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)計量的定義一、基本概念1.統(tǒng)計量的定義是不是實例1是不是實例12.幾個常用統(tǒng)計量的定義(1)樣本平均值(2)樣本方差其觀察值2.幾個常用統(tǒng)計量的定義(1)樣本平均值(2)樣本方差其觀察值(3)樣本標準差其觀察值其觀察值(3)樣本標準差其觀察值(4)

樣本k

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

以上結論是下一章所要介紹的矩估計法的理論根據.由第五章關于依概率收斂的序列的性質知由第五章關于依概率收斂的3.經驗分布函數經驗分布函數的做法如下:3.經驗分布函數經驗分布函數的做法如下:實例實例實例實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)計量的分布稱為抽樣分布.自由度是指上式右端包含的獨立變量的個數.二、常見分布統(tǒng)計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正態(tài)分布的對稱性知例1附表1-1附表1-2根據正態(tài)分布的對稱性知例1附表1-1附表1-2例如利用上面公式,而查詳表可得費舍爾(R.A.Fisher)證明:費舍爾資料例如利用上面公式,而查詳表可得費舍爾(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立,證明由t分布的定義知定理三且兩者獨立,辛欽定理返回辛欽定理返回附表1-1標準正態(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標準正態(tài)分布表z01234567890.00.50附表1-2標準正態(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標準正態(tài)分布表z01234567891.60.94費舍爾資料RonaldAylmerFisherBorn:17Feb1890inLondon,England

Died:29Jul.1962inAdelaide,Australia返回費舍爾資料RonaldAylm