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![Page 1: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/1.jpg)
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![Page 2: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/2.jpg)
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!
!"#$%&'(")*
'$%()*#+$,-
'$%()*#+$,-
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!"#"!11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!"#"!11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
'$%()*#+$,-
![Page 4: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/4.jpg)
!$
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
,
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
$
!"#"!!
![Page 5: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/5.jpg)
!%
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
%
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!!
%
!! ! ! ! !!!!!!!!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
%
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!! ! ! ! !
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
"%#$#!%&#&#$#''(
![Page 6: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/6.jpg)
!&
"%#$#!%&#&#$#!%)(
!
!! ! ! ! !
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
#!#*#!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!#*#!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!#*#!'()" $# +,-" ( !
!
!! ! ! !!!!!!!!!!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
! ! ! !!!!
!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
!
!!! !!!!!!!!!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
! ! !!!!!
![Page 7: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/7.jpg)
!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
5!"!6
!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
! ! ! !
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
!
![Page 8: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/8.jpg)
!'
!
!
![Page 9: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/9.jpg)
!(
!
!
!!
![Page 10: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/10.jpg)
!)
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!! ! ! !!!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
–ut
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
!
![Page 11: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/11.jpg)
!*
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
![Page 12: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/12.jpg)
'"
!! ! !!!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
T
!
!
![Page 13: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/13.jpg)
'#
!
!
![Page 14: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/14.jpg)
'$
!
"#$%"&'"#
)0&7)87.$*1,!
!
![Page 15: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/15.jpg)
'%
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
*"+
" +
)0&7)87.$*1,! !
)0&7)87.$*1,!
!
![Page 16: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/16.jpg)
'&
!
)0&7)87.$*1,!
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε&
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
&#*#! &#*#!&#*#!
&#*#. !
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!"#1).&
&&#*#! &#*#!&#*#! &#*#.
!"#1).&
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
&
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
&#*#.& &#*#!
!! ! ! ! ! !
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
11 ++ ++= ttt pp μ ε
ε
ε
εε
σ
σ
ε
)ln( 11 ++ = tt Pp
11 ++ += ttz μ
11 ++ = tt pz
0),cov( 1 =
≠
+tt
0),cov( 21
2+tt
( tr , 11,... + –
–
+ ntt rr )
2121 varvarvarvar nrrrr ntttt =++++ +++ …
/ n .
)()()(t
nt
rnVarrVarnVR =
)( ntrVar
)( trVar
)(^ nVR
))1(2,0(~)1)(( ^ nNnVRnT
(n = 10, T = 77)
(n = 10, T = 109)
t
ttttt P
DPRRR 11111
11 1 ++
+++
+
+==
1+tR t + 1,
1+tP t + 1,
1+tD t + 1
P/D = exp(p d)
)(1
1jtjt
j
jttt rdEconstdp ++
=
+
0)(lim =++ jtjtj
j dp
=++=
=
1
1 ),cov(),cov()var (j
jtttjtj
tttt rdpddpdp
Btt
tt
Att
tt
dp
dp
dp
dp
)var(
),cov(
)var(
,cov(1
ktt
k
ikt pdr +
=+ ++
+
+
+ +
++
+
+
=
=
=
=
=
=
=
)~(1
ttt udp )( 1dp
2002,...19901989,...1926
~~
2
1
=
=
tt
pddppddp
pdpd
t
t
t
t
1pd , 2pd
ttt dpr 1
ttt udpdp 1
( )22 /131)ˆ( TOT
Eu
u
u
2u
11 ++ ++= ttt xr μ
0)( =tE
11~
++ ++= ttt pdr μ
Tpd~ˆ
ˆ
μ̂ +
1~ˆ ++ Tpdμ
)( 1+
–
TT rE
)( 21 ++ TT rE
μ=
≥
+ )|( 1 tt DrE
}0,{= irD itt
Δ
– –
– –
–
–
–
–
––
–
–
– –
– –
–
–
––
–
– ≈ ρ
ρ
ρ
ρ
ρ
σ
σ
σ
σ
θ
θ
ρ
∞
∞
∞
Δ
Δ
→
∑
∑=1
1
j
j–ρ∞∑
+ jtr=1
1
j
j–ρ∞∑
=+
1
1
jjt
j d–
–
–
–
ρ∞ Δ∑
∑k
iktr
=+
1∑
–
α
α
β
β
β β
β
β
β
β
ε
ε
ε
ε
ε
!
!
!
![Page 17: QLNL GOD 86$ L 3ROVNL...3U]HZLG\ZDOQR Ê VWöS ]ZURWX ] DNFML .!# 2SLV GDQ\FK X \W\FK ZbEDGDQLX: EDGDQLX X \WR GZöFK ]HVWDZöZ GDQ\FK GOD JLHïG\ SROVNLHM L DPHU\NDñVNLHM =PLHQQÈ](https://reader035.pdfslide.tips/reader035/viewer/2022062510/613e1efd59df642846165475/html5/thumbnails/17.jpg)
'!
9
!
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