed a v r hhg baebf l ûh chb h cgèfmg
dghiam db d c gjmac la a afb Ta dm fdg d ebf l h
efbdgc d ecdg h cbdg
Zl aeg h qlafbsa e lmbhbee d dmcbfmiam fgaô r h edbl h

w
ee e %ada
E[U (X)] ≥ U (EX) KL
Kh fl h d dmcbfm ôfmg a h fdg e l X d fgadmamLr fgaelf
h edbl hee
c ≥ EX
Ta gmc d hjc dr fl aeg h efbdgc ih la qlafbsa e lmbhbee
U (x)
mh l
U 0 (x) > 0 è
U 00 (x) > 0 KuL
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d d c lr h chb c h cgèfmgr ûh ma la ûcebe bl h
c−EX

Ta dm fdg d ebf l h efbdgc d cg adg h cbdg
O
Ü ÝÞ÷Ö× PP à efbdgc l ih h qlafbsa e lmbhbee
1
U (x) = 12x − x2
4
ed bacmbc la fambee m Th bacdg
c a la cgèf g
jm
X l g ba
h
efbdgc d la cb jh h m
gcb l dbl h ebd cb lfbsa ô gaafb h
m j
fga ieb Zhflh h hgc e h bacdbsa

c e
mh i ac l c

h efbdgc d baebq cam chb c g ag chb c h cgèfmg
Q×ÖøåäÕßP pldmg l h bacdg X dbl h ebdmcbjlfbsa ôgaafbh fga

ieb r maigd
1
E[U (X)] = 12EX − E X 2 = 70
4

`mbhb aeg h q scilh
KxL gjmaigd h flfbsa
1 2
c − 12c + 70 = 0
4
flè dghlfbsa r
h q m h
c = 6, 80 r agd ebf l c efbdgc d baeb ca c b c

g ag chb c h cgèfmg fl aeg h bacdbsa d e r Ta dm fdgr
" r d h a afb d c e eh efbdgc
M
Zgadbecigd gc la efbdgc fga q gcmla
h
w l a cbgeg dbw
lbam e fgamjbhbee le dlqcbc la ûcebe hmgcb
X(X ≥ 0) r
fga ebdmcbjlfbsa e cgjjbhbee fgagfbe è fgamc h fl h d dlc
aeg la cbi
G
Th hgc e c h fl h h efbdgc d baebq cam amc c dl
G
hgc h dlc egc è dlibc ûh ibdig h ûcebe jm h
X r d g ba e
h j
fl fbsa e lb b cbg e h m h
l b be er
U (w − G) = E[U (w − X)] KL

egae m h lmbhbee gjmabe gc h efbdgc hlg e
U (w − G) c cda
c h cbi m $ h m
G gc la cg ffbsa a afbc fgi è E[U (w − X)]

c cda m h
l b be e d c e fl aeg ag e lbc h dlcg
m h
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ì
Xdlibaeg
l h efbdgc d dlc gc l d ecdg h cbdgr

igd l h qlafbsa e lmbhbee mba hd fc fmcódmbfd eed a v è
%
dó h edbl hee e ada bihbf l
G ≥ EX
fga
G > EX r
iagd l h ûcebe X d fgadmam Zgafhlbigd
amgafd l h efbegc r h dc ecdg h cbdgr c gc h dlcg
l h ûcebe dce
la cbi i ègc
ÜO ÝÞ÷Ö× PÿP à efbdgc fga q gcmla q m h

w è lafbsa e l b be e ô gaaw
fb h fga c imcg
α
U (x) = −e−αx , α>0

aqcam la ûcebe hmgcb fga qlafbsa e eadbee ibôm r
(
q db ô Ý
f (x) = db ô
pλe−λx
egae
λ > αr 0 < p < 1 è
q = 1−p
Zhflh h cbi n l có gc
la dlcg j
l fl c h m gmh be e e h ûcebe

Q×ÖøåäÕßP pldmg l
E[U (X)] = −MX (−α)
egae
Mx d
h qlafbsa ac mcb e igiamgd e
Xr
h fl fbsa e
h j
lb b cbg e h
lmbhbee le fgig dbl
−e−α(w−G) = −MW −X (−α) = −e−αw MX (α)
Tamgafdr h cbi ba ee gc

G
KL

1 1 λ
G = ln MX (α) = ln q + p
α α λ−α
Zgig le gjdccdr fl aeg la efbdgc cflcc la qlafbsa e
lmbhbee ô gaafb h r h cbi eh dlcg ag e ae e dl q gcmla
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øßåäÕß çÝ øàäÖäçæç

à fgamc mbdm ej emciba c db fgic c g h lbhc la lb
w

g c lcbeg fga h cg sdbmg e chb c la mc jé g c h

fl h hbfbm jbeg hgd c lcbibamgd e mbi g c fgaw

dlbc h lb gr ej egmc la efbdbsa amd e fgagfc
db a h hbfbmfbsa \b fgic h lb gr h fgamc mg h cw
gcmcó la a afb e r am gc l cae h lb g
cg db ag a h hbfbmfbsa r h lb g maec
l dc aebeg

fga la ûcebe e S \b h lbh h lb gr dl a afb cgw
K L
abam eh fgamc mg db hg a dc e x r cg ag jc M
ûcebe db h mc jé g ag d fgadbl Y cgjjbhbee e l
a g ag h fgamc mg d h ibdi rx Y qlafbsa e lmbhbee
eh fgamc mbdm d
√
U (x) = x + 40
L Zgadmclè h mjh e gd eh fgamc mbdm ldaeg h
®
w
a afb fgig iebe e g lû ffbsa dlibabdmc h
i ègc g d c eg ¯
j L Zgadmclè h mjh e gd eh fgamc mbdm ldaeg h qla
®
w
fbsa e lmbhbee lû ffbsa dlibabdmc h i ôbi lmbhbw
ee d c e ¯

à qjcbfam mba l efbebc fl amd labeed e la cg
w
elfmg ej hj gc c la fgdmg labmcbg e x è la cfbg
e v gc labee Yd labeed ag aebed edlûd e la

idr d chb a cfbg e fgdmg Th qjcbfam dmbi l h
ei ae iadl h eh cgelfmg mba h dblbam qlafbsa
D
e qcflafb
"
k
r r" rS r
P {D = k}
Tihaeg h qlafbsa e lmbhbee
U (x) = xD r
® lû cgelfw
fbsa e h
l c h i ôbi l b be e ihe
m h ¯
" þß×àæåä×ßÝá á×âÔÝ Öæ ùøßåäÕß çÝ øà äÖäçæç
" \b
U (x1 ) = 7 è
U (x2 ) = 18 r Mhh U (x) a h fdg a l h
efbdgc d baebq cam amc h fgijba fbsa e
x è x1 è
x2
h q
egae efbdgc a ca m fga cgjjbhbee r

x2
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S \b
U (x1 ) = 14 è U (x2 ) = 21 r
hh M h
U (x) a f dg a l
h efbdgc d baebq cam amc h j
x è fgi ba fbsa e x è x2 r
h
egae efbdgc a caq m
fga cg jj bhbee r Xei dr
x2
d h h gcea e cq cafb e hgd cdlhmegd
x à efbdgc
l aqcam hgd cdlhmegd
x1 r x2 r x3 è x4 r d
baebq cam amc è h fgijba fbsa e m
x1 è x3 è a c x3 è
h fgijba fbsa e
x2
x1 è \ h h
x4 gcea e c cafb e
q
hgd cdlhmegdr fl aeg h
U (x1 ) = 7 è U (x2 ) = 14 è efbdgc
aqcam fga cgjjbhbee r
x1
à efbdgc l ih h qlafbsa e lmbhbee U (x) = − exp(−5x)
mba egd cdlhmegd hmgcbgd ebd gabjhd m j
X1 fga ebd cb lw
fbsa m j ®Zl h e hgd egd
N (5; 2) è X2 fga ebd cb lfbsa N (6; 2, 5)
cdl hm q jh
egd d c cb c efbdgc ¯
h
v Vd gae h bamccg am hameg a h é cfbfbg fl aeg
h efbdgc ih h qlafbsa e lmbhbee √ h

