in~N(P,:q) J - BIU
Transcript of in~N(P,:q) J - BIU
n'nU':1 nu,!)ni1:1 P -'.II
in~N(P,:q)
Ho :P ~ Po :tJ'P11:1.1
H] : P > Po
~C =Po+ ~ Z]-a :n""'Pi1 i111P3i1
P > Po tJ'P'Un1 Ho m~tJ'n11 ,a n"':1
:1:13:>
-
.X ~ C tJ',:1j7n tJN
Ho : P ~ Po :tJ'P11:1.2
H] : P < Po :1:13:>
~C = Po - ~ Z]-a :n""'Pi1 i11'P3i1
P < Po tJ'P'Un1 H 0 tJ'n11 ,a n"':1-
-
.x ~ C tJ":1pn tJN
Ho :P =Po :tJ'P11:1 .3
HI :P =#Po :1:13:>
P =#Po tJ'P'Un1 H 0 tJ'n11 ,a n"':1
i > p, + ~ Z tJ',:1i7n tJNn- 0 r a I'" n ]-z
X- < D - ~ Z tJ,I..:1i7ntJN 'Nn_ro r a "1'" n ]-z
:np'1:1' ',n'3'ni1 tJ:l1ni1 '11:1 .4
Ho :P =Po
HI :P =~ :1:13:>
:i1'i1',tJ"1~' a,p '1:1»
n ~(
~ ZI-a +-JP:i:Z]-P
J
2
Po -~
nn}lWi1 ni7I"T:J.DDIO
'~N:>n',n,u nU,!)ni1:1n,n1n, .Ii1»11'nm~i1
-
((Y2
JXn~N Jl,---;;
H 0 : Jl ~ Jlo :i1'»~i1 tJ'P11:1.1
HI : P > Po :1:13:>
(Yo
C = Jlo + ~ Z]-a :n""'Pi1 i11'P3i1
P > Po tJ'P'Un1 H 0 tJ'n11 ,a n"':1-
x ~ C tJ":1pn tJN
Ho :Jl ~ Jlo :tJ'P'1:1.2
H] :P < Po :1:13:>
(Yo
C =Jlo - ~ Z]-a :n""'Pi1 i11'P3i1
P < Po tJ'p'un, Ho tJ'n'1 ,a n"':1-
x ~ C tJ":1pn tJN
Ho : P = Po :tJ'P'1:1.3
HI :P ;;j::. Po 1:1):>
P;;j::.Po tJ'P'Un1,Ho tJ'n'1 ,a n"':1- (Y
Xn ~Jlo + ;-Z a'" n ]-z
- (Y
X n ~ Jlo - ;- Z a tJ":1pn tJN m'" n ]2
np'1:1' ',n'3'ni1 tJ:l1ni1,'U .4
Ho :P =Po <70
HI : P =Po <711:13:>
:i1'i1'tJ"'~' a, p '1:1»
n '?
«
7oZI-a + <7]ZI-P
)
2
PO-PI
tJ',:1pn tJN
h'tJi)i1 bNl1P
Cov(X Y)= L,(Xi -xX~ -y) L XY --, n = I I , -X.Yn (covariance) tI~tI'\Ut1 tI,),\U
cov(X,y)r=SxSy
r-Jn-2
~ ~ tn-2tlNtlt11'1 tI"1't1
Y = a+bX
x =a'+b'Y
S;.y =S;(I-r2) 1'1"0..,)..,11'1' fI',,\U
. Ii!J')~'72'n O1u,::I:! il~p\ljil = X : Xt))l"t. rfj,:>;jj Jijjjf)j j!)~n-<= Y
cov(X,y) = 466.667 cov(X,y) =0.99r= SSx y
Y=a+bX b - COy =0.007- 2Sx
a = Y- bX = 2.8
I' = 2.8+0.007X S;.x =S;(I-r2)=0.069
X =a' + b'Y b'= co~ = 140Sy
-a'=X -b'Y=-380
X = -380+140Y S 2 -('2(1
.2\-' 3 '1""""'"1x.y - c}x - f )-! ,,-0.0 I
1 1+ rZ - -In-
-2 l-r
Z - fJz ~ N(O,I)(}z
: .,~.,)) , HI : P > Po .,))) Ho : P = Po > 0 tl1".,:1,
1
(}z= .In-311'tl""\1'0'
1 1+ Po--In-/lz - 2 1- Po
"~""tI tI~
Z - ll"> ~
0 '--.::... "'I-"(57
aN a 12"1:1"~Nft n1~~i1 nx f1n'u
z =~1111.992 0.01
. HI : P > 0.7 I:\D Ho : P = 0.7 : ;".-,::U r;~"nv11 X1:iWf:l.:Z't~)""
.. - 11 1.7 - I 20 - fJz - 3 08'1 - - '1 58r z - - 11- U z -
.J3- . ~ > "'0 9"5 -~.
