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()
..
..
.. , ..
( Excel)
( Excel)
2 ,
2006
3
2006
4
519.2
22.172
650
........................................................................................... 5
. .
1. ............... 9
( EXCEL) : . /
. . , . . ; . . .. - (). 2- ., . . : (), 2006. 152 .
2. .
............................................ 13
ISBN 5-7795-0292-7
: , . ,
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" " 080502 " ( )".
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ISBN 5-7795-0292-7
1.1. ..........................................9
1.2.
Excel .......................................................................11
..,
.., 2006
-
(), 2006
2.1. ..............................13
2.2. ......................................14
2.3. ..................................................................16
2.4. . .............19
2.5. ......................24
2.6. Excel ..................29
3. ........ 40
3.1. .............................40
3.2. ........................45
3.3. ....................................................47
3.4. ...................................51
3.5. ....................................52
3.6. Excel ....................................61
4.
.................................................... 72
4.1. ........72
4.2.
.................................................................78
4.3.
.....................................................79
4.4.
.................................................... 84
6
4.5. ...........................86
4.6. Excel.......89
................................................................................ 150
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5. ............................ 92
5.1. .
....................................................................92
5.2.
.................................100
5.3.
...................................................106
5.4.
...............................................................109
5.5.
..........................................113
5.6.
.......................................................................................116
5.7.
,
.......................................................117
5.8.
.........................................................................121
5.9.
....................................................125
5.10.
2 ...............................................................................................133
5.11. Excel ..........................136
6. ......................................... 146
................................................................................. 145
............................................. 149
1.
1.1.
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1. . n X
x1 , x 2 , ..., xn .
, , F (x ) p (x ) .
2.
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. :
.
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3.
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n ,
ni (i = 1,...,6) i .
, ( , n
). n
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n
p = 16 . ni
. : ? 10
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[1].
1.2.
Excel
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Excel 2003.
Excel 2003, .
Excel 2003.
.
,
Excel :
;
Excel ( ).
1.1. , . ,
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11
( x1; x2 ; ...; xm ) ,
x1 , x2 ,..., xm , 30 ( m 30 ). ,
B3, B4, B5, B6, C3, C4, C5, C6,
:
=(B3:B6;3:C6),
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1.2. , ( ) ( ). ,
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12
2. .
2.1.
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(, , ,
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, .
. () , ( ) (,
X , Y ).
, .
n n x1 , x 2 ,..., xn X . n .
X
n , ,
, , . , X 1 , X 2 ,..., X n
n X . F (x ) X , X i F (x ) . ,
13
n X
n-
( X 1 , X 2 ,..., X n ). x1 , x 2 ,..., xn n
n-
( X 1 ,..., X n ).
. X , 1, 2, 3, 4, 5, 6,
p = 16 . ,
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1 6. , 3 . , ..
1, 1, 3 .
. x1 , x 2 , x3 .
2.2.
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14
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2.1. . 60 :
3; 1; 3; 1; 4; 1; 2; 4; 0; 3; 0; 2; 2; 0; 1; 1; 4; 3; 1; 1;
15
16
4; 2; 2; 1; 1; 2; 1; 0; 3; 4; 1; 3; 2; 7; 2; 0; 0; 1; 3; 3;
1; 2; 1; 2; 0; 2; 3; 1; 2; 5; 1; 2; 4; 2; 0; 2; 3; 1; 2; 5.
, X , . .
, ,
. ,
. ,
, ,
.
(1)
x (1) , x ( 2 ) , ..., x ( m ) , m
<x
( 2)
(m)
.
ni , i ,
( ) i ,
i = 1, ..., m , ..
ni
i =
(2.1)
ni
i =1
m
n
i =1
= n.
x (i )
ni i .
2.2. 2.1 .
(): 0; 1; 2; 3; 4; 5; 7.
0 8 , 1
17 , 2 16 , 3 10 , 4 6 ,
5 2 , 7 1 . . 2.1.
2.1
i
1, 2, 3, 4, 5, 6, 7
0, 1, 2, 3, 4, 5, 7
x(i )
ni
, 17
, 16 , 10 ,
60 60 60
6
60
2
60
1
60
, :
0(8);1(17); 2(16); 3(10); 4(6); 5(2); 7(1) ,
. (. 2.1), .
n x i , m = n, ni = 1 ,
, ,
.
, ,
,
(2.2)
[ zi , zi + h), i = 1, 2,..., m ,
m .
h ,
,
.
h
:
x
x min
,
h = max
1 + 3.222 lg n
x max , x min
. , h , ,
.
:
z1 x min ; z m + h x max .
,
. ,
.
2.3. ( n = 55 ):
(2.3)
18
20.3
15.4
17.2
19.2
23.3
18.1
21.9
15.3
16.8
13.2
20.4
16.5
19.7
20.5
14.3
20.1
16.8
14.7
20.8
19.5
15.3
19.3
17.8
16.2
15.7
22.8
21.9
12.5
10.1
21.1
18.3
14.7
14.5
18.1
18.4
13.9
19.8
18.5
20.2
23.8
16.7
20.4
19.5
17.2
19.6
17.8
21.3
17.5
19.4
17.8
13.5
17.8
11.8
18.6
19.1
, .
. 23.8, 10.1, (10,24). (10.1,23.8) . 24 10 = 2 .
7
:
[10,12);[12,14);[14,16);[16,18);[18, 20);[20, 22);[22;24),
. 2.2.
2.2
1012 1214 1416 1618 1820 2022 2224
2
55
4
55
8
55
12
55
15
55
11
55
3
55
2.4. .
F ( x ) = P( X < x ) ,
{ X < x} , x .
()
Fn* ( x ) =
19
nx
,
n
(2.4)
n x , x . , Fn* ( x )
A = { X < x} n . -
F ( x ) Fn* ( x ) , F ( x ) A , Fn* ( x )
.