U (x) = x è gd
cdl hmegd h m
gcbgd è m baa ebd cb lfbsa ô gaafb h
m j
X1 X2
fga c imcgd è S r cd fmbiam
S ÝàÝÔÞäßæåäÕß çÝ Ö×á æÖ×ÔÝá çÝ Öæ øàäÖäçæç

x !æ åøÔæ çÝ äßçäùÝÔÝßåäæ Þ×ßÝàæÔäæ
Th elg e la a ecó bad mc dhec dl agfbgr c sa

gc h fl h d aqcam fga lag e hgd cdlhmegd dblbamd
x1
K
lbjc baibaam db h mc dheg d la ccgc r L
x2 ebdibalfbsa
K
a hd amd db ci af a h dbmbg fml h dba ljhbfbee r L
x3 K
bafciamg igec eg a hd amd db ci af a h
dbmbg fml h fga ljhbfbee L è x4 bafciamg heg a hd

amd Kdb h mc dheg d la ûôbmg L flceg fga h hgmcó
e cq cafb r h a ecg dmjhf l
q2 = 0, 6 è q3 = 0, 8
\b é l l dl gdbjbhbee e ûôbmg hlg e mc dhecd d eh
v ª r ® lû efbdbsa ej egmc ¯
u Ta h é ihg S r dl ga l hgd hgcd e hgd cdlhmegd
eh q ccmcg dga ®lû efbdbsa

x = 0 r x = 20 è x = 80
1 2 3
ej egmc dm cdga db ih h qlafbsa e lmbhbee
√ è cflcc h ibdi hgmcó e cqcafb
U (x) = 0,1 x ¯
X la efbdgc l mba la q gcmla e è ih h qlafbsa
e lmbhbee d h cdam h g gcmlabee e
U (x) = 2x − 7
Mfc la bacdbsa a h flh a fga cgjjbhbee rS g
bce fga cgjjbhbee r ®j M fc h bacdbsa ¯
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\l ga l U (x1 ) = −2 è U (x2 ) = 7 b

\
d la alü
U (x1 ) = 0 U (x2 ) = 1 r eelf

qlafbsa e lmbhbee egae è
h chfbsa hbah amc h h
U (x) è V (x) c gd gcd e V (x)
amc è
\b q m h
U (x) = a exp[bV (x)] r egae U è V dga lafbgad e l b be e
mhd l U (x1 ) = 2 r U (x2 ) = 8 r V (x1) = 3 r è V (x2 ) = 6 r Mhh
hgd hgcd e
aèb
Óøßà× çÝ ÝøäÖäâÔä×

" \l ga l h efbdgc iafbga eg a h é ihg ih h
qlafbsa e lmbhbee
U (x) = − exp[−2x]
®
lû fambee ej
bacmbc h efbdgc c l h d baebq cam chb c g ag

chb c h cgèfmg ¯
S X la efbdgc l mba la qgcmla e è ih h qlafbsa
e lmbhbee h m h g gc
U (x) = 2x + x2 /3 − x3 /54 d cda w
mlabee e cmbfbc a la ldm a h fl h a fga
cgjjbhbee rx g bce fga cgjjbhbee rx
c
2c
lû mamg ®
ej gdmc h efbdgc c l h d baebq camr cmbfbc
g ag cmbfbc a h ldm ¯
M
x \l ga gc l h efbdgc iafbga eg a h é cfbfbg
a fga cgjjbhbee jjbhbee

p è bce fga cg
®
pc lû hgc e
p
q m
d baeb ca M
fc g ag h
1−p
¯
bacdbsa
® l
Z h d h
i ôbi cbi al h l cg b cbg e f d
h m h
Ké ihg L dmcó ebdldmg fmc flaeg hgd gd dga
iebegd a mûcibagd e lmbhbeed ¯
v Ta h é ihg dl ga l h eg cfb h d gdbjh è
cd gae h bamccg am hameg a h é cfbfbg fl aeg

h cgbmcbg e h fd aqcam la ûcebe r fga qlafbsa
X
e eadbee
(
0,998 db ô Ý
fX (x) = db
25 × 10−9 x < 0 ≤ 8 000

Y cgjjbhbee e l la jba ag dlqc e g hlag a la

g eeg d r r ibamc d l h qlafbsa e eadbee e la
ûcebe gdbmb d ee gc
f (x) = 0,04 exp[−0,2x] x > 0
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®Zlh d h iôbi cbi alh l h cgbmcbg eh jba
có gc dlc chg db ih h qlafbsa e lmbhbee
U (x) =
− exp[−0,04x] ¯

u à efbdgc fga q gcmla e x è l ih h qlafbsa e lmb
w
hbee −0,3x r aqcam la ûcebe
l dbl h
U (x) = −e
ebdmcbjlfbsa jbagib h fga c imcgd è r©hh h cbi X
i ôbi l h efbdgc có gc la dlcg l fljc dl

ûcebe

à efbdgc fga q gcmla e è l ih h qlafbsa e
lmbhbee √ q m ûcebe m j
U (x) = x a ca la X ebd cb lbe labw
©
q gciiam amc è hh h cbi i ôbi l h efbdgc
có gc la dlcg l fljc dl ûcebe

Y cgjjbhbee e l la bailjh ag dlqc e g hlag d

rS Yd ûcebed l gflcca dga ebdmcbjlbed labq gciia
w
m amc è u \b h q gcmla eh cgbmcbg eh bailjh d
xr M
x è ûh mba h qlafbsa e lmbhbee √ hh h cbi
U (x) =
i ôbi l h efbdgc có gc dlcc h bailjh
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Ygd cgfdgd i c gb agd e efbdbsa dga igehgd cgjjbhódmbfgd

lmbhb egd c egmc efbdbgad fl aeg hgd cdlhmegd dga bafbcmgd Ta
dmgd cgfdgd d mbaa a flam hgd mbi gd g û gfd a l d mgia

hd efbdbgadr hd ffbgad l d egma a hgd dmegd eh cgfdgr hd
cfgi add ac ed gc hd ffbgad egmed è hd cgjjbhbeed

e mc adbfbsa c emciba c h dmeg a h dblbam û gf e efbdbsa

Ta dm fómlhg a hb cigd hgd cgjhi d e efbdbgad l bag
w

hlfc a h ldg e hgd cgfdgd e oc g ücigd cbgd iûmgegd c
dmjhfc h g smbig eh efbdgc r amc hgd fl hd d edmfa h ldg
e h cgc i fbsa hbah è e h ebdmcbjlfbsa e cgjjbhbee dmfbga w
cb
Ta h dmlebg e dmgd iûmgegd fgadbec cigd hgd cgfdgd i c

w
gb agd e efbdbsa e h q gci
{(Xt , ∆t )}t=0,1,... egae h dlfdbsa

ccdam la fea e oc g e mbi g ebdfcmg fga
{Xt }t=0,1,...
"
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S
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S ìïí & íì ð í B B A 'í Ë ñ îíB òð òðìñBñ!î

dmegd è h dlfdbsa m
M +1 0, 1, 2, . . . , M {∆t }t=0,1,... c cda la
cgfdg dmgfdmbfg e mbi g ebdfcmg flègd dmegd baebfa hd ffbgad
KefbdbgadL l lea egmcd Zl aeg h cgfdg oc gb ag e

efbdbsa ag e ae e bi gr dfcbjbcigd dbihiam
h m
{(X, ∆)}
% 5E ý:;GW: U9(:J>U7: ;G ;G=>H>? 7

ge ffbsa l d egm e ae e h bdmgcb de eh cgfdgM
è le jdcd a la ebdmcbjlfbsa e cgjjbhbee d fó f r dgjc h
$
fgaé lamg e hd ffbgad pc egmc hd ffbgad ej igd dlbc hlw
a ghómbf r hhiûigdh $
r h fl h d e a fgig la ch l d fb f
R $
h ffbsa
l d egm fl aeg h fea d hh a la dmeg emcw M
X dó r la ghómbf h m
iba eg
R d dbi ia la dlfdbsa e ffbgad
r
a0 (R) a1 (R) r r
aM (R) r egae d h h
ffbsa l d eg
ai (R)
m a
h dmeg
i fl aeg d dbl T m
h ghómbf
R d edfcb fbsa dl ga lr
db h m h
f ea d afla c a d eg r m
i
h ffbsa l d egm d h

ibdi c mgegd hgd hgcd eh mbi g Yd ghómbfd l gda dm
t
cgbeer hhi ed ghómbfd dmfbga cb d r dga hd l fgadbec cigd
a hg dlfdbg
Y cgjjbhbee fgaebfbga h e l h fea d Mhh a h dmeg j

a h mbi g
t+1r e
eg l hh a h mbig t d afgamcj a h dmeg
è hhó d egmj h ffbsa
ai (R) = ai r d baebf e gc pij (ai ) d g dr
m
i
pij (ai ) = P {Xt+1 = j/Xt = ∆ti = ai } KuL

