The subject of mathematical statistics. What is "mathematical statistics"? Basic concepts of mathematical statistics

Probability theory and mathematical statistics are the basis of probabilistic-statistical methods of data processing. And we process and analyze the data primarily for decision-making. To use the modern mathematical apparatus, it is necessary to express the considered problems in terms of probabilistic-statistical models.

The application of a specific probabilistic-statistical method consists of three stages:

The transition from economic, managerial, technological reality to an abstract mathematical and statistical scheme, i.e. building a probabilistic model of a control system, a technological process, a decision-making procedure, in particular based on the results of statistical control, etc.

Carrying out calculations and obtaining conclusions by purely mathematical means within the framework of a probabilistic model;

Interpretation of mathematical and statistical conclusions in relation to a real situation and making an appropriate decision (for example, on the conformity or non-compliance of product quality with established requirements, the need to adjust the technological process, etc.), in particular, conclusions (on the proportion of defective units of products in a batch, on a specific form of laws of distribution of controlled parameters of the technological process, etc.).

Mathematical statistics uses the concepts, methods and results of probability theory. Next, we consider the main issues of building probabilistic models in economic, managerial, technological and other situations. We emphasize that for the active and correct use of normative-technical and instructive-methodical documents on probabilistic-statistical methods, preliminary knowledge is needed. So, it is necessary to know under what conditions one or another document should be applied, what initial information is necessary to have for its selection and application, what decisions should be made based on the results of data processing, etc.

Application examples probability theory and mathematical statistics. Let us consider several examples when probabilistic-statistical models are a good tool for solving managerial, industrial, economic, and national economic problems. So, for example, in the novel by A.N. Tolstoy "Walking through the torments" (vol. 1) it says: "the workshop gives twenty-three percent of the marriage, you hold on to this figure," Strukov told Ivan Ilyich.

How to understand these words in the conversation of factory managers? One unit of production cannot be defective by 23%. It can be either good or defective. Perhaps Strukov meant that a large batch contains approximately 23% of defective units. Then the question arises, what does “about” mean? Let 30 out of 100 tested units of products turn out to be defective, or out of 1,000 - 300, or out of 100,000 - 30,000, etc., should Strukov be accused of lying?

Or another example. The coin that is used as a lot must be "symmetrical". When it is thrown, on average, in half the cases, the coat of arms (eagle) should fall out, and in half the cases - the lattice (tails, number). But what does "average" mean? If you spend many series of 10 throws in each series, then there will often be series in which a coin drops out 4 times with a coat of arms. For a symmetrical coin, this will happen in 20.5% of the series. And if there are 40,000 coats of arms for 100,000 tosses, can the coin be considered symmetrical? The decision-making procedure is based on the theory of probability and mathematical statistics.

The example may not seem serious enough. However, it is not. The drawing of lots is widely used in the organization of industrial feasibility experiments. For example, when processing the results of measuring the quality index (friction moment) of bearings, depending on various technological factors (the influence of a conservation environment, methods of preparing bearings before measurement, the effect of bearing load in the measurement process, etc.). Suppose it is necessary to compare the quality of bearings depending on the results of their storage in different conservation oils, i.e. in composition oils A And IN. When planning such an experiment, the question arises which bearings should be placed in the oil composition A, and which ones - in the composition oil IN, but in such a way as to avoid subjectivity and ensure the objectivity of the decision. The answer to this question can be obtained by drawing lots.

A similar example can be given with the quality control of any product. To decide whether or not an inspected batch of products meets the established requirements, a sample is taken from it. Based on the results of the sample control, a conclusion is made about the entire batch. In this case, it is very important to avoid subjectivity in the formation of the sample, i.e. it is necessary that each unit of product in the controlled lot has the same probability of being selected in the sample. Under production conditions, the selection of units of production in the sample is usually carried out not by lot, but by special tables of random numbers or with the help of computer random number generators.

Similar problems of ensuring the objectivity of comparison arise when comparing various schemes for organizing production, remuneration, when holding tenders and competitions, selecting candidates for vacant positions, etc. Everywhere you need a lottery or similar procedures.

Let it be necessary to identify the strongest and second strongest team when organizing a tournament according to the Olympic system (the loser is eliminated). Let's say that the stronger team always defeats the weaker one. It is clear that the strongest team will definitely become the champion. The second strongest team will reach the final if and only if it has no games with the future champion before the final. If such a game is planned, then the second strongest team will not reach the final. The one who plans the tournament can either “knock out” the second strongest team from the tournament ahead of schedule, bringing it down in the first meeting with the leader, or ensure it second place, ensuring meetings with weaker teams until the final. To avoid subjectivity, draw lots. For an 8-team tournament, the probability that the two strongest teams will meet in the final is 4/7. Accordingly, with a probability of 3/7, the second strongest team will leave the tournament ahead of schedule.

