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ch7 区间估计
ch7 区间估计
.
,
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
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
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)