Y mc adbfbsa amcbgc e hl c la g
bij (ai ) l le dc la

a afb g la fgd g m ü
igd dó lr fl aeg h
f ea d hh a h M
m
d eg hh m h ffbsa h g d c eg f ld eg gc dm

i è ó d eg ai r
dfgafb r baebfeg gc r ba eeg gc
bi (ai )
KuL
M
X
0
bi (ai ) = bij (ai )pij (ai ) = Pi∗ (ai )Bi∗ (ai ) i = 0, 1, . . . , M
j=0
egae
Pi∗ (ai ) d
h$h i e h imcb e cgjjbhbeed e mcadbfbsa
P (ai ) = (pij (ai )) è 0 (a ) d h fghlia i e h i mcb mc adldm e
Bi∗
h i mcb e gd B(ai) = (bij (ai )) r i = 0, 1, . . . , M
i
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& ¬ Aíòðí A 'íË ñ îí òð òðìñBñ!î x
O
Ü ÝÞ÷Ö× PÛP à ccd fga ffbee e mcd labeed d ld c
ac c gmafb hûfmcbf c h bccb fbsa g c fgamcghc balaefbgw
ad Y fambee e l
Dt r l
hh h ccd elc am h û
tw dbig
id m
r ba h m m j
dblba ebd cb lfbsa e cg jj h
b be e
(t = 1, 2, . . .)
" S
r
r r rS r r
P {Dt = r}

pc ac c gmafb hûfmcbf d c lbca egd labeed e l r
$
l d hbj c có a h a h e fe id \b M
è iagd e egd labeed
a h j
c cd r d e e lbcbc h l
l qhm
c ac c gmafb
hûfmcbf Zl aeg M
è mcd labeed a h ccd r h labee dgjc am
le dc lde c h bccb fbsa Th l ihe c h bccb fbsa
d hgc a x gc labee è h l ebfbga h c ac c gmafb

hûfmcbf d e lbc la cfbg e gc labee \b a fl h lbc id
h l a h ccd ôfe h ffbee e mcd labeedr h ôfdg e
l d hbj c mc ûd e hbb ecgdr dba fgdmg g a afb hlagd \
{Xt }t=0,1... la fea e oc g egae X0 baebf h fambee e l

M
l babfb hiam è a h ccd èr a ac h r
Xt baebf
h fambee
$
e l a h ccd h a hb c h w ûdbig idr é ldmg edlûd e l h
t
M
l dbeg hbj c e

pldmg l h l c ac c gmafb hûfmcbf mba i ègc
w
hgc
l h l ihe c bccb fbsa r h l a h ccd d ld
cq cafb hiam c ac c gmafb hûfmcbf èr db dgjc l r le
aecd g ag c h bccb fbsa pgc dm c sa r h $ah e fe id

maigd a flam dghg hd ffbgad

`mbhb c h l abfiam c acc gmafb hûfmcbf
üaec h l dgjc am c bccb fbsa
Zhflh hgd fgdmgd d c egd iadl hd fl aeg h ccd dm fó g
mba la labee e l h fgiba g eh id
Q×ÖøåäÕßP Yd cgjjbhbeed e mcadbfbsa p è
p00 (2) r fgccd gaw
00 (1)
ebamd hd ffbgad è r dga
p00 (1) = P {Dt ≤ 2} = 0,7
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ì ïí & B B A
íì ð í 'í Ë ñ îíB òð òðìñBñ!î
è
p00 (2) = P {Dt ≥ 0} = 1
oeb am la cgfebibamg dbibhc afgamc igd hd cdmamd cgj

w
jbhbeed e mc adbfbsa r fgccd gaebamd hd ffbgad è r gjmabaeg
dó hd i mcbfd e cgjjbhbeed e mc adbfbsa e h fea r c
{Xt }
fe la e hd ffbgad

0,7 0,3
p(1) = (pij (1)) =
0,3 0,7
è

1 0
p(2) = (pij (2)) =
1 0
Ygd fgdmgd gaebamd hd ffbgad è r dga
b00 (1) è
b00 (2) r fgccd
b00 (1) = 400P {Dt = 0} + 200P {Dt = 1} + 0P {Dt ≥ 2} = 80

è
b00 (2) = 200P {Dt = 0} + 0P {Dt = 1} + 150P {Dt ≥ 2} = −85
oeb am la cgfebibamg dbibhc afgamc igd hgd fgdmgd cdmamdr
gjmabaeg dó hd i mcbfd e hgd fgdmgd c fe la e hd ffbgadr

80 0
B(1) = (bij (1)) =
20 0
è

35 0
B(2) = (bij (2)) =
−85 0
pgc hg mamgr hgd fgdmgd d c egd iadl hdr fl aeg h ccd dm
fó g mba la labee e l h fgiba g eh idr dga

è
b0 (1) = 56 b1 (1) = 6

db h l d lmbhb dghg c ac c gmafb hûfmcbf è
è
b0 (2) = 35 b1 (2) = −85
db h l dgjc am d ae c bccb fbsa
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& R í" Aìñ!î ñîð º íïñìB !ïñAB v
% 5S Ö9:9UU=>? 7 W>7GUW I :W·8 >=UH ?8 >UH
\l gaecigd l a fe dmeg e h fea e ocg {Xt }t=0,1,...

h efbdgc ebd ga e
n ffbgad 1, 2, . . . , n d g dr ai = 1, 2, . . . , n r c
m
{Xt } d M
dm i ac r fl aeg h fea hh a h
i = 0, 1, 2, . . . , M
dmeg a h mbi g hd cgjjbhbeed
i tr
qik (t) = P {∆t = k/Xt = i} k = 1, 2, . . . , n Ku"L

ccdama la ebdmcbjlfbsa e cgjjbhbee dgjc h fgaé lamg e hd
ffbgad Th cgjhi e bamcûd fgadbdm a afgamc c hd cgjjbhbeed
c
qik (t) è
i = 0, 1, 2, . . . , M e mh q gci lr edlûd
k = 1, 2, . . . , n
e hcg mbi gr h g cgiebg d c eg gc labee e mbi g d

gmbib eg pgc mh c sa fgadbec igd hd cgjjbhbeed r fl aeg
q (t)
t d jdmam c ae Xdlibaeg lr a dm fdgr hd cgikjjbhbeed
eh mbi g hd ccdamigd jcb eiam gc
qik (t) ag e aea tr
j
qik è dfcb bigd
qik = P {∆ = k/X = i} KuSL
egae è
i = 0, 1, . . . , M k = 1, 2, . . . , n
\
pi (k)
h cgjjbhbee e lr edlûd e hcg mbi gr h fea
{Xt } d M hh a h dmeg è d egm h ffbsa

i d efbc
k
pi (k) = P {X = i, ∆ = k} KuxL
egae è
i = 0, 1, . . . , M k = 1, 2, . . . , n
X cmbc e hd cgjjbhbeed e geigd gjmac hd cgj
pi (k) r w
jbhbeed r ieb am h chfbsa
qik
qik = n
pi (k)
i = 0, 1, . . . , M è
k = 1, 2, . . . , n KuL
P
pi (k)
k=1
pgc gmc cmr gjdcigd l

n
X M X
X n
P {Xt+1 = j, ∆t = k} = P {Xt = i, ∆t = k}pij (k)
k=1 i=0 k=1
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S
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ìïí & B B A

