时间序列图.pptVIP

Two DOE Class 90a 2 Simple Comparative Experiments Statistical Plots Sampling and Sampling Distributions Hypothesis Testing Confidence Interval 點圖 (Dot Diagram) 期望值與變異數之公式 母體平均數(m ) = 隨機變數之期望值 E(X) 母體變異數(s 2) = 隨機變數之變異數 V(X) 期望值與變異數之公式 Sample and Sampling 點估計(Point Estimation) 以抽樣得來之樣本資料, 依循某一公式計算出單一數值, 來估計母體參數, 稱為點估計. 好的點估計公式之條件: 不偏性 最小變異 常用之點估計: 母體平均數(m) 母體變異數(s 2) Central Limit Theorem 假設檢定(Hypothesis Testing) “A person is innocent until proven guilty beyond a reasonable doubt.” 在沒有充分證據證明其犯罪之前, 任何人皆是清白的. 假設檢定 H0: m = 50 cm/s H1: m ? 50 cm/s Null Hypothesis (H0) Vs. Alternative Hypothesis (H1) One-sided and two-sided Hypotheses A statistical hypothesis is a statement about the parameters of one or more populations. About Testing Critical Region Acceptance Region Critical Values Significant Level (a) a = P(type I error) = P(reject H0 while H0 is true) The Power of a Statistical Test Power = 1 - b Power = the sensitivity of a statistical test Inference on the Mean of a Population-Variance Known H0: m = m0 H1: m ? m0 , where m0 is a specified constant. Sample mean is the unbiased point estimator for population mean. Example 8-2 P-Values in Hypothesis Tests Where Z0 is the test statistic, and ?(z) is the standard normal cumulative function. The Sample Size (I) Given values of a and d, find the required sample size n to achieve a particular level of b.. The Operating Characteristic Curves- Normal test (z-test) Use to performing sample size or type II error calculations. The parameter d is defined as: so that it can be used for all problems regardless of the values of m0 and s. 課本41頁之公式為兩平均數差之假設檢定所需之樣本數公式。 Construction of the C.I. From Central Limit Theory, Inference on the Mean of a Population-Variance Unknown Let X1, X2, …, Xn be a random sample for a normal distribution with unknown mean m and unknown variance s2. The quantity has a t distribution with n - 1 degrees of freedom. Inference on the Mean of a Population-Variance Unk