.

2013-2014

( )
v.koutras@fme.aegean.gr
: 2271035468


p
p
n Bernouli p
. .. ~(n,p)

p X / n

E p E X / n np / n p

p p1 p / n

p p1 p / n

~(np,np(1-p))
p

p p0

p0 1 p0 / n

X np0

np0 1 p0

a) 0: p p0

1: p > p0

R z1 ,

b)

0: p p0

c)

0: p = 0

1: p < p0

R , z1a

X np0
z1
np0 1 p0

X np0
z1
np0 1 p0

1: p p0

R , z1a / 2 z1a / 2 ,

X np0
z1 / 2
np0 1 p0


p
1:
,
1000
600 . = 0.05
.
p 50%.
i i = 1 i = 0,
.

0: p p0 = 0.5

1: p > p0 = 0.5

600
0.5
p p0
0.1
1000

200
0
.
0005
p0 1 p0 / n
0.51 0.5 / 1000

C za , z0.05 , 1.645,

Z za , 200 1.645,

0
95%


1-2
1 2 1 2
..

X , X
1
2
S12 , S 22
:

2
p

n1 1S12 n2 1S 22

n1 n2 2


1-2
.

x1 x2 0
z

2
1

n1
(i)

0: 1 - 2 = 0

0
(ii)

n2

1: 1 - 2 0

1: 1 - 2 < 0

z z1

0: 1 - 2 = 0

~ N(0 ,1)

a
2

0: 1 - 2 = 0

0
(iii)

z z

2
2

z z1

1: 1 - 2 > 0


1-2
.

x1 x2 0
Sp

(i)

0: 1 - 2 = 0

0
(ii)

0: 1 - 2 = 0

0
(iii)

t t

n1 n2 2 ,1

1: 1 - 2 0
a
2

1: 1 - 2 < 0

t tn1 n2 2 ,1a

0: 1 - 2 = 0

1
1

n1 n2

~ t n1 n2 2

1: 1 - 2 > 0

t tn1 n2 2 ,1a


1-2
.

x1 x2 0
2
1

2
2

~ t

S
S

n1
n2
(i)

0: 1 - 2 = 0

0
(ii)

(iii)

t t

,1

0: 1 - 2 = 0

1: 1 - 2 0

a
2

1: 1 - 2 < 0

t t ,1 a

0: 1 - 2 = 0

t t ,1a

1: 1 - 2 > 0

S12 S 22

n1
n2
S12

n1

S 22

n2


1-2
.

(n > 30)

x1 x2 0
12
n1

(i)

0: 1 - 2 = 0

0
ii)

iii)

z z

0: 1 - 2 = 0

n2

1: 1 - 2 0

a
2

1: 1 - 2 < 0

z z1

0: 1 - 2 = 0

22

z z1

1: 1 - 2 > 0

x1 x2 0
s12 s22

n1 n2


1-2
.

,
, ..
: 1, 2, , n 1, 2,, n.
, n (Xi,Yi), i = 1, 2, , n.
Di = Xi Yi , i = 1, 2, , n,
,

.
..

D 1 2

D
n

i 1

n n 1

~ t n 1


1-2
(i)

0: D = 1 - 2 = 0

0
(ii)

n 1,1

0: D = 1 - 2 = 0

0
(iii)

T t

1: D = 1 - 2 0

a
2

1: D = 1 - 2 < 0

T t n 1,1a

0: D = 1 - 2 = 0

T t n 1,1a

1: D = 1 - 2 > 0


1-2
2:
1 2 10 .
1 2

.
:
1

100 102 96 106 110 110 120 112 112 90

104 88 100 98 102 96 100 96 96 92

= 5%
1 2
.


1-2

1
X1
n1
1
X2
n2

n1

X 1i

i 1

n2

100 102 90
105.8
10

X 2i

i 1

104 88 92
97.2
10

n1 1S12 n2 1S 22

n1 n2 2

n1 1 1
n1 1

X 1i X 1 n2 1 n 1 1
2
i 1
n1 n2 2
n1

X
2i 2
n1

i 1

50.31 S 7.11


1-2
0: 1 - 2 = 0

1: 1 - 2 0

x1 x2 0
S

1
1

n1 n2

0 :

t t

a
n1 n2 2 ,1
2

~ t n1 n2 2

105.8 97.2 0 2.7

11.7

1
1

10 10

t ,t18,0.975 t18,0.975 ,

t ,2.101 2.101,
: 2,7

2.101,


2
2 ,
0 : 2 = 02 1

q q
(i)

0: 2 = 02

0
(ii)

(iii)

2
0

~ n21

1 : 2 0 2

1: 2 < 02

q n21,

0: 2 = 02

n 1s 2

q n21, / 2 q n21,1 / 2

0: 2 = 02

1 : 2 > 0 2

q n21,1


2
3:

= 2.