Tamgafdr edlûd e hcg mbi g dm chfbsa le dfcbjbcd a
h q gci
n
X M X
X n
pj (k) = pi (k)pij (k) j = 0, 1, . . . , M
k=1 i=0 k=1
pgc hg mamgr mabaeg a flam l h g cgiebg dceg gc

labee e mbi gr dblbaeg fl h lbc ghómbf R r ba eeg gc
KuvL
M X
X n
b(R) = bi (k)pi (k)
i=0 k=1
geigd hamc la cgjhi e cgc i fbsa hbah a h q gci db
w
lbam

Umbib c
b(R) =
M P
P n
bi (k)pi (k)
i=0 k=1
\lé m n n
M P
pi (k)pij (k) = 0 r j = 0, 1, . . . , M r
P P
pj (k) −
k=1 i=0 k=1
KuL
M X
X n
pi (k) = 1
i=0 k=1
pi (k) ≥ 0 r i = 0, 1, . . . , M k = 1, 2, . . . , n
O
Ü ÝÞ÷Ö× PêP gegd hgd djegd a h agfM la Mgijc é l fcmdr
fga c a ebdldmg e dl d gd \ba bi gcmc h dmeg e abig e dl
K L
d gd r db h hh fa c la fgdmg d c eg e amd e bc é l c
M
fcmdr h afgamc c e jla ligc r fga cgjjbhbee ru r è e i h
Mligc r fga cgjjbhbee rr h eó dblbam \b é l c fcmd dba
hhch cbicg fa c r h afgamc c e jla ligc h eó dblbamrM
M
fga cgjjbhbee r r è e i h ligc r fga cgjjbhbee r Xei dr db
M
hh dm e i h ligc è ûh ag h hh fa c r hh bc la hi fûa è

e lbcbc cmóflhgd gc la hgc d c eg e v Tdmjh f h ghómbf
smbi eh é l egc
Q×ÖøåäÕßP abaeg a flam h dmeg e abig a l d aflamc

h d gd r fgadbecigd hgd dmegd jla Mligc è i h Mligc Ta
fl amg h d gdg d c$ cr hd ffbgad l egmcó dcó a é l c
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& òñBï ñCìñ!î òð íCCññòò ðBïìñíî ñ u
fcmd dba hhc h d gd fa c r g hhc h d gd fa c amd

e bc é l c üigd dó l hgd ebcdgd fgdmgd d c egd baa dc
è
b0 (1) = 0, b1 (1) = 72, b0 (2) = 21 b1 (2) = 21
Yd i mcbfd e cgjjbhbeed e mc adbfbsa l fgccdgaea hd

ffbgad dga

0,2 0,8
P (1) =
0,2 0,8
è

0,9 0,1
P (2) =
0,9 0,1
Th cgjhi e cgc i fbsa hbah le hamcd amgafd e h
q gci
obabib c b(R) = 21p0 (2) + 72p1 (1) + 21p1 (2)

\lé m
0,8p0 (1) + 0,1p0 (2) + 0,2p1 (1) − 0,9p1 (2) = 0

p0 (1) + p0 (2) + p1 (1) + p1 (2) = 1
pi (k) ≥ 0 r i = 0,1 k = 1, 2
Y dghlfbsa dm cgjhi ba ee gc
9 8 è 168
p0 (1) = , p0 (2) = 0, p1 (1) = 0, p1 (2) = , b(R) = = 9,88
17 17 17
K L
Tamgafdr e h chfbsa u d edcae l
q01 = 1 r q02 = 0 r
è
q11 = 0 q12 = 1
r fgafhlèaeg e dm i ac l h é l egc hh dl
M
d gd fa c dghg fl aeg hh dm e i h ligc è l h fgdmg d c eg
di a h a h M $
g c r fldeg gc dl fbsa h é lgr d e u r
% 5 à>H89>V<=>? 7 ;G 9:VUV>W>;U; GH8U=>:7U9>U
M
\l gaecigd gc l h fea e oc g m
{(Xt )}t=0,1,... ba la

dgh h m m
f d cflcca è l a f e lag e dld d egd le eg m cd
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" ìïí & íì ð íB B A 'í Ë ñ îíB òð òðìñBñ!î

la è dghg la e hd ffbgad ebd gabjhd Ta dm fdg dfcbjbcigd
pi r
è a hl c e r è r cd fmbiam
pij bi pi (k) pij (k) bi (k)
Yd cdmcbffbgad eh cgjhi e cgc i fbsa hbah r hameg a
h dffbsa u" r lea fgig dbl
M
X
pj = pi pij j = 0, 1, . . . , M
i=0
M
X
pi = 1
i=0
pi ≥ 0 r i = 0, 1, . . . , M
Y cbic e dmd cdmcbffbgad d le dfcbjbc fgig
pj = pP∗j
egae h h h m
p = (p0 , P1 , . . . , pM ) è P∗j d fg lia i e i cb e cg w
j
jbhbeed e mc adbfbsa h
P = (pij ) r e f ea e
o c g
{Xt }t=0,1,...

Ta dm q gci r maigd h fl fbsa
p = pP KuuL
e egae d edcae l h m m m
p d f gc f c f cód bfg b lbce e
h
m

i cb e cg jj h m
b be ed e c adbfbsa
r dgfb eg h h
P
m m
gc f c f cód bfg
Ta fgadflafb r mabaeg a flam hd mcd cdmcbffbgadr igd l
h fmgc r fgadmbmlè h ebdmcbjlfbsa e cgjjbhbee
p = (p0 , p1 , . . . , pM )
dmfbga cb e h fea e p
{Xt }t=0,1,... gc
mh c sa r h g cgiebg
d c eg gc labe e e bi gr dblbaeg fl h lbc ghómbf

m
R r d abfg

è ba e eg gc
KuL
M
X
b(R) = bi pi
O
i=0
Ü ÝÞ÷Ö× PõP Ta la cgfdg e cgelffbsa r la i lba d badfw
fbga e a h mbi g û
t = 0, 1, 2, . . . r è ed l d e f e bad ffbsa d
h $ h m
f db f e a lag e gd d egd dblba d m
db d al r db qlafbga
fga emcbgcg iagc r db qlafbga fga emcbgcg i ègc è " db ag qlafbga
\
h dmeg e h i lba a h mbi g Y ghómbf e cih g
Xt t

l d dbl fgadbdm a dldmbmlbc h i lba dghg fl aeg ag qlafbga
K
Zl aeg h i lba ag d al è dghg d dm fdg le cgelfbc L
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"
S"
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& Ê Að¤í Añðîïí òð î íïñì "
cmóflhgd eq fmlgdgdr baflccbûaegd dó a hgd fgdmgd è fl aeg
d aflamc a hgd dmegd è cd fmbiam Zl aeg h i lba

K
d cih r d baflcc a la fgdmg e v x gc h cih g è
L
gc h cgelffbsa cebe Xdli l h dlfdbsa
{Xt }t=0,1,... d la

fea e oc g fga i mcb e cgjjbhbeed e mc adbfbsa r
 
0 0,7 0,2 0,1
0 0,5 0,3 0,2
P =
0 0 0,5 0,5

1 0 0 0
Zhflh h fgdmg cgiebg d c eg gc labee e mbi g
Q×ÖøåäÕßP flceg fga h ghómbf e cihgr d mbaa hd ffbgad

ag cih c h i lba è cih ch pldmg l a hgd dmegd
r è dghiam d egm h ffbsa è a h dmeg " dghg d egm
M
h ffbsa r hhigd h ebdmcbjlfbsa e cgjjbhbee dmfbga cb e h
fea
{Xt }t=0,1,... e KuuL gjmaigd
h fl fbsa
7 31 è
p1 p0 p2 p0 p3 = p0
5 25
è fgig
p0 + p1 + p2 + p3 = 1 r fgaf lbigd
h l h ebdmcbjlfbsa dmfbgacb
e h fea
{Xt }t=0,1,... d
25 35 31 25

