t χ F Q t χ F µ, σ N(µ, σ ) f(x µ, σ ) = ( exp (x ) µ) πσ σ 0, N(0, ) (00 α) z(α) t χ *. t (i)x N(µ, σ ) x µ σ N(0, ) (ii)x,, x N(µ, σ ) x = x+ +x N(µ, σ ) (iii) (i),(ii) z = x µ N(0, ) σ N(0, ) ( 9 97. N(0, ), N(9, 4) N(0, ) * 733 de Moivre 00
(iii) x, x N(µ, σ ) () z = x µ N(0, ) () σ 3 t t t Studet( Gosset:876-937) (x,, x 40 ) 0 ) * x = x+ +x40 40.(ii) 0 x N(0, σ 40 ).(iii) z = x 0 N(0, ) σ 40 σ σ σ z σ = 40 40 i= (x i x) z = x 0 () σ 40 z N(0, ) ˆσ σ () Gosset () t x,, x 40 z 00 00 z () () t t () * t
t t () t t t t σ σ σ t () *3 39 t *4 t N(0, ) (() z t t ) t x,, x N(µ, σ ) t = x µ σ ( x = i= x i, σ = (x i x) ) i= ( ) t t( ) t( ) (00 α) t(, α) () σ t 4 χ 4. x,, x N(0, ) ( ) χ = x + + x (3) * t (3) χ x,, x N(0, ) χ χ χ () (00 α) χ (, α) χ χ = x ( N(0, ) ) = ( χ ) *3 χ χ (i) σ ( ) ( ) *4 σ σ σ * 3
N(0, ) χ () N(0, ). χ (). z N(0, ) χ = z *6 χ χ () N(0, ). 97. χ = (z(0.97)) (= 3.84) χ () z = z = z(0.97) =.96, z(0.0) =.96 z = >.96 N(0, ). z = <.96 N(0, ). z χ = 4 χ = (z(0.97)) = 3.84 χ > χ χ = z z(0.0) = z(0.97) χ = (z(0.0)) χ > χ z < z(0.0) z(0.97) < z (4) P r(z < z(0.0) z(0.97) < z) = 0.0 P r (χ > χ ) = 0.0 *7 χ χ () χ χ () χ = χ (, 0.9) (. ) = ( χ ) (z(0.97)) = χ (, 0.9) (z( α)) = χ (, α) (4) χ 0. 0.4 0.3 0. 0. 0. 0.4 0.3 0. 0. -.96.96 (z(0.97) =.96) 3.84 χ () (χ (, 0.9) = 3.84) *6 χ z z *7 χ χ 4
χ χ *8 x,, x N(0, ) χ x,, x N(0, ) χ = x + x χ χ () χ () 00 α χ (, α) (i)χ χ (), χ χ (m) χ + χ χ ( + m) (ii) x N(µ, σ ), x N(µ, σ ),, x N(µ, σ ) ) χ = (x µ ) σ + + (x µ ) σ χ (ii) x i µ i σ i (iii) ((ii) ) x,, x N(µ, σ )( χ = (x µ) σ + + (x µ) σ χ 4. (iii) 4.. (iii) µ σ µ x, x N(µ, σ ) x = i= σ = x i (x i x) i= ( ) σ σ = σ i= (x i x) = (x x) σ + (x x) σ + + (x x) σ χ ( ) (iii) µ x *9 *8 χ *9
4.. A B C A x, x, x 3, x 4, x N(µ, σ ) B C x, x, x 3, x 4, x N(µ, σ ) x 3, x 3, x 33, x 34, x 3 N(µ 3, σ ) ( σ ) µ = µ = µ 3 * 0 :µ = µ = µ 3 χ x = x = x 3 = j= j= j= x j x j x 3j N N N ) (µ, σ ) (µ, σ ) (µ 3, σ x = 3 (x + x + x 3 ) = 3 i= j= x ij ( µ + µ + µ ) 3 N, σ 3 µ = µ = µ 3 µ ( ) x, x, x 3 N µ, σ χ = σ 3 (x i x) i= χ () σ χ (, 0.9) < χ * *0 * χ χ 6
F. t A B C A x, x, x 3, x 4, x N(µ, σ ) B C x, x, x 3, x 4, x N(µ, σ ) x 3, x 3, x 33, x 34, x 3 N(µ 3, σ ) ( σ ) µ = µ = µ 3 * ( ) µ = µ = µ 3 µ x, x, x 3 N µ, σ χ = σ 3 (x i x) () i= χ σ t σ A,B,C σ σ A = 4 σ B = 4 σ C = 4 (x j x ) j= (x j x ) j= (x 3j x 3 ) j= χ = (x x) σ A + (x x) σ B + (x 3 x) σ C σ σ ˆ A, σ ˆ B, σ ˆ C σ 4 σ A σ, 4 σ B σ, 4 σ C σ 4 χ χ (i) 4 σ A σ + 4 σ B σ + 4 σ C σ = j= (x j x ) σ + j= (x j x ) σ + (x 3j x 3 ) j= σ (6) * 7
χ χ * 3 σ = (4 σ A + 4 σ B + 4 σ C ) = 3 ( σ A + σ B + σ C ) σ A, σ B, σ C σ * 4 () σ σ χ = σ 3 (x i x) i= χ F σ σ σ χ = σ 3 i= (x i x) σ σ χ χ = σ 3 i= (x i x) σ σ * () χ χ χ / F F = σ 3 i= (x i x) σ σ = χ χ F (,) F * 6*7 (,) F 9 F (,, 0.9) * 8 F > F (,, 0.9) χ t χ.. F χ χ (), χ χ (m)( ) F = (, m) F F (, m) * 9 F (, m) (00 α) F (, m, α) χ χ m *3 χ χ E[χ ] = *4 σ (6) σ χ * σ χ σ χ *6 - *7 χ F *8 χ F *9, m m 8
.. (),, I ( N = I ) σ µ = = µ I x,, x N(µ, σ ) x,, x N(µ, σ ).. I x I,, x I N(µ I, σ ) x = x j,, x I = j= j= x Ij, x = I ( µ = = µ I µ x,, x I N I i= j= µ, σ x ij ) χ = (x x) σ + + (x I x) σ = σ I (x i x) (7) i= (I ) χ σ σ σ σ = = σ = σ =.. σ I = (x j x ) j= (x j x ) j= (x Ij x I ) j= I( ) (( ) σ + + ( ) σ I ) I( ) I i= j= (x ij x i ) I( ) σ σ = (x x ) σ + + (x I x I ) σ χ (I( )) 9
(7) σ σ χ = σ = σ I (x i x) i= = χ σ σ = I i= (x i x) σ σ χ I( ) I( ) σ σ χ (7) (I ) χ σ σ = I( ) I( ) σ σ I( ) χ χ F = I χ = I( ) I( ) σ σ I χ (I, I( )) F * 0 F > F (I, I( ), 0.9). F F χ F = t χ * F χ χ *.. F F σ I σ = (x ij x) i= j= χ.. F I = ( = t F χ (t(m, α)) = F (, m, α) *0 F χ = σ I i= (x i x) I * I i= (x i x) = σ I i= (x i x) i= j= (x ij x i ) * 0
6, t, ) χ ) F