(2.4)
Fn* ( x ) :
1. 0 Fn* ( x) 1 .
(2.5)
2. Fn* ( x ) .
3. Fn* ( ) = 0;
Fn* ( ) = 1.
,
F ( x ) ( ).
Fn* ( x ) "",
, .
.
Fn* ( x ) :
0 x x (1) ;
i 1
*
Fn ( x) = j x ( i 1) < x x ( i ) , i = 1, 2,..., m;
j =1
1 x > x ( m ) ,
(2.6)
i ,
(2.1); x (i ) ().
.
x (i ) i- .
Fn* ( x )
.
20
2.4. , 2.1.
. (. . 2.1), Fn* ( x )
(2.6) . 2.3.
2.3
F60* (x)
0<x1
1 =
1<x2
1 + 2 =
2<x3
1 + 2 + 3 =
3<x4
1 + 2 + 3 + 4 =
4<x5
1 + 2 + 3 + 4 + 5 =
5<x7
1 + 2 + 3 + 4 + 5 + 6 =
x>7
*
F60
( x)
x
x1
Fn* ( x ) , -
8
60
25
60
41
60
51
60
. 2.1.
( 2.4)
57
60
59
60
1 + 2 + 3 + 4 + 5 + 6 + 7 =
60
60
=1
*
*
F60
( x ) (. 2.1) , F60
( x ) (2.5).
2.1.
, 2.3.
Fn* ( x )
A = { X < x} , ,
x Fn* ( x ) . ( x1 , x2 ,..., xn ) n
Fn* ( x ) ,
21
: , ? .
A n P( X < x ) n . ,
Fn* ( x ) F ( x ) . ,
.
.. .
x > 0
, Fn* ( x ) F (x ) , .. Fn* ( x )
F ( x) .
22
.
, i-
; , i , yi
yi =
i
hi
, i = 1, 2,..., m ,
hi = zi +1 zi i- .
, hi = h (. (2.2), (2.3)).
, 1
( ).
i
n i-
, ..
i = n* ( zi X < zi +1 ) .
ui [ zi , zi 1 ) .
i = ( zi +1 zi ) yi , yi p(u i ) .
,
X
, .
p( x ) .
2.5.
2.3.
. (.
. 2.2), yi yi = i / 2 . . 2.2.
p(x ) .
i
, y = p (x )
X ,
pi = P( zi X < zi +1 )
n .
0.10
0.05
i
z i +1
pi = P( zi X < zi +1 ) = p( x )dx .
(2.7)
zi
yi i- .
, (2.7),
pi =
zi +1
p( x)dx = ( zi +1 zi ) p(ui ) ,
zi
23
(2.8)
. 2.2. ( 2.5)
2.5.
. 24
. ,
.
X ,
X 1 + X 2 + ... + X n
.
(2.9)
n
x1 ,..., xn
X 1 ,..., X n , -
zi* =
( zi + zi +1 )
, i = 1, 2,..., m.
2
,
m
M ( X ) = xi pi ,
X =
x + x2 + ... + xn
x = 1
n
(2.10)
X .
, x X .
,
:
m
x =
x ( i ) ni
i =1
m
ni
= x ( i ) i ;
(2.11)
i =1
i =1
x =
z i* ni
i =1
m
ni
= i zi* ,
(2.12)
i =1
, (2.11).
, . (2.13)
xi , pi . (2.11) x (i ) , , i .
, , , . ,
,
"" .
2.6.
2.1.
. (.
. 2.1) (2.1),
8 + 1 17 + 2 16 + 3 10 + 4 6 + 5 2 + 7 1 = 2.0 .
x = 0 60
60
60
60
60
60
60
, ,
x1 , x2 ,..., xn x ,
( x i x ) 2
.
n
i =1
n
d =
i =1
i ( ), i-
i- ;
, ..
25
zi*
i- -
(2.13)
i =1
26
(2.14)
D =
i =1
( X i X )2
,
n
(2.15)
.
, d (2.14) :
m
d =
(x
(i )
i =1
x ) 2 ni
n
= ( x ( i ) x ) 2 i ;
(2.16)
i =1
d =
i =1
( zi*
i =1
x ) i ,
(2.17)
i , zi*
, (2.11), (2.12).
, (2.14), (2.16), (2.17) :
d =
1 n (i) 2
( x ) ( x )2 ;
n i =1
m
d = ( x ( i ) ) 2 i ( x ) 2 ;
i =1
D( X ) = ( xi M ( X )) 2 pi .
i =1
, : ) D( X ) , d , ; ) (2.21)
xi X , pi -
(2.18)
(2.19)
, i ,
x . , . -, . -,
, . -, ,
D( X ) .
2.7.
2.1.
. (2.19). , (. . 2.1),
7
d = ( zi* ) 2 i ( x ) 2 .
(x(i) )2i = 0 608 +1 1760 + 4 1660 +9 1060 +16 606 + 25 602 + 49 601 = 6.09 .
(2.20)
(2.18)(2.20)
d .
2
(2.22)
i=1
i =1
27
(2.21)
, M ( X ) . (2.16) x (i )
*
2
( z i x ) ni
, .. 2 << ( M ( x )) 2 , -
d < 0 . d = 0 .
(2.16)
x 2.6 ( x = 2.0 ),
28
2.6. Excel
. ni , :
=(_;_),
_ , ni ; _ ,
z j , j = 1, 2,..., m + 1 ,
m .
:
1. , ..
, ( 1
), ,
[Ctrl] + [Shift] + [Enter].
2.
.
3. _
, ,
_.
, : n0 _ z1 ; nm +1 _ zm +1 ; nj xi _,
z j < xi z j +1 , j = 1, 2,..., m .
2.8. 2.3
[10,12); [12,14); [14,16);
[16,18); [18,20); [20,22); [22,24), .
