G0
n n
n n
p
P:P(Ω) [0,1]
P[Ω] = 1
PhS+
n=0 Ani=P+
n=0 An(An)n0
px=P[{x}]
X: Ω RX=a X a R
P[X=a] = PX1({a})A B
P[AB] = P[A]P[B]
(pX(k) = P[X=k])kN
X
X
P[X=a]>0ωX(ω) = a
X
N
E[X] =
+
X
k=0
kP[X=k].
ωX(ω)E[X]
ω, X(ω)<E[X]E[X] =
PE[X]1
k=0 xP[X=k]<E[X]PE[X]1
k=0 P[X=k]E[X]E[X]<E[X]
(an)nN
P+
n=0 anXn
(pX(k))kX
GX(x) =
+
X
k=0
P[X=k]xk
x[1,1]
G(n)
Xn GX
k!pk=G(k)
X(0).
n
n
n µn=E[Xn]
µ3=E[Xn] = "xd
dx(n)
GX(x)#x=1
,
xd
dx(n)x x
n
µ1=E[X] = G0
X(1)
X Y
GX+Y=GXGY.
GX+Y(z) =
+
X
k=0
P[X+Y=k]zk
=
+
X
k=0 X
x,y
P[{x+y=k}∩{X=x}∩{Y=y}]zk
=
+
X
k=0 X
x,y
P[x+y=k]P[X=x]P[Y=y]zk
=
+
X
k=0 X
x+y=k
P[X=x]zxP[Y=y]zy
= +
X
x=0
P[X=x]zx! +
X
y=0
P[Y=y]zy!
=GX(z)GY(z).
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