{"id":208428,"date":"2026-10-10T18:10:00","date_gmt":"2026-10-10T09:10:00","guid":{"rendered":"https:\/\/ichizenholdings.co.jp\/media\/?p=208428"},"modified":"2026-09-25T19:37:58","modified_gmt":"2026-09-25T10:37:58","slug":"variance-reduction","status":"publish","type":"post","link":"https:\/\/ichizenholdings.co.jp\/media\/trading\/financial-engineering\/variance-reduction\/","title":{"rendered":"\u7b2c97\u56de \u5206\u6563\u6e1b\u5c11\u6cd5 \u2015 \u5bfe\u7167\u5909\u91cf\u3001\u5236\u5fa1\u5909\u91cf\u3001\u6e96\u4e71\u6570"},"content":{"rendered":"\n<blockquote class=\"is-layout-flow wp-block-quote-is-layout-flow\">\n<p>\u4f4d\u7f6e: \u7b2c10\u90e8 \u7b2c97\u56de \/ \u524d\u63d0: [96] \/ \u6570\u5b66\u7de8: [M32] \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\u3068: \u5bfe\u7167\u5909\u91cf\u6cd5\u3084\u5236\u5fa1\u5909\u91cf\u6cd5\u3092\u4f7f\u3063\u3066\u3001\u540c\u3058\u8a08\u7b97\u91cf\u3067\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u306e\u8aa4\u5dee\u3092\u5c0f\u3055\u304f\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u308b<\/p>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\">0. \u7269\u8a9e \u2015 \u76f8\u95a2\u306e\u4f4e\u3044\u5236\u5fa1\u5909\u91cf\u306f\u52b9\u304b\u306a\u3044<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3042\u308b\u30c1\u30fc\u30e0\u304c\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u3067\u30aa\u30d7\u30b7\u30e7\u30f3\u4fa1\u683c\u3092\u8a08\u7b97\u3057\u3066\u3044\u307e\u3057\u305f\u3002\u6a19\u672c\u3092\u5897\u3084\u305b\u3070\u7cbe\u5ea6\u306f\u4e0a\u304c\u308a\u307e\u3059\u304c\u3001\u8a08\u7b97\u306b\u4f55\u6642\u9593\u3082\u304b\u304b\u308b\u306e\u3067\u3001\u3082\u3063\u3068\u8ce2\u3044\u65b9\u6cd5\u3092\u8a66\u305d\u3046\u3068\u3057\u305f\u306e\u3067\u3059\u3002\u6559\u79d1\u66f8\u306b\u300c\u671f\u5f85\u5024\u304c\u308f\u304b\u3063\u3066\u3044\u308b\u5909\u6570\u3067\u88dc\u6b63\u3059\u308c\u3070\u3001\u5206\u6563\u304c\u6e1b\u308b\u300d\u3068\u66f8\u3044\u3066\u3042\u308a\u307e\u3059\u3002\u5236\u5fa1\u5909\u91cf\u6cd5\u3068\u547c\u3070\u308c\u308b\u624b\u6cd5\u3067\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u30c1\u30fc\u30e0\u306f\u3053\u3046\u8003\u3048\u307e\u3057\u305f\u3002\u300c\u4f55\u3067\u3082\u3044\u3044\u304b\u3089\u3001\u671f\u5f85\u5024\u304c\u308f\u304b\u308b\u5909\u6570\u3092\u6301\u3063\u3066\u304f\u308c\u3070\u3044\u3044\u300d\u3002\u305d\u3053\u3067\u3001\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u30da\u30a4\u30aa\u30d5\u3068\u306f\u4f55\u306e\u95a2\u4fc2\u3082\u306a\u3044\u4e71\u6570\u3092\u3072\u3068\u3064\u7528\u610f\u3057\u3066\u3001\u88dc\u6b63\u306b\u4f7f\u3044\u307e\u3057\u305f\u3002\u671f\u5f85\u5024\u304c\u30bc\u30ed\u3060\u3068\u308f\u304b\u3063\u3066\u3044\u308b\u304b\u3089\u3001\u6761\u4ef6\u306f\u6e80\u305f\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7d50\u679c\u306f\u6563\u3005\u3067\u3057\u305f\u300210\u4e07\u672c\u306e\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u3092\u56de\u3057\u3066\u3082\u3001\u7d20\u6734\u306b\u8a08\u7b97\u3057\u305f\u3068\u304d\u3068\u6a19\u6e96\u8aa4\u5dee\u304c\u307e\u3063\u305f\u304f\u540c\u3058\u3067\u3059\u3002\u5206\u6563\u306e\u6e1b\u5c11\u7387\u306f\u30bc\u30ed\u3002\u4f55\u3082\u8d77\u304d\u307e\u305b\u3093\u3067\u3057\u305f\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5931\u6557\u306e\u539f\u56e0\u306f\u300c\u95a2\u4fc2\u306e\u306a\u3044\u5909\u6570\u3092\u6301\u3063\u3066\u304d\u305f\u300d\u3053\u3068\u3067\u3059\u3002\u5236\u5fa1\u5909\u91cf\u6cd5\u304c\u52b9\u304f\u304b\u3069\u3046\u304b\u306f\u3001\u88dc\u6b63\u306b\u4f7f\u3046\u5909\u6570\u3068\u3001\u672c\u6765\u8a08\u7b97\u3057\u305f\u3044\u91cf\u3068\u306e\u76f8\u95a2\u3067\u6c7a\u307e\u308a\u307e\u3059\u3002\u76f8\u95a2\u304c\u307b\u307c\u30bc\u30ed\u306a\u3089\u3001\u3044\u304f\u3089\u671f\u5f85\u5024\u304c\u308f\u304b\u3063\u3066\u3044\u3066\u3082\u5206\u6563\u306f\u6e1b\u308a\u307e\u305b\u3093\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u65b9\u3001\u540c\u3058\u554f\u984c\u3067\u3001\u30da\u30a4\u30aa\u30d5\u3068\u5f37\u304f\u3064\u306a\u304c\u3063\u3066\u3044\u308b\u5909\u6570\u3092\u4f7f\u3063\u305f\u30c1\u30fc\u30e0\u304c\u3044\u307e\u3057\u305f\u3002\u3053\u3061\u3089\u306f\u76f8\u95a2\u304c0.89\u3082\u3042\u308a\u3001\u5206\u6563\u3092\u7d0479\u30d1\u30fc\u30bb\u30f3\u30c8\u6e1b\u3089\u3059\u3053\u3068\u306b\u6210\u529f\u3057\u3066\u3044\u307e\u3059\u3002\u540c\u3058\u8a08\u7b97\u91cf\u3067\u6a19\u6e96\u8aa4\u5dee\u304c\u304a\u3088\u305d\u534a\u5206\u4ee5\u4e0b\u306b\u306a\u3063\u305f\u306e\u3067\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5206\u6563\u3092\u6e1b\u3089\u3059\u306b\u306f\u300c\u6b63\u3057\u3044\u76f8\u624b\u300d\u3092\u9078\u3076\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u306e\u56de\u3067\u306f\u3001\u3069\u3093\u306a\u5909\u6570\u3092\u9078\u3079\u3070\u3069\u308c\u3060\u3051\u5206\u6563\u304c\u6e1b\u308b\u306e\u304b\u3001\u305d\u306e\u4ed5\u7d44\u307f\u3092\u6570\u5f0f\u3067\u660e\u3089\u304b\u306b\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">1. \u52d5\u6a5f \u2015 \u6a19\u672c\u3092\u5897\u3084\u3055\u305a\u306b\u7cbe\u5ea6\u3092\u4e0a\u3052\u305f\u3044<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u306e\u56de\u3092\u8aad\u307f\u7d42\u3048\u308b\u3068\u3001\u5bfe\u7167\u5909\u91cf\u6cd5\u3084\u5236\u5fa1\u5909\u91cf\u6cd5\u3092\u4f7f\u3063\u3066\u3001\u540c\u3058\u8a08\u7b97\u91cf\u3067\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u306e\u8aa4\u5dee\u3092\u5c0f\u3055\u304f\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u524d\u56de\uff08\u7b2c96\u56de\uff09\u3067\u7d20\u6734\u306a\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u3092\u52d5\u304b\u3057\u3001\u6a19\u6e96\u8aa4\u5dee\u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1767em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">1\/<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3067\u3057\u304b\u7e2e\u307e\u306a\u3044\u3053\u3068\u3092\u78ba\u8a8d\u3057\u307e\u3057\u305f\u3002\u7cbe\u5ea6\u309210\u500d\u306b\u3057\u305f\u3051\u308c\u3070\u6a19\u672c\u3092100\u500d\u306b\u5897\u3084\u3059\u5fc5\u8981\u304c\u3042\u308a\u3001\u8a08\u7b97\u30b3\u30b9\u30c8\u304c\u6025\u6fc0\u306b\u81a8\u3089\u307f\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3057\u304b\u3057\u300c\u540c\u3058\u6a19\u672c\u6570\u306e\u307e\u307e\u3001\u63a8\u5b9a\u91cf\u306e\u5206\u6563\u3060\u3051\u4e0b\u3052\u308b\u300d\u65b9\u6cd5\u304c\u3042\u308a\u307e\u3059\u3002\u9375\u306f<strong>\u4e71\u6570\u306e\u9593\u306b\u3042\u308b\u76f8\u95a2\u3092\u610f\u56f3\u7684\u306b\u4f5c\u308a\u51fa\u3059<\/strong>\u3053\u3068\u3067\u3059\u3002\u4eca\u56de\u306f3\u3064\u306e\u624b\u6cd5\u3092\u53d6\u308a\u4e0a\u3052\u307e\u3059\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n\n<li><strong>\u5bfe\u7167\u5909\u91cf\u6cd5<\/strong>\uff08antithetic variates\uff09: \u4e71\u6570\u3068\u305d\u306e\u7b26\u53f7\u53cd\u8ee2\u3092\u30da\u30a2\u3067\u4f7f\u3046\u3002<\/li>\n\n\n<li><strong>\u5236\u5fa1\u5909\u91cf\u6cd5<\/strong>\uff08control variates\uff09: \u671f\u5f85\u5024\u304c\u65e2\u77e5\u306e\u5909\u6570\u3067\u63a8\u5b9a\u91cf\u3092\u88dc\u6b63\u3059\u308b\u3002<\/li>\n\n\n<li><strong>\u6e96\u4e71\u6570<\/strong>\uff08quasi-random numbers\uff09: \u7a7a\u9593\u3092\u5747\u4e00\u306b\u57cb\u3081\u308b\u70b9\u5217\u3067\u64ec\u4f3c\u4e71\u6570\u3092\u7f6e\u304d\u63db\u3048\u308b\u3002<\/li>\n\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u3044\u305a\u308c\u3082\u300c\u540c\u3058\u8a08\u7b97\u91cf\u3067\u3001\u3088\u308a\u5c0f\u3055\u3044\u6a19\u6e96\u8aa4\u5dee\u3092\u5f97\u308b\u300d\u3053\u3068\u304c\u76ee\u7684\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u3053\u306e\u8a18\u4e8b\u3067\u8a3c\u660e\u3059\u308b\u3053\u3068<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n\n<li><strong>THM-VR-1<\/strong> \u6b63\u898f\u4e71\u6570\u3068\u305d\u306e\u7b26\u53f7\u53cd\u8ee2\u3092\u30da\u30a2\u306b\u3059\u308b\u3068\u3001\u30da\u30a4\u30aa\u30d5\u304c\u5358\u8abf\u306a\u5834\u5408\u306b\u63a8\u5b9a\u91cf\u306e\u5206\u6563\u304c\u5c0f\u3055\u304f\u306a\u308a\u307e\u3059\u3002<\/li>\n\n\n<li><strong>THM-VR-2<\/strong> \u671f\u5f85\u5024\u304c\u65e2\u77e5\u306e\u5909\u6570\u3067\u63a8\u5b9a\u91cf\u3092\u88dc\u6b63\u3059\u308b\u3068\u304d\u3001\u5206\u6563\u3092\u6700\u5c0f\u306b\u3059\u308b\u4fc2\u6570\u306f\u5171\u5206\u6563\u3092\u5206\u6563\u3067\u5272\u3063\u305f\u5024\u3067\u3042\u308a\u3001\u305d\u306e\u3068\u304d\u5206\u6563\u306f\u76f8\u95a2\u4fc2\u6570\u306e\u4e8c\u4e57\u306e\u5272\u5408\u3060\u3051\u6e1b\u308a\u307e\u3059\u3002<\/li>\n\n\n<li><strong>THM-VR-3<\/strong> \u4f4e\u98df\u3044\u9055\u3044\u5217\u3092\u4f7f\u3046\u3068\u3001\u6b21\u5143\u304c\u4f4e\u3044\u554f\u984c\u3067\u306f\u8aa4\u5dee\u306e\u7e2e\u307f\u65b9\u304c\u6a19\u672c\u6570\u306e\u9006\u6570\u306b\u8fd1\u3065\u304d\u307e\u3059\u3002<\/li>\n\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">2. \u8a2d\u5b9a\u3068\u4eee\u5b9a \u2015 \u540c\u3058\u8a08\u7b97\u91cf\u3067\u6bd4\u3079\u308b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c96\u56de\u3068\u540c\u3058\u8a2d\u5b9a\u3092\u4f7f\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<ul>\n<li>\u539f\u8cc7\u7523\u4fa1\u683c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">100<\/span><\/span><\/span><\/span><\/eq>\u3001\u884c\u4f7f\u4fa1\u683c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">K<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">105<\/span><\/span><\/span><\/span><\/eq>\u3001\u7121\u30ea\u30b9\u30af\u91d1\u5229 