应用统计学PPT研讨.ppt

* * 四、总体方差检验 由某个正态分布总体抽出一个容量为21的随机样本，样本方差为10，试检验原假设“总体方差=15”、备择假设“总体方差≠15”（α=0.05）。 本题可建立假设 接受原假设 * * 两个总体方差差异检验 假如你是某证券交易所的金融分析员，你想比较分别在NYSE和NASDAQ市场上市的股票的利息收益 ,你收集到以下数据: NASDAQ 数量 21 25 均值 3.27 2.53 标准差 1.30 1.16 试在0.05水平, 推断在NYSE和NASDAQ市场的股票的利息收益方差是否有差异? NYSE * * F Test for Variances H0 : ?σ12 = σ22 H1: ?σ12 ≠ σ22 α=0.05 df1=20 df2= 24 临界值: 检验统计量: 接受H0，即没有足够证据表明两总体方差存有差异。 0 F 2.33 0.415 .025 拒绝 拒绝 .025 F S S ? ? ? 1 2 2 2 2 2 1 30 1 16 1 25 . . . * * Test of significance A test of significance assesses the evidence provided by data against a null hypothesis H0 in favor of an alternative hypothesis Ha. Hypotheses are stated in terms of population parameters. Usually H0 is a Statement that no effect is present, and Ha says that a parameter differs from its null value in a specific direction (one-side alternative) or in either direction (two-side alternative). * * Reasoning of a significance test The essential reasoning of a significance test is as follows: Suppose for the sake of argument that the null hypothesis is true. If we repeated our data production many times, would we often get data as inconsistent with H0 as the data we actually have? If the data are unlikely when H0 is true, they provide evidence against H0. * * Test statistic A test is based on a test statistic. Significance tests for the hypothesis H0 : μ=μ0 concerning the unknown mean μ of a population are based on the one-sample Z statistic The Z test assumes an SRS of size n, known population standard deviation σ, and either a Normal population or a large sample. * * P-value The P-value is the probability, computed supposing H0 to be true, that the test statistic will take a value at least as extreme as that actually observed. Small P-value indicate strong evidence against H0. Calculating P-values requires knowledge of the sampling distribution of the test statistic when H0 is true. * * Significance lever If the P-value is as small or small