Ìàãàäëàë, ñòàòèñòèêèéí óäèðòãàë

Ëåêö 13. Ýõ îëîíëîãèéã øèíæëýõ àðãóóä

2023 îíû 5-ð ñàðûí 12

Àãóóëãà

1. Íýã ýõ îëîíëîãèéã øèíæëýõ

2. Äóíäæóóäûã æèøèõ
 Õýñýã 1

Íýã ýõ îëîíëîãèéã øèíæëýõ

Äóíäæèéí òóõàé òààìàãëàë øàëãàõ Z øèíæ³³ð
(σ ìýäýãäýõ ³åä)

Õ³ñíýãò 1.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : µ = µ 0
|Z | ≥ Z1− α2
H1 : µ ̸= µ0

H0 : µ = µ 0 X −µ
Z= √0 Z ≥ Z1−α
H1 : µ > µ0 σ/ n

H0 : µ = µ 0
Z ≤ −Z1−α
H1 : µ < µ0
H0 : µ = µ0 , H1 : µ ̸= µ0 - õî¼ð òàëò °ðñ°ëä°ã÷ òààìàãëàë
H0 : µ = µ0 , H1 : µ > µ0 - áàðóóí òàëò °ðñ°ëä°ã÷ òààìàãëàë
H0 : µ = µ0 , H1 : µ < µ0 - ç³³í òàëò °ðñ°ëä°ã÷ òààìàãëàë
Äóíäæèéí òóõàé òààìàãëàë øàëãàõ t øèíæ³³ð
(σ ìýäýãäýõã³é ³åä)
Õóâüñàã÷èéí ýõ îëîíëîã äàõü ñòàíäàðò õàçàéëò σ ìýäýãäýõã³é
³åä äóíäæèéí òóõàé òààìàãëàëûã øàëãàõ:
1. Òààìàãëàë: H0 : µ = µ0 áà H1 : µ ̸= µ0
2. Ò³³âýð: X1 , ..., Xn ∼ IIN(µ, σ 2 )
3. Øèíæ³³ðèéí ñòàòèñòèê:

X − µ0
Tn−1 =
√S
n

4. Øèíæ³³ðèéí ìóæ: |Tn−1 | ≥ t1− α2 ;n−1 H0 òààìàãëàëûã

íÿöààíà.
Õàðèí °ðñ°ëä°ã÷ íü H1 : µ ≥ µ0 áîë Tn−1 ≥ t1−α;n−1 ,
H1 : µ ≤ µ0 áîë Tn−1 ≤ −t1−α;n−1 ³åä H0 òààìàãëàëûã
íÿöààíà.
t1− α2 ;n−1 , t1−α;n−1 íÿöààõ óòãà íü n − 1 ÷°ë°°íèé çýðýãòýé
Ñòüþäåíòèéí òàðõàëòûí êâàíòèëòàé òýíö³³.
Äóíäæèéí òóõàé òààìàãëàë øàëãàõ t øèíæ³³ð
(σ ìýäýãäýõã³é ³åä)

Õ³ñíýãò 2.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : µ = µ 0
|Tn−1 | ≥ t1− α2 ;n−1
H1 : µ ̸= µ0

H0 : µ = µ 0 X −µ
Tn−1 = √0 Tn−1 ≥ t1−α;n−1
H1 : µ > µ0 S/ n

H0 : µ = µ 0
Tn−1 ≤ −t1−α;n−1
H1 : µ < µ0
Äóíäæèéí òóõàé òààìàãëàë øàëãàõ t øèíæ³³ð

Òîäîðõîéëîëò. (t øèíæ³³ð)
Tn−1 ñòàòèñòèêèéã àøèãëàí òààìàãëàë ³íýí õóäàë ýñýõèéã
øàëãàõ äýýðõ ä³ðìèéã t øèíæ³³ð ãýíý.

Æèøýý:
1. Ò³³âýð: n = 30, X = 4.70, S = 1.75.
2. Òààìàãëàë: H0 : µ = 5 áà H1 : µ ̸= 5
3. Íÿöààõ óòãà: α = 0.05 èòãýõ ò°âøèí, n − 1 = 29 ÷°ë°°íèé
çýðýã, t0.975;29 = 2.045
4. Øèíæ³³ðèéí ñòàòèñòèêèéí òóðøèëòûí óòãà:
4.70 − 5
Tn−1 = T29 = √ = −0.94.
1.75/ 30

| − 0.94| = 0.94 = T29 ≥ t0.975;29 = 2.045 òýíöýë áèø õóäàë

òóë òýã òààìàãëàë íÿöààãäñàíã³é.
Äóíäæèéí èòãýõ çàâñàð

Ýõ îëîíëîãèéí ñòàíäàðò õàçàéëò ìýäýãäýõã³é áàéõ ³åèéí

äóíäæèéí 1 − α èòãýõ ìàãàäëàëòàé èòãýõ çàâñðûã
S S
X − t1− α2 ;n−1 √ < µ < X + t1− α2 ;n−1 √
n n
òîìü¼îãîîð îëíî.