In any measurement of product units (using a caliper, micrometer, ammeter, etc.), there are errors. To find out if there are systematic errors, it is necessary to make repeated measurements of a unit of production, the characteristics of which are known (for example, a standard sample). It should be remembered that in addition to the systematic error, there is also a random error.

Therefore, the question arises of how to find out from the results of measurements whether there is a systematic error. If we note only whether the error obtained during the next measurement is positive or negative, then this problem can be reduced to the one already considered. Indeed, let's compare the measurement with the throwing of a coin, the positive error - with the loss of the coat of arms, the negative - with the lattice (zero error with a sufficient number of divisions of the scale almost never occurs). Then checking the absence of a systematic error is equivalent to checking the symmetry of the coin.

So, the problem of checking the absence of a systematic error is reduced to the problem of checking the symmetry of a coin. The above reasoning leads to the so-called "criterion of signs" in mathematical statistics.

In the statistical regulation of technological processes based on the methods of mathematical statistics, rules and plans for statistical control of processes are developed, aimed at timely detection of the disorder of technological processes and taking measures to adjust them and prevent the release of products that do not meet the established requirements. These measures are aimed at reducing production costs and losses from the supply of low-quality products. With statistical acceptance control, based on the methods of mathematical statistics, quality control plans are developed by analyzing samples from product batches. The difficulty lies in being able to correctly build probabilistic-statistical decision-making models. In mathematical statistics, probabilistic models and methods for testing hypotheses have been developed for this, in particular, hypotheses that the proportion of defective units of production is equal to a certain number R 0 , For example, R 0 = 0.23 (remember the words of Strukov from the novel by A.N. Tolstoy).

Assessment tasks. In a number of managerial, industrial, economic, national economic situations, problems of a different type arise - problems of estimating the characteristics and parameters of probability distributions.

Consider an example. Let a party from N electric lamps From this lot, a sample of n electric lamps A number of natural questions arise. How to determine the average service life of electric lamps based on the results of testing the sample elements, with what accuracy can this characteristic be estimated? How does accuracy change if a larger sample is taken? At what number of hours T it is possible to guarantee that at least 90% of electric lamps will last T or more hours?

Let us assume that when testing a sample with a volume n light bulbs are defective X electric lamps What limits can be specified for a number D defective electric lamps in a batch, for the level of defectiveness D/ N and so on.?

Or, in a statistical analysis of the accuracy and stability of technological processes, it is necessary to evaluate such quality indicators as the average value of the controlled parameter and the degree of its spread in the process under consideration. According to the theory of probability, it is advisable to use its mathematical expectation as the mean value of a random variable, and the variance, standard deviation, or coefficient of variation as a statistical characteristic of the spread. Questions arise: how to evaluate these statistical characteristics from sample data, with what accuracy can this be done?

There are many similar examples. Here it was important to show how probability theory and mathematical statistics can be used in engineering and management problems.

Modern concept of mathematical statistics. Mathematical statistics is understood as “a section of mathematics devoted to mathematical methods for collecting, systematizing, processing and interpreting statistical data, as well as using them for scientific or practical conclusions. The rules and procedures of mathematical statistics are based on the theory of probability, which makes it possible to evaluate the accuracy and reliability of the conclusions obtained in each problem on the basis of the available statistical material. At the same time, statistical data refers to information about the number of objects in any more or less extensive collection that have certain characteristics.

According to the type of problems being solved, mathematical statistics is usually divided into three sections: data description, estimation, and hypothesis testing.

According to the type of statistical data being processed, mathematical statistics is divided into four areas:

One-dimensional statistics (statistics of random variables), in which the result of an observation is described by a real number;

Multivariate statistical analysis, where the result of observation of an object is described by several numbers (vector);

Statistics of random processes and time series, where the result of observation is a function;

Statistics of objects of a non-numerical nature, in which the result of an observation is of a non-numerical nature, for example, it is a set (a geometric figure), an ordering, or obtained as a result of a measurement by a qualitative attribute.

Historically, some areas of statistics of objects of non-numerical nature (in particular, problems of estimating the percentage of defective products and testing hypotheses about it) and one-dimensional statistics were the first to appear. The mathematical apparatus is simpler for them, therefore, by their example, they usually demonstrate the main ideas of mathematical statistics.

Only those methods of data processing, ie. mathematical statistics are evidence-based, which are based on probabilistic models of relevant real phenomena and processes. We are talking about models of consumer behavior, the occurrence of risks, the functioning of technological equipment, obtaining the results of an experiment, the course of a disease, etc. A probabilistic model of a real phenomenon should be considered built if the quantities under consideration and the relationships between them are expressed in terms of probability theory. Correspondence to the probabilistic model of reality, i.e. its adequacy is substantiated, in particular, with the help of statistical methods for testing hypotheses.