. , 3 (. 2.2), 55 2.3 (
3:57). , 3,
(. . 2.2).
3:11,
=(3:57;3:10)
[Ctrl] + [Shift] + [Enter].
3:11 (.
. 2.2).
j () . D3:D11 (. . 2.2).
12, D12 (. . 2.2):
m +1= 9
n
j =0
= 55 ,
j =0
=1.
(.. ) , :
(_),
_ .
_. , , .
, m nj, j = 1, 2,..., m ,
m , n0 (
xi , z1 ) nm +1 ( xi , zm +1 ).
29
m +1= 9
30
.
, . 2.3. :
. 2.2.
. 2.3.
. ( ) ,
j- ,
j . , 1.
, 1,
y j = j h j , h j j-
(.. ). .
Excel,
,
31
: ,
.
: ( ) , ().
.
, ,
. , .
: / : /
.
, j . : , 32
1 j .
,
1 j .
( )
, j .
, j
.
( (2.6) xi = z j , j = 1, 2,..., m + 1 ).
. D4:D11
j , 4:11 . ,
.
2.1. , . . 2.4
. , , ,
.
0.
, j .
:
1. j
xi ,
z j < xi z j +1 .
2. ,
x xmin
h = max
,
[k ] 1
[k ] k = 1 + 3.322 lg n , n .
2.9. 2.3 , .
. , 3 (. 2.4), 55 ( 3:57).
, , . , . 2.3,
33
. 2.4.
34
. 2.5 ,
(. . 2.4) , 2.1.
2.2.
, ( ), ,
1 . .
B, E
(. 2.6).
. 2.5.
.
(),
h j , ..
y j = j h j . ,
2.1 .
2.10. 2.3 .
. 2.8, ,
, .
, y j = j h j , h j = 2 , -
. (2.10)
, :
35
36
. 2.6.
=(1; 2; ; 30),
1; 2; ; 30 , . , ,
xb =
i =1
.
n
1; 2; ; 30 1 30 Excel.
(2.14)
, :
=(1; 2; ; 30),
1; 2; ; 30 , . , , , .
n
(x
i =1
xb ) 2
,
:
=(1; 2; ; 30),
1, 2, , 30 , .
2.11. 2.3 xb db :
1. Excel .
2. Excel , .
. , 3,
55 ( 3:57). (2.10), (2.14), ,
37
. 2.7.
2.1. ( n = 60 ) 2.1 .
xmax xmin
h=
.
(1 + 3.322 lg n )
.
2.10.
38
2.2. ( n = 60 ) 2.1 , .
.
2.9.
2.3. ( n = 60 ) 2.1 ,
Excel.
.
2.11.
:
. :
=(1; 2; ; 30),
1; 2; ; 30 ,
.
. :
=(1; 2; ; 30),
1; 2; ; 30 ,
.
3.
3.1.
, , ,
. ,
p n , a , ..
(. 1) , ..
. 2
,
X , ..
.
, , .
"" , .
, n* . n* ( X1, X 2 ,..., X n ) n X1, X 2 ,..., X n ,
n (. . 2.1). n* ,
, , n*
.
n*
. , n*
. , .
39
40
n* ,
n , ..
M ( n* ) = .
(3.1)
. .
,
n , . 3.1,,
. 3.1,. ,
. 3.1, , , ,
. 3.1,,
M ( n* ) < , .. .
n* ,
.
? ,
. , n* M ( n* ) 2 , n*(1) n*( 2 ) .
e=
(3.2)
.
. (3.2) ,
n , () n* . , "" , ,
"" .
,
41
M ( n*( 2 ) ) 2
e=
.. > 0 n
M ( n*(1) ) 2
(3.4)
p
n*
,
P n* < 1 .
(3.3)
D ( n*(1) )
D ( n*( 2 ) )
(3.5)
D ( n* ) n* .
*
n
*
n
. 3.1.
42
D( a * )
*
n
(3.6)
a * X , ,
,
. 3.2.
, n* , .
. 3.2, n* ,
. 3.2, (?).
, ? ,
.
. ,
,
. ,
,
.
.
,
a , a , , 2 .
43
n , .
*
n
, a
2
n
, .. X -
, (3.6).
. , , l , n ,
. X i i- .
M ( X i ) = l,
D( X i ) = 2 ,
, . i2 .
l , ..
l * = c1 X 1 + ... + cn X n ,
c1 ,..., cn . ,
.
n
i =1
i =1
i =1
M (l * ) = M ( ci X i ) = ci M ( X i ) = l ci .
,
n
ci = 1.
i =1
(3.7)
,
44
x = M ( X ) .
D(l * ) = ci2 i2 .
i =1
c1 ,..., cn (3.7)
n
3.1. X
x .
. , X x , ..
,
:
X 1 + X 2 + ... + X n p
x .
n
i =1
X 1 + X 2 + ... + X n p
M (X ) .
n
( X ) = x , ,
L
= 2ci i2 = 0, i = 1,..., n ;
ci
ci 1 = 0 .
i =1
ci =
i2
, i = 1,..., n.
(3.8)
i =1
2
i
:
, .
, ,
.. 11 = ... = n2 , ci = 1 / n
l* = X .
3.2.
M ( X )
X x , ..
45
X + ... + X n M ( X 1 ) + ... + M ( X n )
=
M (X ) = M 1
=
n
n
nM ( X )
=
= x .
n
3.2. X
N (a, ) , a , 2
X . X
x .
. ,
D ( X ) ,
2 / n ,
M ( X ) x .
D ( X ) :
46
D ( X ) = D( n1 X i ) =
i =1
n
1
D( X i )
n 2 i =1
nD( X )
n2
2
n
i=1
3.1,
M ( X ) = x . D( X ) , X .
.
, , X
"" .
.
, x1 , ..., xn
3.3.