Ñàíàìæ: Ýõ îëîíëîãèéí òàðõàëò õýâèéí áèø áîë ò³³âðèéí

õýìæýýã 30-ààñ áàãàã³é áàéëãàõ õýðýãòýé.

Æèøýý ³ðãýëæëýë:

1.75 1.75
4.7 − 2.045 · √ < µ < 4.7 + 2.045 · √
30 30
4.05 < µ < 5.35
Ïðîïîðöûí èòãýõ çàâñàð

1. Ïðîïîðö: Ýõ îëîíëîãèéí ÿìàð íýãýí øèíæ ÷àíàð ýñâýë

³çýãäëèéí ýõ îëîíëîãò ýçëýõ õóâü (p)
2. Õóâüñàã÷:

1, ýëåìåíò òóõàéí øèíæ ÷àíàðòàé


X =
0, ýëåìåíò òóõàéí øèíæ ÷àíàðã³é

P(X = 1) = p ãýâýë X ∼ Ber (p) áîëíî.

3. Öýãýí ³íýëýëò: pb = X
4. Çàâñðàí ³íýëýëò:
r r
pb(1 − pb) pb(1 − pb)
pb − Z1− α2 < p < pb + Z1− α2
n n
Ñàíàìæ:
Äýýðõ òîìü¼îã X áîëîí n − X õî¼óë 5-ààñ áàãàã³é ³åä õýðýãëýíý.
Ïðîïîðöûã ³íýëýõýä øààðäàãäàõ ò³³âðèéí õýìæýýã
òîãòîîõ

Z12− α p(1 − p)
" #
2
n= m − àëäààíû õÿçãààð
m2

Ñàíàìæ:
p -ã ³íýëýõýä øààðäàãäàõ ò³³âðèéí õýìæýýã òîãòîîõîä p
îðîëöîæ áàéãààã àíõààð.

p -ãèéí óòãà:
▶ °ìí°õ ñóäàëãààíû ³ð ä³í
▶ 0.5 (äýýðõ òîìü¼îíû õàìãèéí èõ óòãà)
Ïðîïîðöûã ³íýëýõýä øààðäàãäàõ ò³³âðèéí õýìæýýã
òîãòîîõ

Æèøýý:
Ýõ îëîíëîãèéí òîäîðõîé øèíæ ÷àíàðòàé ýëåìåíò³³äèéí õóâèéã
0.95 èòãýõ ìàãàäëàëòàé, m = 0.2 àëäààíû õÿçãààðòàé ³íýëýõýä
øààðäàãäàõ õàìãèéí áàãà ò³³âðèéí õýìæýýã îë.
Ñîíèðõîæ áóé øèíæ ÷àíàðûã °ìí° íü ñóäàëæ áàéãààã³é ãýæ
³çýýä p = 0.5 ãýæ àâáàë

1.962 · 0.25
n= = 24.01
0.22
Øààðäëàãûã õàíãàõ ò³³âðèéí õýìæýý õàìãèéí áàãàäàà n = 25
áàéõ õýðýãòýé.
Ïðîïîðöûí òóõàé òààìàãëàë øàëãàõ Z øèíæ³³ð

1. Òààìàãëàë: H0 : p = p0 áà H1 : p ̸= p0
2. Øèíæ³³ðèéí ñòàòèñòèê:

pb − p0 X − p0
Z=q =q
p0 (1−p0 ) p0 (1−p0 )
n n

3. Øèíæ³³ðèéí íÿöààõ óòãà: Z1− α2

Ñàíàìæ:
1. Øèíæ³³ðèéã X áîëîí n − X äàâòàìæóóä õî¼óë 5-ààñ
áàãàã³é ³åä àøèãëàíà.
2. ðñ°ëä°ã÷ òààìàãëàë íýã òàëò áîë íÿöààõ óòãààð ñòàíäàðò
õýâèéí òàðõàëòûí 1 − α ýðýìáèéí êâàíòèëûã àâíà.
Ïðîïîðöûí òóõàé òààìàãëàë øàëãàõ Z øèíæ³³ð

