- , . , , .
H0 = {σ2 = C} (259)
HA = {σ2 ≠ C}, (260)
.
x1 x2 xn X N(E(X); σ2X), X . : = (Σxi)/n m2 = Σ(xi )2/(n1).
, (261)
[] χ2 - (n 1) . , α, :
= = , (262)
r = (n 1) .
(259) , .
(261) , , , .
.
3.3.2.2 .
, F -, , u v, , χ2 - ν1 ν2, :
. (263)
{ u,v} [22]:
, (264)
u [0, ∞[ v [0, ∞[. u v f(u,v)=0.
F- -, ν1 ν2. P ν1 ν2 ( F-.):
FP(ν1,ν2) = P. (265)
, 1/φ F- ν2 ν1:
F1-P (ν2,ν1) = 1/ FP(ν1,ν2). (266)
m12 m22, , σ12 σ22, . m12 , n1, , m22 n2.
,
[22], F - (n1 1) (n2 1) . γ , F1 F2
P(F1 < < F2) = γ. (267)
m12 / m22 (267) :
|
|
P(F1* < < F2* ) = γ. (268)
, , .. σ12=σ22=σ2, :
H0 = { m12 = m22 = σ2 }. (269)
(267)
P(F1 < < F2) = γ. (270)
F - (n1 1) (n2 1) γ = P:
F1 = F(1+γ)/2(n11; n21), F2 = F(1-γ)/2(n11; n21).
α=1γ:
F1 = F1-α/2(n11; n21), F2 = F α/2(n11; n21).
FT = [F1; F2], (271)
γ = P .
ò è. ò m12, è m22. , ò , :
F = m12 / m22. (272)
(269) , F FT.
, [23], . 238, - .
3.8. -2ʺ/6ʺ 8019 8002. . 3. ( ).
. 3.
-. | - | |||||||||||
X | 6,2ʺ | 6,8ʺ | 5,8ʺ | 5,4ʺ | 6,8ʺ | 5,9ʺ | 3,5ʺ | 4,2ʺ | 6,1ʺ | 4,6ʺ | 5,3ʺ | |
Y | 6,4ʺ | 6,9ʺ | 5,1ʺ | 4,8ʺ | 5,6ʺ | 6,0ʺ | 6,0ʺ | 5,9ʺ | 5,8ʺ | 8,3ʺ | 4,8ʺ |
X Y. :
= 5,51ʺ; mx2 = 1,05; ӯ = 5,96ʺ; my2 = 1,01.
α = 0,05
H0 = { mx2 = my2 = σ2 }, (273)
HA = { mx2 ≠ my2 }. (274)
(272) F = mx2 / my2 = 1,09, FT = [F1; F2], γ = 1 α = 0,95 n11 = n21 = 10,
F1 = F0,975;10;10 = 0,27 F2 = F0,025;10;10 = 3,72.
, F FT , , (273) . , , .
.
, k n.
3.3.3 .
:
1) H0 = {E(X) = C};
2) H0 = {E(X) = E(Y)}.
δ. . , x1 x2 xn X N(E(X) = C; σ2X). E(X) = C σ2X. = (Σxi)/n m2 = Σ(xi )2/(n1). , [22],
|
|
(237)
t - (n 1) , α
H0 = {E(X) = C} (270)
HA = {E(X) ≠ C}. (271)
tT = [tH; tB], tH tB :
tB = tr;1-a/2 tH = tB, (272)
r = n 1 (237).
(270) , . , , ѻ: δ = C, . δ :
m δ = m = m / . (273)
, , X Y.
3.3.4 .
3.3.5 , .
, , , . , , . , , , . (. 3.3.5) , , .
.
. 3.3.5
() | ||||
1. | H = {X N(E(X) = ; sX = sX)} | = = | = = ; r = q 3 | |
2. à | H = {As = 0} | = / | tB = tH; tB 2 | |
3. à | H = {Ex = 0} | = / 3 | tB = tH; tB 2 | |
4. | H0 = {E(X) = C} | = ( C) / s | tB = tr;1-a/2; tH = tB; r = n 1 | |
5. | H = { = C} | = = ; r = n 1 | ||
6. X Y | H = { = } | = / ; =max{ } | FH = 1 / FB; FB= r1,2 = nX,Y 1. | |
7. X Y | H = {E(X) = =E(Y)}, , = . | ()* * | tB = tr;1-a/2; tH = tB; r = n 2 | |
8. X Y | H = {rXY = 0} | = rXY* * | tB = tH; tB = tm;1-a/2; m = n 2 | |
9. X Y | H = {E(d) = 0} (d = x y) | tB = tH; tB = tm;1-a/2; m = n 1 | ||
10. xi | H = { = 0} ( = xi) | = | tB = tH; tB = tm;1-a/2; m = n 1 |
a, , .. .
|
|
, 3.1 - 3.3, :
7. = [vv]X = * (nX 1), X, nX , [vv]X xi ;
7. = [vv]Y = * (nY 1), - Y, nY - , [vv]Y - yj ;
9. = () / n .