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    4 views18 pages

    Sampling Distributions-1

    Uploaded by

    Maanu Shree K

    Copyright:

    © All Rights Reserved
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    of 18
    unit -5 Central tint E The vem Cou. T) a TP OX, (Reape 1) be tadepenclent vendor Vasdables such that EC = Bp and vO )= oF, then under certain very aeneva\ cendpifons, fre Randsrm variable Sno Xt kobe -- Xo cisymptotfeally normal with sean A and Standard devalfon o- whewe , fad ahs ye = cn) De-Mofvre's Laplace ‘Theorem : (1433) S IP % = To, with pobabilthy Pp with prbaltlity % Or Bron the disterbutfon OF the ‘candem vorieble Bye Kye ke te tt tKe canene X's are tndegenden™ + t9 auyenpto tically Rormal a2 0. Modeberg ~Lew Theorem: 7” TE Xi Marees os Key GR Mependently and adencally AsbRbuted Cttd’) vandom variables wot hy GD: BU jtierns VC) = oP 4 ky 18 e4ymptotfcally normal cotth mean B= OPy and yartanoe eee eae then the sum Sy= %\ +X + Assam pttons + Ct We vortables ave independent and Tentecally Aitibuted . at) E CXF) exbts for all te lror8, Lfapounetf! s Central Liatt Wheorem ! ~ Jet %X eXayrco ee Ky be tndependent wander vastiables seach that eCx) = Bs 4 Pe tpay ere 0 vx) = oP det us Seappose Sat thred absstube moment, Soy pe Of %— about Pte mean ewiste tte) Re zE [be - Bal® if s Psljay.- nts ffntbe Brother) Jet pe 2 Pe se fa, £ =0 1 he = SUM XS Xyt¥y f+ fs asymptotically N (Ho?) h obese » = eh and 2 Tey » Ax, ee ee ket § XY and fy, Y be | sequences op Yanden VYaotables auch that fe E> X and Yq ~F> Ceonstant, then %o_ oe rp C#O Example ! 1D) Shoo that the mg if of Yolog x , where «* Follows dnt square Atibibution with ndp is given by : nyewed B+), MCnps) tF x and a aoe %o dependent 9 vasda bes gag each with ad-P and = Hr, deduce Yk for postive tategey Fy . FWD « DEH Tey [rey] Yrtog @ => X= e% or ag = eS dy Theo probabili ty Agpperentia) fF K Niz-9 ape) = —! ce glad) et gn / i i cea acc z: t +o ‘ bransfooms (igeg nya AGly)- Fea © dy ,-wegero Muy. the 1 gy tty) y - ~ (he J . ay a fe Cay de (az-e4 io 3 2 aa) 5 rove + 3 (es) £(uS- Tee x a = Ele C2) J ne peiaet mane) ~¥( oot ye rt show \T- x? and a aecloperdest) ie CM, ee ) $ = Meg gm Z a aa “Fn 0} - Ce) [e) oy arr xb ch? square vooviate with n dfs then prove tek for # large 0, Bx v'n (Jon, 1) foto. Bone xw Kea) ye have ECRD=9% V@)= 25 K=O gy N (0/1) for large » ‘ 2=xXe- ee = A=0 gaa Consider , (eet €2)= p(x entz Jan) = Plex < (on422\an)*)) =P} \ax 4 a (i+2 fz)" ] Pha eC gD] =P (\aR 4 GA +2) , for large 0 = (GK - far £2), Fer large a —® gince. for Large, (X20), 90 ni (0/0, from O ve ee . zn amdude Prat (x — fan © N (or) for lorge o +X ts asymptotically N (J36 rw ' Appltcations op cht» sapere CR) bs désttbubfon : — SDH dAfbibuttoo har a large numbos of applfca Hons fo staticlics, some op vohich ane enumerated below: (8) yo test Sp Mheo hypothelica) value of the population Vostance is o%= of (say), VDI test the ‘goodness of ft! . YD) TO test the Rocependence of atbfbutes . | fv) qo Fest ‘the Recently of tedependent esthinates | oF the population veoriance . V) qo combine various probabtlf tes obtathed fern | Frdopendent enpeyfiments to,.gtve a ctngle, test OF Signi picance . VOTO test the homogeneity of thdepondan’s « estimates, a population Covrelalfon Coefprcfent | F= ddshtbutton (Degettfon) TP X and y a two Fodependent chit Soon vooiates with Vi and vy df -vespectively , Hen p-stoltstic % depthed by Few YN | In other coords, F ‘is defied ax the valto op two eodependent chi-square Vaartabes alivedeo| by theix wos pective degrees of freedem and ne a Palacs Snedecer's fF -distbubfon uh th (¥42Ve.) Af. uch Prrbadafity Function given by * 3h) -_& eo geo OfLFLa0 Fe / Bo %) wae) /o. ) (re A) 0 - D1Re sampling, A&tafbution of F-Statestic does not Remartés | Towel any population Payameters ond depends only om the degrees of freedom i vj and Vo ayrr stakistte F fotleotng Snedecer's F- + Abi bubeo eotth (ys) def well be denoted by Fo FCM v2 Dekvatton of Snedecor'e FR —destitbutton 4 Since KX and Y axe tdependent © “an _cqucne Vartates utth Yank Ya dfs wos pectively , Prete seine prbabelt ty densrty Function v given by tide! Frg)= e fone ] rey I (4) _ | m € ; via | | _ \ pe )- v2) — —_ wh te) Qhermery YW sIC Y, () xx y 7 OL (mye Jak US Make Phe following transformation of Varfa bles: a and u=g so that Off 4ae4U co > ‘ Sot SML Pu and yeu. rus he Jott. p-d-p of tha Preneformed yextables. os : a (Fm = eo {es reo Care so i Vs * . Jacobtan of trans(eematton T ie given by soy) |e 0 we | OlFiw ny \ V2 - F M Val . | | rere) (“4f2)-l . to} vila. | “ oo CECT rays vat) /2 : ae een Thy) » * FO jocuce, oepew. Ty begrating..wi¥ to “ovr the range 0 B®, | ta pd fp oP F becomes 9,(F) = cyte ee as sf fe AOE Deel! SOF vy (ley “Puy (C fe) du’ tile) pl 2)-! ra ieee > _ Tiers) - (ass) ar ie [ts [a (Heeryor” . SCF) 5, lve) | pdt a a(t 8) ae a may awa’ 7 wisch is Be woqubued Probability fenctfon of’. Fedesbibutfon wi ty (vove) df Emsiants gp Pldrebsbutton? %.- ‘abu ofigin’) =E(F)= CergerM Bs g ) (vfo)—\ = twine (e ee a ny - Bw) ° Creeper? . | To exatuate ae thak _ I © (ve yer” =) _nt! Sao (3B) dy p(w “B(L) ° . ty oo 4 (%ifo)-! sans) On walayte4L02k)-*) dy - ‘ - * "om, ol — -B(wt Sh, Me oy) j vg.>2r Ce) pee "9 eo | ee “fh The e940 D can aloo be obtained by fubstititfng YO F = tan? © —D and wiry he oS athale ' as stn? & cosYOd6 = B( etl, att) pe (gy Ce Pid eT ou ‘ PO/a) Teh) > 327 Tn parttculay Le B= DMs twa}: Phat) ‘ Pols). [7*(ve/25 ~ )Vo>2 5 eee “Tus Be man op F—distibukion % todependent- op n= (ay PiGbrea)- Mons 9) Phy Pr) (sah - LOUTH) Coed 11. Lesig)-1- Tost) -2) = dt» 44 Cie Vi (vse D weve) Ve . eo ee Me et) "Ho = Bs -Bs V, (4-294) tv, 2 = ae (ened 1 vo >4 —H yOs- ay (4- 5) mis. Seagleely pon puttiag v= af 4 ep Py, we get Hs and By ves pectively fram colich the centra\ moments Ms, and By can be obtatned - : Mode and pelits of aflenton of F daitatbutton : a he have weg $ (ES of (vi fsda1 jlo F (44) tog (14+(vilay) F) \cheve C% @eonbant fndependent of F- Bite ete = (8): Smt $= 2 5 (6) 20 DHF wl) 2d Fe OF atwtyr) ence , Fr% (i=2) ™ (vo42) Dk aan be eastly verted Nat ak oo — g"Cp)<0- Hence yMode = wiwe2) oO y (8) Remax! Fe has been wave that for | large degrees of freedom . vy and v1 tends’ to N C1 aleevo+0K5)} Vootake : . _— qheney | the pots vf eatlenion of F —Atstetbitfon anists fer vy>d and Mu equiditant gon mode . gost we have “pe * 0B (2)m) ——_ © Vo where 2= Yi and m= we . he mmo fend the points of Tnflenton ef Beta Aisha tf on ef seosnd tefand © gotth PLlameters Land m+ TF wv B, (2)m); Its | 4 4 Ped. is Pa POO= x - $osvem Faw tage U © Pants of tnAlenfon are the setubfon ef F'G=0 and SQ £0. From ® , tog Oe) = — log BCI) (2-1) Leg o¢-t 24m) 109 (14%) Py fferestfating twice wer to n,eve ark fil), 2 g-1 Lam. ® “P(n) x V0 M Hoy] &-) fam