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">r<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.05<\/span><\/span><\/span><\/span><\/eq>\u3001\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.2<\/span><\/span><\/span><\/span><\/eq>\u3001\u6e80\u671f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">T<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1<\/span><\/span><\/span><\/span><\/eq>\u3002<\/li>\n<li>\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30b3\u30fc\u30eb\u306e\u30da\u30a4\u30aa\u30d5\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\">max<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">K<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">0<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>\u3002<\/li>\n<li>BS \u516c\u5f0f\u306b\u3088\u308b\u7406\u8ad6\u4fa1\u683c\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0214<\/span><\/span><\/span><\/span><\/eq>\uff08\u5c0f\u65704\u6841\u306b\u4e38\u3081\uff09\u3002<\/li>\n<li>\u8a08\u7b97\u91cf\u306f<strong>\u30da\u30a4\u30aa\u30d5\u306e\u8a55\u4fa1\u56de\u6570<\/strong>\u3067\u6e2c\u308a\u307e\u3059\u3002\u5bfe\u7167\u5909\u91cf\u6cd5\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mord\">\/2<\/span><\/span><\/span><\/span><\/eq> \u500b\u306e\u4e71\u6570\u304b\u3089 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mord\">\/2<\/span><\/span><\/span><\/span><\/eq> \u7d44\u306e\u30da\u30a2\uff08\u30da\u30a4\u30aa\u30d5\u306e\u8a55\u4fa1\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><\/span><\/eq> \u56de\uff09\u3092\u4f5c\u308b\u306e\u3067\u3001\u6bd4\u8f03\u306f\u8a55\u4fa1\u56de\u6570\u3092\u63c3\u3048\u3066\u884c\u3044\u307e\u3059\u3002<\/li>\n<li>\u4e71\u6570\u306e\u30b7\u30fc\u30c9\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">42<\/span><\/span><\/span><\/span><\/eq> \u306b\u56fa\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5236\u5fa1\u5909\u91cf\u306b\u306f<strong>\u539f\u8cc7\u7523\u306e\u6e80\u671f\u4fa1\u683c<\/strong> <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092\u4f7f\u3044\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u30ea\u30b9\u30af\u4e2d\u7acb\u6e2c\u5ea6\u306e\u3082\u3068\u3067<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1452em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathbb\">E<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8952em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathbb mtight\">Q<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0413em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\"><span class=\"mord mathnormal\">e<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8913em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0278em;\">r<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p class=\"wp-block-paragraph\">\u3067\u3042\u308a\u3001\u3053\u306e\u671f\u5f85\u5024\u306f\u89e3\u6790\u7684\u306b\u6c42\u307e\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">3. \u4e3b\u5f35 \u2015 \u76f8\u95a2\u3092\u4f7f\u3046\u3068\u5206\u6563\u304c\u6e1b\u308b<\/h2>\n\n\n\n<h3 class=\"wp-block-heading\">\u5b9a\u7406 THM-VR-1\uff08\u5bfe\u7167\u5909\u91cf\u6cd5\uff09<\/h3>\n\n\n\n<p>\u6a19\u6e96\u6b63\u898f\u4e71\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u304b\u3089\u6e80\u671f\u682a\u4fa1\u3092<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.2em;vertical-align:-0.35em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\">exp<\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mopen\"><span class=\"delimsizing size1\">(<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">r<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.2091em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">T<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.3256em;vertical-align:-0.35em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9755em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><span style=\"top:-2.9355em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.0645em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\"><span class=\"delimsizing size1\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p>\u3067\u751f\u6210\u3057\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306b\u7f6e\u304d\u63db\u3048\u305f\u682a\u4fa1\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0272em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-2.4247em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3068\u3057\u3001\u5bfe\u5fdc\u3059\u308b\u30da\u30a4\u30aa\u30d5\u3092\u305d\u308c\u305e\u308c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3068\u66f8\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-VR-1\uff08\u5bfe\u7167\u5909\u91cf\u6cd5\uff09<\/strong>\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><\/span><\/span><\/span><\/eq> \u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306e\u5358\u8abf\u95a2\u6570\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&lt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord\">\u221e<\/span><\/span><\/span><\/span><\/eq> \u3067\u3042\u308b\u3068\u304d\u3001\u63a8\u5b9a\u91cf<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.0074em;vertical-align:-0.686em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">2<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mopen\"><span class=\"delimsizing size1\">(<\/span><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.2em;vertical-align:-0.35em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mclose\"><span class=\"delimsizing size1\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u306e\u5206\u6563\u306f\u3001\u72ec\u7acb\u306a2\u3064\u306e\u6a19\u672c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8778em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u3088\u308b\u7d20\u6734\u306a\u63a8\u5b9a\u91cf <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1901em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">))<\/span><\/span><\/span><\/span><\/eq> \u306e\u5206\u6563\u4ee5\u4e0b\u3067\u3042\u308b\u3002\u3059\u306a\u308f\u3061<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.2em;vertical-align:-0.35em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mopen\"><span class=\"delimsizing size1\">[<\/span><\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\"><span class=\"delimsizing size1\">]<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.2em;vertical-align:-0.35em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mspace\" style=\"margin-right:-0.1667em;\"><\/span><span class=\"mopen\"><span class=\"delimsizing size1\">[<\/span><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mclose\"><span class=\"delimsizing size1\">]<\/span><\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><\/blockquote>\n\n\n\n<h3 class=\"wp-block-heading\">\u5b9a\u7406 THM-VR-2\uff08\u5236\u5fa1\u5909\u91cf\u6cd5\u306e\u6700\u9069\u4fc2\u6570\uff09<\/h3>\n\n\n\n<p>\u63a8\u5b9a\u3057\u305f\u3044\u91cf\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0913em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">e<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8413em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2212<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0278em;\">r<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>\u3001\u671f\u5f85\u5024\u304c\u65e2\u77e5\u306e\u5909\u6570\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><\/eq>\uff08\u3053\u3053\u3067\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq>\uff09\u3068\u3057\u3001\u88dc\u6b63\u3057\u305f\u63a8\u5b9a\u91cf\u3092<\/p>\n\n\n\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.938em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.938em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">c<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">])<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n\n\n\n<p class=\"wp-block-paragraph\">\u3068\u5b9a\u7fa9\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-VR-2\uff08\u5236\u5fa1\u5909\u91cf\u6cd5\u306e\u6700\u9069\u4fc2\u6570\uff09<\/strong>\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.138em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.888em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/eq> \u3092\u6700\u5c0f\u306b\u3059\u308b <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><\/span><\/eq> \u306f<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7387em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7387em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.363em;vertical-align:-0.936em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.427em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.936em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u3067\u3042\u308a\u3001\u305d\u306e\u3068\u304d\u306e\u5206\u6563\u306f<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1973em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9473em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7633em;\"><span style=\"top:-2.931em;margin-right:0.0714em;\"><span class=\"pstrut\" style=\"height:2.5em;\"><\/span><span class=\"katex-sizing reset-size3 size1 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1141em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-2.453em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u3067\u3042\u308b\u3002\u3053\u3053\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><\/eq> \u306e\u76f8\u95a2\u4fc2\u6570\u3067\u3042\u308b\u3002<\/p>\n<\/blockquote>\n\n\n\n<h3 