目录
三角函数常用公式
- s e c 2 θ = 1 + t g 2 θ sec^2\theta = 1+tg^2\theta sec2θ=1+tg2θ
倍角公式
- s i n 2 θ = 2 s i n θ c o s θ sin2\theta=2sin\theta cos\theta sin2θ=2sinθcosθ
- c o s 2 θ = c o s 2 θ − s i n 2 θ cos2\theta=cos^2\theta-sin^2\theta cos2θ=cos2θ−sin2θ
半角公式
- s i n 2 θ 2 = 1 − c o s θ 2 sin^2\frac{\theta}{2}=\frac{1-cos\theta}{2} sin22θ=21−cosθ
- c o s 2 θ 2 = 1 + c o s θ 2 cos^2\frac{\theta}{2}=\frac{1+cos\theta}{2} cos22θ=21+cosθ
和差公式
- s i n ( α + β ) = s i n α c o s β + c o s α s i n β sin(\alpha+\beta)=sin\alpha cos\beta+cos\alpha sin\beta sin(α+β)=sinαcosβ+cosαsinβ
- s i n ( α − β ) = s i n α c o s β − c o s α s i n β sin(\alpha-\beta)=sin\alpha cos\beta-cos\alpha sin\beta sin(α−β)=sinαcosβ−cosαsinβ
- c o s ( α + β ) = c o s α c o s β − s i n α s i n β cos(\alpha+\beta)=cos\alpha cos\beta-sin\alpha sin\beta cos(α+β)=cosαcosβ−sinαsinβ
- c o s ( α − β ) = c o s α c o s β + s i n α s i n β cos(\alpha-\beta)=cos\alpha cos\beta+sin\alpha sin\beta cos(α−β)=cosαcosβ+sinαsinβ
积化和差公式
- s i n α c o s β = 1 2 [ s i n a ( α + β ) + s i n ( α − β ) ] sin\alpha cos\beta=\frac{1}{2}[sina(\alpha+\beta)+sin(\alpha-\beta)] sinαcosβ=21[sina(α+β)+sin(α−β)]
- c o s α c o s β = 1 2 [ c o s ( α + β ) + c o s ( α − β ) ] cos\alpha cos\beta=\frac{1}{2}[cos(\alpha+\beta)+cos(\alpha-\beta)] cosαcosβ=21[cos(α+β)+cos(α−β)]
- s i n α s i n a β = − 1 2 [ c o s ( α + β ) − c o s ( α − β ) ] sin\alpha sina\beta=-\frac{1}{2}[cos(\alpha+\beta)-cos(\alpha-\beta)] sinαsinaβ=−21[cos(α+β)−cos(α−β)]
和差化积
- s i n α + s i n β = 2 s i n ( α + β 2 ) c o s ( α − β 2 ) sin\alpha+sin\beta=2sin(\frac{\alpha+\beta}{2})cos(\frac{\alpha-\beta}{2}) sinα+sinβ=2sin(2α+β)cos(2α−β)
- s i n α − s i n β = 2 s i n ( α − β 2 ) c o s ( α + β 2 ) sin\alpha-sin\beta=2sin(\frac{\alpha-\beta}{2})cos(\frac{\alpha+\beta}{2}) sinα−sinβ=2sin(2α−β)cos(2α+β)
- c o s α + c o s β = 2 c o s ( α + β 2 ) c o s ( α − β 2 ) cos\alpha+cos\beta=2cos(\frac{\alpha+\beta}{2})cos(\frac{\alpha-\beta}{2}) cosα+cosβ=2cos(2α+β)cos(2α−β)
- c o s α − c o s β = − 2 s i n ( α + β 2 ) s i n ( α − β 2 ) cos\alpha-cos\beta=-2sin(\frac{\alpha+\beta}{2})sin(\frac{\alpha-\beta}{2}) cosα−cosβ=−2sin(2α+β)sin(2α−β)
万能公式
- s i n x = 2 t g x 2 1 + t g 2 x 2 sinx=\frac{2tg\frac{x}{2}}{1+tg^2\frac{x}{2}} sinx=1+tg22x2tg2x
- c o s x = 1 − t g 2 x 2 1 + t g 2 x 2 cosx=\frac{1-tg^2\frac{x}{2}}{1+tg^2\frac{x}{2}} cosx=1+tg22x1−tg22x