Incredible data processing methods are exploratory, they can only be used in preliminary data analysis, since they do not make it possible to assess the accuracy and reliability of the conclusions obtained on the basis of limited statistical material.

Probabilistic and statistical methods are applicable wherever it is possible to construct and substantiate a probabilistic model of a phenomenon or process. Their use is mandatory when conclusions drawn from sample data are transferred to the entire population (for example, from a sample to an entire batch of products).

In specific areas of application, both probabilistic-statistical methods of wide application and specific ones are used. For example, in the section of production management devoted to statistical methods of product quality management, applied mathematical statistics (including the design of experiments) are used. With the help of its methods, a statistical analysis of the accuracy and stability of technological processes and a statistical assessment of quality are carried out. Specific methods include methods of statistical acceptance control of product quality, statistical regulation of technological processes, assessment and control of reliability, etc.

Such applied probabilistic-statistical disciplines as reliability theory and queuing theory are widely used. The content of the first of them is clear from the title, the second deals with the study of systems such as a telephone exchange, which receives calls at random times - the requirements of subscribers dialing numbers on their telephones. The duration of the service of these requirements, i.e. the duration of conversations is also modeled by random variables. A great contribution to the development of these disciplines was made by Corresponding Member of the USSR Academy of Sciences A.Ya. Khinchin (1894-1959), academician of the Academy of Sciences of the Ukrainian SSR B.V. Gnedenko (1912-1995) and other domestic scientists.

Briefly about the history of mathematical statistics. Mathematical statistics as a science begins with the works of the famous German mathematician Carl Friedrich Gauss (1777-1855), who, based on the theory of probability, investigated and substantiated the least squares method, which he created in 1795 and applied to the processing of astronomical data (in order to clarify the orbit of a small planet Ceres). One of the most popular probability distributions, normal, is often named after him, and in the theory of random processes, the main object of study is Gaussian processes.

At the end of the XIX century. - the beginning of the twentieth century. a major contribution to mathematical statistics was made by English researchers, primarily K. Pearson (1857-1936) and R. A. Fisher (1890-1962). In particular, Pearson developed the chi-square test for testing statistical hypotheses, and Fisher developed analysis of variance, the theory of experiment design, and the maximum likelihood method for estimating parameters.

In the 30s of the twentieth century. Pole Jerzy Neumann (1894-1977) and Englishman E. Pearson developed a general theory of testing statistical hypotheses, and Soviet mathematicians Academician A.N. Kolmogorov (1903-1987) and Corresponding Member of the USSR Academy of Sciences N.V. Smirnov (1900-1966) laid the foundations of nonparametric statistics. In the forties of the twentieth century. Romanian A. Wald (1902-1950) built the theory of consistent statistical analysis.

Mathematical statistics is rapidly developing at the present time. So, over the past 40 years, four fundamentally new areas of research can be distinguished:

Development and implementation of mathematical methods for planning experiments;

Development of statistics of objects of non-numerical nature as an independent direction in applied mathematical statistics;

Development of statistical methods resistant to small deviations from the used probabilistic model;

Widespread development of work on the creation of computer software packages designed for statistical analysis of data.

Probabilistic-statistical methods and optimization. The idea of optimization permeates modern applied mathematical statistics and other statistical methods. Namely, methods of planning experiments, statistical acceptance control, statistical control of technological processes, etc. On the other hand, optimization formulations in decision theory, for example, the applied theory of optimizing product quality and standard requirements, provide for the widespread use of probabilistic-statistical methods, primarily applied mathematical statistics.

In production management, in particular, when optimizing product quality and standard requirements, it is especially important to apply statistical methods at the initial stage of the product life cycle, i.e. at the stage of research preparation of experimental design developments (development of promising requirements for products, preliminary design, terms of reference for experimental design development). This is due to the limited information available at the initial stage of the product life cycle and the need to predict the technical possibilities and economic situation for the future. Statistical methods should be applied at all stages of solving an optimization problem - when scaling variables, developing mathematical models for the functioning of products and systems, conducting technical and economic experiments, etc.

In optimization problems, including optimization of product quality and standard requirements, all areas of statistics are used. Namely, statistics of random variables, multivariate statistical analysis, statistics of random processes and time series, statistics of objects of non-numerical nature. Recommendations on the choice of a statistical method for the analysis of specific data have been developed.

Content.