ard SoD p"O0— Ls = - (45!) * Ae Tecan} Ust) - A~|\, 23m Sp gh(ad=o sthem — J LIS | = Ge] Gan = ee — Lim eee) cae 12% 2 a Citar)® Em using 6) > 2b (a t-l) — AVG) tmx 1 x Clas) Cie aa D> (212-9) C4 0? = gar (fp ad (0-1) Cem) + 9? ( Rm) (L4m4i)=0 __@ twhich fs a quadsatte in. PE can be eastly vor fied Hhat at fuse vats of %, ONO) O VF Az. Thewots of @ give tre points of fr fPlexion of B Chc em) dubbutfon TRE sum of the potoks of gPlexton FF equal to Bre sum Of wots ce @) and YW given by Pe en) ALND AED ane ~ Seema en G ond a 0 @ (£-1)(2-2)-2 (2 inne + (24m) (L461) 7% (2-1 PL C24m)-Ca-29] ——_— pp ayeg—ad LA Lm) Co L4em) + Cam) Lem +1) aC 2-19Ce42) To YS C-G-a)- 2-7) 5 C49) (thm a 224)- = (Xr Cen 25 4 Cth) (mr 49) atest) =e CO LAM K+ I (ott) iN} n Sum of points of to flex fen of (Ms >) disthhytion ~ 2) =8 ral) AV) ati) (m+) ex a' See ae nnn rane eer Te IE) 3) pa test for testing the SIGN EPFCAN Ce. > sum of Pofats op fnplexton of Flvi7%2) diatebutfon = Me ' (v2) (v,~2) eves) . no vr Wy4a). Provided f= Vi >A” vies) = & Node, prvfded vi > yience the potaks of fhfilexfon of FCM 9%2) distribu Hon, poner Mey extst Cre cohen Yy >4) are eaubditant acon the mee fipplreabiins of FedBtibutten: ~~ F —disbabation has the Pollewing applications to Staki sical Hesvy - \) Fobest for eoaltty of fwoo population varfances g)F-best for festing the Atgnificance oF an obsewed paltiple cavrelalzen — coefftefent op an obsewved canple oowselatfoo syatto Nyx 4) F-test for testing the leneartty of regression SB) ptert for equaltty of Several means a - att Relatton betwoen + and F dPstytbutins : In Frdistarbutton with (vovedd pe, take vial, Noe¥ and bP=P, Fe, dFratde. Thus , the probability Arfferental op PF tronefom » et ‘ hey he : dat = C7 C8) BRE) © (4p rr =! ,_J) WED Cee the factor 2 Aéappeasiong Stree the tote) probabilrty h Ue vange Coo) & unthy. Ta 4s the probabrirty functfon op student's t—destibution wFth v¥ diP Hence ; we have the following ~selatton behocen + and f dibibultes Tf a statishd +£ follmes student!s + déstbution with on Ap, then t follows onedecor's Fo tikution with (1a) df symbotreally ) we tm tony thea go Fora (%)~) gtdt,o tr, jay —— Ptah)" qe aN [e (lose) Kos roe | (o> a bot.) fo ae ee also a (* iF) < a se (+ LF — (+ sy . ene oo ee meek] iO the (mit, on using © and @, te pdt Hen ce 7 je og Fe PEO ae Cay f2)~1 seed = corer (*) 4 (#) Fouls) " =~ fo tn foy-f - shoo comers ( (fo) 06 CO cohtch & Ye pede Pp of HK Afabution wth my dF Fishes! $2 ~ diska bution : dn GW cnade covls fF -di shi bu Hon vith (vy, Vad -£ §F we pul Fre a => z= PlegeF ——— a) fhe dittihition of 2 becomes - }o. aa gc = pr). J4E| » £ (wks) er) iS B (ML, %) a) C+ eam vila. vz [tue ee 2 g (YiNs) e J. jo aera B(M, x) mr Lo ahfch % the probability Punckion of Prshex's 2 dist bubjon wrth (ur vadd.f Re tables fF aigarfreant Valuor Zo of z which ull be exceeded Ww vandom umpltag cert poobabrirties tre pl(Z>%e) = 0:05 and 0:05 and 6.01 corresponding te vantous 4? p(27%) Ol ached by Fisher - Fo these the cables of SPgntfaant twhicls he denoted “w bys) were publ Lables) Snedecor reduced Values of the Vartanco “abo Wy Fin horsur oF poR. R.A Fisbey rs 1a)> 4.7e7) qiven. ? Yr (toad 72-753)= 005 =pLFCtr Had PL Flee) ste. 753)" J and PC Vaorw r [R02 10> (21537 = Pl mo* a = PLFctonad 22-753) eat Py F(to12) > 2-753 J = 1-005 F O95 p(-\eet4T < He < Jana) e(ae

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