- s i n x = t g x 1 + t g 2 x sinx=\frac{tgx}{\sqrt{1+tg^2x}} sinx=1+tg2xtgx
- c o s x = 1 1 + t g 2 x cosx=\frac{1}{\sqrt{1+tg^2x}} cosx=1+tg2x1
导数公式
- ( e x ) ′ = e x (e^x)^{'}=e^x (ex)′=ex
- ( a x ) ′ = a x l n a (a^x)^{'}=a^xlna (ax)′=axlna
- ( l n x ) ′ = 1 x (lnx)^{'}=\frac{1}{x} (lnx)′=x1
- ( l o g a x ) ′ = 1 x l n a (loga^x)^{'}=\frac{1}{xlna} (logax)′=xlna1
- ( x ) ′ = 1 2 x (\sqrt{x})^{'}=\frac{1}{2\sqrt{x}} (x)′=2x1
- ( t g x ) ′ = s e c 2 x (tgx)^{'}=sec^2x (tgx)′=sec2x
- ( c t x ) ′ = − s c c 2 x (ctx)^{'}=-scc^2x (ctx)′=−scc2x
- ( s e c x ) ′ = s e c x t g x (secx)^{'}=secxtgx (secx)′=secxtgx
- ( c s c x ) ′ = − c s c x c t g x (cscx)^{'}=-cscxctgx (cscx)′=−cscxctgx
积分公式
- ∫ 1 1 + x 2 d x = a r c t g x + C = − a r c c t g x + C \int\frac{1}{1+x^2}dx=arctgx+C=-arcctgx+C ∫1+x21dx=arctgx+C=−arcctgx+C
- ∫ 1 1 − x 2 d x = a r c s i n x + C \int\frac{1}{\sqrt{1-x^2}}dx=arcsinx+C ∫1−x21dx=arcsinx+C
- ∫ s e c 2 x d x = t g x + C \int sec^2xdx=tgx+C ∫sec2xdx=tgx+C
- ∫ 1 2 x d x = x + C \int\frac{1}{2\sqrt{x}}dx=\sqrt{x}+C ∫2x1dx=x+C
- ∫ 1 x d x = l n ∣ x ∣ + C \int\frac{1}{x}dx=ln|x|+C ∫x1dx=ln∣x∣+C
- ∫ c s c 2 x d x = − c t g x + C \int csc^2xdx=-ctgx+C ∫csc2xdx=−ctgx+C
- ∫ s e c x d x = l n ∣ s e c x + t g x ∣ + C \int secxdx=ln|secx+tgx|+C ∫secxdx=ln∣secx+tgx∣+C
- 若在区域D上有,f(x,y) <= g(x,y) => ∬ D f ( x , y ) d σ ≤ ∬ D g ( x , y ) d σ \iint_{D}f(x,y)d\sigma \le \iint_{D}g(x,y)d\sigma ∬Df(x,y)dσ≤∬Dg(x,y)dσ
- ∣ ∬ D f ( x , y ) d σ ∣ ≤ ∬ D ∣ f ( x , y ) ∣ d σ |\iint_{D}f(x,y)d\sigma|\le\iint_{D}|f(x,y)|d\sigma ∣∬Df(x,y)dσ∣≤∬D∣f(x,y)∣dσ
欧拉公式
e i β = c o s β + i s i n β e^{i\beta}=cos\beta+isin\beta eiβ=cosβ+isinβ
在区域D上连续的函数一定可积
大数定理/中心极限定理
依概率收敛于
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X_n\rightarrow^P A
Xn→PA
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\lim_{n->\infty}P\{|X_n-A|<\epsilon\}=1
n−>∞limP{∣Xn−A∣<ϵ}=1
切比雪夫不等式
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P\{X\ge\epsilon\}\le\frac{E(X)}{\epsilon}
P{X≥ϵ}≤ϵE(X)
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P\{|X-E(X)|\le\epsilon\}\ge\frac{\sigma^2}{\epsilon^2}
P{∣X−E(X)∣≤ϵ}≥ϵ2σ2
大数定理
lim
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\lim_{n->\infty}P\{|X-E(X)|<\epsilon\}=1
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\lim_{n->\infty}P\{|E(X)-\mu|<\epsilon\}=1
n−>∞limP{∣E(X)−μ∣<ϵ}=1
- 若分布为伯努利分布,则有:
lim n − > ∞ P { ∣ n A n − p ∣ < ϵ } = 1 \lim_{n->\infty}P\{|\frac{n_A}{n}-p|<\epsilon\}=1 n−>∞limP{∣nnA−p∣<ϵ}=1
