8

6., 7. Mintavtel, statisztikai becsls

Sokasgi vrhat rtk becslse

1. ( )
( )
n
x x
s
n
i
i

=

=
1
2
2
2.
( )
1
1
2
2

=

=
n
x x
s
n
i
i


3. z P ( <Z < = = 1 1 ) ( 2 ) z z
2
1 ) (

= z

4.
n
x

= 5.
n
s
s
x
= 6.
N
n
n
x
= 1

7.
N
n
n
s
s
x
= 1

8.
|
|

\
|
+
n
z x
n
z x
p p

; 9.
|
|

\
|
+
n
s
t x
n
s
t x
szf
p
szf
p
) ( ) (
;

10.
x
k x P ( < <
2
1
1 )
k
k x
x
+


Sokasgi rtksszeg becslse

11. x N x = 12.
2 2 2
x x
N =

13.
2 2 2
x x
s N s =

14. ( )
x p x p
z x z x

+ ; 15. ( )
x
szf
p x
szf
p
s t x s t x

+
) ( ) (
;


Sokasgi arny becslse

16.
( )
n
p p
s
p

=
1
17. ( )
p p p p
s z p s z p + ;


Sokasgi szrs becslse

18.
( ) ( )
|
|
|

\
|

) (
1
;
) (
1
2
2
2
2
2
1
2
szf
s n
szf
s n







9
Becsls rtegzett mintbl

19.
N
N
n n
j
j
= 20.
M
n
n
j
= 21.

=
=
M
j
j j
j j
j
N
N
n n
1

22.

=
=
j
n
i
ji
j
j
x
n
x
1
1
23.
( )
1
1
2

=

=
j
j
n
i
j ji
j
n
x x
s

24.
|
|

\
|

|
|

\
|
=

=
j
j
j
j
M
j
j
R x
N
n
n N
N
1
2
2
1
2
) (

25.
|
|

\
|

|
|

\
|
=

=
j
j
j
j
M
j
j
R x
N
n
n
s
N
N
s 1
2
2
1
2
) (


Ha
n
n
N
N
j j
= , akkor 26. |

\
|
=
N
n
n
s
s
B
R x
1
2
2
) (
27.
( ) ( )
n
s n
n
x x
s
M
j
j j
M
j
n
i
j ji
B
j

= = =

=

=
1
2
1 1
2
2
1


28.
) ( ) ( R x p R
z x 29.
) ( ) ( R x p R
s z x

30.
j
M
j
j
R
p
N
N
p

=
=
1
) (
31.
|
|

\
|

|
|

\
|
=

=
j
j
j
j j
M
j
j
R p
N
n
n
p p
N
N
s 1
) 1 (
2
1
2
) (
32.
) ( ) ( R p p R
s z p


Mintanagysg

33.
2
|
|

\
|

=

p
z
n 34.
2 2 2
2 2

+

=
p
p
z N
z N
n 35.
2
) 1 (
|
|

\
|

=
p p z
n
p



8. Hipotzisvizsglat

Egymints prbk

0 0
: m H =
n
m x
z

0
0

=
n
s
m x
z
0
0

=
n
s
m x
t
0
0

=

0 0
: = H
( )
2
0
2
2
0
1

s n
=

0 0
: P P H =
( )
n
P P
P p
z
P
0 0
0
)
0
( 0
1

=


10

Ktmints prbk

0 2 1 0
: = H
( )
2
2
2
1
2
1
0 2 1
0
n n
x x
z


+

=
( )
2
2
2
1
2
1
0 2 1
0
n
s
n
s
x x
z
+

=




( )
2 1
0 2 1
0
1 1
n n
s
x x
t
d
+

=


( ) ( )
2
1 1
2 1
2
2 2
2
1 1
+
+
=
n n
s n s n
s
d



0 2 1 0
: = P P H
( )
( ) ( )
2
2 2
1
1 1
0 2 1
) ( 0
1 1
n
p p
n
p p
p p
z
P

=




2 1 0
: P P H =
( )
|
|

\
|
+

=
2 1
2 1
) ( 0
1 1
1
n n
p p
p p
z
P

2 1
2 2 1 1
n n
p n p n
p
+
+
=


2 1 0
: = H
2
2
2
1
0
s
s
F =
2
) 1 (
1
1
) (
2
1
szf
p szf
szf
p szf
F
F

=



Illeszkedsvizsglat

( )
i i
P X P H = :
0

( )

=
k
i
i
i i
n
1
*
2
*
2
0

i i
P n =
*



Fggetlensgvizsglat

j i ij
P P P H

= :
0

( )

= = = =

|
|

\
|

=
s
i
t
j
ij
ij ij
s
i
t
j
j i
j i
ij
n
n n
n
n n
n
n n
n
1 1
*
2
*
1 1
2
2
0







11

Variancia-analzis

= = = =
M
H ... :
2 1 0

M n
S
M
S
F
B
K

=
1
0


( )

= =
=
M
j
j
n
i
ij
x x S
1 1
2

=
=
M
j
j j K
x x n S
1
2
) (

( )

= = =
= =
M
j
j
n
i
M
j
j j j ij B
s n x x S
1 1 1
2
2
) 1 (




9. Ktvltozs korrelci- s regressziszmts


Ktvltozs korrelciszmts

1.

