[理学]数理统计中的统计量及应用.docVIP

摘要 随着社会经济的快速发展，数理统计在、工程技术、及人文社会科学中得到越来越广泛和深刻的应用，其研究的内容也随着科学技术和、的不断发展而逐步扩大推断是数理统计学的主要任务，其理论和方法构成数理统计学的主要内容With the rapid social and economic development of mathematical statistics in the natural sciences, engineering, management science and the humanities social sciences increasingly widespread and profound content of the study with the scientific, technical and political, economic and social continuous development and gradually expand. The application of statistics is increasingly being used. Order statistics in the general life of production and stochastic processes have a very important role. Statistical inference is the main task of mathematical statistics, its theories and methods constitute the main content of mathematical statistics. The basic problems of statistical inference can be divided into two categories: one is the parameter estimation problem; the other is the hypothesis testing problem. In real life, the data collected cannot be directly inferred, but after some filter processing, the use of the test of reasonable assumptions to extrapolate the test in order to obtain more accurate conclusions. Statistics must be used in this process; the article briefly describes the statistics and details of the application of order statistics, statistics in the application of interval estimation and hypothesis testing. Key words: sample mean; sample variance; order statistics, interval estimation; hypothesis testing 目录 引言 1 1、数理统计中的统计量基本概念 2 1.1 统计量的定义 2 1.2 常用的统计量 2 1.2.1 样本均值 2 1.2.2 样本方差 2 1.2.3 样本K阶原点矩 3 1.2.4 样本中心矩 3 2、顺序统计量 4 2.1 顺序统计量的定义以及密度分布函数 4 2.2 顺序统计量的应用 5 2.2.1 顺序统计量的一般应用 5 2.2.2 顺序统计量在泊松过程的应用 6 2.3 中位数 7 2.4 四分位数 8 3 充分统计量 9 4 抽样分布 10 4.1 分布（卡方分布） 10 4.1.1 分布定义 10 4.1.2 分布性质 10 4.2 F分布 11 4.2.1 F分布定义 11 4.2.2 性质 11 4.3 T分布 12 4.3.1 T分布的定义 12 4.3.2 T分布性质 12 5 统计量在区间估计的应用 13 5.1 区间估计的定义 13 5.2 正态总体下参数估计的几种情况 13 5.2.1已知方差，求均值的置信区间 13 5.2.2 方差未知，求均值的置信区间 14 5.2.3 均值已知，求方差的置信区间 14 5.2.4 均值未知，求方差的置信区间 15 5.2.5 两正态总体均值差的区间估计 15 5.2.6 两正态总体方差