Õ³ñíýãò 3.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : p = p 0
|Z | ≥ Z1− α2
H1 : p ̸= p0

H0 : p = p 0 Z= q X −p0
p0 (1−p0 ) Z ≥ Z1−α
H1 : p > p 0 n

H0 : p = p 0
Z ≤ −Z1−α
H1 : p < p 0
Ïðîïîðöûí òóõàé òààìàãëàë øàëãàõ Z øèíæ³³ð

Æèøýý:
▶ Ñóäàëãàà: Îþóòíû ç°âë°ë°°ñ ÿâóóëæ áóé ³éë àæèëëàãààíä
³íýëýëò °ã°õ
▶ Òààìàãëàë: 80% íü äýìæäýã ãýõ áóþó

H0 : P(“éë àæèëëàãààã äýìæäýã) = p0 = 0.8

▶ Ò³³âýð: n = 300, 75% íü (X = 0.75) äýìæäýã ãýæ

õàðèóëñàí.
▶ Èòãýõ ò°âøèí áà °ðñ°ëä°ã÷ òààìàãëàë:
α = 0.05. H1 : p ̸= 0.8 áóþó õî¼ð òàëò òààìàãëàë
▶ Òóðøèëòûí óòãà: Z = q0.75−0.8 ≈ −2.16
0.8(1−0.8)
300
▶ Íÿöààõ óòãà: Z1− α = Z0.975 = 1.96
2
▶ | − 2.16| > 1.96 òýíöýë áèø ³íýí òóë òýã òààìàãëàë
íÿöààãäëàà.
Äèñïåðñèéí òóõàé òààìàãëàë øàëãàõ Õè-êâàäðàò
øèíæ³³ð

1. Ò³³âýð: X1 , ..., Xn ∼ IIN(µ, σ 2 )

2. Òààìàãëàë: H0 : σ 2 = σ02
3. Øèíæ³³ðèéí ñòàòèñòèê:

2 (n − 1)S 2
Xn− 1 =
σ02

4. Øèíæ³³ðèéí ñòàòèñòèêèéí òàðõàëò: Òýã òààìàãëàë ³íýí

2
áîë Xn− 1 ñòàòèñòèê íü n − 1 ÷°ë°°íèé çýðýãòýé õè-êâàäðàò
òàðõàëòòàé áàéäàã. χ21− α ;n−1 , χ21−α;n−1 óòãóóäûã
2
õè-êâàäðàò òàðõàëòûí õ³ñíýãòýýñ õàðíà.
Äèñïåðñèéí òóõàé òààìàãëàë øàëãàõ Õè-êâàäðàò
øèíæ³³ð

Õ³ñíýãò 4.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : σ 2 = σ02 |χ2n−1 | ≥ χ21− α ;n−1
H1 : σ 2 ̸= σ02 2

H0 : σ 2 = σ02 (n−1)·S 2
χ2n−1 = χ2n−1 ≥ χ21−α;n−1
H1 : σ 2 > σ02 σ02

H0 : σ 2 = σ02
χ2n−1 ≤ χ2α;n−1
H1 : σ 2 < σ02
Äèñïåðñèéí òóõàé òààìàãëàë øàëãàõ Õè-êâàäðàò
øèíæ³³ð

Æèøýý:
▶ Ñóäàëãàà: Äàìæëàãààñ ãàðàõ 1 ëèòðèéí ñàâëàãààòàé öýâýð
óñíû ñàâëàëòûí õýëáýëçýë
▶ Òààìàãëàë: H0 : σ 2 = 2500ìë2 (³éëäâýðèéí äîòîîä
ñòàíäàðò) áà H1 : σ 2 > 2500ìë2
▶ Ò³³âýð: n = 25, S = 47.69
▶ Òóðøèëòûí óòãà:

2 (25 − 1)47.692
X25−1 = = 21.83
502
2 = 21.83 ≥ χ2
▶ Íÿöààõ óòãà: X24 0.95;24 = 36.42 áèåëýõã³é òóë
òýã òààìàãëàëûã íÿöààõ ³íäýñëýëã³é áàéíà. Äàìæëàãûí
ñàâëàãààíû ñòàíäàðò õàçàéëò òîãòîîñîí íîðìîíäîî áàéíà
ãýæ ³çíý.
 Õýñýã 2

