抽樣分布課件

第三節(jié)抽樣分布一、基本概念二、常見分布第三節(jié)抽樣分布一、基本概念二、常見分布一、基本概念1.統(tǒng)計(jì)量的定義一、基本概念1.統(tǒng)計(jì)量的定義是不是實(shí)例1是不是實(shí)例12.幾個(gè)常用統(tǒng)計(jì)量的定義(1)樣本平均值(2)樣本方差其觀察值2.幾個(gè)常用統(tǒng)計(jì)量的定義(1)樣本平均值(2)樣本方差其觀察值(3)樣本標(biāo)準(zhǔn)差其觀察值其觀察值(3)樣本標(biāo)準(zhǔn)差其觀察值(4)

樣本k

階(原點(diǎn))矩其觀察值(5)樣本k階中心矩其觀察值(4)樣本k階(原點(diǎn))矩其觀察值(5)樣本k階中心矩證明再根據(jù)第五章辛欽定理知由以上定義得下述結(jié)論:辛欽定理證明再根據(jù)第五章辛欽定理知由以上定義得下述結(jié)論:辛欽定理由第五章關(guān)于依概率收斂的序列的性質(zhì)知由第五章關(guān)于依概率收斂的序列的性質(zhì)知

以上結(jié)論是下一章所要介紹的矩估計(jì)法的理論根據(jù).由第五章關(guān)于依概率收斂的序列的性質(zhì)知由第五章關(guān)于依概率收斂的3.經(jīng)驗(yàn)分布函數(shù)經(jīng)驗(yàn)分布函數(shù)的做法如下:3.經(jīng)驗(yàn)分布函數(shù)經(jīng)驗(yàn)分布函數(shù)的做法如下:實(shí)例實(shí)例實(shí)例實(shí)例格里汶科定理格里汶科定理格里汶科定理格里汶科定理二、常見分布統(tǒng)計(jì)量的分布稱為抽樣分布.自由度是指上式右端包含的獨(dú)立變量的個(gè)數(shù).二、常見分布統(tǒng)計(jì)量的分布稱為抽樣分布.自由度是指上式右端包含抽樣分布課件根據(jù)正態(tài)分布的對(duì)稱性知例1附表1-1附表1-2根據(jù)正態(tài)分布的對(duì)稱性知例1附表1-1附表1-2例如利用上面公式,而查詳表可得費(fèi)舍爾(R.A.Fisher)證明:費(fèi)舍爾資料例如利用上面公式,而查詳表可得費(fèi)舍爾(R.A.Fisher)2.

正態(tài)總體的樣本均值與樣本方差的分布定理一2.正態(tài)總體的樣本均值與樣本方差的分布定理一定理二定理二證明由

t

分布的定義知定理三且兩者獨(dú)立,證明由t分布的定義知定理三且兩者獨(dú)立,辛欽定理返回辛欽定理返回附表1-1標(biāo)準(zhǔn)正態(tài)分布表z01234567890.00.10.20.30.40.50.60.70.80.91.01.11.21.31.41.51.60.50000.53980.57930.61790.65540.69150.72570.75800.78810.81590.84130.86430.88490.90320.91920.93320.94520.50400.54380.58320.62170.65910.69500.72910.76110.79100.81860.84380.86650.88690.90490.92070.93450.94630.50800.54780.58710.62550.66280.69850.73240.76420.79390.82120.84610.86860.88880.90660.92220.93570.94740.51200.55170.59100.62930.66640.70190.73570.76730.79670.82380.84850.87080.89070.90820.92360.93700.94840.51600.55570.59480.63310.67000.70540.73890.77030.79950.82640.85080.87290.89250.90990.92510.93820.94950.51990.55960.59870.63680.67360.70880.74220.77340.80230.82890.85310.87490.89440.91150.92650.93940.95050.52390.56360.60260.64060.67720.71230.74540.77640.80510.83150.85540.87700.89620.91310.92780.94060.95150.52790.56750.60640.64430.68080.71570.74860.77940.80780.83400.85770.87900.89800.91470.92920.94180.95250.53190.57140.61030.64800.68440.71900.75170.78230.81060.83650.85990.88100.89970.91620.93060.94300.95350.53590.57530.61410.65170.68790.72240.75490.78520.81330.83890.86210.88300.90150.91770.93190.94410.95451.645返回附表1-1標(biāo)準(zhǔn)正態(tài)分布表z01234567890.00.50附表1-2標(biāo)準(zhǔn)正態(tài)分布表z01234567891.61.71.81.92.02.12.22.32.42.52.62.72.82.93.00.94520.95540.96410.97130.97720.98210.98610.98930.99180.99380.99530.99650.99740.99810.99870.94630.95640.96480.97190.97780.98260.98640.98960.99200.99400.99550.99660.99750.99820.99900.94740.95730.96560.97260.97830.98300.98680.98980.99220.99410.99560.99670.99760.99820.99930.94840.95820.96640.97320.97880.98340.98710.99010.99250.99430.99570.99680.99770.99830.99950.94950.95910.96710.97380.97930.98380.98710.99040.99270.99450.99590.99690.99770.99840.99970.95050.95990.96780.97440.97980.98420.98780.99060.99290.99460.99600.99700.99780.99840.96980.95150.96080.96860.97500.98030.98460.98810.99090.99310.99480.99610.99710.99790.99850.99980.95250.96160.96930.97560.98080.98500.98840.99110.99320.99490.99620.99720.99790.99850.99990.95350.96250.97000.97620.98120.98540.98870.99130.99340.99510.99630.99730.99800.99860.99990.95450.96330.97060.97670.98170.98530.98900.99160.99360.99520.99640.99740.99810.99861.00001.96返回附表1-2標(biāo)準(zhǔn)正態(tài)分布表z01234567891.60.94費(fèi)舍爾資料RonaldAylmerFisherBorn:17Feb1890inLondon,England

Died:29Jul.1962inAdelaide,Australia返回費(fèi)舍爾資料RonaldAylm