? 0 3 3..7.
- . Uz
1
cov(X,Y) -x y \U 1'1'O")"1'1'1'b= a=Y -bX
S2x
S_.X =S.(I-r2) 1'1"')"'f1 '1' nu,\U
cov(x,y) -y x \U 1'1'O")"1'1 '1'b'=
S2 a'=X -b'Yy
X: 400 600 1000 200 600 &00Y: 6 7 10 4 7 8
X = 600 Y=7 S; = 66666.667 S; = 3.33
. p > 0.7 ,~ '/"'0)'I "£)N1'\SI"')J~1'\ SIN1'\n.,) 0.005 SI'i'n:.u.1 Slt.)..,:.
1V~tI - tI'~"~"
Y=a+px : il')tJ1,:>nO
Y =a+bX :C)1n:l
S~.X = S~(l- r2) 82 =~S2 =~S2(1-r2) .y.x n-2 y.x n-2 y
~2 2(
2)~2 Sy.x Sy 1- r
Sb = - =nS; S;(n - 2)
b -: f3 ~ tn-2Sb
s; =s;(Lxnn
a-a
S ~ tn-2a
~2
(
1 (x _-:-:\2
JSy(xu) = 1+-+~ S2n nS2 y.xx
Y -yXu Xu ~tn-2~
S y(xo)
: 1- a '\lj lntJ lln1:l fJ -, lntJ n111: )N:>n1
~ ~
b - Sbt a :$;f3 :$;b + Si an-2,1-2 n-2,1-2
: 1- a ,\lj lntJ lln1:l a-' lntJ n111
~ ~
a - Sl a :$;a :$;a + Si IX
n-2,l-2 n-2,l-2ill
L
: 1- a '\lj lntJ lln1:l ~o -,lntJ n111
~ A
yx -S y t a:$;~ :$;yx +S yx t a0 xO n-21-- 0 0 0 n-21--
, 2 ' 2
2
nV)A;1~:n" 1':1 1'Up
z=X-j..la/-m. ~ N(O.I)
x ~ N(j..la2 ), n z~ N(O.I) (1
(n-l)s2 L:j(Xj - X)2 2~= 2 ~ X(n-])a a
XT =z2 (2
.n"] Xi ~ N(j..l,a2)
z =ten-I) =
{fii 2)~
(n-l)
X-j..l
a/-m.
(iN )s2
(~l )a2
X-j..l
= sNIT(3
u~ X2
n"] < (m-l)V ~ X
2(n-I)
(4
u/(m-l) x2(m-l )/(m-l)Fm- \,n-] = =
v/(n-l) x2(n-l )/(n-))
~ "2 "2( -1) . ~ ~(m-) a2 s2- 1_--2
- "2 2~.~ ~(n~) a~ ai
1F]-a.m-I,n-I =Fa.n-I,m-I
:O))pnD "(5
FIO,6,.95 = 4.06 :il):n!1J
F6,IO,.O5 =4.b6 =0.2463
XTIl z2 2 2F I n- I = = , =t( I) ~ z, 2 2 n-
X(n-I )/(n-]) X(n-] )/(n-I) n-700
(6
2FI,n-1 =tn-J F = z2
],00
nn)J\!JilJJDn] (7
(
al)
2
2 2 Ho: - = 1Ho: aj =a2 a2
2 2=>
( )
2
HI: aj =a2 HI: ~~ > 1
"2~ > Fn l-I n2-1 I-a :O))pnD ON a D"l] H o om!1"2 "S2
llP)A;I~;ni1 1':11VP
z=X-j.laNn ~ N(O.I) x.~ N(j.l, ~12) z~ N(O.I) (1
(n-I )s2 Lj(Xj - x)2 2~= 2 ~ X(n-])aa
XT =z2 (2
.n") Xi ~ N(j.l,a2)
z =ten-I)={X!ii
2)~
(n-I)
X-j.l
a/-ffi
(~ )s2
(~l )a2
X-j.l--s/-ffi
(3
u ~ X2
n") < (m-I)V ~ X
2(n-I)
(4
, (~-I) sf s2
Fm-] n-] =u/(m-I) =x2(m-I)/(m-I) =cmsv. ~ - s~
. v/(n-I) x2(n-I)/(n-l) ~ . s~ aT. (n.).) a2 ~22 v2
1FI-a,I11-I.n-1 = Fa.n-I.I11-1
:o"pnD ,,(5
FIO.6..95 = 4.06 :I1D)n')
F6.IO..OS= 4.66 = 0.2463
XT/1 z2 2 2FI.n-l= 2 = 2' =t(n-I)-7Z
X(n-I )/(n-I) X(n-I )/(n-]) n--700
(6
2F].n-I =tn-I F = Z2
1.00
m,~-'!)_jLnDn) (7
(a]
)
22 2 Ho: - = 1
Ho: a] =a2 a22 2=>
( )
2
HI: al =a2 HI: ~~ > 1
"2~ > Fnl-I n2-1 I-a :O"pnD ON a D"I) Ho o'nn"2 ..S2
: (l-a)% lDtJ-nDl) (~~t -) lDtJ-mn (8
Fnl-l,n2-1,!X.~Fn,-l,n2-1 ~ Fnl-l,n2-1.1-!X.2 2
F J~:)' < F
"-I,,,-I'T- (~;)' - "-l,,,-l,l-T
(~rFn,-I.n2-1,1-!X.