D , ..
(3.10)
3.3. D -
, D .
.
D .
n
D =
(X
i =1
X )2
47
i=1
i=1
D =
2
2
X i nX
i =1
Xi
i =1
X 2 .
X i2 ,
n
Xi
i =1
M ( X i2 ) = M ( X 2 );
p
, ,
D( X ) X -
i=1
(. (2.10)(2.12)) "" x ,
X .
D = D ( X ) .
(Xi X )2 = (Xi2 2X Xi + X2 ) =
(3.9)
X M ( X )
p
D M ( X 2 ) M 2 ( X ) = D ( X ) = D .
, D -
. D , M ( D ) D .
n
n
2
2
Xi
Xi
M ( X 2 ) =
X 2 = M i =1
M ( D ) = M i =1
n
n 2
Xi
2
X 1 + ... + X n
i =1
M
=M
=
n
n
X 12 + X 22 + ... + X n2 + X i X j
,
i j
= M (X 2) M
2
48
X X
i
i j
X i X j
i j 1 n , .
X i X j i j ,
M ( X i X j ) = M ( X i )M ( X j ) .
, M ( D ) ,
M ( D ) = M ( X )
M ( X 12 ) + ... + M ( X n2 ) + M ( X i ) M ( X j )
i j
=
n
nM ( X 2 ) + n( n 1) M 2 ( X )
= M (X 2)
=
n2
n 1
n 1
M ( X 2 ) M 2 ( X ) =
D .
=
n
n
n( n 1) , ( i, j ) 1 i j n
n( n 1) . , ,
2
n 1
M ( D ) =
D ,
n
3.11)
, D .
.
(3.11)
.
n
S =
D ,
n 1
2
S D ,
n
1 n . ,
n 1
n
n n 1
n
M( S 2 ) = M
D =
M ( D ) =
D = D .
n 1 n
n 1 n 1
49
n
n 1
1, S 2 D . .
: S 2 ?
, X N (a, ) , X 1 , X 2 ,..., X n ,
, n .
2 4
.
n
Dmin =
(3.13)
. 4.1 , S 2
S2 =
2
n 1
n21 ,
(3.14)
n21 , -
n 1 .
2
D( S 2 ) =
(3.12)
. ,
2
3.4. S 2 D .
4
(n 1) 2
D( n21 ) =
2 4
,
n 1
(3.15)
D( S 2 ) =
n
Dmin .
n 1
(3.16)
, S 2 ,
D( X ) , .
n D ( S 2 ) Dmin .
50
D( X ) X = N (a, )
1
m 1
M = M (m) = np = p ( A) .
n
n n
S 02 =
1
( X i a)2 .
n i =1
a ,
, , .
3.4.
p( A) A
. p ( A) n , A m .
p* =
m
n
(3.17)
( ) A .
3.5. p * = m / n
A n ,
p( A) .
. p *
, > 0
lim P P( A) < = 1 ,
n
n
(3.18)
m p
p ( A) .
n
n .
m/n, ,
51
() = , D(m) = (1 ).
, p * = m / n
().
, ()
p(1 p)
.
n
p* :
np(1 p) p(1 p)
m 1
.
=
D ( p * ) = D = 2 D ( m) =
n2
n
n n
Dmin =
(3.19)
D(p*) Dmin ,
*, , .
.
3.5.
,
. , . ,
.
.
,
, , D . x1 , x 2 , ..., x n X. : D,
x1 , x 2 , ..., x n ? , 52
.
,
, [ L, M ] ,
D, ,
P ( X [ L, M ]) =
[ L,M ]
p( x)dx =
0 dx = 0 .
[ L,M ]
D "" , ..
, p ( xi , )
.
x1 , x 2 , ..., x n .
. , ,
, ,
x1 , x 2 , ..., x n
. ,
, . , .
.
. ,
, ..
P ( X = y i ) = p j ( ) ,
j = 1,..., m; y1,, ym ,
X, ,
, . ,
x1 , x 2 , ..., x n X,
yj nj , .. nj
yj,
53
nj = n .
j =1
X 1 , ..., X n , x1 , x 2 , ..., x n
P ( X 1 = x1 ; ...; X n = xn ) = P( X 1 = x1 ) K P( X n = xn ) .
x1 , x 2 , ..., x n ,
L(x1, x2 ,K, xn ,) = P( X1 = x1) K P(Xn = xn ) .
, yi nj ,
x1 , x2 ,..., xn X 1 ,..., X n ,
*
( X 1 , X 2 ,..., X n ) .
L( x1 ,..., xn , ) ( )
L( x1 ,..., x n , )
= 0,
(3.20)
*
( x1 , x 2 , ..., x n )
(3.20).
L( x1 ,..., xn , ) ln L( x1 ,..., xn , ) -
.
L( x1 ,..., xn , )
54
ln L( x1 ,..., xn , ) . .
:
1 . .
2. ,
L( x1 ,..., x n , )
= 0.
ln L
2
. ,
L( x1 ,..., xn , ) .
*
X 1 , X 2 ,..., X n , ,
*
.
*
( X 1 , ...,
xi = 1 , i- , xi = 0 ,
. ,
. x1 , ..., x n m (n m) . P ( X = 1) = p, P ( X = 0) = 1 p ,
L( x1 , ..., xn , ) = p m (1 p) n m .
2
3.
. x1 , ..., x n .
. x1 , ..., x n , -
ln L( x1 ,..., xn , ) = m ln p + (n m) ln(1 p) .
ln L
=0
p
X n ) X 1 , X 2 ,..., X n
x1 , x 2 , ..., x n .
. , .
L( x1 , ..., xn , ) = p( x1 , )L p( xn , ) ,
ln L m n m
.
=
p
p 1 p
m nm
=0,
p 1 p
p = m
. ,
n
p ln L . ,
2 ln L m
nm
= 2
< 0.