1. Introduction:
- How are probability and mathematical statistics used? - page 2
- What is "mathematical statistics"? - page 3
2) Examples of applying the theory of probability and mathematical statistics:
- Selection. - page 4
- Assessment tasks. – page 6
- Probabilistic-statistical methods and optimization. – page 7
3) Conclusion.

Introduction.

How are probability and mathematical statistics used? These disciplines are the basis of probabilistic-statistical decision-making methods. To use their mathematical apparatus, it is necessary to express decision-making problems in terms of probabilistic-statistical models. The application of a specific probabilistic-statistical decision-making method consists of three stages:
- transition from economic, managerial, technological reality to an abstract mathematical and statistical scheme, i.e. building a probabilistic model of a control system, a technological process, a decision-making procedure, in particular based on the results of statistical control, etc.
- carrying out calculations and obtaining conclusions by purely mathematical means within the framework of a probabilistic model;
- interpretation of mathematical and statistical conclusions in relation to a real situation and making an appropriate decision (for example, on the conformity or non-compliance of product quality with established requirements, the need to adjust the technological process, etc.), in particular, conclusions (on the proportion of defective units of products in a batch, on the specific form of the laws of distribution of controlled parameters of the technological process, etc.).

Mathematical statistics uses the concepts, methods and results of probability theory. Let's consider the main issues of building probabilistic decision-making models in economic, managerial, technological and other situations. For the active and correct use of normative-technical and instructive-methodical documents on probabilistic-statistical methods of decision-making, preliminary knowledge is needed. So, it is necessary to know under what conditions one or another document should be applied, what initial information is necessary to have for its selection and application, what decisions should be made based on the results of data processing, etc.

What is "mathematical statistics"? Mathematical statistics is understood as “a section of mathematics devoted to mathematical methods for collecting, systematizing, processing and interpreting statistical data, as well as using them for scientific or practical conclusions. The rules and procedures of mathematical statistics are based on the theory of probability, which makes it possible to evaluate the accuracy and reliability of the conclusions obtained in each problem on the basis of the available statistical material. At the same time, statistical data refers to information about the number of objects in any more or less extensive collection that have certain characteristics.

According to the type of problems being solved, mathematical statistics is usually divided into three sections: data description, estimation, and hypothesis testing.

According to the type of statistical data being processed, mathematical statistics is divided into four areas:

One-dimensional statistics (statistics of random variables), in which the result of an observation is described by a real number;

Multivariate statistical analysis, where the result of observation of an object is described by several numbers (vector);

Statistics of random processes and time series, where the result of observation is a function;

Examples of application of probability theory and mathematical statistics.
Let us consider several examples where probabilistic-statistical models are a good tool for solving managerial, industrial, economic, and national economic problems. So, for example, a coin that is used as a lot must be "symmetrical", i.e. when it is thrown, on average, in half the cases, the coat of arms should fall out, and in half the cases - the lattice (tails, number). But what does "average" mean? If you spend many series of 10 throws in each series, then there will often be series in which a coin drops out 4 times with a coat of arms. For a symmetrical coin, this will happen in 20.5% of the series. And if there are 40,000 coats of arms for 100,000 tosses, can the coin be considered symmetrical? The decision-making procedure is based on the theory of probability and mathematical statistics.

The example under consideration may not seem serious enough. However, it is not. The draw is widely used in organizing industrial feasibility experiments, for example, when processing the results of measuring the quality index (friction moment) of bearings depending on various technological factors (the influence of a conservation environment, methods of preparing bearings before measurement, the effect of bearing load in the measurement process, etc.). P.). Suppose it is necessary to compare the quality of bearings depending on the results of their storage in different conservation oils, i.e. in oils of composition A and B. When planning such an experiment, the question arises which bearings should be placed in oil composition A, and which - in oil composition B, but in such a way as to avoid subjectivity and ensure the objectivity of the decision.

Sample
The answer to this question can be obtained by drawing lots. A similar example can be given with the quality control of any product. To decide whether or not an inspected batch of products meets the established requirements, a sample is taken from it. Based on the results of the sample control, a conclusion is made about the entire batch. In this case, it is very important to avoid subjectivity in the formation of the sample, i.e. it is necessary that each unit of product in the controlled lot has the same probability of being selected in the sample. Under production conditions, the selection of units of production in the sample is usually carried out not by lot, but by special tables of random numbers or with the help of computer random number generators.
Similar problems of ensuring the objectivity of comparison arise when comparing various schemes for organizing production, remuneration, when holding tenders and competitions, selecting candidates for vacant positions, etc. Everywhere you need a lottery or similar procedures. Let us explain using the example of identifying the strongest and second strongest team in organizing a tournament according to the Olympic system (the loser is eliminated). Let the stronger team always win over the weaker one. It is clear that the strongest team will definitely become the champion. The second strongest team will reach the final if and only if it has no games with the future champion before the final. If such a game is planned, then the second strongest team will not reach the final. The one who plans the tournament can either “knock out” the second strongest team from the tournament ahead of schedule, bringing it down in the first meeting with the leader, or ensure it second place, ensuring meetings with weaker teams until the final. To avoid subjectivity, draw lots. For an 8-team tournament, the probability that the two strongest teams will meet in the final is 4/7. Accordingly, with a probability of 3/7, the second strongest team will leave the tournament ahead of schedule.
In any measurement of product units (using a caliper, micrometer, ammeter, etc.), there are errors. To find out if there are systematic errors, it is necessary to make repeated measurements of a unit of production, the characteristics of which are known (for example, a standard sample). It should be remembered that in addition to the systematic error, there is also a random error.

