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  • ch7 区间估计

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    刘奕涵
    14 views24 pages
    1) The document discusses hypothesis testing using sample means and proportions from normal distributions. It provides the formulas and processes for conducting z-tests and t-tests. 2) Examples are given to show how to calculate critical values and rejection regions for a single-sample z-test and t-test to test hypotheses about an unknown population mean or proportion. 3) The central limit theorem is discussed as it applies to hypothesis testing, stating that sample means are approximately normally distributed even if the population is not normal.

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    1) The document discusses hypothesis testing using sample means and proportions from normal distributions. It provides the formulas and processes for conducting z-tests and t-tests. 2) Examples are given to show how to calculate critical values and rejection regions for a single-sample z-test and t-test to test hypotheses about an unknown population mean or proportion. 3) The central limit theorem is discussed as it applies to hypothesis testing, stating that sample means are approximately normally distributed even if the population is not normal.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    14 views24 pages

    ch7 区间估计

    Uploaded by

    刘奕涵
    1) The document discusses hypothesis testing using sample means and proportions from normal distributions. It provides the formulas and processes for conducting z-tests and t-tests. 2) Examples are given to show how to calculate critical values and rejection regions for a single-sample z-test and t-test to test hypotheses about an unknown population mean or proportion. 3) The central limit theorem is discussed as it applies to hypothesis testing, stating that sample means are approximately normally distributed even if the population is not normal.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 24

    7.

    X~N( ,1), x1,x2,…,xn

    .
    ,
    0.95. ( n=5)

    1 X
    X~N , ~ N 0, 1
    5 1
    5
    X
    P( z z ) 1
    2 1 2
    5 这段过程要搞明⽩！！
    0.05
    z /2 1.96
    X
    P 1.96 0.05
    1
    5

    P X 1.96 1 X 1.96 1 0.95


    5 5

    X 1.96 1 , X 1.96 1
    5 5

    0.95 .
    5 ,
    , ,
    ,
    95%.
    ( X 1.96 1 , X 1.96 1 )
    5 5

    X 1.96 1
    5
    X 1.96 1
    5
    1
    , x 1.86
    (1.86 – 0.877, 1.86 + 0.877)

    95% .

    z /2 ?
    (X z 1 , X z 1 )
    2 5 2 5
    2z 1
    2 5 ———
    0.4

    0.3
    = 0.05
    0.2

    0.1
    z z1 1.96 ( 1.96) 3.92
    2 2

    z1
    -2
    2
    -1 1 z2
    2
    0.4

    0.3

    0.2 z2 z1 1.84 ( 2.13) 3.97


    3 3
    0.1

    z-21 -1 1
    z2 2
    3 3
    , ,
    (0< < 1).
    ˆ1 ( X 1 , X 2 , , X n ), ˆ (X , X , , Xn)
    2 1 2

    P( ˆ1 ˆ) 1
    2

    ( ˆ1 , ˆ2 ) 1-
    , ˆ, ˆ ,
    1 2

    1- .
    ˆ ˆ
    2 1

    ˆ ˆ , .
    2 1

    , , .
    , 1- , ,
    , ˆ2 ˆ
    1 , .
    , ,
    .
    , .
    , . 重要！
    , .
    g( X x , X 2 , , Xn, ) —
    , ,
    , (
    ).
    1
    X N ,
    5

    X
    g ( X1, X 2 , , X n , ) ~ N (0, 1)
    1
    5
    1 , a,b,
    P(a g( X 1, X 2 , X n , ) b) 1

    ( a 1.96, b 1.96 )
    a g( X 1, X 2 , X n , ) b
    ( X1, X 2 , , Xn) ( X1, X 2 , , Xn)
    ( , )

    ( , ) ( X 1.96 1 , X 1.96 1 )
    5 5
    ( ) X ~N ( 2)

    (1) 2 ,

    (X z ,X z ) (1)
    2
    n 2
    n

    X ~ N( , )
    n
    X
    g ( X1, X 2 , , Xn, ) ~ N (0,1)
    n
    X
    P z z
    2
    2
    n
    X
    z
    2

    n
    1
    (X z , X z )
    2
    n 2
    n
    (2) 2 ,
    S S
    X t (n 1) , X t (n 1) (2)
    2
    n 2
    n

    X
    T ~ t (n 1)
    S
    X n
    P t (n 1) t (n 1)
    S 2
    2
    n
    S S
    X t (n 1) , X t (n 1)
    2
    n 2
    n
    (3) , 2

    n 2
    Xi 2
    Q ~ ( n)
    i 1
    n
    2
    (Xi )
    2 i 1 2
    P 1
    ( n) 2
    ( n) 1
    2 2

    2 1
    n n
    2 2
    (Xi ) (Xi )
    i 1 i 1
    , (3)
    2 2
    ( n) 1
    ( n)
    2 2
    (4) , 2

    ( n 1) S 2 2
    K 2
    ~ ( n 1)

    2 (n 1) S 2 2
    P( 1 2
    ) 1
    2 2

    2
    2
    • •
    2 2
    1
    2 2 2

    (n 1) S 2 (n 1) S 2
    2
    , 2 ( 4)
    (n 1) 1
    (n 1)
    2 2
    X1 , X 2 , , Xn N( , 2
    )

    2
    1

    (n 1) S 2 (n 1) S 2 (n 1) S 2 (n 1) S 2
    ( 2 , )
    ( A) ( 2 (n) , 2 (n) ) (B) (n 1) 2
    2 ( n 1)
    1 1
    2 2 3 3

    n
    (Xi ) 2
    n
    (X i ) 2 (n 1) S 2 (n 1) S 2
    ( 2 , 2 )
    (C ) ( i 1
    2
    , i 1
    2
    ) (D) (n 1) (n 1)
    (n 1) (n 1) 1
    1
    2 2 3 3
    X%
    20
    94.02 95.76 93.71 96.12 94.03 95.93 95.55
    92.24 94.00 96.38 97.22 95.11 93.55 96.44
    97.83 94.85 91.93 95.37 94.21 92.32

    ( , )
    = .

    1 = .
    2
    3
    x = 94.83 s2 2.69

    X
    1 U ~ N (0,1)
    1.4 / 20

    1.4 1.4
    x 1.96 , x 1.96
    20 20

    = . . , .
    X
    2 T ~ t (19)
    S / 20

    S S
    X t /2 (19) X t /2 (19)
    20 20

    (19)=2.09

    . , .
    2 19 S 2 2
    3 2
    ~ (19)

    19 S 2 19 S 2
    2 2
    /2 (19) 1 /2 (19)

    (19)=8.91 (19)=32.85

    . , .
    ( )
    (0 < < 1) ,
    ( X 1, X 2 , , Xn) X ,

    ( X1, X 2 , , X n ) ( X1, X 2 , , X n ) )
    P( ) 1 ( P( ) 1 )

    ( , ) ( ( , ))
    1- .
    X ,
    5 ,
    1050 , 1100 , 1120 , 1250 , 1280 ( )
    0.95
    0.95
    .
    2 2
    X ~ N( , ), ,

    2 1 5 2
    n 5 , x 1160 , s ( xi 5 x ) 9950
    4 i1
    X
    (1) ~ t ( 4)
    S
    n
    t (4) t0.05 (4) 2.1318
    s
    x t0.05 1064.9
    5
    2
    ( n 1) S 2
    (2) 2
    ~ ( 4)
    2
    0.95 (4) 0.711
    2
    2 4s
    2
    55977
    0.95 ( 4)

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