2
p
p (1 p ) 2
p p ,
p( x, ) .
, ,
.
3.1. ,
.
, .. p* = m
. ,
n
55
56
. , p = mn
p .
3.2.
.
. ,
P( X = m) =
m
m!
e ,
m .
x1 , ..., xn X .
n
L( x1 ,..., xn , ) =
i =1
xi !
e .
,
L( x1 ,..., xn , ) =
x +...+ x
1
x1 ! x2 ! ... xn
e n .
= , .
* =
.. X .
3.3.
e x , x > 0;
(3.21)
p( x ) =
0, x 0.
. x1 , ..., xn ,
,
n
L( x1 ,..., xn , ) = e xi = n e ( x1 +...+ xn ) .
i =1
n +
=
x 1 + ...+ x n
n
x1 + K + xn
=0.
x + K + xn
2 ln L
= 1
<0
2
2
57
ln L = n ln ( x1 + ... + xn ) .
ln L
= 0.
X 1 + ... + X n
,
n
ln L
= 0,
n
.
x1 + ... + xn
2 ln L
2
<0
= ,
*
= 1 .
58
3.4.
.
. ,
1
p ( x, , ) =
e
2
2 ln L
ln L
a 2
<
0
,
2 ln L
a 2
a
:
( x a )2
2 2
2 ln L
L( x1 , ..., xn , a, ) =
i =1
1
e
2
( xi a ) 2
2
)
n
i =1
( xi a ) 2
2 2
( xi a ) 2
.
i =1
2 2
,
ln L
ln L
= 0;
=0.
a
,
ln L n ( xi a )
=
= 0,
i =1
2
a
n
ln L = n2 ln 2 n ln
ln L
n
1 n
= + 3 ( xi a ) 2 = 0 .
i =1
x1 + K + xn
;
n
n
2
=
(x a
i =1
(3.22)
)2
.
(3.23)
a -
ln L .
59
2 ln L
a 2
> 0.
< 0;
a
2
n x a
2 ln L 2 ln L
=
= 2 i 3 ;
a
a
i =1
2
3 n
ln L
n
n
=
=
( xi a ) 2 .
(3.24)
2
2
2
4
i =1
2
(3.22) (3.23), a
2
x1 , ..., xn
n
2 ln L
a
:
n
2 ln L
2 n
= 3 xi xi = 0;
a
i =1
i =1
2
3
2n
ln L n
=
2 nd = ,
2
d d
d
(3.25)
d .
,
2 ln L
a 2
2 ln L
a
2 ln L
a
2 ln L
2
n
d
2n
d
2n 2
d 2
> 0.
2
,
a
(3.22) (3.23), ln L .
,
a* = X ; * = D .
60
3.5. ( a, b) . x1 , ..., xn -
a b .
.
a b .
:
1 , x ( a, b)
.
p ( x , a , b) = b a
0, x ( a, b)
(3.26)
L( x1 ,..., xn , a, b) = p( xi , a, b)
i =1
,
, , x1 , ..., xn -
Excel ,
:
=(1; 2; ; 30),
1; 2; ; 30 , .
3.6. 2.3
(3.28).
. , 3, 55 (. 3.3). ,
, ( . 3.3),
(3.28). .
( a , b) , ..
1
(b a ) n
(3.27)
,
(3.27),
(b a ) .
3.6. Excel
. . 3.3 ,
1 n
( X i X )2
n 1 i =1
. 3.3.
, .
.
. 3.5 , .
,
.
61
62
S2 =
(3.28)
, ..
.
Excel .
, , .. . ,
2 .
.
3.7. 2.3
a
2
:
n
( x a)2
n
(3.29)
ln(2 ) n ln( ) i 2 ,
2
2
i =1
, , .
. , 3, 55 ( 3:57). 8
a (, 10), D8
(, 4 > 0), 8 2 .
3:57 xi a
(. 3.4). 5
(3.29). . 3.4 .
.
. (. . 3.4):
: , ( 5);
: (
, );
: , (
8:D8);
, ( 0.0000001 , ln( ) ).
. 3.4.
63
64
. . (. 3.5).
.
2.11 (. . 2.7), .
3.1. , 2.1 ,
(3.21), , .
.
n
n ln( ) xi
i =1
> 0 . 3.7.
Excel .
Excel.
1 n
( xi x )2 .
n i =1
:
=(1; 2; ; 30),
1; 2; ; 30 ,
.
1 n
( xi x ) 2 .
n 1 i =1
. 3.5.
. 3.5 , 8, D8 = 17.907, = 2.933. 5 , 137.22.
a = 17.907 2 = 8.601
65
:
=(1; 2; ; 30),
1; 2; ; 30 ,
.
66
xi x
n( n + 1)
3( n 1)
( n 1)( n 2)( n 3) i =1 d ( n 2)( n 3)
n
4
3 , 4
.
:
3
,
3
0.
:
=(1; 2; ; 30),
1; 2; ; 30 ,
.
=(1; 2; ; 30),
1; 2; ; 30 ,
.
, .. , .
:
=(1; 2; ; 30),
1; 2; ; 30 ,
.
, #/.
, .
, , . , (200, 236, 250, 305, 337, 220) (236 + 250) / 2 = 243.
:
=(1; 2; ; 30),
1; 2; ; 30 ,
.
n
( xi x )
n
( n 1)( n 2) i =1 d 3 / 2
67
. :
(, ,
.);
(, ,
, .);
(
, .);
, (, , .).
,
,
.
, ,
.
(. 3.6):
: , .
: (
) .
,
() .
68
: , ( % ) .
- : ,
- ( xmin ) . = 1 .
- : , -
( xmax ) . = 1 .
. 3.6.
, (. 3.7), . , :
xmax xmin ;
;
;
x , ,
[ x x , x + x ] ,
x ( . . 4.3).
