统计建模与R软件参数估计习题概念.ppt

习题答案 Ex4.2指数分布，λ的极大似然估计是n/sum(Xi) x-c(rep(5,365),rep(15,245),rep(25,150),rep(35,100),rep(45,70),rep(55,45),rep(65,25)) lamda-length(x)/sum(x);lamda[1] 0.05 Ex4.3Poisson分布P(x=k)=λ^k/k!*e^(-λ)其均数和方差相等，均为λ，其含义为平均每升水中大肠杆菌个数。取均值即可。 x-c(rep(0,17),rep(1,20),rep(2,10),rep(3,2),rep(4,1)) mean(x)[1] 1平均为1个。 Ex4.4 obj-function(x){f-c(-13+x[1]+((5-x[2])*x[2]-2)*x[2],-29+x[1]+((x[2]+1)*x[2]-14)*x[2]) ;sum(f^2)}? #其实我也不知道这是在干什么。所谓的无约束优化问题。 x0-c(0.5,-2) nlm(obj,x0)$minimum[1] 48.98425$estimate[1] 11.4127791 -0.8968052$gradient[1]? 1.411401e-08 -1.493206e-07$code[1] 1$iterations[1] 16 Ex4.5 x-c(54,67,68,78,70,66,67,70,65,69) t.test(x)??????? #t.test()做单样本正态分布区间估计??????? One Sample t-testdata:? xt = 35.947, df = 9, p-value = 4.938e-11alternative hypothesis: true mean is not equal to 095 percent confidence interval:?63.1585 71.6415sample estimates:mean of x???? 67.4平均脉搏点估计为 67.4 ，95%区间估计为 63.1585 71.6415 。 t.test(x,alternative=less,mu=72)? #t.test()做单样本正态分布单侧区间估计??????? One Sample t-testdata:? xt = -2.4534, df = 9, p-value = 0.01828alternative hypothesis: true mean is less than 7295 percent confidence interval:???? -Inf 70.83705sample estimates:mean of x???? 67.4p值小于0.05，拒绝原假设，平均脉搏低于常人。要点：t.test()函数的用法。本例为单样本；可做双边和单侧检验。 Ex4.6  x-c(140,137,136,140,145,148,140,135,144,141);x?[1] 140 137 136 140 145 148 140 135 144 141 y-c(135,118,115,140,128,131,130,115,131,125);y?[1] 135 118 115 140 128 131 130 115 131 125 t.test(x,y,var.equal=TRUE)??????? Two Sample t-testdata:? x and yt = 4.6287, df = 18, p-value = 0.0002087alternative hypothesis: true difference in means is not equal to 095 percent confidence interval:? 7.53626 20.06374sample estimates:mean of x mean of y??? 140.6???? 126.8期望差的95%置信区间为? 7.53626 20.06374 。要点：t.test()可做两正态样本均值差估计。此例认为两样本方差相等。ps：我怎么觉得这题应该用配对t检验？ Ex4.7  x-c(0.143,0.142,0.143,0.137) y-c(0.140,0.142,0.136,0.138,0.140) t.test(x,y,var.equal=TRUE)??????? Two Sample t-testdata:? x and yt