Universidad Andrés Bello - Facultad Ciencias Exactas - Departamento de Matemáticas.

FORMULARIO OFICIAL ESTADÍSTICA II (FMSA410).

.

Distribuciones muestrales.

2 x
x N ; z=
n
X
n
xi n
X i=1
2 p
xi N n ; n z=
i=1
n
2
x
x N ; z=
n p
n
x
x t(n 1) t= s
p
n
s2 (n 1)
S2 2
(n 1) w= 2

Variables Aleatorias Bidimensionales

X Z
f (x) = f (x; y) f (x) = f (x; y)dy
X
y Z
E(x) = x f (x) E(x) = x f (x)dx
XX Z Z
E(xy) = xy f (x; y) E(xy) = xy f (x; y)dxdy
X Z
E(x2 ) = x2 f (x) E(x2 ) = x2 f (x)dx
V (x) = E(x2 ) E(x)2 V (x y) = V (x) + V (y) 2Cov(x; y)
Cov(x; y) f (x; y)
r= p f (x=y) =
V (x) V (y) Z f (y)
X
E(x=y) = x f (x=y) E(x=y) = x f (x=y)dx
X Z
E(x2 =y) = x2 f (x=y) E(x2 =y) = x2 f (x=y)dx
V (x=y) = E(x2 =y) E(x=y)2 Cov(x; y) = E(xy) E(x) E(y)

1
 Intervalos de Con…anza

S
IC( )1 =x Z1 p IC( )1 = x t(n 1;1 ) p
2
n 2 2 n 3
r
pb qb S 2 (n 1) S 2 (n 1) 5
IC(P )1 = pb Z1 IC( 2
)1 =4 2 ; 2
2
n
s (n 1;1 2 ) (n 1; 2 )
2 2
1 2
IC( 1 2 )1 = (x1 x2 ) Z1 +
2
n1 n2
s
Sp2 Sp2
IC( 1 2 )1 = (x1 x2 ) t(n1 +n2 2;1 ) +
2 n1 n2
S12 (n1 1) + S22 (n2 1)
Sp2 =
n1 + n2 2 s
S12 S2
IC( 1 2 )1 = (x1 x2 ) t(v;1 + 2
2) n1 n2
2
S12 S2
+ 2
n1 n2
v= 2 2
S12 S22
n1 n2
+
n1 1 n2 1r
pb1 qb1 pb2 qb2
IC(P1 P2 )1 = (b
p1 pb2 ) Z1 +
2
n1 n2
2
1 S12 S12 Sd
IC 2 =
S22
F(n1 1;n2 1; 2 ); S22
F(n1 1;n2 1;1: 2 ) IC( d )1 = xd t(n 1;1 2 ) pn
2 1

2
 Dócimas de Hipótesis

x x
Zobs = N (0; 1) tobs = t(n 1)
p S
n p
n
pb p 2 S 2 (n 1) 2
Zobs =r N (0; 1) obs = 2 (n 1)
p q
n
(x1 x2 ) ( 1 2) (x1 x ) ( 1 2)
Zobs = s N (0; 1) tobs = s2 t(v)
2 2
1 2 S12 S2
+ + 2
n1n2 n1 n2
(x1 x2 ) ( 1 2)
tobs = s t(n1 +n2 2)
Sp2 Sp2 S12 2
+ Fobs = 2
F(n1
n1 n2 S22 2 1;n2 1)
2 1
S (n 1 1) + S22 (n2 1)
Sp2 = 1
n1 + n2 2
2
S12 S2
+ 2
(x1 x ) ( 1 2) n1 n2
tobs = s2 t(v) v= 2 2
S12 S2 S12 S22
+ 2 n1 n2
n1 n2 +
n1 1 n2 1
p1 pb2 ) (P1 P2 )
(b
Zobs = r N (0; 1)
pbc qbc pbc qbc xd
+ tobs = t(n
n1 n2 S 1)
pb1 n1 + pb2 n2 pd
pbc = n
n1 + n2
n
X F X
X C
2 (Oi ei )2 2 2 (Oij eij )2 2
obs = (k 1 p ) obs = [(F 1) (C 1)]
i=1
ei i=1 j=1
eij
bb b0
tobs = t(n 2)
r r0 s P Sb1 P
tobs = r t(n 2) P
1 r2 y2 ba y bb xy
Sb1 =
n 2 (n 1) (n 2) Sx2

Otras fórmulas importantes

n
X Xn
xi xi ni
x= x=
i=1
n i=1
n
Xn X n
x)2
(xi (xi x)2 ni
S2 = S2 =
i=1
1 n i=1
n 1
Ai n k
Pk = Limf + Ni 1
ni 100