Therefore, the question arises of how to find out from the results of measurements whether there is a systematic error. If we note only whether the error obtained during the next measurement is positive or negative, then this problem can be reduced to the previous one. Indeed, let's compare the measurement with the throwing of a coin, the positive error - with the loss of the coat of arms, the negative - with the lattice (zero error with a sufficient number of divisions of the scale almost never occurs). Then checking the absence of a systematic error is equivalent to checking the symmetry of the coin.

The purpose of these considerations is to reduce the problem of checking the absence of a systematic error to the problem of checking the symmetry of a coin. The above reasoning leads to the so-called "criterion of signs" in mathematical statistics.
"Sign test" - a statistical test that allows you to test the null hypothesis that the sample obeys the binomial distribution with parameter p=1/2 . The sign test can be used as a nonparametric statistical test to test the hypothesis that the median is equal to a given value (in particular, zero), as well as the absence of a shift (no processing effect) in two connected samples. It also allows you to test the hypothesis of distribution symmetry, however, there are more powerful criteria for this - the one-sample Wilcoxon test and its modifications.

In the statistical regulation of technological processes based on the methods of mathematical statistics, rules and plans for statistical control of processes are developed, aimed at timely detection of the disorder of technological processes and taking measures to adjust them and prevent the release of products that do not meet the established requirements. These measures are aimed at reducing production costs and losses from the supply of low-quality products. With statistical acceptance control, based on the methods of mathematical statistics, quality control plans are developed by analyzing samples from product batches. The difficulty lies in being able to correctly build probabilistic-statistical decision-making models, on the basis of which it is possible to answer the questions posed above. In mathematical statistics, probabilistic models and methods for testing hypotheses have been developed for this, in particular, hypotheses that the proportion of defective units of production is equal to a certain number p0, for example, p0 = 0.23.

Assessment tasks.
In a number of managerial, industrial, economic, national economic situations, problems of a different type arise - problems of estimating the characteristics and parameters of probability distributions.

Consider an example. Let a batch of N electric lamps come to the control. A sample of n electric lamps was randomly selected from this batch. A number of natural questions arise. How can the average service life of electric lamps be determined from the results of testing the sample elements and with what accuracy can this characteristic be estimated? How does accuracy change if a larger sample is taken? At what number of hours T can it be guaranteed that at least 90% of the electric lamps will last T or more hours?

Suppose that when testing a sample of n electric lamps, X electric lamps turned out to be defective. Then the following questions arise. What limits can be specified for the number D of defective electric lamps in a batch, for the level of defectiveness D/N, etc.?

Or, in a statistical analysis of the accuracy and stability of technological processes, it is necessary to evaluate such quality indicators as the average value of the controlled parameter and the degree of its spread in the process under consideration. According to the theory of probability, it is advisable to use its mathematical expectation as the mean value of a random variable, and the variance, standard deviation, or coefficient of variation as a statistical characteristic of the spread. This raises the question: how to estimate these statistical characteristics from sample data and with what accuracy can this be done? There are many similar examples. Here it was important to show how probability theory and mathematical statistics can be used in production management when making decisions in the field of statistical product quality management.

Probabilistic-statistical methods and optimization. The idea of optimization permeates modern applied mathematical statistics and other statistical methods. Namely, methods of planning experiments, statistical acceptance control, statistical control of technological processes, etc. On the other hand, optimization formulations in decision theory, for example, the applied theory of optimizing product quality and standard requirements, provide for the widespread use of probabilistic-statistical methods, primarily applied mathematical statistics.

In optimization problems, including optimization of product quality and standard requirements, all areas of statistics are used. Namely, statistics of random variables, multivariate statistical analysis, statistics of random processes and time series, statistics of objects of non-numerical nature. The choice of a statistical method for the analysis of specific data should be carried out according to the recommendations.

Conclusion.
IN
etc.................