2
<(
Ql.)
2 < (~r- a2 - Fn,-I.n2-1,!X.
2
:p))
.a; m))))\U 0)1 m))Dl)) m)tJ)):m.m nj )1))) nil) O))NlPN O)D::\1D )\U m))))\U 1il sf
:ilmn
F9.7..99 = 6.72
F7.9,.99=5.61
A
Sl =0.5A
S2 =0.7
nl =10
n2 =8 .::
:iVil) (~~t -) 98%)\U lDtJ-m)l
0.25/(6.72) ~(
Ql.)2 ~ 0.25(5.61)
0.49 a2 0.49
0.076/ ~ (~~t ~ 2.862
.)II)il mn) N~m Ql. = 1 :ill)lila2
L
r'I""JiU tJPU'£:I31i1j. m,rntJ ,tJ\!J tJNn\!JiI
.J"~n:rl)) Jl))£)JlD JlnN )) ,m)l.:»)))N 2 nmm
x ~ N(~x,cr~) ==> xn, ~ N(~x,~~ )
(
2
)2 - cry
y ~ N(~y,cry) ==>Ynz ~ N ~y, 02
:m)))Jl )Jl)J m)tJ))))N 2 ,'lJN) (1
~2
)cr2 cry
X-Y '" ~x - ~y,°~ + °2
X-y - (~x - ~y) '" N(D,1)z= 2
cr2 cry---X+-°1 °2
:il)il) 1 - a 1DtJ-JlD,J ,~x - ~y -) 1DtJ-mn ,IN)m
x-Y-cr~ cr~-+-°1 °2 Zl -~ ~ ~x - ~y ~ X - Y +
2
2 cr2crx + -L . ZI _!!.0 I 02 . 2,
O)lDil nm'lJ JlN onD ))D )JjJ) , i7JJ1i' N71 i71H!Jm))'lJ 0)' m)))Jl )Jl)J Jl1'tJ))))Nil 2 ,'lJN)
:)11)' cr2 -) ,£))'lJD l1mN )JP) )))jJ)'lJ )11)' Oil))'lJm s~, s~
(2.
"2 "2
s2 - (OI-1)sx+ (orl)syp - °1+°2-2
x - y - (~x - ~ )y '" t
~ 1 1)nl+nz-2
sp - + -nl nz
:il)il) 1 - a )'lJ 1DtJ-JlD,J (~x - ~y) -) lDtJ-mn P))
- - AGI 1) . < <- - AGI 1)x - Y-y sj5\i1;+ nz tnl+nz-2.1-~- ~x - ~y - x - Y+y sj5\n; + nz tnl+nz-2.1-!!.2 2
. dj '" N(~d,cr~), dj = Xi - Yi )II)' m)JlilD ,\)£))) ,iln il~ tJ"1717 (Xj,Yi) ,'lJN) (3
d-~ '" tn-I. Sd/-Iff
"2 -:onp 'Sd m))'lJ) d )'~mD 'lJ) d1... dn il~np)
I. I
I:1) ilN,) 1 - a 1DtJ JlD,J ~ -) 1DtJ-mn
" "- ~ - ~d--t ll a~ll d ~d+-t II a
-Iff'11- . --,-- -Iff n- . --2 2
-"'--'" ;::;;:s:;;:;; ~ ..,