数量经济学课件-参数假设检验.pptVIP

a = 0.01 n = 36, df = 35 Critical Value: 2.4377 Test Statistic: Decision: Conclusion: Do Not Reject at a = .01 No Evidence that True Mean Is More than 368 Z 0 2.4377 .01 Reject Example Solution: One Tail H0: m ? 368 H1: m 368 [实例分析]：某电视机厂欲检验生产显象管的新工序是否优于旧工序（即与旧工序下的平均寿命1200小时比较） 解： 分析：P0.05,拒绝零假设，可以认为新工序生产的显象管总体的平均寿命优于旧工序。 注意：统计检验结果的表达方式。 Involves categorical variables Fraction or % of population in a category If two categorical outcomes, binomial distribution Either possesses or doesn抰 possess the characteristic Sample proportion (ps) Proportions 比例 单样本比例（率）的假设检验 正态近似法（适于已知总体率接近0.5） 直接计算概率法---二项分布的累计概率法 [实例分析]要检验1960年美国大选前盖洛调查公司对总统选举预测结果（51%）是否与实际选举结果（肯尼迪得票50.1%）有显著差异？ 结论：P0.05，不拒绝零假设，尚不能认为盖洛调查公司预测的总统选举结果与实际结果有显著的统计学意义上的差异。 再一次提醒：统计结论不能绝对化！！！ Example:Z Test for Proportion Problem: A marketing company claims that it receives 4% responses from its Mailing. Approach: To test this claim, a random sample of 500 were surveyed with 25 responses. Solution: Test at the a = .05 significance level. a = .05 n = 500 Do not reject at a = .05 Z Test for Proportion: Solution H0: p = .04 H1: p .04 Critical Values: 1.96 Test Statistic: Decision: Conclusion: We do not have sufficient evidence to reject the company抯 claim of 4% response rate. Z @ p - p p (1 - p) n s = .04 -.05 .04 (1 - .04) 500 = 1.14 Z 0 Reject Reject .025 .025 小结 Addressed Hypothesis Testing Methodology Performed Z Test for the Mean (s Known) Discussed p-Value Approach to Hypothesis Testing Made Connection to Confidence Interval Estimation Performed One Tail and Two Tail Tests Performed t Test of Hypothesis for the Mean Performed Z Test of Hypothesis for the Proportion 三、Two-Samples Tests（两样本检验） Comparing Two Independent Samples: （独立样本） Z Test for the Difference in Two Means t Test for Difference in Two Means F Test for Difference in two Variances （方差齐性检验） Compari