Mathematical statistics is understood as “a section of mathematics devoted to mathematical methods for collecting, systematizing, processing and interpreting statistical data, as well as using them for scientific or practical conclusions. The rules and procedures of mathematical statistics are based on the theory of probability, which makes it possible to evaluate the accuracy and reliability of the conclusions obtained in each problem on the basis of the available statistical material. At the same time, statistical data refers to information about the number of objects in any more or less extensive collection that have certain characteristics.

According to the type of problems being solved, mathematical statistics is usually divided into three sections: data description, estimation, and hypothesis testing.

According to the type of statistical data being processed, mathematical statistics is divided into four areas:

- one-dimensional statistics (statistics of random variables), in which the result of the observation is described by a real number;

- multidimensional statistical analysis, where the result of observation of an object is described by several numbers (vector);

- statistics of random processes and time series, where the result of observation is a function;

- statistics of objects of non-numerical nature, in which the result of observation has a non-numerical nature, for example, it is a set (geometric figure), ordering, or obtained as a result of measurement by a qualitative attribute.

Correspondence to the probabilistic model of reality, i.e. its adequacy is substantiated, in particular, with the help of statistical methods for testing hypotheses.

According to the type of problems being solved, mathematical statistics is usually divided into three sections: data description, estimation, and hypothesis testing.

According to the type of statistical data being processed, mathematical statistics is divided into four areas:
- one-dimensional statistics (statistics of random variables), in which the observation result is described by a real number;
- multivariate statistical analysis, where the result of observation of an object is described by several numbers (vector);
- statistics of random processes and time series, where the result of observation is a function;
- statistics of objects of non-numerical nature, in which the result of observation has a non-numerical nature, for example, it is a set (geometric figure), ordering, or obtained as a result of measurement by a qualitative attribute.

How are probability and mathematical statistics used? These disciplines are the basis of probabilistic-statistical methods decision making. To use their mathematical apparatus, you need tasks decision making express in terms of probabilistic-statistical models. Application of a specific probabilistic-statistical method decision making consists of three stages:

transition from economic, managerial, technological reality to an abstract mathematical and statistical scheme, i.e. building a probabilistic model of a control system, a technological process, decision-making procedures, in particular according to the results of statistical control, etc.;
carrying out calculations and obtaining conclusions by purely mathematical means within the framework of a probabilistic model;
interpretation of mathematical and statistical conclusions in relation to a real situation and making an appropriate decision (for example, on the conformity or non-compliance of product quality with established requirements, the need to adjust the technological process, etc.), in particular, conclusions (on the proportion of defective units of products in a batch, on specific form of distribution laws controlled parameters technological process, etc.).

Mathematical statistics uses the concepts, methods and results of probability theory. Consider the main issues of building probabilistic models decision making in economic, managerial, technological and other situations. For the active and correct use of normative-technical and instructive-methodical documents on probabilistic-statistical methods decision making prior knowledge is required. So, it is necessary to know under what conditions one or another document should be applied, what initial information is necessary to have for its selection and application, what decisions should be made based on the results of data processing, etc.

Examples of application of probability theory and mathematical statistics. Let us consider several examples when probabilistic-statistical models are a good tool for solving managerial, industrial, economic, and national economic problems. So, for example, in the novel by A.N. Tolstoy's "Walking through the torments" (vol. 1) says: "the workshop gives twenty-three percent of the marriage, you hold on to this figure," Strukov said to Ivan Ilyich.

The question arises how to understand these words in the conversation of factory managers, since one unit of production cannot be defective by 23%. It can be either good or defective. Perhaps Strukov meant that a large batch contains approximately 23% of defective units. Then the question arises, what does "about" mean? Let 30 out of 100 tested units of products turn out to be defective, or out of 1000-300, or out of 100000-30000, etc., should Strukov be accused of lying?

Or another example. The coin that is used as a lot must be "symmetrical", i.e. when it is thrown, on average, in half the cases, the coat of arms should fall out, and in half the cases - the lattice (tails, number). But what does "average" mean? If you spend many series of 10 throws in each series, then there will often be series in which a coin drops out 4 times with a coat of arms. For a symmetrical coin, this will happen in 20.5% of the series. And if there are 40,000 coats of arms for 100,000 tosses, can the coin be considered symmetrical? Procedure decision making is based on the theory of probability and mathematical statistics.

The example under consideration may not seem serious enough. However, it is not. The draw is widely used in organizing industrial feasibility experiments, for example, when processing the results of measuring the quality index (friction moment) of bearings depending on various technological factors (the influence of a conservation environment, methods of preparing bearings before measurement, the effect of bearing load in the measurement process, etc.). P.). Suppose it is necessary to compare the quality of bearings depending on the results of their storage in different conservation oils, i.e. in composition oils and . When planning such an experiment, the question arises which bearings should be placed in the composition oil, and which - in the composition oil, but in such a way as to avoid subjectivity and ensure the objectivity of the decision.