p= 116 116 116 116
pgc hg mamgr h fgdmg cgiebg d c eg gc labee e mbi g dr
b(R) = 0p0 + 100p1 + 200p2 + 700p3 = 234,48
% 5¥ ýG¨ :9U>G78: ;G <7U :W·8 >=U
Zga h $a e afgamcc h ghómbf smbi c h cgfdg icgbag

hh j m
e efbdbsa
{Xt , ∆t }t=0,1,... r ed ccg cigdr dg c n cbgegd e bi gr
la cgfebibamg dbibhc h iheg a h cgc i fbsa eba ibf Tdm
cgfebibamg dmjhfc h ghómbf l gmbib h g mgmh dceg
pc la ghómbf h g mgmh d c egr
R r baebf cigd gc vi (n, R)

ac eg gc h cgfdg m h m
c bc e d eg è elc am cbgegd e
i n
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" ìïí & B B A

mbi g Tamgafdr maigd h chfbsa r
KuL
M
X
vi (n, R) = vi (1, R) + pij (ai )vj (n − 1, R), i = 0, 1, . . . , M
j=0
egae h mû h
vi (1, R) = bi (ai ) è dlaeg cibag e ecf c cda
M
m h
g mgmh d c egr ac eg gc h cgfdg elc am hgd cbgegd
n−1
e mbi g cdmamd üigd dó l h g vi (n, R)
le hhcd e M
i ac bmc mb Ta q gci i mcbfb h r h dbdmi e fl fbgad eeg a
K L
u le dfcbjbcd fgig
v(n, R) = v(1, R) + P (R)v(n − 1, R) KuL

egae d h fmgc fghlia r
v(n, R)
v(n, R) = [v0 (n, R), v1 (n, R), . . . , vM (n, R)]

è a cmbflhc
v(1, R) = [b0 (a0 ), b1 (a1 ), . . . , bM (aM )]
oeb am la edccghhg bmc mbgr h fl fbsa KuL le dfcbjbcd
v(n, R) = [I + P (R) + · · · + P n−1 (R)]v(1, R) Ku"L

X fgambal fbsa a hb cigd h fgi gcmibamg eh g mgmh d
w
c eg
vi (n, R)
r iebe l d bafciam h a icg e cbgegd e

mbi g Vfgceigd l h g cgiebg d c eg hcg h g gc K L

labee e mbi gr dblbaeg fl h lbc ghómbf h
R r ba e eg gc fl w

fbsa K L
u m h m
è d bae aeba e d eg e fl h h d m
c p h
c la gc
c ae e r h g le ôcdcd fgig
n vi (n, R)
vi (n, R) = nb(R) + vi (R) i = 0, 1, 2, . . . , M KuSL

m m h q m j h g mgmh d c egr
egae
vi (R) d ba c c fgig f g dg c

f ld eg gc h m h m
c bc e d eg T q m h m
cgfdg
i a gci i cbfb d
m
dbd i e fl fbgad le dfcb bcd j
v(n, R) = nb(R)1 + v(R) KuxL

egae è dga hgd fmgcd fghlia dr
v(R)
1 = [1, 1, . . . , 1]
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i i

""
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& Ê Að¤í Añðîïí òð î íïñì ""
v(R) = [v0 (R), v1 (R), . . . , vM (R)]
hd fl fbgad KuL è KuxL gjmaigd dó h chfbsa

nb(R)1 = v(1, R) + P (R)v(n − 1, R) − v(R) n ≥ 2
è ldmg l v(0, R) = v(R) c n = 1 maigd h flfbsa
b(R)1 = v(1, R) + P (R)v(R) − v(R) KuL
Zgig a h dbdmi uK èLM jh
M + 1 fl fbgad fga M + 2 cb dr
h h m h
gc e la e d d le bcd h m
gcb ia m
gc fgaafbsa d
Mc
vM (R) = 0
Vdghbaeg amgafd h dbdmi cdlhmamr le gj
w
K L
macd h g cgiebg d c eg hcg h g gc labee e mbi gr
h ghómbf T m h
b(R) r dblbaeg R a cbafb bg lea alic cd ge d d

ghómbfd è dmjhfc h l gmbibf \ba ijcgr bafhldg c
b(R)

la a icg igec eg e dmegd è ffbgadr dm mûfabf cdlhm mebgw

d pgc dm c sa ldcigd la hgcbmig c hl c dmd ghómbfd è
afgamc c h smbi dba alic chd Ygd dgd dlbc dga
Óæá× Û P pc la ghómbf R r hbe cjbmccbiamr d ld h flfbsa

KuL c Mhhc hgd hgcd e b(R) è eh fmgc v(R)
Óæá× ê P Ta la mjh e gd d dbm h hgc e h m
b(R) a d a c e d
l fgccdgaea hgd dmegd è ffbgad l dh h ghómbf R
Óæá× õ P abaeg a flam hd amc ed a ag dmjhfbed a h mjh
e gdr d lmbhb la ghómbf m m h h h

R0 r ebd ba e R r c f fl c
m
f gc e gd Kfl fbsa K
u LL
v(1, R0 ) + P (R0 )v(R) − v(R) KuvL
h m m h dg Ylg hd fgi g
egae
v(R) d f gc afga c eg a w
m m m
aa d e d f gc d dbm
a a h
d amc ed l a h mjh e
gd fgccd gaea h ghómbf Tdm cgfebibamg d cbm
R
Mdm fgihmc h mjh e gd 0
Óæá× ý P Ujdcaeg h mjh e gd d dhffbga h amc e i d fga
w
abam c fe dmeg è fga jd a dm dhffbsa d dmjhf
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la ghómbf X m h ghómbf al c h e
R0 dó r R0 d fgabc a w
fbdgc è h dg d cbm fga hh r fgadbec e fgig Zl aeg h
R
ghómbf fgbafbe fga h ghómbf
R0 R r d M afgamceg h ghómbf
s bi è hgcbmig fgafhlè
m h
O
Ü ÝÞ÷Ö× P P K
ý Ta h cgjhi eh é l egc é ihg u r hh hgd fgdmgd LM
mgmhd d c egdr elc am mcd di a dr fl aeg ûh hh dl d gd
fa c dghiam fl aeg hh dm e i h ligc M

Q×ÖøåäÕßP Ta dm fdg d dbl h ghómbf R : a = 1 r a = 2 è dó r
e hd cgjjbhbeed e mcadbfbsa r P (R)0 r è h f
h i mcb
1
mgc e hgd
fgdmgd d c egd di a hdr

v(1, R) r baa dc

0,2 0,8
P (R) =
0,9 0,1
è

0
v(1, R) =
21

`mbhb aeg h fl fbsa
Ku"Lr gjmaigd hgd fgdmgd
è
v0 (3, R) = 21, 84 v1 (3, R) = 38, 43;
a gmc d hjc dr rS è " rS" dga hgd fgdmgd d c egd c h é l egc r

elc am mcd di a dr fl aeg h fgiba g e hhd dl d gd d hh e M
M M
jla ligc è e i h ligc cd fmbiam
O
Ü ÝÞ÷Ö× PúP Vcd aliam h cgjhi eh é legc r iafbgaeg
a h é ihg u r c Mhhc h ghómbf smbi l ûh ej dlbc
Q×ÖøåäÕßP Xcjbmccbiam dfgigd h ghómbf R : a = 2, a = 2 Y
i mcb e cgjjbhbeed e mc adbfbsa r
P (R) r d i cb P (2) igd c e
0 1
h m m
a h é ihg u è h dbdmi e fl fbgad KuL le a h q gci
b(R) = 21 + 0,9v0 (R) − v0 (R)

b(R) = 21 + 0,9v0 (R)
Y dghlfbsa e dm dbdmi e fl fbgad ba dc
è
b(R) = 21 v0 (R) = 0.
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X fgambal fbsa fgadbec igd h ghómbf fga h

R0 : a0 = 1 r a1 = 1 r
$a e mac a flam mged hd hmcambd a hgd ebqcamd dmegd
pc dm ghómbf r e h ôcdbsa KuvL gjmaigd