. 3.6.
: / : /
.
: , .
: , .
69
3.8. 2.3 , .
. , 3, 55 .
, . . , . 3.6, . . 3.7.
70
4.
4.1.
. ,
X , D , S 2 , . , , , . .
p (0 < p < 1) -
dp,
P( X < d p ) .
, p (x ) , d p
dp
p( x )dx = p .
(4.1)
. 3.7.
3.2. (. . 3.7)
, .
, , , f ( x ) x = d p , .
. 4.1, d 0.1 , . 4.1, d 0.9 .
0.1 0.9 .
,
.
2
( . ).
N1 ,..., N n
(0,1).
n2 = N12 + N 22 + N 32 + ... + N n2
71
72
(4.2)
, 2
2 .
, 2
- 2 2
, .. P ( n2 < 0) = 0 .
n2 . N12 ,..., N n2 ,
D( n ) = nD( N1 ) = n M ( N1 ) M ( N1 ) .
2
p( x) =
1
2
(4.3)
N1
x2
, ,
p(x)
1
M ( N ) = x p( x)dx =
2
4
1
4
x e
x2
= 3.
. , M ( N12 ) = 1 , D( n2 ) = n(3 1) = 2n . , - :
2
M [ n2 ] = n; D[ n2 ] = 2n .
d0.1
(4.4)
,
p(x)
N12 , N 22 ,..., N n2 ,
n2 = N12 + ... + N n2 . ,
n2
d0.9
a = n, 2 = 2n . -
. 4.1.
2 . (4.2)
n
n
n
M ( n2 ) = M N i2 = M ( N i2 ) = D( N i ) + M 2 ( N i ) ,
i =1
i =1 i =1
2
2
D( X ) = M ( X ) M ( X ) . D( N i ) = 1, M ( N i ) = 0 , -
n2
.
. 4.2 (x)
n2 n = 2, n = 6 n = 20 . , n (x) "" .
, M ( n2 ) = n . 73
74
. Tn
(x)
n=2
x 2
pn = Bn 1 +
n = 20
n2+1
, Bn ,
pn ( x )dx = 1 .
n=6
pn (x ) N (0,1) . > 30
,
. 4.2. 2
pn ( x ) =
n2 . , , ,
, . ,
2
n2 + m
2
( n + m ) .
2
, n2 + m
( n + m ) , (0,1).
(t-). N (0,1)
a = 0, = 1 , n2 N (0,1) ,
2 n .
Tn =
N (0,1) n
n2
(4.5)
t- . (4.5) t-
75
1 x2
e
.
2
, pn (x ) .
2
(F-). n2 m
, 2-
m .
Fn , m =
n2 n
m2 m
(4.6)
F- m
, (4.6) Fn , m .
2
n2 0 m
0, Fn, m 0 .
X D , . .
4.1 ( ).
a , :
76
( X a) n 1
D
) X (a, n ) ;
) nD 2 n21 ;
) X D .
, ). , X
X =
1
n
X1 +
1
n
X 2 + ... +
1
n
Xn
, .
,
X . ,
x + x2 + ... + xn M ( x1 ) + ... + M ( xn ) na
=
=a,
M (X) = M 1
=
n
n
n
2
2
x + ... + xn D ( x1 ) + ... + D( xn ) n
=
=
.
D( X ) = D 1
=
n
n
n2
n2
.
), X D ,
Tn 1 . , ( X a) n
X ,
= N (0,1) . X D
, (4.5)
( X a ) n n 1 nD ( X a ) n 1
=
Tn 1 =
:
.
2
D
,
. ,
( n 1 ) .
, S 2
S2 =
n
D .
n 1
. ,
( X a) n
S2
( n 1 ) .
4.2.
* , ,
* ( ) .
, ""
.
.
.
*
* , ,
*
P ( < < ) = .
77
78
(4.7)
()
, ,
*
, ( * , ) . * .
0.95, 0.99. *
, , ( * , )
, .
, . ,
. , .
4.3.
. 4.3.
( x) =
N (0,1) . . 4.3
y=
1
2
2
2
..
. x , -
, ..
P( x <
(X a )
79
< x ) = .
t2
2
dt . ,
( X a) n
1
2
N (a, ) , , a
(4.8)
( x ) =
(4.10)
. 1.
x
n
> 0,
<a< X +
x
n
x <
(X a )
< x
, , -
x
x
= .
<a < X +
P X
n
n
(4.11)
, a
( ),
80
x
n
, X +
x
n
, =
x
n
(4.12)
,
P ( X 1.31 < a < X + 1.31) = 0.95 .
X , 2
x
n
. ,
X , a .
4.1. = 9 x = 1.5 . , = 2 ,
= 0.95 .
. . 1, ,
( x ) =
0.95
= 0.475
2
9
(4.12)
a , , 0.95
X = 1.31.
, ,
X
x = 1.5. (0.19, 2.81)
:
,
(0.19 < < 2.81) = 1;
(0.19, 2.81),
(0.19 < < 2.81) = 0.
81
, D , .. a ,
.
, ( X a) n
, N (0,1) ,
( X 1.31,
x -
( X a) n 1
,
D
4.1 Tn 1 . , . 2,
t ( , n)
( X a) n 1
P t ( , n) <
< t ( , n) = ,
(4.13)
. , . 2
n , .
n 1 .
( X a) n
( X a) n 1
, D
. (4.13)
t ( , n) D
t ( , n) D
P X
< a < X
n 1
n 1
82
= .
X t ( , n) D , X + t ( , n) D
n 1
n 1
n 1
t ( , n) S
.
n
t ( , n) S
t ( , n) S
,
X
, X +
n
n
(4.14)
t ( , n)
S.
n
t (0.95,9) S 2.31
S = 0.77 S ,
=
3
n
( X 0.77 S , X + 0.77 S ) ,
S 2 .
