統計特殊分配.pptVIP

統計特殊分配 中山大學企管系 陳得發教授 χ2 – distribution Def. Z1,Z2,……..,ZK be k independent standard normal random variables χ2(k) = Z12 + Z22 + …………. + ZK2 承上 E(χ2(k)) =E(Z12 + Z22 + …………. + ZK2) =E(Z12) + E(Z22) +… + E (ZK2) = 1+1+1+1+…….1 = k E(Z)=0, Var(Z)=1 Var(Z)= E(Z2)-(E(Z))2 E(Z2)=Var(Z)+(E(Z))2=1+0=1 0≦χ2(k) ﹤∞ Var (χ2(k)) =2k proof is ommited t – distribution Def. Z and χ2 (k) are two independent variables F - distribution Def. χ2 (k1) ,χ2 (k2) are two independent R.V. THE END * * t *