The answer to this question can be obtained by drawing lots. A similar example can be given with the quality control of any product. Sampling is done to decide whether or not an inspected lot of products meets the specified requirements. Based on the results of the sample control, a conclusion is made about the entire batch. In this case, it is very important to avoid subjectivity in the formation of the sample, i.e. it is necessary that each unit of product in the controlled lot has the same probability of being selected in the sample. Under production conditions, the selection of units of production in the sample is usually carried out not by lot, but by special tables of random numbers or with the help of computer random number generators.

Similar problems of ensuring the objectivity of comparison arise when comparing different schemes. production organization, remuneration, during tenders and competitions, selection of candidates for vacant positions, etc. Everywhere you need a lottery or similar procedures. Let us explain by the example of identifying the strongest and second strongest teams when organizing a tournament according to the Olympic system (the loser is eliminated). Let the stronger team always win over the weaker one. It is clear that the strongest team will definitely become the champion. The second strongest team will reach the final if and only if it has no games with the future champion before the final. If such a game is planned, then the second strongest team will not reach the final. The one who plans the tournament can either "knock out" the second strongest team from the tournament ahead of time, bringing it down in the first meeting with the leader, or provide it with second place, ensuring meetings with weaker teams until the final. To avoid subjectivity, draw lots. For an 8-team tournament, the probability that the two strongest teams will meet in the final is 4/7. Accordingly, with a probability of 3/7, the second strongest team will leave the tournament ahead of schedule.

Therefore, the question arises of how to find out from the measurement results whether there is a systematic error. If we note only whether the error obtained during the next measurement is positive or negative, then this problem can be reduced to the previous one. Indeed, let's compare the measurement with the throwing of a coin, the positive error - with the loss of the coat of arms, the negative - with the lattice (zero error with a sufficient number of divisions of the scale almost never occurs). Then checking the absence of a systematic error is equivalent to checking the symmetry of the coin.

In statistical regulation of technological processes, based on the methods of mathematical statistics, rules and plans for statistical control of processes are developed, aimed at timely detection of the disorder of technological processes, taking measures to adjust them and prevent the release of products that do not meet the established requirements. These measures are aimed at reducing production costs and losses from the supply of low-quality products. With statistical acceptance control, based on the methods of mathematical statistics, quality control plans are developed by analyzing samples from product batches. The difficulty lies in being able to correctly build probabilistic-statistical models decision making on the basis of which the above questions can be answered. In mathematical statistics, probabilistic models and methods for testing hypotheses have been developed for this, in particular, hypotheses that the proportion of defective units of production is equal to a certain number, for example, (remember the words of Strukov from the novel by A.N. Tolstoy).

Assessment tasks. In a number of managerial, industrial, economic, national economic situations, problems of a different type arise - problems of estimating the characteristics and parameters of probability distributions.

Consider an example. Let a batch of N electric lamps come to the control. A sample of n electric lamps was randomly selected from this batch. A number of natural questions arise. How can the average service life of electric lamps be determined from the results of testing the sample elements and with what accuracy can this characteristic be estimated? How will the accuracy change if a larger sample is taken? At what number of hours can it be guaranteed that at least 90% of the electric lamps will last more than hours?

Suppose that when testing a sample with a volume of electric lamps, electric lamps turned out to be defective. Then the following questions arise. What limits can be specified for the number of defective electric lamps in a batch, for the level of defectiveness, etc.?

Or, in a statistical analysis of the accuracy and stability of technological processes, it is necessary to evaluate such quality indicators, as an average controlled parameter and the degree of its spread in the process under consideration. According to the theory of probability, it is advisable to use its mathematical expectation as the average value of a random variable, and the variance, standard deviation, or the coefficient of variation. This raises the question: how to estimate these statistical characteristics from sample data and with what accuracy can this be done? There are many similar examples. Here it was important to show how probability theory and mathematical statistics can be used in production management when making decisions in the field of statistical product quality management.

What is "mathematical statistics"? Mathematical statistics is understood as "a section of mathematics devoted to the mathematical methods of collecting, systematizing, processing and interpreting statistical data, as well as using them for scientific or practical conclusions. The rules and procedures of mathematical statistics are based on the theory of probability, which makes it possible to evaluate the accuracy and reliability of the conclusions obtained in each task based on the available statistical material" [ [ 2.2], p. 326]. At the same time, statistical data refers to information about the number of objects in any more or less extensive collection that have certain characteristics.

According to the type of problems being solved, mathematical statistics is usually divided into three sections: data description, estimation, and hypothesis testing.

