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概率及统计第七章
Statistical Intervals
Hypothesis Tests
Probability and Mathematical Statistics
(概率与数理统计)
Xi ZHANG
College of Engineering
Outline
• Confidence interval ( 区间估计)
– Introduction
– Confidence interval on mean of normal distribution
– Confidence interval on variance of normal distribution
– Confidence interval on population proportion
• Hypotheses testing (假设检验)
– Introduction
– Tests on mean of normal distribution
– Tests on variance of normal distribution
– Tests on population proportion
– Contingency table tests
• Statistical inference for two samples (双样本统计推断)
– Inference on difference in means of two normal distributions
– Paired t-test
– Inference on variances of two normal distributions
– Inference on two population proportions
Interval Estimation
• Provides Range of Values
– Based on Observations from 1 Sample
• Gives Information about Closeness to Unknown Population
Parameter
– Stated in terms of Probability
• Example: Unknown attendance mean lies between 50 70
with 95% confidence
Point estimate
Confidence interval
Confidence limit (lower) Confidence limit (upper)
Confidence Interval
• Confidence interval (置信区间,CI) is an interval esti
mate for a population parameter from samples
• A confidence estimate for is an interval with end-poi
nts of random variables L and U (置信上限和下限) so t
hat
P L U 1
• Once we have selected the sample, the values of L and
U can be estimated, say l and u, then resulting confide
nce interval for is
l u
• l and u are lower- and upper-confidence limits;
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