統(tǒng)計建模與R軟件參數(shù)估計習題答案

1、習題答案 Ex4.2指數(shù)分布，的極大似然估計是n/sum(Xi) x lamda x mean(x)1 1平均為1個。Ex4.4 obj-function(x)f x0 nlm(obj,x0)$minimum1 48.98425$estimate1 11.4127791 -0.8968052$gradient1 1.411401e-08 -1.493206e-07$code1 1$iterations1 16Ex4.5 x t.test(x) #t.test()做單樣本正態(tài)分布區(qū)間估計 One Sample t-testdata: xt = 35.947, df = 9, p-value =

2、4.938e-11alternative hypothesis: true mean is not equal to 095 percent confidence interval: 63.1585 71.6415sample estimates:mean of x 67.4平均脈搏點估計為 67.4 ，95%區(qū)間估計為 63.1585 71.6415 。 t.test(x,alternative=less,mu=72) #t.test()做單樣本正態(tài)分布單側區(qū)間估計 One Sample t-testdata: xt = -2.4534, df = 9, p-value = 0.01828a

3、lternative hypothesis: true mean is less than 7295 percent confidence interval: -Inf 70.83705sample estimates:mean of x 67.4p值小于0.05，拒絕原假設，平均脈搏低于常人。要點：t.test()函數(shù)的用法。本例為單樣本；可做雙邊和單側檢驗。Ex4.6 x y t.test(x,y,var.equal=TRUE) Two Sample t-testdata: x and yt = 4.6287, df = 18, p-value = 0.0002087alternative

4、 hypothesis: true difference in means is not equal to 095 percent confidence interval: 7.53626 20.06374sample estimates:mean of x mean of y 140.6 126.8期望差的95%置信區(qū)間為 7.53626 20.06374 。要點：t.test()可做兩正態(tài)樣本均值差估計。此例認為兩樣本方差相等。ps：我怎么覺得這題應該用配對t檢驗？Ex4.7 x y t.test(x,y,var.equal=TRUE) Two Sample t-testdata: x a

5、nd yt = 1.198, df = 7, p-value = 0.2699alternative hypothesis: true difference in means is not equal to 095 percent confidence interval: -0.001996351 0.006096351sample estimates:mean of x mean of y 0.14125 0.13920 期望差的95%的區(qū)間估計為-0.001996351 0.006096351Ex4.8 var.test(x,y) F test to compare two varianc

6、esdata: x and yF = 0.2353, num df = 9, denom df = 9, p-value = 0.04229alternative hypothesis: true ratio of variances is not equal to 195 percent confidence interval: 0.05845276 0.94743902sample estimates:ratio of variances 0.2353305要點：var.test可做兩樣本方差比的估計?；诖私Y果可認為方差不等。因此，在Ex4.6中，計算期望差時應該采取方差不等的參數(shù)。 t

7、.test(x,y) Welch Two Sample t-testdata: x and yt = 4.6287, df = 13.014, p-value = 0.0004712alternative hypothesis: true difference in means is not equal to 095 percent confidence interval: 7.359713 20.240287sample estimates:mean of x mean of y 140.6 126.8期望差的95%置信區(qū)間為 7.359713 20.240287 。要點：t.test(x,

8、y，var.equal=TRUE)做方差相等的兩正態(tài)樣本的均值差估計 t.test(x,y)做方差不等的兩正態(tài)樣本的均值差估計Ex4.9 x n tmp mean(x)1 1.904762 mean(x)-tmp;mean(x)+tmp1 1.4940411 2.315483平均呼喚次數(shù)為1.90.95的置信區(qū)間為1.49,2,32Ex4.10 x t.test(x,alternative=greater) One Sample t-testdata: xt = 23.9693, df = 9, p-value = 9.148e-10alternative hypothesis: true mean is greater than