4.2

5.3

10.3

5%;

1
X
n

i 1

1
S
n 1
2

Xi

4.2 5.3 10.3

6.6
3

2
2
2

4.2 6.6 5.3 6.6 10.3 6.6

X i X
n

i 1

0 : 2 = 22

1 : 2 2 2

10.57


2
:

n 1s 2
q
02

~ n21

2 10.57
5.285
4

0 :

q 22,0.025 q 22,0.975 q 7.378 q 0.0506

:

5.285 < 7 .378 0


2

. .

-

n .

.
:


2
1:

2:

fi = npi

3:

fi fi ,

2
4:

'
1

f1
f f2

f1'
f 2'
'
2

'
n

fn
f n'

i 1

'
i

fi
fi '

2 21, p

5:


2
1:
1200

:
380 < 10
460 10 < 11
230 11 < 12
130 12

= 10.8
2 = 1. = 0.05


test Kolmogorov-Smirnov
2:
:
0.79 0.15 0.43 0.01 0.93 0.15 0.27 0.19 0.32 0.96
U(0,1)

0 :

F ( x) F0 ( x) x
0

x0
0 x 1
x 1

1 :

F ( x) F0 ( x)

2
Kolomogorov-Smirnov


test Kolmogorov-Smirnov
x1, x2, , xn .. n ... F(x)

F0(x) 1:F(x) F0(x)

Dn max Fn ( x) F0 ( x)
x

1 n
Fn(x) ={ x)/n =
I X i x
n i 0

F0(x)

Dn
Fn(x) F0(x)


test Kolmogorov-Smirnov
0 Dn Dn,
Pr (Dn Dn, )=

Dn xi
test Kolmogorov-Smirnov
2


test Kolmogorov-Smirnov
0 Dn Dn,
Pr (Dn Dn, )=

Dn xi
test Kolmogorov-Smirnov
2

1:F(x)> F0(x) 1:F(x) < F0(x)

:

Dn maxFn ( x) F0 ( x)
x

Dn maxF0 ( x) Fn ( x)
x



2 ..
.
2 Kolmogorov-Smirnov

2-

r r
nij k ,
:

n11
e11

n12
e12

n1k
e1k

n1.

n21
e21

n22
e22

n2k
e2k

n2.

nr1
er1

nr2
er2

nrk
erk

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n.1

n.2

n.k

j
i

ni. nij
j

i 1,2,, r

n. j nij

n nij

j 1,2,, k



pij j (j=1,2,,k)
i- (i=1,2,,r)

p1 j p2 j prj
0

eij ni.

n. j

j 1,2,k

pij n. j / n

2
i 1 j 1

0:

2 2r 1k 1,

ij eij

eij



Kolmogorov-Smirnov
x1, x2, , xm y1, y2, , yn
... F(x) FY(y)

0: F(x) =FY(y) 1: F(x) FY(y)

Kolmogorov-Smirnov

Dm,n max Fm (t ) Fn (t )
t

Fm(x) ={ xi t)/m
Fn(y) ={ yi t)/n

Dm,n Dm,n,


1. 22%.
260
62 . 0,02
22% ;

2. 8
. .

0.1
.
: 8.6 8.2 8.9 8.7 8.1 8.6 8.2 8.1

B: 7.9 7.8 8.2 7.8 8.0 8.2 7.9 7.9

3. n1 =36 8.2
1.4. n2 = 32
7.9 0.96. = 0.1
.


4.

12, 31 sec 3.2 sec.
15 28 sec

3.4 sec.
. = 0.05 :
0: - 1 1: - < 1

5. n = 17 7.5 3.9.
= 0.1 0: 2 = 4 1: 2 4

6. n = 6 87 16.
= 0.1 0: 2 = 14 1: 2 > 4