28/10/2014

.
.
...

2014

,
s2,

( 2 ).

(point
estimation)
(interval estimation)
.

28/10/2014

.

,
.
.



.
,


.

28/10/2014

(point estimation),
,
. ,

,
,

(interval
estimation),
, ,

,
.

,
,


.
, 25
25



( 1
).

28/10/2014

X (..)
FX (x; )
F(x; )

.
{x1, . . . , xn} X
n.

g(x1, . . . , xn)
.
(estimator)
= g(x1, . . . , xn).

{x1, . . . , xn}

n,
{x1, . . . , xn} ..
{X1, . . . , Xn},
F(x; ).
..

{x1, . . . , xn} ( ..
{X1, . . . , Xn}) (

..). (
{x1, . . . , xn})
,
..
..
= E ( ) 2 =
Var( ).
.. X

2.

28/10/2014

;

:

28/10/2014

(unbiased)
()
,

,

.

.. X
.

s2
2

2

28/10/2014

,



.
(consistent) (
)

.


(effective)

,

(adequate)

.
,
s2
2,
.

28/10/2014

.. X
,
F(x; )
f (x; ),
X
X
.

{x1, . . . , xn}.

.

,


,
.
,
F(x; )
2. ,
2

.
[a, b],
a b
2

28/10/2014

( 1, 2) 2,

:
1. s2
2 ,
2.
s2
( 1, 2)
2.
(method of
moments).

:
2
.

.
1
25
.
1.


s2

28/10/2014

5.67
2 0.375.
.. X ( )
N(, 2),


X .

,
,
,
.

X = xi
f (xi ; ) ( X

P(X = xi)). {x1, . . . , xn}
,

n
(likelihood function)

10

28/10/2014

,
{x1, . . . , xn}
. L(x1, . . . , xn; 1) > L(x1,
. . . , xn; 2) 1 2 ,
1
2
{x1, . . . , xn}.

,
L(x1, . . . , xn; ) (
) log L(x1, . . .
, xn; ).
(maximum likelihood
estimator)

2 ..

,


( n)

11

28/10/2014

. ..

n.
, .


.
..
..
.

[1, 2]

.

, .

..
X
,

, = E( ) = .


,
,
n
.
n

. 2

12

28/10/2014

(
)

(standard
error)
..
=

,

.

, X
.

.
2 .. X
.


:
1. .. X
N(, 2) (n > 30)
..

2
N(, /n).
2. ,
.. X

.

13

28/10/2014

, .. X

.. X1, . . . , Xn


.


2
N(, /n), .. z

[z/2,
z1/2], z
1 ,
, z/2 z1/2,
. /2
1/2
z/2 z/2

14

28/10/2014

(z)
. z <
z/2 z > z1/2 .
%

.
z [z/2, z1/2] 1.


0 z/2 = z1/2.
[z/2, z1/2]
.

,
1
.. z
z1/2 z1/2 =
1(1/2)
.
= 0.05
[1.96, 1.96] .. z
0.95, z0.975 = 1(0.975) = 1.96. [
, ,


.
z1/2
z/2
z/2 z/2].

15

28/10/2014

[z/2, z1/2] 1

.

1

(confidence level)
(confidence interval)
1.

:
1 ()

.

16

28/10/2014

.
95%


1.


2=0.38.

, ..


,
(
).

17

28/10/2014

Q1 Q3.
.
.

X N(, 0.38)

N(, 0.38/25),
n = 25 .

:
1. 1 =
0.95 ( = 0.05).
2. z0.975
= 1(0.975) = 1.96.
3.
(
= 5.67)

18

28/10/2014

95%


[5.43, 5.91].

= 5.67
95%
.

2
.. X
s2. (n >
30) s2
2
s2

.

.
n X
, .. t

student t
n1

19

28/10/2014

. n
t z
.

,
2
s2
tn1,1/2
z1/2
student. [ t
1/2
n1.
student n1 =24

1 = 0.95.]
1

(

).

..


z1/2.


tn1,1/2
student.
s2 = 0.375

20

28/10/2014

student, 1 /2 = 0.975 n 1 = 24,
t24, 0.975 = 2.064

n




student

.. X
. [
X , ..

.] (
)



.

= X .. X = X .
~x
.

Wilcoxon
.
(

).

21

28/10/2014

. :
2 .. X [
, ..].
n [ n
,
,
].
1 [ ,


].

95%.

.

.. X n
.

22

28/10/2014

..
..
.


, n
..
..

n. ,
..
X
,
.. .
..

n
.. w

tn1,1/2 n
. n

n
tn1,1/2

z1/2.
n

23

28/10/2014

.

95% ..

student
( ) [5.42, 5.92]. ..
w = 5.92 5.42 = 0.50.
( w =
0.25) 25

2




2

s2 2

X2
n 1

24

28/10/2014

X2
.
X2

.

X2 5, 24 50

1

X2

X2
:
2 n1,/2 P(2<2n1,/2)
= /2 2n1,1/2
P(2< 2 n1,1/2) =
1/2.

25

28/10/2014

X2 n1=24
1 = 0.95.

X2 24

1 = 0.95.

2
(1 )% 2

.

(.1)
2 .
(
) s2=0.375. n1=24 = 0.05
X2 224, 0.025
= 12.4 2 24, 0.975 = 39.4 ( ).
95% 2

95% ..

26

28/10/2014

s2 =
0.375
.
2

s2, X2

student.
(
) X2
.



.

p

..
,
( 1)
( 0).


p. [ p

Bernoulli].


.

p n

27

28/10/2014

p
m
n .
n
p

,

p :

.. p

n:

0.25.

w ..

28

28/10/2014

n = 100
m = 12 .

95%

z1/2 = z0.975 = 1.96)

95%
[0.056, 0.184]

,
.

p

95% w =
0.05 (
5 ).
n (
z1/2 = z0.975 = 1.96 w = 0.05)

. 95% ..

1/3
15

29