0 0,2 0,8 0 0 0
+ − =
72 0,2 0,8 0 0 72
Y mjh e fgdmgd le a h qgci dblbam

oppqrstu
vux{ru

¢
Ta fgadflafb h ghómbf hmca d Z

R0 : a0 = 1 r a1 = 2 gig
dm ghómbf d ebdmbam e r mgi igd h
R R0 fgig R è ccd igd
M
dg X gc h i mcb e cgjjbhbeed e mc adbfbsa r
P (R) r d
h

i mcb igdmc e a h é ihg uS è h dbdmi e fl fbgad uK L le
amgafd a h q gci
b(R) = 0,2v0 (R) − v0 (R)

b(R) = 21 + 0,9v0 (R)
Y dghlfbsa e dm dbdmi e fl fbgad ba dc
è
b(R) = 9, 88 v0 (R) = −12,353
X fgambal fbsa fgadbec igd h ghómbf h

R0 : a0 = 2 r a1 = 1 r fga
$a e mac a flam mged hd hmca mbd a hgd ebq camd dmegd
K L
pc dm ghómbf r e h ôcdbsa uv gjmaigd

21 0,9 0,1 −12,353 −12,353 22,64
+ − =
72 0,2 0,8 0 0 69,53
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Y mjh e gd le a h qgci dblbam
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vux{ru
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µ´£ µ´
Ta fgadflafb r h ghómbf hmca d
R0 : a0 = 1 r a1 = 2 r l
fgbafbe fga h ghómbf
R r fgafhlèaegr fgig c e d c cd é ihg K
L
u r l h ghómbf smbi c h é l egc fgadbdm a hhc dl d gd
fa c abfiam flaeg hh dm e ih Mligc
% 5ö ÖU:H =:7 ;GH=<G78:
Xamcbgciam d ibebcga hd ghómbfd fga jd a h g cgiebgr

hcg h gr gc labee e mbi g à iebe hmca d hhc r hcg M

h gr h g mgmh d c eg fga edflamg pc hhg d mba a flam
la qfmgc e edflamg r egae d h md q fmb e

α = (1 + k)−1 k
bamcûd gc cbgeg e mbi g tldfigd dó la ghómbf l gmbibf

hcg h g h g mgmh d c eg fga edflamg
pc la ghómbf h m mh d c eg

R r baebf cigd gc Vi (n, R) g g
m
fga edfla gr ac eg gc h cgfdg
cmbc eh
{(Xt , ∆t )}t=0,1,... r
dmeg elc am cbgegd e mbi g Tamgafd maigd h fl fbsa e
i n
hgcd c mbmbgdr
KuL
M
X
Vi (n, R) = vi (1, R) + α pij (ai )Vj (n − 1R) i = 0, 1, . . . , M
j=0
egae
Vi (1, R) = bi (ai ) = vi (1R) è h dlaeg mûcibag e h ecf M
ccdam h g mgmh d c eg fga edflamgr ac eg gc h cgw
fdg elc am hgd m m m ü
n − 1 cbgegd cd a d e bi g igd dó l
h
g
Vi (n, R) M
le hhcd e i ac bmc mb Ta q gci i mcbfb h r h
chfbsa KuL le dfcbjbcd a h qgcir

V (n, R) = v(1, R) + αP (R)V (n − 1R) KuuL
egae d h fmgc fghlia r
V (n, R)
V (n, R) = [V0 (n, R), V1 (n, R), . . . , VM (n, R)]
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è h m
v(1, R) d f gc e abeg a
$
h dffbsa ux oeb am la edccghhg
K L
bmc mbgr h fl fbsa uu le dfcbjbcd fgig
V (n, R) = [I − αP (R) + · · · + αn−1 P n−1 (R)]v(1, R) KuL

Ta dm lamg gjdcigd lr db ag è edflamgr M
v(n, R) = V (n, R)
è h K LK L K L K L
d chfbgad u r u è u" fgbafbea fga hd chfbgad u r
KuuL è KuLr cdfmbiam Ta h fdg a l α < 1 r h flfbsa
KuL le dfcbjbcd a h qgci
V (n, R) = [I − αn P n (R)][I − αP (R)]−1 v(1, R) KuL
db ôbdm h bacd e h i mcb r
I − αP (R)
Zl aeg m $ m h
α < 1 è a bae ba ab gr fl fbsa K
uuL fgac
V (R) = v(1, R) + αP (R)V (R) KuL

Zga
V (R) = [V0 (R), V1 (R), . . . , VM (R)] r egae Vi (R)(i = 0, 1, . . . , M ) r
le bamccmcd fgig h g mgmh d c eg fga edflamg è h g
$
bae abegr ac eg gc h cgfdg r cmbc eh dmeg
i
Ujdcigd l db ôbdm h bacd{(X t , ∆t )}t=0,1,...
e h i mcb m
I − αP (R) r a gafd
cmbc e h fl fbsa KuL g e h KuL gjmaigd
V (R) = [I − αP (R)]−1 v(1, R) Ku"L

Th hgcbmig ldeg c dmjhfc h ghómbf smbi d dbibhc h
cdameg a h dffbsa ux Ygd dgd dlbc dga
Óæá× Û P pc la ghómbf R r dfgbe cjbmccbiamr d Mhh h fmgc

e gd
V (R)
Óæá× ê P Ta la mjh e gd d dbm h hgc e V (R) a hd amced
l fgccdgaea hgd dmegd è ffbgad l dh h ghómbf R
Óæá× õ P \ lmbhb la ghómbf m m h h h m
R0 r ebd ba e R r c f fl c f gc
e gd
v(1, R0 ) + αP (R0 ) × V (R) KuSL

h m m h dg Ylg hd fgi
egae
V (R) d f gc afga c eg a w

gaamd e dm fmgc d dbm a a hd amc ed l a h mjh e
gd fgccd gaea h ghómbf Tdm cgfebibamg d cbm
R
Mdm fgihmc h mjh e gd 0
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Óæá× ý P h mjh e gd d dhffbga h amce id fgaabam

c fe dmeg è fga jd a dm dhffbsa d dmjhf la
ghómbf \ h ghómbf 0 ag d beûambf h ghómbf
R0 b R R r d ccd
h dg r egae
d fgadbec e fgig T m
d cgfebiba g d m
R0 R
M M
cbm dm l d hha egd ghómbfd dlfdbd l da beûambfdr
afgamc aeg amgafd h ghómbf smbi
O
Ü ÝÞ÷Ö× PP à labee hfmcsabf d hjgc a la id gc la lbw
g e g c egcd fga g dba ô cbafb Zl aeg hgd g c egcd fga g dba

ô cbafb lda hd i lba d c hj gc c dm labeer hd cgjjbhbw

eed e l hhd d e a dga r è r r cd fmbiam Y a afb
labmcb eh qjcbfam d iagd h fgdmg e i ag e gjc è cw
c fbgad à cc fbsa fldm x è h fgdmg e i ag e gjc d " è
r c hgd g c egcd fga g dba ô cbafb r gc fe labee cgelfb
w

e Taflamc h ghómbf smbi l ej dlbc h qjcbfam fl aeg h
qfmgc e edflamg d
α = 0, 95
Q×ÖøåäÕßP \ {X } la fea e oc g r egae
h
X0 baebf
m
d eg babfb h e h
t t=0,1,...
d i
lba d èr a ac rh
Xt d
h d eg e hd
h m
i
h
lba d a id X h
t dlibigd l d i lba d d

hha a lag e M
hgd dmegd dblbamd db dma cfbûa cc ed è db a qlafbga eg M
gc hg iagd la id dba cc fbsa
Th qjcbfam mba dl ebd gdbfbsa hd ffbgad dba c g c eg

w
cd dba ô cbafb è dba c g c egcd fga ô cbafb [abfb hiam
fgadbec igd h ghómbf e dba c g c egcd fga ô cbafb r c
R

fe lag e hgd dmegd e hd i lba d Yd i mcbfd e hd a afb d
è e hd cgjjbhbeed e mc adbfbsa fgccd gaebamd dm ghómbf
R
baa dc amgafd