D
S 2 = n D ,
= S .
n 1
n 1
n
t ( , n) D
(. (4.15)): =
(4.15)
, t ( , n)
S X , 2
n
, , .
, x1 ,..., x n
.
4.2. = 9 x = 1.5
s = 2 . = 0.95 .
. . 2,
t (0.95,9) = 2.31 .
: X S. S
s = 2,
(X
1.54, X + 1.54 ) .
4.1
(. (4.12)), , s . X
,
,
. 4.1
nD
, 2
(n 1) . , , a , ,
X . ,
, .
2
2
, , ,
) (
2
2
2
P n21 <
, = P n 1 > , =
= 1 , .
83
84
2
2
,
, n 1 -
0.98. . 3 2-
2
, = 8.6 ;
2
2 ,
, 1 2 .
nD
2
2
<
P
, <
, = ,
2
nD
nD
, 2
2
, ,
D = (n 1) S
(4.16)
( 0.59 D , 2.33 D ) .
(4.16)
n , nD = (n 1) S 2
(4.17)
2 .
, (4.16), (4.17) (?) , (4.16), (4.17) 2
.
4.3. = 20 d = 1.5 .
2 = 0.96.
2
2
.
, , , :
d = 1.5
D ,
n 1
2 n 1
2
S
,
S
2
2
2
, = 33.7 .
2
2
P 192 <
P 192 <
, = 0.02;
, = 0.98.
4.5.
P ( p , < p < p , ) = .
(4.18)
:
(np > 10, n > 30)
.
. np > 10, n > 30 , p * =
m
n
N ( p, pq / n ) . , -
2
19 0.02,
,
( p* p)
pq / n
, ..
85
86
2
2
,
, -
p* p
pq / n
(4.18)
= N (0,1) .
(4.8) x ,
p p
P x <
< x = .
pq / n
(4.19)
(x) , . 1.
, (4.19),
. p* p
pq / n
< x . , -
p(1 p) 2
( p p ) <
x . ,
n
( p * p ) ,
*
x2
x2
2
1 + p 2 2 p * + p + p * < 0 .
n
n
p1 p2 ,
,
p1 =
p2 =
p* + x2 (2n) x
p* + x2 (2n) + x
p* (1 p* ) n + x2 ( 4n 2 )
1 + x2 n
p* (1 p* ) n + x2 (4n 2 )
1 + x2 n
87
p , = p2 .
(4.22)
>> 100, p1 , p2 :
p1 p* x
p* (1 p* ) n ; p2 p* + x
p* (1 p* ) n . (4.23)
, (4.18)
*.
( x ) = 2 ,
p , = p1;
(4.20)
(4.21)
p * = 0.78 : p1 = 0.705,
(4.20),
(4.21)
p1 , p2
p2 = 0.848 . ,
(0.705, 0.848) .
. m m = N (np, npq ) .
m
:
P( m = x ) = Cnx p x (1 p ) n x ,
x = 0,1,..., n .
, (4.18)
:
88
m 1
x =0
m
x =0
x
n
x
n x
p
=
, (1 p , )
x
n
x
n x
p
=
, (1 p , )
1+
;
2
1
,
2
(4.24)
(4.25)
. , p , , p , (?)
( , )
(4.18).
(4.24), (4.25)
.
,
p , , p, , (4.24), (4.25) n, m n, . (. 4).
4.5.
.
= 0.95 .
. = 5, m = 3, = 0.95.
. 4 p , = 0.147, p , = 0.947 ,
(0.147,0.947).
4.4, 4.5, ,
4.5 ( 0.8) 4.4
(0.143). (n = 5
n = 100) p * = m n .
4.6. Excel
. . , ,
.
Excel , ,
.
x , (4.11):
x
x
, +
.
n
n
x (4.10) :
x = (( + 1) / 2) ,
(4.26).
x
= x
n = ( ; ; n) ,
= 1 , , n
. (4.26)
, + .
t ( , n) ,
t ( , n) D
t ( , n) D
, +
,
n 1
n 1
, :
t ( , n ) = ( ; n ) ,
, 89
(4.26)
90
= 1 , n ( ).
, ,
2
2
,
, -
5.
5.1. .
, .
, R 0 = 0.1.
. 1000 120 R. : ) ,
R,
) R?
. ( X), ( ).
p 0 = { R}.
,
, . .
.
1.
,
0, ,
1, 0. 1
.
"" , :
-
91
92
(4.17), :
2
n 1 2 n 1 2
2 S , 2 S ,
,
,
S 2 .
2:
;n ;
2
2
, = 2 ( 2; n ) ,
= 1 , .
2
, = 2 1
0;
1.
. , ,
R.
0.1. 0 , . , 1
, ()
0 : 1 = 0.
, : ) ; ) 1000
120 R, * = 120/1000 = 0.12 > 0.1, :
1 : 1 > 0.
0 (.. 1),
0 ;
P ( H1 / H 0 );
0, 0
1;
93
= P ( H1 / H 0 ) .
(5.1)
(5.2)
,
. : 0.05; 0.01; 0.005. ,
= 0.05 : 0 100 , 5
100 .
,
0 :
0 , (.. 0
); P ( H 0 / H 0 ) = 1 (?);
0 (.. 1)
, (..
1), (?)
P ( H1 / H1 ) = 1 .
2 . , . .
, 0 , , .. . , .
:
= P ( H 0 / H1 ) .
, ..
(5.3)
3. K , : )
x1 , x 2 ,..., x n ,
..
K = K ( x1 , x 2 ,..., x n ) ; ) ( x1 ,..., x n ), K 0 ;
) 0 . K .
. S1000 , R
1000 . 0 , .. p1 = p0 = 0.1 , S1000
M ( S1000 ) = 100 , D( S1000 ) = 90 (?). , .