According to the type of statistical data being processed, mathematical statistics is divided into four areas:

one-dimensional statistics (statistics of random variables), in which the result of an observation is described by a real number;
multidimensional statistical analysis, where the result of observation of an object is described by several numbers (vector);
statistics of random processes and time series, where the result of observation is a function;
statistics of objects of a non-numerical nature, in which the result of an observation is of a non-numerical nature, for example, it is a set (a geometric figure), an ordering, or obtained as a result of a measurement by a qualitative attribute.

Historically, some areas of statistics of non-numerical objects (in particular, problems of estimating the percentage of marriage and testing hypotheses about it) and one-dimensional statistics were the first to appear. The mathematical apparatus is simpler for them, therefore, by their example, they usually demonstrate the main ideas of mathematical statistics.

In specific applications, they are used as probabilistic statistical methods wide application, as well as specific ones. For example, in the section of production management devoted to statistical methods of product quality management, applied mathematical statistics (including the design of experiments) are used. With the help of its methods, statistical analysis accuracy and stability of technological processes and statistical quality assessment. Specific methods include methods of statistical acceptance control of product quality, statistical regulation of technological processes, assessment and control of reliability, etc.

Such applied probabilistic-statistical disciplines as reliability theory and queuing theory are widely used. The content of the first of them is clear from the title, the second deals with the study of systems such as a telephone exchange, which receives calls at random times - the requirements of subscribers dialing numbers on their telephones. The duration of the service of these requirements, i.e. the duration of conversations is also modeled by random variables. A great contribution to the development of these disciplines was made by Corresponding Member of the USSR Academy of Sciences A.Ya. Khinchin (1894-1959), Academician of the Academy of Sciences of the Ukrainian SSR B.V. Gnedenko (1912-1995) and other domestic scientists.

Briefly about the history of mathematical statistics. Mathematical statistics as a science begins with the works of the famous German mathematician Carl Friedrich Gauss (1777-1855), who, based on the theory of probability, investigated and substantiated least square method, created by him in 1795 and used to process astronomical data (in order to refine the orbit of the minor planet Ceres). One of the most popular probability distributions, the normal one, is often named after him, and in the theory of random processes, the main object of study is Gaussian processes.

At the end of the XIX century. - the beginning of the twentieth century. a major contribution to mathematical statistics was made by English researchers, primarily K. Pearson (1857-1936) and R.A. Fisher (1890-1962). In particular, Pearson developed the "chi-square" criterion for testing statistical hypotheses, and Fisher - analysis of variance, the theory of experiment planning, the maximum likelihood method of parameter estimation.

In the 30s of the twentieth century. Pole Jerzy Neumann (1894-1977) and Englishman E. Pearson developed a general theory of testing statistical hypotheses, and Soviet mathematicians Academician A.N. Kolmogorov (1903-1987) and Corresponding Member of the USSR Academy of Sciences N.V. Smirnov (1900-1966) laid the foundations of non-parametric statistics. In the forties of the twentieth century. Romanian A. Wald (1902-1950) built the theory of consistent statistical analysis.

Mathematical statistics is rapidly developing at the present time. So, over the past 40 years, four fundamentally new areas of research can be distinguished [ [ 2.16 ] ]:

development and implementation of mathematical methods for planning experiments;
development of statistics of objects of non-numerical nature as an independent direction in applied mathematical statistics;
development of statistical methods resistant to small deviations from the used probabilistic model;
wide deployment of work on the creation of computer software packages designed for statistical data analysis.

Probabilistic-statistical methods and optimization. The idea of optimization permeates modern applied mathematical statistics and other statistical methods. Namely, methods of planning experiments, statistical acceptance control, statistical control of technological processes, etc. On the other hand, optimization formulations in theory decision making, for example, the applied theory of optimizing product quality and the requirements of standards, provide for the widespread use of probabilistic-statistical methods, primarily applied mathematical statistics.

In production management, in particular, when optimizing product quality and standard requirements, it is especially important to apply statistical methods at the initial stage of the product life cycle, i.e. at the stage of research preparation of experimental design developments (development of promising requirements for products, preliminary design, terms of reference for experimental design development). This is due to the limited information available at the initial stage of the product life cycle and the need to predict the technical possibilities and economic situation for the future. Statistical Methods should be applied at all stages of solving the optimization problem - when scaling variables, developing mathematical models for the functioning of products and systems, conducting technical and economic experiments, etc.

In optimization problems, including optimization of product quality and standard requirements, all areas of statistics are used. Namely - the statistics of random variables, multivariate statistical analysis, statistics of random processes and time series, statistics of objects of non-numerical nature. The choice of a statistical method for the analysis of specific data should be carried out according to the recommendations [