class=\"wp-block-heading\">\u5b9a\u7406 THM-VR-3\uff08\u6e96\u4e71\u6570\uff09<\/h3>\n\n\n\n<blockquote>\n<p><strong>\u5b9a\u7406 THM-VR-3\uff08\u6e96\u4e71\u6570\u306e\u8aa4\u5dee\u8a55\u4fa1\uff09<\/strong>\n<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u6b21\u5143\u306e\u4f4e\u98df\u3044\u9055\u3044\u5217\uff08Sobol \u5217\u306a\u3069\uff09\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><\/span><\/eq> \u70b9\u4f7f\u3063\u305f\u7a4d\u5206\u8fd1\u4f3c\u306e\u8aa4\u5dee\u306f<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:3.106em;vertical-align:-1.2777em;\"><\/span><span class=\"minner\"><span class=\"mopen\"><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3214em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop op-limits\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.8283em;\"><span style=\"top:-1.8723em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3.05em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">i<\/span><span class=\"mrel mtight\">=<\/span><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span style=\"top:-3.05em;\"><span class=\"pstrut\" style=\"height:3.05em;\"><\/span><span><span class=\"mop op-symbol large-op\">\u2211<\/span><\/span><\/span><span style=\"top:-4.3em;margin-left:0em;\"><span class=\"pstrut\" style=\"height:3.05em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.2777em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathbf\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3117em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">i<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mop\"><span class=\"mop op-symbol large-op\" style=\"margin-right:0.4445em;position:relative;top:-0.0011em;\">\u222b<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:-0.3645em;\"><span style=\"top:-1.7881em;margin-left:-0.4445em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">[<\/span><span class=\"mord mtight\">0<\/span><span class=\"mpunct mtight\">,<\/span><span class=\"mord mtight\">1<\/span><span class=\"mclose mtight\"><span class=\"mclose mtight\">]<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.782em;\"><span style=\"top:-2.786em;margin-right:0.0714em;\"><span class=\"pstrut\" style=\"height:2.5em;\"><\/span><span class=\"katex-sizing reset-size3 size1 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.0869em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathbf\">x<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathbf\">x<\/span><span class=\"mclose\"><span class=\"delimsizing mult\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.75em;\"><span style=\"top:-3.75em;\"><span class=\"pstrut\" style=\"height:5em;\"><\/span><span style=\"width:0.333em;height:3em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"0.333em\" height=\"3em\" viewBox=\"0 0 333 3000\"><path d=\"M145 15 v585 v1800 v585 c2.667,10,9.667,15,21,15\nc10,0,16.667,-5,20,-15 v-585 v-1800 v-585 c-2.667,-10,-9.667,-15,-21,-15\nc-10,0,-16.667,5,-20,15z M188 15 H145 v585 v1800 v585 h43z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.25em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">V<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7387em;\"><span style=\"top:-2.453em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section><p>\u3067\u6291\u3048\u3089\u308c\u308b\uff08Koksma\u2013Hlawka \u306e\u4e0d\u7b49\u5f0f\uff09\u3002\u3053\u3053\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">V<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u306e Hardy\u2013Krause \u5909\u52d5\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.964em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-2.4247em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u70b9\u5217\u306e\u661f\u98df\u3044\u9055\u3044\u5ea6\u3067\u3042\u308b\u3002\u4f4e\u98df\u3044\u9055\u3044\u5217\u3067\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.964em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-2.4247em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">((<\/span><span class=\"mop\">lo<span style=\"margin-right:0.0139em;\">g<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3042\u308a\u3001\u6b21\u5143 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u304c\u5c0f\u3055\u3044\u3068\u304d\u8aa4\u5dee\u306e\u7e2e\u307f\u65b9\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1\/<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306b\u8fd1\u3065\u304f\u3002<\/p>\n<\/blockquote>\n\n\n\n<details class=\"finmath-proof\"><summary>\u8a3c\u660e\u3092\u8aad\u3080\uff08\u8aad\u307e\u306a\u304f\u3066\u3082\u8a18\u4e8b\u306f\u5b8c\u7d50\u3057\u307e\u3059\uff09<\/summary>\n<h2>4. \u8a3c\u660e \u2015 \u6700\u9069\u4fc2\u6570\u3092\u5206\u6563\u306e\u6700\u5c0f\u5316\u304b\u3089\u51fa\u3059<\/h2>\n<p>\u3053\u306e\u7bc0\u306f\u8aad\u307e\u306a\u304f\u3066\u3082\u8a18\u4e8b\u306f\u5b8c\u7d50\u3057\u307e\u3059\u3002<\/p>\n<p>\u3053\u306e\u8a3c\u660e\u3092\u8ffd\u3044\u305f\u3044\u4eba\u306f\u3001<a href=\"https:\/\/ichizenholdings.co.jp\/media\/column\/financial-math\/math-random-number-generation\/\">\u6570\u5b66\u7de8 \u7b2c32\u56de\u300c\u4e71\u6570\u751f\u6210\u300d<\/a>\u3078\u3002<\/p>\n<h3>THM-VR-1 \u306e\u8a3c\u660e<\/h3>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1901em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">))<\/span><\/span><\/span><\/span><\/eq> \u306e\u5206\u6563\u3092\u5c55\u958b\u3057\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306f\u540c\u3058\u5206\u5e03\u306b\u5f93\u3046\u306e\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:5.7251em;vertical-align:-2.6126em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.1126em;\"><span style=\"top:-5.1226em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-3.6126em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.1026em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-0.5974em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.6126em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:3.1126em;\"><span style=\"top:-5.2726em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><\/span><\/span><span style=\"top:-3.7626em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">4<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mopen\"><span class=\"delimsizing size1\">(<\/span><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><span style=\"top:-2.2526em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:2em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mclose\"><span class=\"delimsizing size1\">)<\/span><\/span><\/span><\/span><span style=\"top:-0.7474em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.6126em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:5.7251em;vertical-align:-2.6126em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.1<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u7b2c1\u884c\u304b\u3089\u7b2c2\u884c\u3067\u306f\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u3082\u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u306e\u3067\u5206\u6563\u304c\u7b49\u3057\u3044\u3053\u3068\u3092\u4f7f\u3044\u307e\u3057\u305f\u3002<\/p>\n<p>\u7d20\u6734\u306a\u63a8\u5b9a\u91cf\u3068\u6bd4\u8f03\u3057\u307e\u3059\u3002\u6bd4\u8f03\u306f\u30da\u30a4\u30aa\u30d5\u306e\u8a55\u4fa1\u56de\u6570\u3092\u63c3\u3048\u3066\u884c\u3046\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f1\u7d44\u3067\u30da\u30a4\u30aa\u30d5\u30922\u56de\u8a55\u4fa1\u3059\u308b\u306e\u3067\u3001\u6bd4\u3079\u308b\u76f8\u624b\u306f\u72ec\u7acb\u306a2\u3064\u306e\u6a19\u672c\u306e\u5e73\u5747 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1901em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0715em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">))<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002\u72ec\u7acb\u6027\u304b\u3089\u4ea4\u5dee\u9805\u304c\u6d88\u3048\u308b\u306e\u3067\u3001\u305d\u306e\u5206\u6563\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1901em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002\u5dee\u3092\u53d6\u308b\u3068\u3001(4.1) \u3088\u308a<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.7102em;vertical-align:-1.1051em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6051em;\"><span style=\"top:-3.6051em;\"><span class=\"pstrut\" style=\"height:2.8451em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.1em;\"><span class=\"pstrut\" style=\"height:2.8451em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.1051em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6051em;\"><span style=\"top:-3.76em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord katex-accent\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6944em;\"><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord mathnormal\">\u03bc<\/span><\/span><span style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"accent-body\" style=\"left:-0.2222em;\"><span class=\"mord\">^<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1944em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\"><span class=\"mord mathrm mtight\" style=\"margin-right:0.0139em;\">AV<\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><span style=\"top:-2.2549em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.1051em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u3057\u305f\u304c\u3063\u3066\u3001\u5bfe\u7167\u5909\u91cf\u6cd5\u304c\u6709\u5229\uff08\u4ee5\u4e0b\uff09\u306b\u306a\u308b\u6761\u4ef6\u306f<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.2<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><\/span><\/span><\/span><\/eq> \u3092\u5358\u8abf\u5897\u52a0\u3068\u3057\u3066 (4.2) \u3092\u793a\u3057\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.044em;\">z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.044em;\">z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3068\u304a\u304f\u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u306f\u5358\u8abf\u6e1b\u5c11\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7519em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u3068\u72ec\u7acb\u3067\u540c\u3058\u5206\u5e03\u306b\u5f93\u3046\u78ba\u7387\u5909\u6570\u3068\u3059\u308b\u3068\u3001\u5171\u5206\u6563\u306f<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.71em;vertical-align:-1.105em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.605em;\"><span style=\"top:-3.615em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.105em;\"><span class=\"pstrut\" style=\"height:2.85em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.105em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.605em;\"><span style=\"top:-3.765em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><span style=\"top:-2.255em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\"><span class=\"delimsizing size1\">[<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8019em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">))<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8019em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">))<\/span><span class=\"mclose\"><span class=\"delimsizing size1\">]<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.105em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u3068\u66f8\u3051\u307e\u3059\uff08\u53f3\u8fba\u3092\u5c55\u958b\u3059\u308b\u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)]<\/span><\/span><\/span><\/span><\/eq> \u304c2\u56de\u73fe\u308c\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1901em;vertical-align:-0.345em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8451em;\"><span style=\"top:-2.655em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.394em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.345em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><\/span><\/eq> \u30671\u56de\u5206\u306b\u306a\u308a\u307e\u3059\uff09\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7224em;vertical-align:-0.0391em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&gt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7519em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306a\u3089 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0019em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2265<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u304b\u3064 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0019em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u2264<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq>\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7224em;vertical-align:-0.0391em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&lt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7519em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7519em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2032<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306a\u3089\u7b26\u53f7\u304c\u305d\u308c\u305e\u308c\u9006\u306b\u306a\u308b\u306e\u3067\u3001\u671f\u5f85\u5024\u306e\u4e2d\u306e\u7a4d\u306f\u3044\u3064\u3082 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u4ee5\u4e0b\u3067\u3059\u3002\u3088\u3063\u3066\u5171\u5206\u6563\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u4ee5\u4e0b\u3067\u3001(4.2) \u304c\u6210\u308a\u7acb\u3061\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><\/span><\/span><\/span><\/eq> \u304c\u5358\u8abf\u6e1b\u5c11\u306a\u3089 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8889em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><\/span><\/span><\/span><\/eq> \u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u306e\u5f79\u5272\u304c\u5165\u308c\u66ff\u308f\u308b\u3060\u3051\u3067\u3001\u540c\u3058\u7d50\u8ad6\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n<p>\u30b3\u30fc\u30eb\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u30da\u30a4\u30aa\u30d5 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\">max<\/span><span class=\"mopen\">(<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">K<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">0<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u5358\u8abf\u5897\u52a0\u95a2\u6570\u3067\u3042\u308a\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306e\u5358\u8abf\u5897\u52a0\u95a2\u6570\u3067\u3059\u3002\u3088\u3063\u3066\u5408\u6210 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306e\u5358\u8abf\u5897\u52a0\u95a2\u6570\u3067\u3042\u308a\u3001(4.2) \u304c\u6210\u308a\u7acb\u3061\u307e\u3059\u3002 \u220e<\/p>\n<h3>THM-VR-2 \u306e\u8a3c\u660e<\/h3>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.888em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.888em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\">c<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">])<\/span><\/span><\/span><\/span><\/eq> \u306e\u5206\u6563\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><\/span><\/eq> \u306e\u95a2\u6570\u3068\u3057\u3066\u66f8\u304d\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/eq> \u306e\u671f\u5f85\u5024\u306f\u30bc\u30ed\u306a\u306e\u3067\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.138em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.888em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathbb\">E<\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/eq> \u3067\u3042\u308a\u3001\u88dc\u6b63\u3057\u3066\u3082\u63a8\u5b9a\u91cf\u306e\u4e0d\u504f\u6027\u306f\u4fdd\u305f\u308c\u307e\u3059\u3002<\/p>\n<p>\u5206\u6563\u3092\u5c55\u958b\u3057\u307e\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:4.3221em;vertical-align:-1.9111em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.4111em;\"><span style=\"top:-4.4111em;\"><span class=\"pstrut\" style=\"height:2.938em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.9111em;\"><span class=\"pstrut\" style=\"height:2.938em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-1.3869em;\"><span class=\"pstrut\" style=\"height:2.938em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.9111em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:2.4111em;\"><span style=\"top:-4.4731em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.938em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><\/span><\/span><span style=\"top:-2.9731em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\">2<\/span><span class=\"mord mathnormal\">c<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-1.4489em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:1em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.9111em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:4.3221em;vertical-align:-1.9111em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.3<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u7b2c1\u884c\u304b\u3089\u7b2c2\u884c\u3067\u306f\u3001\u5206\u6563\u306e\u4e8c\u6b21\u5f62\u5f0f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\">A<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0502em;\">B<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\">A<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\">A<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0502em;\">B<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0502em;\">B<\/span><span class=\"mclose\">]<\/span><\/span><\/span><\/span><\/eq> \u3092\u7528\u3044\u307e\u3057\u305f\u3002<\/p>\n<p>(4.3) \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><\/span><\/eq> \u306e\u4e8c\u6b21\u95a2\u6570\u3067\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">&gt;<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0<\/span><\/span><\/span><\/span><\/eq> \u3088\u308a\u4e0a\u306b\u51f8\u3067\u306f\u306a\u304f\u4e0b\u306b\u51f8\u3067\u3059\u3002\u6700\u5c0f\u5024\u3092\u4e0e\u3048\u308b <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><\/span><\/eq> \u3092\u6c42\u3081\u308b\u305f\u3081\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><\/span><\/eq> \u3067\u5fae\u5206\u3057\u3066\u30bc\u30ed\u3068\u304a\u304d\u307e\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.0574em;vertical-align:-0.686em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.3714em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">d<\/span><span class=\"mord mathnormal\">c<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.686em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.938em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mathnormal mtight\">c<\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">2<\/span><span class=\"mord mathnormal\">c<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.<\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u3053\u308c\u3092\u89e3\u304f\u3068<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7387em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7387em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.363em;vertical-align:-0.936em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.427em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.936em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mord\">.