Äóíäæóóäûã æèøèõ
Äóíäæóóäûã æèøèõ

Òààìàãëàë
H0 : µ 1 = µ 2 H1 : µ1 ̸= µ2
áóþó
H0 : µ 1 − µ 2 = 0 H1 : µ1 − µ2 ̸= 0
ýíä µ1 áà µ2  ýõ îëîíëîãóóäûí äóíäàæ
Èæèë äèñïåðñòýé ³åèéí äóíäæèéã æèøèõ t øèíæ³³ð

1. Òààìàãëàë: H0 : µ1 = µ2 , H1 : µ1 ̸= µ2
Í°õö°ë
σ12 = σ22 áóþó ýõ îëîíëîãóóäûí äóíäàæ êâàäðàò õàçàéëò òýíö³³.
2. Ò³³âýð X1 , ..., Xn ∼ IIN(µ1 , σ 2 ) áà Y1 , ..., Ym ∼ IIN(µ2 , σ 2 )
3. Øèíæ³³ðèéí ñòàòèñòèê

X −Y
Tn+m−2 = q 2
Sp Sp2
n + m

Ýíä Sp2 íü õîëèìîã äèñïåðñ áà

(n − 1)SX2 + (m − 1)SY2
Sp2 =
(n − 1) + (m − 1)

4. Øèíæ³³ðèéí íÿöààõ óòãà íü n + m − 2 ÷°ë°°íèé çýðýãòýé

ñòüþäåíòèéí òàðõàëòûí 1 − α/2 ýðýìáèéí êâàíòèë.
Èæèë äèñïåðñòýé ³åèéí äóíäæèéã æèøèõ t øèíæ³³ð

Õ³ñíýãò 5.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : µ 1 = µ 2
|Tn+m−2 | ≥ t1− α2 ;n+m−2
H1 : µ1 ̸= µ2
Tn+m−2 = rX −Y
Sp2 S2
H0 : µ 1 = µ 2 + mp
n
Tn+m−2 ≥ t1−α;n+m−2
H1 : µ1 > µ2

(n−1)SX2 +(m−1)SY2
H0 : µ 1 = µ 2 Sp2 = (n−1)+(m−1) Tn+m−2 ≤ −t1−α;n+m−2
H1 : µ1 < µ2
Èæèë äèñïåðñòýé ³åèéí äóíäæèéã æèøèõ t øèíæ³³ð
Æèøýý:
1. Òààìàãëàë: Õýíòèé áîëîí Õ°âñã°ë àéìãóóäûí ìàë÷èí
°ðõèéí °ä°ðò õýðýãëýäýã ñ³³íèé õýìæýý èæèë
H0 : Õýðýãëýý èæèë áà H1 : Õýðýãëýý °°ð
2. Ò³³âýð:
Òîîí ³ç³³ëýëò³³ä Õýíòèé Õ°âñã°ë
ò³³âðèéí õýìæýý 25 30
äóíäàæ 5.02 4.65
äèñïåðñ 3.64 4.08
3. Øèíæ³³ðèéí ñòàòèñòèêèéí óòãà:

(25 − 1)3.64 + (30 − 1)4.08

Sp2 = ≈ 3.88
(25 − 1) + (30 − 1)

5.02 − 4.65 0.37

Tn+m−2 = T53 = q ≈ ≈ 0.698.
1
+ 1


3 .88 0.53
25 30
Èæèë äèñïåðñòýé ³åèéí äóíäæèéã æèøèõ t øèíæ³³ð

Æèøýý: (“ðãýëæëýë)
4. Øèíæ³³ðèéí íÿöààõ óòãà: n + m − 2 = 25 + 30 − 2 = 53
÷°ë°°íèé çýðýãòýé ñòüþäåíòèéí òàðõàëòûí
1 − α/2 = 1 − 0.05/2 = 0.975-ä õàðãàëçàõ êâàíòèë
õ³ñíýãòýýñ t0.975;53 = 2.00 ãýæ îëäîíî.

|T53 | > t0.975;53 áóþó 0.69 > 2.00

òýíöýë áèø áèåëýõã³é òóë òýã òààìàãëàë ³ë íÿöààãäàíà.

Èéìä ýäãýýð àéìãóóäûí ìàë÷èí °ðõèéí ñ³³íèé äóíäàæ
õýðýãëýý èæèë ãýõ øèéäâýðò õ³ð÷ áàéíà.