70 20
B(R) =
20 70
è

0,1 0,9
P (R) =
0,1 0,9
h fl fbsa K L
u gjmaigd h fmgc e hd a afb d
v(1, R) =
m m h
[65, 65] èr gd cbgcia r e fl fbsa
K L
u" eelfbigd l h fmgc

e hd a afb d mgmhd d c edr h g bae abegr d eeg gc $

V (R) = [1 300, 1 300]
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X fgambal fbsa fgadbec igd h ghómbf e dba c g c egcd dba

R0

ô cbafb c fe lag e hgd dmegd e hd i lba d Ta dm fdgr

0,2 0,8
P (R0 ) =
0,2 0,8

30 80
B(R0 ) =
30 80
è

70
v(1, R0 ) =
70
Xdór e h ôcdbsa KuSL maigd

70 0,2 0,8 1 300 1 305
+ 0,95 =
70 0,2 0,8 1 300 1 305
Ta h dblbam mjh e gd d cla hd a afb d mgmhd d

w
c ed l d gjmlbcga amd
oppqrstu
vux{ru
£ £
£ £

Ujdcaeg h mjh amcbgc igd l h ghómbf m
R0 fgadbd a
h j m
d ffbga c g c egcd dba ô cbafb r a i gd d egd e h di
lba d
Zgig dm ghómbf d ebq cam e h ghómbf m h
R r gi igd R0 fgig
ghómbf è cmgca igd h dg
R
Yd i mcbfd e hd a afb d è e hd cgjjbhbeed e mc adbfbsa r
fgccd gaebamd h al ghómbf r dga

R

30 80
B(R) =
30 80
è

0,2 0,8
P (R) =
0,2 0,8
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\blbaeg la cgfebibamg dbibhc h l d hhs fjg flaeg
d hbfs amcbgciam h dg r igd l h fmgc e hd aafbd

mgmhd d c edr h g bae abegr d $

V (R) = [1 400, 1 400]
M
dba igd gc fga
R0
h ghómbf e dba c g c egcd fga ô
w

cbafb c fe lag e hgd dmegd e hd i lba d Ta dm fdgr

0,1 0,9
P (R0 ) =
0,1 0,9

20 70
B(R0 ) =
20 70
è

65
v(1, R0 ) =
65
Xdó r e h ôcdbsa KuSL maigd

65 0,1 0,9 1 400 1 395
+ 0,95 =
65 0,1 0,9 1 400 1 395
pgc mamgr h mjh e a afb d fgccd gaebam h dlae m
e hgcbmig mba h q gci

h
oppqrstu
vux{ru
£µ
£µ
M
Zgig le gjdccdr igd afgamc eg h ghómbf smbi r l

fgadbdm a dfgc g c egcd dba ô cbafb a fl h lbc e hgd dw

megd a l d aflamca hd i lba d ijbûa d gjdc l db h

cgfdg e cgelffbsa d babfb fga i lba d cfbûa cc ed g l d
Mhha qlafbga aeg gc hg iagd la id dba cc fbsa r h a afb mgmh

d c e hcg h g d S
Ta h hgcbmig cdameg amcbgciam ag d afdcbg fgia c

h cgfebibamg a h dg Ta dl hl c d le dfgc la fgaé lamg

babfb h e hgcd è i c h cgfdg bmc mbg fga h dg
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& S
M
\b ag è la jd c dhffbga c la ghómbf babfb h a h dg r

fga qcflafb d fgaabam fgia c h cgfdg bmc mbg fga h dg
r fghgfaeg
V (R) = 0
ÜO ÝÞ÷Ö× PÿP üghbaeg h cgfdg e cgelffbsa mc meg a h é ihg
u r mgi h m m h dg r c
V (R) = 0 babfb cgfdg b c bg fga
m
afga c c r fga la q m m
f gc e edfla g
α = 0,95 r
h g ó bf smbi l
h m
ej dlbc h qjcbfam
Q×ÖøåäÕßP pldmg
l h a afb i ôbi d c e baieb m fgw

ccd gae h g ó bf
h m
R0 e edba c la lb g e g c egcd dba ôw
cbafb r c fe lag e hgd dmegd e hd i lba dr igd l
Z h m m
v(1, R0 ) = [70, 70] gadbec aeg R0 fgig R r cgfdg b c bg fgaw

mba a h q gci edccghhe a h é ihg u
5
% ý×8:;: ;G WUH U9:¸>U=>:7GH H<=GH>JUH
[aebfcigd fga h g mgmh d c eg fga edflamgr ac eg
Vi (n)
gc h cgfdg
{(Xt , ∆t )}t=0,1,...
cmbc eh dmeg
i è l d ed ccg
hh
elc am cbgegd e mbi gr fl aeg d dbl la ghómbf smbi pc

n
Mhhc h g Vi(n) ihigd h chfbsa e hgd hgcd cmbmbgdr
 
 M 
KuxL
X
Vi (r) = Optai bi (ai ) + α pij (ai )Vj (r − 1)
 
j=0
i = 0, 1, . . . , M r = 0, 1, . . . , n
è cgfeigd fgig dbl ©figd V (0) = 0 c i = 0, 1, 2, . . . , M è
hlg chb igd edh ibamgd M fb mc dr dmjhfbaeg h fgibag
i
e fe cbgeg h ghómbf smbi c h qlmlcg

X iebe l h hgc e a d bafciam r h g
Vi (n) d cgôbi c
h g mgmh d c eg smbig fga edflamg èr c
n
hg dl fbamiam $
c aer d gjmaec h ghómbf smbi Zgig ag ôbdm cgfebibamg
M
hlag c dj c fl aeg d hh eg h ghómbf smbi r a fl h lbc
igiamg d le cflccbc h cgfebibamg bdmg a h dffbsa u c
cbl c db h ghómbf a flcdg d h smbi

kba hiamr agmigd l h qfmgc e edflamg
α le dc bl
h
h jh m $ j
a gd cg i d fga la a icg ab g e cbgegd è e dc iagc l
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$
a hgd cgjhi d fga la a icg ba abmg e cbgegd dm i ac r
fl aeg
α < 1 è a bae ba
m $abmg d le igdmcc l h g V (n)
fgac
Vi r egae Vi d
h h g mgmh d c eg fga edflamg è
i
$
h g bae abegr ac eg gc h cgfdg cmbc eh dmeg r fl aeg d
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dbl h ghómbf smbi
O
Ü ÝÞ÷Ö× PP
Ta h cgfdg e cgelffbsa a hb eg a h é ihg u r
h h
f fl h a afb mgmh d c e r cmbc e fl h lbc dmeg e hd

i lba d è gc la hdg e
n idd
Q×ÖøåäÕßP pc hd ffbgad k = 1 è è hgd dmegd i = 0, 1 r hd aafbd

dga hd dblbamd
Vi (1) r Vi (2) è
Vi (3)
Vi (1) = máx{bi (1), bi (2)} = máx{70,65} = 70

Vi (2) = máx{bi (k) + 70α} = 70(1 + α)
k
è
Vi (3) = máx{bi (k) + 70α(1 − α) = 70(1 + α + α2 )

nac hb aeg afgamc igd l h a afb mgmh d c e cmbc

e fl h lbc dmeg e hd i lba d è gc la hdg e idd d
n
1 − αn
Vi (n) = 70(1 + α + α2 + · · · + αn−1 ) = 70
1−α

= 1 400[1 − (0,95)n ] i = 0, 1
Zl aeg $
mbae ba abmg gjmaigd h a afb mgmh d c e

h g bae abeg $ n
Vi = 1 400 cdl
hmeg h fl h d hhs a h é ihg u
§¨ G9=>=>:H
u
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ÞæÔ × äæß× çÝ çÝåäáäÕß
u" ÓÔ×ØÔæÞæåäÕß ÖäßÝæÖ ÷×Ö

àäåæá Õ÷àäÞæá
u pham h cgjhi e cgc i fbsa hbah l fgccd gae
h cgjhi e cgelffbsa mc meg a h é ihg u"
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ð ð ì ñì ñí S"
u `d h cgc i fbsa hbah c Mhhc hcg hg h fgdmg
cgiebg d c eg gc h g c fbsa e h ccd Ké ihg
uL ijbûa dmjhf h ghómbf smbi l ej dlbcd
u" Vdlh gc h cgc i fbsa hbah fga h jh