<\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:2.363em;vertical-align:-0.936em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.4<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\">c<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6887em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092 (4.3) \u306b\u4ee3\u5165\u3057\u3066\u6700\u5c0f\u5206\u6563\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n<section><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:9.4887em;vertical-align:-4.4943em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.9943em;\"><span style=\"top:-7.5381em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-5.387em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:-2.6599em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><\/span><\/span><span style=\"top:0.0672em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.4943em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.9943em;\"><span style=\"top:-7.5381em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9473em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7633em;\"><span style=\"top:-2.931em;margin-right:0.0714em;\"><span class=\"pstrut\" style=\"height:2.5em;\"><\/span><span class=\"katex-sizing reset-size3 size1 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><\/span><\/span><span style=\"top:-5.387em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.4911em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.936em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><span style=\"top:-2.6599em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:1em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">+<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.4911em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.936em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><\/span><\/span><span style=\"top:0.0672em;\"><span class=\"pstrut\" style=\"height:3.4911em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mopen nulldelimiter\"><\/span><span class=\"mfrac\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.4911em;\"><span style=\"top:-2.314em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-3.23em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"frac-line\" style=\"border-bottom-width:0.04em;\"><\/span><\/span><span style=\"top:-3.677em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.936em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose nulldelimiter\"><\/span><\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:4.4943em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:9.4887em;vertical-align:-4.4943em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.5<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><\/section>\n<p>\u7b2c1\u884c\u304b\u3089\u7b2c2\u884c\u3067\u306f\u3001\u7b2c2\u9805\u3068\u7b2c3\u9805\u3092\u307e\u3068\u3081\u307e\u3057\u305f\u3002\u7b2c2\u9805\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord\">2<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>\u3001\u7b2c3\u9805\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">+<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306a\u306e\u3067\u3001\u5408\u308f\u305b\u3066 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0641em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3067\u3059\u3002<\/p>\n<p>\u76f8\u95a2\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.24em;vertical-align:-0.305em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\" style=\"margin-right:0.0139em;\">Cov<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><span class=\"mord\">\/<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.935em;\"><span class=\"svg-align\" style=\"top:-3.2em;\"><span class=\"pstrut\" style=\"height:3.2em;\"><\/span><span class=\"mord\" style=\"padding-left:1em;\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">Y<\/span><span class=\"mclose\">)<\/span><\/span><\/span><span style=\"top:-2.895em;\"><span class=\"pstrut\" style=\"height:3.2em;\"><\/span><span class=\"hide-tail\" style=\"min-width:1.02em;height:1.28em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.28em\" viewBox=\"0 0 400000 1296\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M263,681c0.7,0,18,39.7,52,119\nc34,79.3,68.167,158.7,102.5,238c34.3,79.3,51.8,119.3,52.5,120\nc340,-704.7,510.7,-1060.3,512,-1067\nl0 -0\nc4.7,-7.3,11,-11,19,-11\nH40000v40H1012.3\ns-271.3,567,-271.3,567c-38.7,80.7,-84,175,-136,283c-52,108,-89.167,185.3,-111.5,232\nc-22.3,46.7,-33.8,70.3,-34.5,71c-4.7,4.7,-12.3,7,-23,7s-12,-1,-12,-1\ns-109,-253,-109,-253c-72.7,-168,-109.3,-252,-110,-252c-10.7,8,-22,16.7,-34,26\nc-22,17.3,-33.3,26,-34,26s-26,-26,-26,-26s76,-59,76,-59s76,-60,76,-60z\nM1001 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.305em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092\u4f7f\u3063\u3066\u66f8\u304d\u76f4\u3059\u3068<\/p>\n<section class=\"eqno\"><eqn><span class=\"katex-display\"><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:2.8314em;vertical-align:-1.1657em;\"><\/span><span class=\"mord\"><span class=\"mtable\"><span class=\"col-align-r\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6657em;\"><span style=\"top:-3.7184em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9473em;\"><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mopen mtight\">(<\/span><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.7633em;\"><span style=\"top:-2.931em;margin-right:0.0714em;\"><span class=\"pstrut\" style=\"height:2.5em;\"><\/span><span class=\"katex-sizing reset-size3 size1 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose mtight\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><\/span><\/span><span style=\"top:-2.1943em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.1657em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"col-align-l\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.6657em;\"><span style=\"top:-3.7184em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-2.453em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><\/span><\/span><span style=\"top:-2.1943em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\"><span class=\"mord\"><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8641em;\"><span style=\"top:-2.453em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><span style=\"top:-3.113em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.247em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mop\"><span class=\"mord mathrm\">Var<\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mclose\">]<\/span><span class=\"mord\">.<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:1.1657em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"katex-tag\"><span class=\"katex-strut\" style=\"height:2.8314em;vertical-align:-1.1657em;\"><\/span><span class=\"mord text\"><span class=\"mord\">(<\/span><span class=\"mord\"><span class=\"mord\">4.6<\/span><\/span><span class=\"mord\">)<\/span><\/span><\/span><\/span><\/span><\/span><\/eqn><span>(4.6)<\/span><\/section>\n<h3>THM-VR-3 \u306e\u8a3c\u660e\u306e\u8981\u70b9<\/h3>\n<p>Koksma\u2013Hlawka \u306e\u4e0d\u7b49\u5f0f\u306e\u5b8c\u5168\u306a\u8a3c\u660e\u306f\u89e3\u6790\u7684\u6574\u6570\u8ad6\u306e\u624b\u6cd5\u3092\u4f7f\u3046\u305f\u3081\u3001\u3053\u3053\u3067\u306f\u8981\u70b9\u306e\u307f\u8ff0\u3079\u307e\u3059\u3002<\/p>\n<ol>\n<li>\n<p><strong>\u98df\u3044\u9055\u3044\u5ea6<\/strong> <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.964em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-2.4247em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u3001\u70b9\u5217 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">{<\/span><span class=\"mord\"><span class=\"mord mathbf\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"minner\">\u2026<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathbf\">x<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">}<\/span><\/span><\/span><\/span><\/eq> \u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">[<\/span><span class=\"mord\">0<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\">1<\/span><span class=\"mclose\"><span class=\"mclose\">]<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3092\u3069\u308c\u3060\u3051\u5747\u4e00\u306b\u57cb\u3081\u3066\u3044\u308b\u304b\u3092\u6e2c\u308b\u91cf\u3067\u3059\u3002\u4efb\u610f\u306e\u8ef8\u306b\u6cbf\u3063\u305f\u77e9\u5f62 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">[<\/span><span class=\"mord\">0<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">a<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">1<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u00d7<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6667em;vertical-align:-0.0833em;\"><\/span><span class=\"minner\">\u22ef<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u00d7<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">[<\/span><span class=\"mord\">0<\/span><span class=\"mpunct\">,<\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">a<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3361em;\"><span style=\"top:-2.55em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306b\u5165\u308b\u70b9\u306e\u5272\u5408\u3068\u3001\u305d\u306e\u77e9\u5f62\u306e\u4f53\u7a4d\u3068\u306e\u5dee\u306e\u4e0a\u9650\u3068\u3057\u3066\u5b9a\u7fa9\u3055\u308c\u307e\u3059\u3002<\/p>\n<\/li>\n<li>\n<p>\u88ab\u7a4d\u5206\u95a2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u306e