= =
=
s
j
t
i
j i ij xy
y x y x f
n
C
1 1
1
2. ( )( )
n
d d
y y x x
n
C
n
i
i
y
i
x n
i
i i xy

=
=
= =
1
1
1



3.

= =
=
= =
=

=



=

=
n
i
i
n
i
i
n
i
i i
n
i
i
y
n
i
i
x
n
i
i
y
i
x
y x
n
i
i i
y x
xy
xy
y n y x n x
y x n y x
d d
d d
s s
y x y x
n
s s
C
r
1
2 2
1
2 2
1
1
2
1
2
1 1
1


ahol:
( )
n
x x
s
n
i
i
x

=

=
1
2

( )
n
y y
s
n
i
i
y

=

=
1
2
x x d
i
i
x
= y y d
i
i
y
=

4.

=
y
x
xy
s
s
b r
1
5.
2
2

2
y
y
xy
r

= ahol:
( )
n
y y
i
y


=
2
2

6.
( )
( )

=
=

=
n
i
i i
n
i
i i
y y
y y
I
1
2
1
2

1 7.
( )
( ) 1
6
1
2
1
2


=

=
n n
y x
r
n
i
i i
s



12

Ktvltozs regressziszmts

8. x b b y
1 0
+ = 9.


= = =
= =
+ =
+ =
n
i
i
n
i
i
n
i
i i
n
i
i
n
i
i
x b x b y x
x b b n y
1
2
1
1
0
1
1
1 0
1




10.


= =
= = =
|

\
|

\
|
|

\
|

=
n
i
n
i
i i
n
i
n
i
i
n
i
i i i
x x n
y x y x n
b
1
2
1
2
1 1 1
1
11.


= =
= = = =
|

\
|

\
|
|

\
|

\
|
|

\
|
=
n
i
n
i
i i
n
i
i i
n
i
i
n
i
i
n
i
i
x x n
y x x x y
b
1
2
1
2
1 1 1
2
1
0



12.


= = =
= =
+ =
+ =
n
i
i
x
n
i
i
x
n
i
i
y
i
x
n
i
i
x
n
i
i
y
d b d b d d
d b b n d
1
2
1
1
0
1
1
1 0
1
13.
2
1
2
1
1
x
n
i
x
n
i
y x
y x y x
d
d d
b
i
i i

= =

=
=




14.
1 0
b x y b =




A vltozk felcserlhetsge

15.
( )

=
=
=
n
i
i
y
n
i
i
y
i
x
y x
d
d d
b
1
2
1
1
16.
( ) ( ) y x y x
b y x b
1 0
=


17.
( ) ( ) y x x y xy
b b r
1 1
2
=




A rugalmassgi egytthat

18.
( )
y
x
dx
y d
E
x y

= 19.
( )
x b b
x
b E
x y
1 0
1

+
=



13

Statisztikai kvetkeztetsek a ktvltozs lineris regresszi alapjn

20.
2
1
2

=

=
n
e
s
n
i
i
e
21.
( )
2
1
2

=
n
r n
s s
y e
22.
y
s
V
e
e
=


23.
( )

=
=
=
=
=

=
n
i
x
n
i
i
e n
i
i
n
i
i
e b
d n
x
s
x x n
x
s s
1
2
1
2
1
2
1
2
0
24.
( )

= =
=

=
n
i
x
e n
i
i
e b
d
s
x x
s s
1
2
1
2
1
1 1



25.
|
|

\
|
+
|

\
|
|

\
|

0
2
1
0
0
2
1
0
;
b b
s t b s t b

26.
|
|

\
|
+
|

\
|
|

\
|

1
2
1
1
1
2
1
1
;
b b
s t b s t b




27.
( )
( )

+
|

\
|

2
2
0
2
1
0
1

x x
x x
n
s t y
e
28.
( )
( )
1
1

2
2
0
2
1
0
+

\
|

x x
x x
n
s t y
e



29. 0 :
1 0
= H
1
1
0
b
s
b
t =


30. ( )

=
=
n
i
i
y y SST
1
2
( )

=
=
n
i
i
y y SSR
1
2
( )

=
=
n
i
i i
y y SSE
1
2



31. 0 :
1 0
= H
( ) MSE
MSR
n SSE
SSR
F =

=
2 /
1 /
0
32.
SST
SSE
r =1
2





Nemlineris regresszi

33.
2
2 1 0
x b x b b y + + = 34.



