多元生命函数PPT学习教案

1、会计学1多元生命函数多元生命函数第1页/共58页第2页/共58页第3页/共58页第4页/共58页( ) ( )( , )T x T yfs t( ) ( )( ) ( )0 0( , )Pr( ( ), ( )( , )T x T ys tT x T yFs tT xs T ytfu v dvdu第5页/共58页( )( ) ( )0 0( )( )( ) ( )0 0( )( )Pr( ( )( , )1( )( )Pr( ( )( , )1( )sT xT x T ysxT xtT yT x T ytyT yFsT xsfu v dvdupFsFtT ytfu v dudvpFt 第6页/

2、共58页第7页/共58页1( ,)mxx1min (), ()mTT xT x第8页/共58页( )Pr()Prmin ( ), ( )1 Pr ( ), ( )1TtxytxyF tqTtT x T ytT xt T ytp ( )Pr ( ), ( ).TtxytxtyStT xt T ytpi d pp第9页/共58页( )( ) .()TTtxtyx ty tdftF t i d ppdt( )( ).( )Txyx ty tTftti dSt第10页/共58页:1x k y kx k y kx ky kx ky kqpqqqq :Pr()kxyx k y kkxkyx ky kKkp

3、qid ppqq第11页/共58页0010 () ()xytxyxykxykeE T xyp dteE T xyp第12页/共58页1( ,)mxx1max (), ()mTT xT x第13页/共58页()()( )( )T xyT xyT xT y()()( )( )T xyT xyT xT y()()( )( )K xyK xyK xK y()()( )( )K xyK xyK xK y第14页/共58页()( )Prmax ( ), ( )Pr ( )Pr ( )Pr ()tT xyxytxtytxyFtqT x T ytT xtT ytT xytqqq()( )( )()( )( )

4、( )( )T xyT xT yT xyFtFtFtFt第15页/共58页()( )Prmax ( ), ( )Pr ( )Pr ( )Pr ()tT xyxytxtytxyStpT x T ytT xtT ytT xytppptxyttxtyxypppp第16页/共58页( )( )()()()( )( )( )( )( ).()T xT yT xyT xyT xytxx ttyy ttxtyy ty tdftFtftftftdti d pppp()( )( )()( )( )( )( )T xyT xT yT xyftftftft第17页/共58页()()( )( )( )().T xyx

5、yT xytxx ttyy ttxtyy ty ttxtytxtyfttStppppi dpppp第18页/共58页:Pr()Pr( )Pr( )Pr().()(1)(1)kxx kkyy kxyx k y kkxx kkyy kkxkyx kx kx kx kkykxx kkxkyy kkxkyx kx kK xykK xkK ykK xykpqpqpqi d pqpqppqqqqppqppqpp qqxyxykkkkxyqqqq第19页/共58页0000 xyxyxyxyxyxyeeeeeeee第20页/共58页100)(, )(,65,6065,6065,6065,60tptptt第21

6、页/共58页350 ,351401)(350 ,35354040350351)(3535400401)(404065,60656065,6065656060tttttttpppttttpttttpttttt第22页/共58页4035,401350 ,14002)(4035,4040350 6065,6065,60265,60656065,60tttttppdtdtttttpppptttttt第23页/共58页750 ,)75(1000 xxlx第24页/共58页5417. 320201010202010102020)55()55(,1010)65()65(7575)(

7、,7575)(7522,7511002010055,6555,65020556555,65255652dtttdtpettppptstsptstspxxsxxsxxtstnttssstnnntsnnsxnxx第25页/共58页2020 ()2() ()2() (), () (), () () ()()()oxytxyoxytxyooooooooxyxyxyxxyyxyVar T xytp dteVar T xytp dteCov T xy T xyE T xy T xyE T xy E T xye eeeeeee第26页/共58页第27页/共58页第28页/共58页( ),( )Tx Ty(

8、)( )( )( )( , )( )( )Tx TyTxTySs tSsSt( ),( )Tx Ty( )0,0zZSzez( )min( ), ,( )min( ),T xTx ZT yTy Zmax( , )( ) ( )( )( )( , )( )s tT x T yTxTySs tSsSe第29页/共58页( )min( ),( )min( ),T xTx ZT YTYZ( )( )( )( )( )Pr ( ) ( )0( )( )Pr ( )0 ( )( )sT xTxtT yTySsT xsT ySs eStT xT ytSt e()( )( )( )( )( )tT xyTxT

9、yStStSte()( )( )( )( )( )( )( )( )( )tT xyTxTyTxTyStStStStSte第30页/共58页第31页/共58页1022 Pr() kukuuAE ZvKkVar ZAA第32页/共58页1022xykxyxykkkxykxyxyAvqqqVar ZAA11:0022kkxyxykxyx k y kkkkxyxyxyAvqvpqVar ZAA第33页/共58页222:11(1) uuu nu naAVar YAAdd222:11(1) xyxyxy nxy naAVar YAAdd222:11(1) xyxyxy nxy naAVar YAAdd第

10、34页/共58页(1)()()( )( )(2)(3)xyxyxyxyxyxyK xyK xyK xK yAAAAaaaa第35页/共58页05. 065,6056,6065,6065,60,aAaA第36页/共58页3177. 03177. 040114002)(5867. 01400275)(4721. 0351)(4323. 0401)(65,60656065,60403505. 035005. 040065,6065,6035005. 035065,6065,6035005. 0350656540005. 04006060AAAAordtedttedttfvAdttedttfvAdte

11、dttfvAdtedttfvAttttttttt第37页/共58页646.13646.1305. 03177. 011266. 805. 05867. 011558.1005. 04721. 011354.1105. 04323. 01165,60656065,6065,6065,6065,6065,6065656060aaaaorAaAaAaAa第38页/共58页1xynqntxxynyttxxtnytxntyxntyxxyndttpdtppdtptfdsdtsftfdsdtsftfq000001)()()()()()(第39页/共58页2xynqxnynxynxynynntyxyynnxt

12、tyytntxyn tyxxynqpqqqdttppdtppdsdtsftfdsdttfsfq1100000 02)()1 ()1 ()()()()()()(0(nyTxTpr第40页/共58页1201xyyxyTxxyttxyAAAdtpvA第41页/共58页)05. 0(,)2() 1 (265,60165,60165,60165,6010165,60AAAqandq第42页/共58页151301mf第43页/共58页501032503120)(3/213/130110101151301150,20150,200151301150,2001 . 00deathfirstofagetheEq

13、qdteeqdteetttfmmf第44页/共58页25. 0 . 035140405714. 035140401001006565,60165,60103503506565,60165,60dttdtpqdttdtpqtttt第45页/共58页149. 0264. 0323. 0)(165,6065265,60165,6065,60165,603506565,60165,60AAAAAAdttpeAtt第46页/共58页vuayxyx yaaa:y nxy nx y naaa第47页/共58页第48页/共58页( ),0 xysssxxBcx sy ssxyBcBcBcccctxytpp第49页/共58页( )( )xyssxxABc222x sy ssxyABcABcABcccctxytpp第50页/共58页210c第51页/共58页204262226222222010103230203020zcccccccccccccwzzwww第52页/共58页()1(1)( )( )xyxyxyxymxyxyiAAaAam am第53页/共58页151,301mF第54页/共58页DCBAofNoneEpppDppCp