Hardy\u2013Krause \u5909\u52d5 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.2222em;\">V<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f\u3001<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u306e\u6ed1\u3089\u304b\u3055\u3092\u6e2c\u308b\u91cf\u3067\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">g<\/span><\/span><\/span><\/span><\/eq> \u304c\u6709\u754c\u5909\u52d5\u3067\u3042\u308c\u3070\u6709\u9650\u3067\u3059\u3002<\/p>\n<\/li>\n<li>\n<p>\u4e0d\u7b49\u5f0f\u306f\u300c\u70b9\u306e\u504f\u308a\u304c\u5c0f\u3055\u304f\u3001\u95a2\u6570\u304c\u306a\u3081\u3089\u304b\u306a\u3089\u3001\u7a4d\u5206\u306e\u8fd1\u4f3c\u8aa4\u5dee\u306f\u5c0f\u3055\u3044\u300d\u3068\u8aad\u3081\u307e\u3059\u3002\u64ec\u4f3c\u4e71\u6570\u3067\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.964em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-2.4247em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1767em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">1\/<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq>\uff08\u5927\u6570\u306e\u6cd5\u5247\u306e\u901f\u5ea6\uff09\u3067\u3059\u304c\u3001Sobol \u5217\u306a\u3069\u306e\u4f4e\u98df\u3044\u9055\u3044\u5217\u3067\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.964em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">D<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-2.4247em;margin-left:-0.0278em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">O<\/span><span class=\"mopen\">((<\/span><span class=\"mop\">lo<span style=\"margin-right:0.0139em;\">g<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u304c\u6210\u308a\u7acb\u3061\u307e\u3059\u3002<\/p>\n<\/li>\n<li>\n<p>\u6b21\u5143 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u304c\u5c0f\u3055\u3044\u3068\u304d <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mop\">lo<span style=\"margin-right:0.0139em;\">g<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mord\">\/<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">\u226a<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1767em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">1\/<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3067\u3042\u308a\u3001\u6e96\u4e71\u6570\u304c\u64ec\u4f3c\u4e71\u6570\u3088\u308a\u901f\u304f\u53ce\u675f\u3057\u307e\u3059\u3002\u3057\u304b\u3057 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u304c\u5927\u304d\u304f\u306a\u308b\u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mop\">lo<span style=\"margin-right:0.0139em;\">g<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u9805\u304c\u652f\u914d\u7684\u306b\u306a\u308a\u3001\u7406\u8ad6\u4e0a\u306e\u512a\u4f4d\u306f\u8584\u308c\u307e\u3059\u3002<\/p>\n<\/li>\n<\/ol>\n<p>\u4ee5\u4e0a\u304c\u8981\u70b9\u3067\u3059\u3002 \u220e<\/p>\n<\/details>\n\n\n\n<h2 class=\"wp-block-heading\">5. \u53cd\u4f8b \u2015 \u76f8\u95a2\u304c\u4f4e\u3044\u3068\u52b9\u304b\u306a\u3044<\/h2>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-VR-1: \u5bfe\u7167\u5909\u91cf\u306f\u3044\u3064\u3082\u52b9\u304f\u308f\u3051\u3067\u306f\u306a\u3044<\/h3>\n\n\n\n<p>\u5bfe\u7167\u5909\u91cf\u6cd5\u304c\u6709\u52b9\u306a\u306e\u306f\u3001\u30da\u30a4\u30aa\u30d5\u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306e\u5358\u8abf\u95a2\u6570\u3067\u3042\u308b\u3068\u304d\u3067\u3057\u305f\u3002\u3067\u306f\u3001\u30da\u30a4\u30aa\u30d5\u304c<strong>\u5bfe\u79f0<\/strong>\u306a\u95a2\u6570\u306e\u3068\u304d\u306f\u3069\u3046\u306a\u308b\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n\n\n\n<p><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord\">\u2223<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0952em;vertical-align:-0.25em;\"><\/span><span class=\"mord\"><span class=\"mord mathbb\">E<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8452em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathbb mtight\">Q<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mopen\">[<\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mclose\">]<\/span><span class=\"mord\">\u2223<\/span><\/span><\/span><\/span><\/eq> \u3068\u3044\u3046\u30da\u30a4\u30aa\u30d5\u3092\u8003\u3048\u307e\u3059\u3002\u3053\u308c\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u304c\u671f\u5f85\u5024\u304b\u3089\u4e0a\u306b\u5916\u308c\u3066\u3082\u4e0b\u306b\u5916\u308c\u3066\u3082\u540c\u3058\u5024\u3092\u53d6\u308a\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7667em;vertical-align:-0.0833em;\"><\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><\/span><\/span><\/span><\/eq> \u306b\u7f6e\u304d\u63db\u3048\u308b\u3068 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3283em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.1389em;\">T<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306f\u671f\u5f85\u5024\u306e\u53cd\u5bfe\u5074\u306b\u52d5\u304d\u307e\u3059\u304c\u3001\u7d76\u5bfe\u5024\u3092\u53d6\u308b\u306e\u3067 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord\">\u2212<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1076em;\">f<\/span><span class=\"mopen\">(<\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">Z<\/span><span class=\"mclose\">)<\/span><\/span><\/span><\/span><\/eq> \u3068\u8fd1\u3044\u5024\u306b\u306a\u308a\u307e\u3059\u3002\u5171\u5206\u6563\u304c\u6b63\u306b\u306a\u308a\u3001(4.1) \u306e\u7b2c2\u9805\u304c\u5206\u6563\u3092\u5897\u3084\u3059\u65b9\u5411\u306b\u50cd\u304d\u307e\u3059\u3002(4.2) \u304c\u7834\u308c\u308b\u306e\u3067\u3001\u8a55\u4fa1\u56de\u6570\u3092\u63c3\u3048\u305f\u6bd4\u8f03\u3067\u306f\u7d20\u6734\u6cd5\u3088\u308a\u60aa\u304f\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u6570\u5024\u3067\u78ba\u8a8d\u3057\u307e\u3059\uff08<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">100<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">000<\/span><\/span><\/span><\/span><\/eq>\uff09\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th>\u624b\u6cd5<\/th>\n<th>\u6a19\u6e96\u8aa4\u5dee<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u7d20\u6734\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0413<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5bfe\u7167\u5909\u91cf\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0568<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p>\u5bfe\u7167\u5909\u91cf\u6cd5\u306e\u6a19\u6e96\u8aa4\u5dee\u306f\u7d20\u6734\u6cd5\u306e <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1.38<\/span><\/span><\/span><\/span><\/eq> \u500d\u306b<strong>\u5897\u3048\u3066<\/strong>\u3044\u307e\u3059\u3002\u30da\u30a4\u30aa\u30d5\u304c\u5bfe\u79f0\u306a\u5834\u5408\u3001\u5bfe\u7167\u5909\u91cf\u6cd5\u306f\u9006\u52b9\u679c\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-VR-2: \u76f8\u95a2\u304c\u4f4e\u3044\u5909\u6570\u3067\u306f\u5236\u5fa1\u5909\u91cf\u304c\u52b9\u304b\u306a\u3044<\/h3>\n\n\n\n<p>\u5236\u5fa1\u5909\u91cf\u6cd5\u306e\u5206\u6563\u6e1b\u5c11\u7387\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0894em;vertical-align:-0.2753em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-2.4247em;margin-left:0em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mathnormal mtight\" style=\"margin-right:0.0785em;\">X<\/span><span class=\"mord mathnormal mtight\" style=\"margin-right:0.2222em;\">Y<\/span><\/span><\/span><\/span><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.2753em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3057\u307e\u3059\uff08(4.6)\uff09\u3002\u3067\u306f\u3001\u5236\u5fa1\u5909\u91cf\u306b<strong>\u30da\u30a4\u30aa\u30d5\u3068\u7121\u76f8\u95a2\u306a\u5909\u6570<\/strong>\u3092\u4f7f\u3046\u3068\u3069\u3046\u306a\u308b\u3067\u3057\u3087\u3046\u304b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u72ec\u7acb\u306a\u6a19\u6e96\u6b63\u898f\u4e71\u6570\u3092\u5236\u5fa1\u5909\u91cf\u306b\u4f7f\u3063\u305f\u5834\u5408\u306e\u7d50\u679c\u3067\u3059\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th><\/th>\n<th>\u5024<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u76f8\u95a2\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03c1<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0017<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0085em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.000003<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u7d20\u6734\u6cd5\u306e\u6a19\u6e96\u8aa4\u5dee<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0419<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5236\u5fa1\u5909\u91cf\u6cd5\u306e\u6a19\u6e96\u8aa4\u5dee<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0419<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5206\u6563\u6e1b\u5c11\u7387<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8056em;vertical-align:-0.0556em;\"><\/span><span class=\"mord\">0.0%<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p class=\"wp-block-paragraph\">\u76f8\u95a2\u304c\u307b\u307c\u30bc\u30ed\u306a\u306e\u3067\u3001\u5206\u6563\u306f\u307e\u3063\u305f\u304f\u6e1b\u308a\u307e\u305b\u3093\u3002\u5236\u5fa1\u5909\u91cf\u6cd5\u304c\u5a01\u529b\u3092\u767a\u63ee\u3059\u308b\u306b\u306f\u3001\u30da\u30a4\u30aa\u30d5\u3068\u5f37\u304f\u76f8\u95a2\u3059\u308b\u5909\u6570\u3092\u898b\u3064\u3051\u308b\u3053\u3068\u304c\u672c\u8cea\u7684\u3067\u3059\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">CEX-VR-3: \u6e96\u4e71\u6570\u306f\u9ad8\u6b21\u5143\u3067\u512a\u4f4d\u304c\u8584\u308c\u308b<\/h3>\n\n\n\n<p>THM-VR-3 \u3067\u898b\u305f\u3088\u3046\u306b\u3001Koksma\u2013Hlawka \u306e\u4e0d\u7b49\u5f0f\u306e\u8aa4\u5dee\u4e0a\u754c\u306b\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0991em;vertical-align:-0.25em;\"><\/span><span class=\"mopen\">(<\/span><span class=\"mop\">lo<span style=\"margin-right:0.0139em;\">g<\/span><\/span><span class=\"mspace\" style=\"margin-right:0.1667em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mclose\"><span class=\"mclose\">)<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8491em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mathnormal mtight\">d<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306e\u9805\u304c\u542b\u307e\u308c\u307e\u3059\u3002\u6b21\u5143 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u3092\u4e0a\u3052\u308b\u3068\u3001\u3053\u306e\u9805\u304c\u5927\u304d\u304f\u306a\u308a\u3001\u6e96\u4e71\u6570\u306e\u512a\u4f4d\u304c\u7e2e\u307e\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u6b21\u5143\u3092\u5909\u3048\u3066\u3001\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30b3\u30fc\u30eb\u3092 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq> \u6bb5\u968e\u306e\u7d4c\u8def\u3067\u8a55\u4fa1\u3057\u305f\u7d50\u679c\u3067\u3059\uff08<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">8<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">192<\/span><\/span><\/span><\/span><\/eq>\uff09\u3002\u6e96\u4e71\u6570\u306e\u6a19\u6e96\u8aa4\u5dee\u306f\u3001\u4e92\u3044\u306b\u72ec\u7acb\u306b\u30e9\u30f3\u30c0\u30e0\u5316\uff08\u30b9\u30af\u30e9\u30f3\u30d6\u30eb\uff09\u3057\u305f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">16<\/span><\/span><\/span><\/span><\/eq> \u7d44\u306e Sobol \u70b9\u5217\uff08\u5404 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">512<\/span><\/span><\/span><\/span><\/eq> \u70b9\uff09\u306e\u63a8\u5b9a\u5024\u306e\u3070\u3089\u3064\u304d\u304b\u3089\u6c42\u3081\u3066\u3044\u307e\u3059\u30021\u672c\u306e Sobol \u70b9\u5217\u3092\u533a\u5207\u3063\u305f\u90e8\u5206\u3069\u3046\u3057\u306f\u72ec\u7acb\u3067\u306f\u306a\u3044\u306e\u3067\u3001\u533a\u5207\u3063\u305f\u5e73\u5747\u306e\u3070\u3089\u3064\u304d\u304b\u3089\u306f\u6b63\u3057\u3044\u6a19\u6e96\u8aa4\u5dee\u304c\u51fa\u306a\u3044\u305f\u3081\u3067\u3059\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th>\u6b21\u5143 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6944em;\"><\/span><span class=\"mord mathnormal\">d<\/span><\/span><\/span><\/span><\/eq><\/th>\n<th>\u6e96\u4e71\u6570\u306e\u6a19\u6e96\u8aa4\u5dee<\/th>\n<th>\u64ec\u4f3c\u4e71\u6570\u306e\u6a19\u6e96\u8aa4\u5dee<\/th>\n<th>\u6bd4\uff08\u64ec\u4f3c\/\u6e96\uff09<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>1<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0053<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.1420<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">26.99<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0130<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.1468<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">11.28<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>10<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0386<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.1448<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">3.75<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>50<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0364<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.1448<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">3.98<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>100<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0354<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.1482<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">4.19<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p class=\"wp-block-paragraph\">1\u6b21\u5143\u3067\u306f\u6e96\u4e71\u6570\u304c\u7d0427\u500d\u6709\u5229\u3067\u3059\u304c\u300110\u6b21\u5143\u4ee5\u4e0a\u3067\u306f4\u500d\u524d\u5f8c\u307e\u3067\u7e2e\u307e\u308a\u307e\u3059\uff0810\u6b21\u5143\u304b\u3089100\u6b21\u5143\u306e\u9593\u306e\u9055\u3044\u306f\u300116\u7d44\u304b\u3089\u898b\u7a4d\u3082\u3063\u305f\u6a19\u6e96\u8aa4\u5dee\u306e\u3070\u3089\u3064\u304d\u306e\u7bc4\u56f2\u3067\u3059\uff09\u3002\u9ad8\u6b21\u5143\u306e\u554f\u984c\u3067\u306f\u6e96\u4e71\u6570\u3060\u3051\u306b\u983c\u308b\u306e\u306f\u5371\u967a\u3067\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">6. \u6570\u5024\u4f8b \u2015 4\u3064\u306e\u624b\u6cd5\u306e\u8aa4\u5dee\u3092\u4e26\u3079\u308b<\/h2>\n\n\n\n<p>\u7b2c96\u56de\u3068\u540c\u3058\u30d1\u30e9\u30e1\u30fc\u30bf\uff08<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8333em;vertical-align:-0.15em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\" style=\"margin-right:0.0576em;\">S<\/span><span class=\"msupsub\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.3011em;\"><span style=\"top:-2.55em;margin-left:-0.0576em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">0<\/span><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.15em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">100<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0715em;\">K<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">105<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0278em;\">r<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.05<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.4306em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.2<\/span><\/span><\/span><\/span><\/eq>, <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.1389em;\">T<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1<\/span><\/span><\/span><\/span><\/eq>\uff09\u3067\u3001BS \u7406\u8ad6\u4fa1\u683c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0214<\/span><\/span><\/span><\/span><\/eq> \u306b\u5bfe\u3059\u308b\u5404\u624b\u6cd5\u306e\u7d50\u679c\u3067\u3059\u3002\u6a19\u672c\u6570\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">100<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">000<\/span><\/span><\/span><\/span><\/eq>\uff08\u6e96\u4e71\u6570\u306f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6833em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">131<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">072<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8141em;\"><\/span><span class=\"mord\"><span class=\"mord\">2<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">17<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u3067\u3001\u72ec\u7acb\u306b\u30b9\u30af\u30e9\u30f3\u30d6\u30eb\u3057\u305f <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">16<\/span><\/span><\/span><\/span><\/eq> \u7d44\u306e Sobol \u70b9\u5217\uff08\u5404 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">8<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">192<\/span><\/span><\/span><\/span><\/eq> \u70b9\uff09\u306e\u63a8\u5b9a\u5024\u306e\u3070\u3089\u3064\u304d\u304b\u3089\u6a19\u6e96\u8aa4\u5dee\u3092\u6c42\u3081\u307e\u3059\uff09\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th>\u624b\u6cd5<\/th>\n<th>\u63a8\u5b9a\u5024<\/th>\n<th>\u6a19\u6e96\u8aa4\u5dee<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u7d20\u6734\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0063<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0419<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5bfe\u7167\u5909\u91cf\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0694<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0334<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5236\u5fa1\u5909\u91cf\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0463<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0191<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u6e96\u4e71\u6570\uff08Sobol\uff09<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">8.0217<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.0003<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p><strong>\u540c\u3058\u7cbe\u5ea6\u3092\u5f97\u308b\u306e\u306b\u5fc5\u8981\u306a\u6a19\u672c\u6570\u306e\u6bd4<\/strong>\u3092\u3001\u7d20\u6734\u6cd5\u3092\u57fa\u6e96\u306b\u8a08\u7b97\u3057\u307e\u3059\u3002\u6a19\u6e96\u8aa4\u5dee\u304c <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.1767em;vertical-align:-0.25em;\"><\/span><span class=\"mord mathnormal\" style=\"margin-right:0.0359em;\">\u03c3<\/span><span class=\"mord\">\/<\/span><span class=\"mord sqrt\"><span class=\"vlist-t vlist-t2\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.9267em;\"><span class=\"svg-align\" style=\"top:-3em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"mord\" style=\"padding-left:0.833em;\"><span class=\"mord mathnormal\" style=\"margin-right:0.109em;\">N<\/span><\/span><\/span><span style=\"top:-2.8867em;\"><span class=\"pstrut\" style=\"height:3em;\"><\/span><span class=\"hide-tail\" style=\"min-width:0.853em;height:1.08em;\"><svg xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"400em\" height=\"1.08em\" viewBox=\"0 0 400000 1080\" preserveAspectRatio=\"xMinYMin slice\"><path d=\"M95,702\nc-2.7,0,-7.17,-2.7,-13.5,-8c-5.8,-5.3,-9.5,-10,-9.5,-14\nc0,-2,0.3,-3.3,1,-4c1.3,-2.7,23.83,-20.7,67.5,-54\nc44.2,-33.3,65.8,-50.3,66.5,-51c1.3,-1.3,3,-2,5,-2c4.7,0,8.7,3.3,12,10\ns173,378,173,378c0.7,0,35.3,-71,104,-213c68.7,-142,137.5,-285,206.5,-429\nc69,-144,104.5,-217.7,106.5,-221\nl0 -0\nc5.3,-9.3,12,-14,20,-14\nH400000v40H845.2724\ns-225.272,467,-225.272,467s-235,486,-235,486c-2.7,4.7,-9,7,-19,7\nc-6,0,-10,-1,-12,-3s-194,-422,-194,-422s-65,47,-65,47z\nM834 