中心极限定理
- 随机变量相互独立
lim n − > ∞ P { ∑ ( X i − μ i ) S n ≤ x } = Φ ( x ) ; S n = ∑ σ 2 \lim_{n->\infty}P\{\frac{\sum(X_i-\mu_i)}{S_n}\le x\}=\Phi(x); S_n=\sqrt{\sum\sigma^2} n−>∞limP{Sn∑(Xi−μi)≤x}=Φ(x);Sn=∑σ2 - 随机变量相互独立,同分布
lim n − > ∞ P { ∑ X i − n μ σ n ≤ x } = Φ ( x ) \lim_{n->\infty}P\{\frac{\sum X_i-n\mu}{\sigma\sqrt{n}}\le x\}=\Phi(x) n−>∞limP{σn∑Xi−nμ≤x}=Φ(x) - 随机变量相互独立,满足B(n,p):
lim n − > ∞ P { ∑ X i − n p n p ( 1 − p ) ≤ x } = Φ ( x ) \lim_{n->\infty}P\{\frac{\sum X_i-np}{\sqrt{np(1-p)}}\le x\}=\Phi(x) n−>∞limP{np(1−p)∑Xi−np≤x}=Φ(x)
伽马函数- Γ ( a ) \Gamma(a) Γ(a)
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\Gamma(a)=\int_{0}^{+\infty}e^{-x}x^(a-1)dx
Γ(a)=∫0+∞e−xx(a−1)dx
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\Gamma(n)=(n-1)\Gamma(n-1)
Γ(n)=(n−1)Γ(n−1)
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\Gamma(\frac{1}{2})=\sqrt{\pi}
Γ(21)=π
数量统计分布函数
卡方分布- ϰ 2 ( n ) \varkappa^2(n) ϰ2(n)
- 定义:标准正态分布的平方和。 ϰ 2 ( n ) = ∑ i = 1 n [ N i ( 0 , 1 ) ] 2 \varkappa^2(n)=\sum_{i=1}^{n}[N_i(0,1)]^2 ϰ2(n)=∑i=1n[Ni(0,1)]2
- 期望值=n ;方差=2n
- 性质:
1. 可加性: ϰ 2 ( m ) + ϰ 2 ( n ) = ϰ 2 ( m + n ) \varkappa^2(m)+\varkappa^2(n)=\varkappa^2(m+n) ϰ2(m)+ϰ2(n)=ϰ2(m+n)
T分布- T ( n ) T(n) T(n)
- 定义: T ( n ) = N ( 0 , 1 ) ϰ 2 ( n ) / n T(n)=\frac{N(0,1)}{\sqrt{\varkappa^2(n)/n}} T(n)=ϰ2(n)/nN(0,1)
- 期望值=0;方差= n n − 2 , ( n > 2 ) \frac{n}{n-2}, (n>2) n−2n,(n>2)
F分布- F ( m , n ) F(m,n) F(m,n)
- 定义: F ( m , n ) = ϰ 2 ( m ) / m ϰ 2 ( n ) / n F(m,n)=\frac{\varkappa^2(m)/m}{\varkappa^2(n)/n} F(m,n)=ϰ2(n)/nϰ2(m)/m
- 期望值= n n − 2 \frac{n}{n-2} n−2n; 方差= 2 n 2 ( n + m − 2 ) m ( n − 2 ) ( n − 4 ) , ( n > 4 ) \frac{2n^2(n+m-2)}{m(n-2)(n-4)},(n>4) m(n−2)(n−4)2n2(n+m−2),(n>4)
- 性质:
1. 1 F ( m , n ) = F ( n , m ) \frac{1}{F(m,n)}=F(n,m) F(m,n)1=F(n,m)
2. [ t ( n ) ] 2 = F ( 1 , n ) [t(n)]^2=F(1,n) [t(n)]2=F(1,n)
单正态总体抽样分布
总体分布:
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N(\mu,\sigma^2)
N(μ,σ2)
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X=N(μ,nσ2)
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\frac{\overline{X}-\mu}{\sigma/\sqrt{n}}=N(0,1)
σ/nX−μ=N(0,1)
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\frac{(n-1)S^2}{\sigma^2}=\varkappa^2(n-1)
σ2(n−1)S2=ϰ2(n−1)
两个正态总体抽样分布
总体分布: X~ N ( μ 1 , σ 1 2 ) N(\mu_1,\sigma_1^2) N(μ1,σ12) Y~ N ( μ 2 , σ 2 2 ) N(\mu_2,\sigma_2^2) N(μ2,σ22)