α = 1 r cg i

mc meg a h é ihg u è fgiclj l h ghómbf smbi

fgadbdm a dhffbga c g c egcd dba ô cbafb a fl h lbw

c e hgd dmegd a l d aflamca hd i lba d

uS lc am fl h lbc cbgeg la fhbam gmafb h hh la dbd
w
mi e fghd fga cgjjbhbee " \b è d aflamc a egd
cdga d a h hóa r ûh eé h dbdmi e baieb mg è alaf
M
ccd cg db è iagd e egd cdga dr ûh d fgabcm a
la fhbam ch ©
è egd mb gd e dcbfbg \b h fhbam lmbhb
h md ham e dcbfbgr la fgdmg e S elc am la cbgegr
dc maebeg è eé c h dbdmi elc am h ibdig cbgeg

fga cgjjbhbee "x \b h fhbam lmbhb h md c be e
dcbfbg la fgdmg e u elc am la cbgegr dc maebeg è
eé c h dbdmi r elc am h ibdig cbgegr fga cgjjbhbee
Sx Ta fe cbgeg hh i ôbig la fhbam è d bi gdbjh
maec i d e la fhbam Xei dr d gjmba la a afb
e fl aeg d cg gcfbga dcbfbg la fhbam `d h cgw

M
c i fbsa hbah c hhc hcg h g h fgdmg cgiebg
K
d c eg ecbeg e h mafbsa h jhbfg pc fhflhc
M
hgd fgdmgd e hgd dcbfbgdr fl aeg è egd fhbamd a h dbdm
w
i r ma a flam h fgdmg e h cgjjbhbee e cec la
L
fhbam gmafb h
uS äáàÔäâøåäÕß çÝ ÷Ô×âæâäÖäçæç Ýáàæåä×ßæÔäæ

ux ©hh h fgdmg cgiebg d c eg ióabig gc labee e mbi
w
g Ké ihg u"L fl aeg h i lba d cih a hgd dmegd
g "
u ©hh h fgdmg cgiebg dceg ióabig gc labee e mbiw

g Ké ihg u"L fl aeg h i lba d cih a h dmeg
" è d h M f la i amabibamg a h dmeg \l ga l
h fgdmg e i amabibamg d " Kbafhlèaeg h cgelffbsa

cebeL è l hlg h i lba d h dmeg
uv oeb am h ebdmcbjlfbsa e cgjjbhbee dmfbga cb r M hh

hcg hg h fgdmg cgiebg d c eg gc h g c fbsa e
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l d dmjhf h iôbi fambee l la efbdgc gecó c gc

ieb am h ihg e qlafbgad e efbdbsa è e cbdg 

 ìïí   !í"í

l d cdama a fe fómlhg dbca c fgihw

iamc h mgcó  pgc gmc  cmr hgd é cfbfbgd h $a h e fe fómlhg

Xc efg h baabcg %gc T nsi o h eebffbsa è h dicg

l ldg a h mcdfcbfbsa eh ialdfcbmg alg  ijbûa iab$dmg

_ Ylbd n ogcag Udgcbg

pcbic ebfbsa r

yz{|}z}~ {z } { | z{

ebcebmgcb hla hel fg

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Xffbgad è amgd

" jh e efbdbgad "

S jh e gd "

x klafbsa e gd fgambal

Xffbgad egiba ed

" Zcbmcbgd ióabi ô è i ôbióa S

S Zcbmcbg e tèd v

x Zcbmcbg e i ôbi cgdbibhbmle u

" pûcebe e g gcmlabee

"S Vh e efbdbsa e tèd è ûcebe e

S b c i eh cj gh e efbdbsa "

S " mciba fbsa e hgd gd è dba fbsa e cgjjbhbeed "u

S S Thffbsa e h mc èfmgcb smbi S"

x Vh e tèd x

x" Xa hbdbd gdmcbgc xx

xx ühgc d c eg e h baq gci fbsa ildmc h

Zc fmcódmbfd eh ildmcg jbagib h

" `dg e h ebdmcbjlfbsa j m v

S oldmcg fl aeg hd ieb d dga hgd amgd v

x `dg e h ebdmcbjlfbsa agci h vS

ÿ øßåä×ßÝá çÝ çÝåäáäÕß çÝ ÔäÝáØ× ú

v Vhd e efbdbsa

vS klafbsa e cbdg u

vx Vhd e efbdbsa eibdbjhd u"

[amcgelffbsa x

klafbsa e lmbhbee

" Xagmfbgad dgjc h qlafbsa e lmbhbee

S mciba fbsa e hgd hgcd e h lmbhbee

x Y flc e baebq cafb igamcb "

u [amcgelffbsa "

u" pcgc i fbsa hbah è ghómbfd smbi d v

uS bdmcbjlfbsa e cgjjbhbee dmfbga cb u

ux oé gc ibamg e la ghómbf "

u pgd fga edflamg "

uv oûmgeg e hd cgôbi fbgad dlfdbd S

ßçäåÝ þÖùæâöàäå× Ûúõ

Y jd qlaeiamh e h mgcó e h efbdbsa h fgi gaa hd

Tdm hbjcg fgamba h cbdbsa eh mômg gcó e h efbdbsa r ebmeg

e fgicaec gc hgd hfmgcd fga fgagfbibamgd hiamhd e fhflhg

e hd fgijba fbgad e hd ffbgad è hgd amgd Xei d d ebdflma

l d dmjhf h iôbi fambee l la efbdgc gecó c gc

ieb am h ihg e qlafbgad e efbdbsa è e cbdg

ìïí !í"í

l d cdama a fe fómlhg dbca c fgihw

iamc h mgcó pgc gmc cmr hgd é cfbfbgd h $a h e fe fómlhg

Xc efg h baabcg %gc T nsi o h eebffbsa è h dicg

l ldg a h mcdfcbfbsa eh ialdfcbmg alg ijbûa iab$dmg

-Ð.ÐÎÏÍ/ 01/ Ñ2Í/ ÐÎ 3 ÏÍ .3 ÒÐ ÒÐ2Ñ/ ÑÍÎÐ/

Zl aeg la efbdgc aqcam la cgjhi r ej mac a flam hd

i mcbfd g mjhd e gr fl aeg hhgd d hd dba a hgcd aliûcbw

ì ïí @ ððAðîïíB CDBñìíB ðî ïíA òð òðìñBñíîðB

Q×ÖøåäÕßP X ló Mè egd gdbjbhbeed hhc la cmóflhg l ler a

ej mgi c la efbdbsa dc e h bafcmbelijc

flceg fga hd hmca mbd amcbgcdr hd ffbgad l d mbaa

@R ïC òð òðìñBñíîðB "

pc qfbhbmc dl a hbdbdr la cgjhi e efbdbsa le cdlibcd a

la mjh e efbdbgad r a h fl h d baebfa hgd cdlhmegd gjmabegd h

Q×ÖøåäÕßP Y mjh e efbdbgad c h cgjhi edfcbmg a h é ihg

θ y zztwt l(a , θ ) y } t|{stpt| }|rx t~q r

j macd a flam l hd ffbgad bafhlbed a h mjh e efbw

45 TUVWU ;G U:H

nac hiamr h qlafbsa e gd d ibe a mûcibagd igamcbgdr

S ìïí @ ððAðîïíB CDBñìíB ðî ïíA òð òðìñBñíîðB

amgafd la g a mlc h c fe cdlhmeg dcó dl a afb

lbad mgia hd efbdbgad fga imd ebqcamd lea dba c

Ta ac h r a hgd cgjhi d e h mgcó e hd efbdbgadr h efbdgc

pldmg lr edlûd e M j cd dfgbeg la ffbsa r hgd gd e

fgaebfbga hd Tdmgd hgcd lea cchcd fgaabamiam a la

a l d cdam dm mjh

l d fc Mè mcshgr fhdb$f dm mccag a mûcibagd eh aiw

fgió cfbj x gc h mccagr ibamc d lr jé g h flceg e