80h400000v40h-400000z\"\/><\/svg><\/span><\/span><\/span><span class=\"vlist-s\">\u200b<\/span><\/span><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.1133em;\"><span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq> \u306b\u6bd4\u4f8b\u3059\u308b\u306e\u3067\u3001\u540c\u3058\u6a19\u6e96\u8aa4\u5dee\u3092\u5f97\u308b\u306e\u306b\u5fc5\u8981\u306a\u6a19\u672c\u6570\u306e\u6bd4\u306f\u5206\u6563\u306e\u6bd4\u306e\u9006\u6570\u3067\u3059\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th>\u624b\u6cd5<\/th>\n<th>\u52b9\u7387\u6bd4\uff08\u7d20\u6734\u6cd5\u306e\u4f55\u500d\u901f\u3044\u304b\uff09<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u7d20\u6734\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1.0<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5bfe\u7167\u5909\u91cf\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">1.6<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5236\u5fa1\u5909\u91cf\u6cd5<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">4.8<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u6e96\u4e71\u6570<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8389em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\">11<\/span><span class=\"mord\"><span class=\"mpunct\">,<\/span><\/span><span class=\"mord\">015<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p class=\"wp-block-paragraph\">\u5236\u5fa1\u5909\u91cf\u6cd5\u306f\u7d20\u6734\u6cd5\u306e\u7d045\u500d\u3001\u6e96\u4e71\u6570\u306f\u7d041\u4e07\u500d\u306e\u52b9\u7387\u3067\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u5236\u5fa1\u5909\u91cf\u6cd5\u306e\u6700\u9069\u4fc2\u6570\u3068\u5206\u6563\u6e1b\u5c11\u7387\u306e\u4e00\u81f4<\/strong>\u3082\u78ba\u8a8d\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<table>\n<thead>\n<tr>\n<th><\/th>\n<th>\u5024<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td>\u6700\u9069\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6887em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">c<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.6887em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\"><span class=\"mord mtight\">\u2217<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.5541<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u76f8\u95a2\u4fc2\u6570 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.625em;vertical-align:-0.1944em;\"><\/span><span class=\"mord mathnormal\">\u03c1<\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.8906<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0085em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.7933<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u7406\u8ad6\u4e0a\u306e\u5206\u6563\u6bd4 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.7278em;vertical-align:-0.0833em;\"><\/span><span class=\"mord\">1<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><span class=\"mbin\">\u2212<\/span><span class=\"mspace\" style=\"margin-right:0.2222em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0085em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/eq><\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.2067<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<tr>\n<td>\u5b9f\u6e2c\u306e\u5206\u6563\u6bd4<\/td>\n<td><eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.2067<\/span><\/span><\/span><\/span><\/eq><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n<p>(4.6) \u306e\u7406\u8ad6\u5024\u3068\u5b9f\u6e2c\u5024\u304c\u4e00\u81f4\u3057\u3066\u3044\u307e\u3059\u3002<eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:1.0085em;vertical-align:-0.1944em;\"><\/span><span class=\"mord\"><span class=\"mord mathnormal\">\u03c1<\/span><span class=\"msupsub\"><span class=\"vlist-t\"><span class=\"vlist-r\"><span class=\"vlist\" style=\"height:0.8141em;\"><span style=\"top:-3.063em;margin-right:0.05em;\"><span class=\"pstrut\" style=\"height:2.7em;\"><\/span><span class=\"katex-sizing reset-size6 size3 mtight\"><span class=\"mord mtight\">2<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><span class=\"mrel\">=<\/span><span class=\"mspace\" style=\"margin-right:0.2778em;\"><\/span><\/span><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.6444em;\"><\/span><span class=\"mord\">0.79<\/span><\/span><\/span><\/span><\/eq> \u306a\u306e\u3067\u3001\u5236\u5fa1\u5909\u91cf\u6cd5\u306f\u5206\u6563\u3092\u7d04 <eq><span class=\"katex\"><span class=\"katex-html\" aria-hidden=\"true\"><span class=\"katex-base\"><span class=\"katex-strut\" style=\"height:0.8056em;vertical-align:-0.0556em;\"><\/span><span class=\"mord\">79%<\/span><\/span><\/span><\/span><\/eq> \u524a\u6e1b\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u3053\u308c\u3089\u306e\u7d50\u679c\u306f\u3059\u3079\u3066 <code>compute.py<\/code> \u306b\u3088\u308a\u518d\u73fe\u53ef\u80fd\u3067\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">7. \u6b21\u56de\u3078 \u2015 \u504f\u5fae\u5206\u65b9\u7a0b\u5f0f\u3092\u683c\u5b50\u3067\u89e3\u304f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u4eca\u56de\u306f\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u306e\u7cbe\u5ea6\u3092\u4e0a\u3052\u308b\u65b9\u6cd5\u3092\u898b\u307e\u3057\u305f\u3002\u5bfe\u7167\u5909\u91cf\u6cd5\u306f\u5358\u8abf\u306a\u30da\u30a4\u30aa\u30d5\u306b\u6709\u52b9\u3067\u3042\u308a\u3001\u5236\u5fa1\u5909\u91cf\u6cd5\u306f\u76f8\u95a2\u306e\u9ad8\u3044\u5909\u6570\u304c\u898b\u3064\u304b\u308c\u3070\u5f37\u529b\u3067\u3059\u3002\u6e96\u4e71\u6570\u306f\u4f4e\u6b21\u5143\u3067\u5287\u7684\u306a\u52b9\u679c\u3092\u767a\u63ee\u3057\u307e\u3059\u304c\u3001\u9ad8\u6b21\u5143\u3067\u306f\u512a\u4f4d\u304c\u8584\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6b21\u56de\uff08\u7b2c98\u56de\uff09\u3067\u306f\u3001\u504f\u5fae\u5206\u65b9\u7a0b\u5f0f\u3092\u683c\u5b50\u3067\u76f4\u63a5\u89e3\u304f\u6709\u9650\u5dee\u5206\u6cd5\u3092\u6271\u3044\u307e\u3059\u3002\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u3068\u306f\u5168\u304f\u7570\u306a\u308b\u30a2\u30d7\u30ed\u30fc\u30c1\u3067\u3001BS \u65b9\u7a0b\u5f0f\u306e\u6570\u5024\u89e3\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u3088\u304f\u3042\u308b\u8cea\u554f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u3069\u306e\u65b9\u6cd5\u304c\u4e00\u756a\u826f\u3044\u306e\u3067\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u554f\u984c\u306b\u3088\u308a\u307e\u3059\u3002\u671f\u5f85\u5024\u304c\u5206\u304b\u308b\u8fd1\u3044\u5909\u6570\u304c\u3042\u308c\u3070\u5236\u5fa1\u5909\u91cf\u304c\u5f37\u529b\u3067\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u6e96\u4e71\u6570\u3068\u306f\u4f55\u3067\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7a7a\u9593\u3092\u5747\u4e00\u306b\u57cb\u3081\u308b\u3088\u3046\u306b\u4f5c\u3063\u305f\u70b9\u5217\u3067\u3059\u3002\u4e71\u6570\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u304c\u3001\u7a4d\u5206\u306e\u8fd1\u4f3c\u306b\u4f7f\u3048\u307e\u3059\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7d44\u307f\u5408\u308f\u305b\u3066\u4f7f\u3048\u307e\u3059\u304b<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f7f\u3048\u307e\u3059\u3002\u5b9f\u52d9\u3067\u306f\u8907\u6570\u3092\u7d44\u307f\u5408\u308f\u305b\u308b\u306e\u304c\u666e\u901a\u3067\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u53c2\u8003\u6587\u732e<\/h2>\n\n\n\n<ol class=\"wp-block-list\">\n\n<li>Glasserman P.\u3001Monte Carlo Methods in Financial Engineering\u3001Springer\u30012004\u5e74<\/li>\n\n\n<li>Niederreiter H.\u3001Random Number Generation and Quasi-Monte Carlo Methods\u3001SIAM\u30011992\u5e74<\/li>\n\n<\/ol>\n\n\n\n<hr class=\"wp-block-separator\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><em>\u6570\u5024\u4f8b\u306f <code>compute.py<\/code> \u306b\u3088\u308a\u30b7\u30fc\u30c9\u56fa\u5b9a\u3067\u691c\u7b97\u6e08\u307f\u3002\u672c\u6587\u4e2d\u306e\u5c0f\u6570\u306f4\u6841\u3067\u4e38\u3081\u3066\u3044\u308b\u3002<\/em><\/p>\n\n","protected":false},"excerpt":{"rendered":"<p>\u4f4d\u7f6e: \u7b2c10\u90e8 \u7b2c97\u56de \/ \u524d\u63d0: [96] \/ \u6570\u5b66\u7de8: [M32] \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\u3068: \u5bfe\u7167\u5909\u91cf\u6cd5\u3084\u5236\u5fa1\u5909\u91cf\u6cd5\u3092\u4f7f\u3063\u3066\u3001\u540c\u3058\u8a08\u7b97\u91cf\u3067\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\u306e\u8aa4\u5dee\u3092\u5c0f\u3055\u304f\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u308b 0. \u7269\u8a9e \u2015 \u76f8 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":209197,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","footnotes":""},"categories":[159],"tags":[170],"class_list":["post-208428","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-financial-engineering","tag-fe-part10-numerical"],"aioseo_notices":[],"aioseo_head":"\n\t\t<!-- All in One SEO 5.0.4 - aioseo.com -->\n\t<meta name=\"description\" content=\"\u4f4d\u7f6e: \u7b2c10\u90e8 \u7b2c97\u56de \/ \u524d\u63d0: [96] \/ \u6570\u5b66\u7de8: [M32] \/ \u3053\u306e\u56de\u3067\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308b\u3053\u3068:\" \/>\n\t<meta name=\"robots\" content=\"max-image-preview:large\" \/>\n\t<meta name=\"author\" content=\"\u6c34\u91ce\u502b\u592a\u90ce\"\/>\n\t<link rel=\"canonical\" href=\"https:\/\/ichizenholdings.co.jp\/media\/trading\/financial-engineering\/variance-reduction\/\" 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