+ + =
+ + =
+ + =
4
2
3
1
2
0
2
3
2
2
1 0
2
2 1 0
i i i i i
i i i i i
i i i
x b x b x b y x
x b x b x b y x
x b x b nb y





14

35.
1
0

b
x b y = 36.

+ = x b b y
1 0



37.


+ =
+ =
2
1 0
1 0
) (log log log log log
log log log
x b x b y x
x b b n y



38.
( )( )
( )

=


2
log
log log
2 1
x
y x
d
d d
x x
y y x x
b
2
log
log log log log
x
y x y x

=


39. x b y b x b y b log log log
1 0 1 0
= = =

40.
( ) 1

b E
x y
=



41.
x
b b y
1 0
= 42. x b b y

+ =
1 0



43.


+ =
+ =
2
1 0
1 0
log log log
log log log
x b x b y x
x b b n y



44.
( )( )
( )

= =

2
log
1 2 1
log
x
y x
d
d d
b
x x
y y x x
b
2
log log
x
y x y x

=


45. ( ) x b y b x b y b = = =

1 0 1 0
log log log




10. A tbbvltozs korrelci- s regressziszmts


A hromvltozs lineris regresszifggvny

1.
2 2 1 1 0
x b x b b y + + = 2.



+ + =
+ + =
+ + =
2
2 2 2 1 1 2 0 2
2 1 2
2
1 1 1 0 1
2 2 1 1 0
i i i i i i
i i i i i i
i i i
x b x x b x b y x
x x b x b x b y x
x b x b nb y



3.


+ =
+ =
2
2 2 2 1 1 2
2 1 2
2
1 1 1
i i i
i
y i
i i i
i
y i
d b d d b d d
d d b d b d d
4.
2 2 1 1 0
x b x b y b =


15

5.
( )
2 2 1 1 0
;

x b x b b
x b
E
j j
j
x y
+ +
= 6.
(
(

\
|

i
b i i
s t b
2
1
:




7. 0 :
0
=
i
H
i
b
i
s
b
t =
0
8. 0 ... :
2 1 0
= = = =
m
H
1
0

=
m n
SSE
m
SSR
F




Tbbvltozs korrelciszmts


9.
(
(
(
(
(

=
mm m my
m y
ym y yy
r r r
r r r
r r r
R
L
L L L L
L
L
1
1 11 1
1




10.

=
2 2
1
1
1
y
y
y
d d
d d
r 11.

=
2 2
2
2
2
y
y
y
d d
d d
r 12.

=
2
2
2
1
2 1
12
d d
d d
r



13.
( )( )
2
12
2
2
12 2 1
2 1
1 1 r r
r r r
r
y
y y
y


=

14.
( )( )
2
12
2
1
12 1 2
1 2
1 1 r r
r r r
r
y
y y
y


=

15.
( )( )
2
2
2
1
2 1 12
12
1 1
y y
y y
y
r r
r r r
r


=

16.
2
12
12 2 1
2
2
2
1
12
1
2
r
r r r r r
R
y y y y
y

+
=

17. ( )

=

=
2
1
2 2
12
2
12
j
yj y y
r R R M




18.
2
2
2
2
1
1
2

+ =
y
y
y
y
s
C
b
s
C
b R




16
11. Az idsorok sszetevinek vizsglata


Trendszmts

1. t b b y
t 1 0
+ = 2. t=1,2,,n 3.

= 0 t




= = =
= =
+ =
+ =
n
t
n
t
n
t
t
n
t
n
t
t
t b t b y t
t b b n y
1 1
2
1
1
0
1
1 0
1

n
y
b
n
t
t

=
=
1
0

=

=
n
t
n
t
t
t
y t
b
1
2
1
1


4.
( )
n
e
n
y y
s
n
t
t
n
t
t t
e

= =
=

=
1
2
1
2
2

5.
y
s
V
e
e
=


6.
t
t
b b y
1 0
= 7. t=1,2,,n




= = =
= =
+ =
+ =
n
t
n
t
n
t
t
n
t
n
t
t
t b t b y t
t b b n y
1 1
2
1
1
0
1
1 0
1
log log log
log log log



8.

= 0 t


n
y
b
n
t
t

=
=
1
0
log
log

=
=

=
n
t
n
t
t
t
y t
b
1
2
1
1
log
log


A szezonalits vizsglata

9.
ij j ij ij
v s y y + + = 10.
( )
p
y y
s
p
i
ij ij
j

=

=
1

11.
m
s
s s
m
j
j
j j

=
=
1


12.
* *

ij j ij ij
v s y y = 13.
p
p
i
ij
ij
j
y
y
s

=
=
1
*

14.
m
m
j
j j j
s s s

=

=

1
:


Elrejelzs az eredmnyek alapjn

15.
j j k n j k n
s y y + =
+ + ) ( ) (
16.
*
) ( ) (

j j k n j k n
s y y =
+ +