张俊妮概率统计北大光华.pptxVIP

Test of Goodness-of-fitExample: Scott Marketing Research firm;Scott firm conducted a survey with 200 responses. The results are: A 48 B 98 C 54 Is there any change in market shares?;Goodness-of-fit Test;Sampling Distribution under H0;Rule of five;Calculations: Scott Marketing Research firm;Genetics Problem; Let denote the M.L.E. of the parameter based on the observed numbers N1,…,N3, i.e.;The statistic Q can be found by: R. A. Fisher (1924) showed that if the null hypothesis is true and certain regularity conditions are satisfied, then the d.f. of Q converges to the d.f. of as the sample size where s is the number of parameters estimated (s=1 in the genetic example).;Contingency Tables;H0: Beer preference is independent of the gender of the beer drinker. H1: Beer preference is not independent of the gender of the beer drinker. Sample results:;R rows and C columns. pij: the probability that an individual selected at random from a given population will be classified in the ith row and the jth column of the table. pi.: the marginal probability that the individual will be classified in the ith row of the table. p.j: the marginal probability that the individual will be classified in the jth column of the table. ; Nij: the number of individuals who are classified in the ith row and the jth column of the table. Ni.: the number of individuals who are classified in the ith row of the table. N.j: the number of individuals who are classified in the jth column of the table. ;The Test of Independence;Under H0,;The Beer Example; When ? = 0.05, the rejection region is So we reject the null hypothesis and conclude beer preferences is not independent of the sex of the beer drinker.;Example: Montana Outlook Poll;Example Continued;Example Continued