Ñàíàìæ:
Ýõ îëîíëîãèéí òàðõàëò õýâèéí áèø ÷ ò³³âýð á³ðèéí õýìæýý
õàíãàëòòàé èõ (òóõàéëáàë 30-ààñ áàãàã³é) áîë ýíý øèíæ³³ðèéã
õýðýãëýæ áîëíî.
Ýõ îëîíëîãóóäûí äóíäæèéí ÿëãàâðûí èòãýõ çàâñàð

µ1 − µ2 ÿëãàâðûí 1 − α èòãýõ çàâñàð

s s
1 1 1 1
 
X −Y −t 1− α ;n+m−2
2
+ S2
p < µ1 −µ2 < X −Y +t 1− α ;n+m−2
2
+ Sp2
n m n m

Æèøýý: (“ðãýëæëýë, 95 õóâèéí èòãýõ çàâñàð)

s s
1 1 1 1
 
5.02−4.65−2.00 + 3.88 < µ1 −µ2 < 5.02−4.65+2.00 + 3.88
25 30 25 30

áóþó
−0.69 ≤ µ1 − µ2 ≤ 1.43
èíòåðâàë îëäîæ áàéíà.
Äèñïåðñ³³ä ÿëãààòàé ³åä äóíäæóóä òýíö³³ ýñýõèéã
øàëãàõ t øèíæ³³ð
X1 , ..., Xn ∼ IIN(µ1 , σ12 ), Y1 , ..., Ym ∼ IIN(µ2 , σ22 )
1. Òààìàãëàë:
H0 : µ 1 − µ 2 = 0
2. Øèíæ³³ðèéí ñòàòèñòèê:
X −Y
T =q 2
SX SY2
n + m

3. Øèíæ³³ðèéí íÿöààõ óòãà: α èòãýõ ò°âøèíòýé íÿöààõ óòãà

íü k ÷°ë°°íèé çýðýãòýé ñòüþäåíòèéí òàðõàëòûí α/2 (õî¼ð
òàëò °ðñ°ëä°ã÷òýé ³åä) ýñâýë α (íýã òàëò °ðñ°ëä°ã÷òýé
³åä) òàëáàéòàé áàðóóí ñ³³ëýíä õàðãàëçàõ óòãàòàé òýíö³³.
SY2 2
 2 
Sx
n + m
k≈  2 2  2 2
1 S 1 SY
n−1 · n
X
+ m−1 · m
Äèñïåðñ³³ä ÿëãààòàé ³åä äóíäæóóä òýíö³³ ýñýõèéã
øàëãàõ t øèíæ³³ð

Õ³ñíýãò 6.
Òààìàãëàë Øèíæ³³ðèéí ñòàòèñòèê Øèíæ³³ðèéí ìóæ
(H0 íÿöààõ)
H0 : µ 1 = µ 2
|T | ≥ t1− α2 ;k
H1 : µ1 ̸= µ2
T = r X −Y
S2 S2
X + Y
n m
H0 : µ 1 = µ 2
2 2 T ≥ t1−α;k
Sx2

H1 : µ1 > µ2 S
+ mY
n
k≈  2 2  2 2
1 · S
X 1 · S
Y
H0 : µ 1 = µ 2 n−1 n
+ m− 1 m
T ≤ −t1−α;k
H1 : µ1 < µ2
Äèñïåðñ³³ä ÿëãààòàé ³åä äóíäæóóä òýíö³³ ýñýõèéã
øàëãàõ t øèíæ³³ð

Æèøýý: (ìí°õ æèøýý, äèñïåðñ ÿëãààòàé ³åä)

1. Øèíæ³³ðèéí ñòàòèñòèêèéí òóðøèëòûí óòãà:
5.02 − 4.65 0.37
T =q ≈ ≈ 0.69
3.64
+ 4.07 0.53
25 30

2. ×°ë°°íèé çýðýã: k ≈ 52.12 ⇒ k = 52 ÷°ë°°íèé çýðýãòýé.

3. Øèíæ³³ðèéí íÿöààõ óòãà: k = 52 ÷°ë°°íèé çýðýãò
õàðãàëçàõ 0.025 áàðóóí ñ³³ëíèé óòãà t0.025;52 = 2.01
4. Òààìàãëàëä °ã°õ õàðèóëò: T = 0.69 < t0.025;52 = 2.01 òóë
òýã òààìàãëàëûã 0.05 èòãýõ ò°âøèíä íÿöààõ ³íäýñëýëã³é
áàéíà.