作者selient (假安静)
看板Statistics
标题[问题] 标准差
时间Thu Aug 30 16:29:25 2007
题目上不太懂怎麽做 因为不懂s的分布 为甚麽会N(σ,σ^2/2(n-1))
Normal的话 那是用Z吗 还是用t@@
It is known thae the point estimator toward population standard deviation
σ is the sample standard deviation s.This estimator is biased and has a
complicated sampling distribution.However, when the sample size n is large,
the sampling distribution of s can be shown to follow N(σ,σ^2/2(n-1))
approximately.
(1) Construct a formula of the 100(1-α)% confidence interval
for σ in this case.
(2)Sometimes, it is desired to control the sampling error within a level e
by choosing an appropriate sample size.With a planning value for σ
from past experience and a confidence coefficient 1-α,derive the
minimum sample size required.
(3)Consider the hypothesis test about σ. If we feel that current σ would
be smaller from past experience,what are the appropriate hypotheses?
With type I risk specified as α,what is the critical region to reject
null hypothesis(in the form of s>c or s<c)?
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◆ From: 220.133.229.161
※ 编辑: selient 来自: 220.133.229.161 (08/30 17:42)
1F：推 cyhuangjhu:题目出得不错阿.....想想如果题目中的s改成平均值 08/30 22:14
2F：→ cyhuangjhu:那就照着解这题 只是asymptotic distribution 的 08/30 22:21
3F：→ cyhuangjhu:variance 的estimate 跟s有关 08/30 22:22