03第3篇 用概率分布描述随机变量.pptVIP

As a result of this class, you will be able to ... As a result of this class, you will be able to ... 3 As a result of this class, you will be able to ... 65 The sampling distribution is a function of the sample sizes upon which the sample variances are based. Hint: Recall the formula for variance! s2 = S(x -`x)2/(n-1) As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... for k=1:1500 c=rand(1,k); l(k)=sum(c.5)/k; end plot(l) mean(l) As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... As a result of this class, you will be able to ... * t-分布 (t-distribution) 提出者是William Gosset，也被称为学生分布(student’s t) t 分布是类似正态分布的一种对称分布，通常要比正态分布平坦和分散。一个特定的分布依赖于称之为自由度的参数。随着自由度的增大，分布也逐渐趋于正态分布 x t 分布与标准正态分布的比较 t 分布 标准正态分布 t 不同自由度的t分布 标准正态分布 t (df = 13) t (df = 5) z * t-分布(用Excel生成t分布的临界值表) 利用Excel中的【TDIST】统计函数，可以计算给定值和自由度时分布的概率值 语法：TDIST(x,degrees_freedom,tails) 利用【TINV】函数则可以计算给定概率和自由度时的相应t（（双侧）临界）值 语法：TINV(probability,degrees_freedom) ? 用Excel生成t分布的临界值表 3.3.3 F-分布 3.3 由正态分布导出的几个重要分布分布 * 为纪念统计学家费希尔(R.A.Fisher) 以其姓氏的第一个字母来命名则 设若U为服从自由度为n1的?2分布，即U~?2(n1)，V为服从自由度为n2的?2分布，即V~?2(n2),且U和V相互独立，则 称F为服从自由度n1和n2的F分布，记为 F-分布(F distribution) * 不同自由度的F分布(图示) F (1,10) (5,10) (10,10) * F-分布(用Excel计算F分布的概率) 利用Excel提供的【FDIST】统计函数，计算分布右单尾的概率值 语法：FDIST(x,degrees_freedom1,degrees_freedom2) 利用【FINV】函数则可以计算给定单尾概率和自由度时的相应 语法： FINV(probability,degrees_freedom1,degrees_freedom2) ? 用Excel计算F分布的概率 3.4 样本统计量的抽样分布 3.4.1 样本均值的抽样分布 3.4.2 其他统计量的抽样分布 3.4.3 统计量的标准误差 第 3 章