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\frac{(\overline{X}-\overline{Y})-(\mu_1-\mu_2)}{\sqrt{\sigma_1^2/n_1+\sigma_2^2/n_2}}
σ12/n1+σ22/n2(X−Y)−(μ1−μ2)~
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\frac{S_1^2/S_2^2}{\sigma_1^2/\sigma_2^2}
σ12/σ22S12/S22~
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F(n1−1,n2−1)
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\sigma_1^2=\sigma_2^2=\sigma^2
σ12=σ22=σ2,
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S_w=\frac{n_1-1}{n_1+n_2-2}S_1+\frac{n_2-1}{n_1+n_2-2}S_2
Sw=n1+n2−2n1−1S1+n1+n2−2n2−1S2
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Sw1/n1+1/n2(X−Y)−(μ1−μ2)~
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T(n_1+n_2-2)
T(n1+n2−2)
抽样分布的参数估计
点估计
- 矩估计
- 极大似然估计
- 估计的评价标准: 无偏性,有效性,相合性
置信区间
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正态分布总体均值置信区间
1.1 方差已知情况
( X ‾ − u α / 2 σ n , X ‾ + u α / 2 σ n ) (\overline{X}-u_{\alpha/2}\frac{\sigma}{\sqrt{n}},\overline{X}+u_{\alpha/2}\frac{\sigma}{\sqrt{n}}) (X−uα/2nσ,X+uα/2nσ)
1.2 方差未知情况( σ 1 2 = σ 2 2 = σ \sigma_1^2=\sigma_2^2=\sigma σ12=σ22=σ)
( X ‾ − t α / 2 S n , X ‾ + t α / 2 S n ) (\overline{X}-t_{\alpha/2}\frac{S}{\sqrt{n}},\overline{X}+t_{\alpha/2}\frac{S}{\sqrt{n}}) (X−tα/2nS,X+tα/2nS) -
正态分布总体方差置信区间
( ( n − 1 ) S 2 ϰ α / 2 2 , ( n − 1 ) S 2 ϰ 1 − α / 2 2 ) (\frac{(n-1)S^2}{\varkappa^2_{\alpha/2}},\frac{(n-1)S^2}{\varkappa^2_{1-\alpha/2}}) (ϰα/22(n−1)S2,ϰ1−α/22(n−1)S2) -
两个正态分布总体均值差置信区间
3.1 方差已知情况
( X ‾ − Y ‾ − u α / 2 σ 1 2 n 1 + σ 2 2 n 2 , X ‾ − Y ‾ + u α / 2 σ 1 2 n 1 + σ 2 2 n 2 ) (\overline{X}-\overline{Y}-u_{\alpha/2}\sqrt{\frac{\sigma_1^2}{n_1}+\frac{\sigma_2^2}{n_2}},\overline{X}-\overline{Y}+u_{\alpha/2}\sqrt{\frac{\sigma_1^2}{n_1}+\frac{\sigma_2^2}{n_2}}) (X−Y−uα/2n1σ12+n2σ22,X−Y+uα/2n1σ12+n2σ22)
3.2 方差未知情况( σ 1 2 = σ 2 2 = σ \sigma_1^2=\sigma_2^2=\sigma σ12=σ22=σ)
( X ‾ − Y ‾ − t α / 2 S w 1 n 1 + 1 n 2 , X ‾ − Y ‾ + t α / 2 S w 1 n 1 + 1 n 2 ) (\overline{X}-\overline{Y}-t_{\alpha/2}S_w\sqrt{\frac{1}{n_1}+\frac{1}{n_2}},\overline{X}-\overline{Y}+t_{\alpha/2}S_w\sqrt{\frac{1}{n_1}+\frac{1}{n_2}}) (X−Y−tα/2Swn11+n21,X−Y+tα/2Swn11+n21) -
两个正态分布总体方差的置信区间
( S 1 2 S 2 2 1 F α / 2 ( n 1 − 1 , n 2 − 1 ) , S 1 2 S 2 2 1 F 1 − α / 2 ( n 1 − 1 , n 2 − 1 ) ) (\frac{S_1^2}{S_2^2}\frac{1}{F_{\alpha/2}(n_1-1,n_2-1)},\frac{S_1^2}{S_2^2}\frac{1}{F_{1-\alpha/2}(n_1-1,n_2-1)}) (S22S12Fα/2(n1−1,n2−1)1,S22S12F1−α/2(n1−1,n2−1)1)