94
S1000 100
(5.4)
9.487
, N (0,1).
, A
, K
(?) H 1 .
, (5.4) ), ), )
H 0 : p1 = p0 H1 : p1 > p0 .
4. K , . , ,
0.
: ,
0 1.
,
0 . , ,
, .
:
K 0
, ..
P(K ) = .
(5.5)
(
, K):
(5.5) . pK(x) K. , X ,
, pK(x),
. (5.5) :
,
(. (5.1)) .
0 K,
(5.4), N(0,1), , , ( x) ( . 1) -
K=
95
(. 5.1,),
( x , , +) , x ,
P ( K > x , ) =
(5.6)
;
(. . 5.1,)
( , x , ) , x ,
P ( K < x , ) =
(5.7)
;
(. . 5.1,), : ( , x , / 2 ), ( x , / 2 ,+ ) ,
x , / 2 , x , / 2
P ( K < x , / 2 ) = / 2 ; P ( K > x , / 2 ) = / 2 .
(5.8)
PN(0,1) (x)
m = 1 ,
K
P( H1 / H1 ) 1 1.
.
, 0, K N(5,3) (..
PN(0,1) (x)
a = 5 , 2 = 9 ),
1, N(15,3).
m1 ,
, m2,
. 0.05.
P ( N (5,3) > x , ) = 0.05 ,
P ( N (5,3) > x , ) = P ( x , < N (5,3) < ) =
PN(0,1) (x)
x , 5
1
= 0.05.
2
3
x , 5
,
= 0.45 . ( x)
3
x, 5
3
= 1.64 .
x , = 9.92 . 1, (, 9.92) ,
0 . 1,
N(15,3). ,
. 5.1.
97
3
= 0.5 0.4545 = 0.0455
m1 = 1 1 = 0.955.
98
x, / 2 P ( N (5,3) > x , ) = 0.025.
x , / 2 = 2.58 . 2.108 < 2.58,
x , 2 5
= 1.96 . , x , / 2 = 10.88 . 3
x , / 2
H 0 : p1 = p0 ,
p0 = 0.1 0.120
= 0.005 .
x = 5 , .. x , / 2 = 5 5.88 = 0.88 . -
) (
3
= (5.29) (1.37) = 0.5 0.41147 = 0.0853.
m2 = 1 2 = 1 0.0853 = 0.9147 . , .
5 . K, X 1 , X 2 ,..., X n , x1 , x2 ,..., xn
K .
K , 0
1.
. K
, 0 .
, 0 :
0 ; ,
0 .
. , 1000 R 120 , .. S1000 = 120 .
(5.4),
K = 120 100 = 2.108 .
9.487
99
, 0 . 0
H1 : p1 > p0 .
5.2.
, ,
a , ..
X = N ( a, ) , .
, , , . . ,
X 1 , X 2 ,..., X n ,
X , a . .
. ,
X = N (a, ) , -
, 2 .
0 , a0. : 1) a1,
100
a0 (.. a > a0 ); 2)
x , (
). N (0,1) x ,
1
1.
H 0 : a = a0
pN (0,1) ( x)dx +
(5.9)
H1 : a = a1 > a0 .
x ,
(5.10)
2 . .
X a0
,
n
X a0
= N (0,1) .
(5.11)
(5.12)
4 . , .. K, H0 .
(5.9), (5.10)
, (5.11) K = N (0,1) , :
( x , , +) , x , (5.6), (5.12)
P( N (0,1) > x, ) = .
101
1 12 + ( x , ) = 12 ( x , ) ,
. ,
( x , ) = 12 .
pN (0,1) ( x)dx = 12 + ( x , ),
p N ( 0,1) ( x ) N(0,1);
() (. . 1). , N (0,1) > x ,
3 .
K=
. 1, x , , .
. 5.1,.
5. X 1 , X 2 ,..., X n ,
x (. (2.10)), K (5.11). K > x , , H 0 (5.9)
H 1 (5.10). , ,
, .
.
2
1 .
H 0 : a = a0
(5.13)
H1 : a a0 .
(5.14)
2. .
102
x, / 2 , x , / 2 (5.8), ,
(5.12), :
P ( N (0,1) < x , / 2 ) =
; P ( N (0,1) > x , / 2 ) =
. (5.15)
. 5.1, ,
( x , / 2 ) =
(1 )
.
2
(5.16)
. 1,
x, / 2 . N (0,1)
x , / 2 = x, / 2 .
5. K (5.11).
K ( , x , / 2 ) ( x , / 2 ,+ ) ,
H 0 (5.13)
(5.14). , .
5.1. = 9 ,
x = 52 c . ,
2 = 9 c 2 , = 0.05 :
) 50
( ) ;
) 51 ?
103
.
) H0 : = 50 .
x = 52 c ,
H1 : a > 50 c , .. 1 (. (5.9), (5.10)) a0 = 50 c .
x , = 1.65 . (5.11) x = 52 c, = 3, n = 9 , K = 52 50 = 2 .
3 9
2 (1.65, ) ,
H0 : = 50 H1 : > 50 ;
) H 0 : a = 51 ,
H1 : > 51 . 1 0 = 51 .
K = 51 50 = 1 ,
3 9
H0 : = 51
51 .
.
H 0 : a = a0 ,
(5.17)
0 ,
K=
X a0
S
(5.18)
X , S ,
(2.9) (3.12). (5.17) t- k = n 1 , ..
K=
X a0
S
= T n 1 ,
(5.19)
T n 1 ,
(. (4.5)).
104
, (5.17) .
1
H1 : a > a0 .
(5.20)
: ( x , ,+ ) , x , (5.6),
(5.12)
P (Tn 1 > x , ) = .
PT ( x )dx = , n , -
t ( ,n )
. t- , x ,
x , = t (1 2 , n ) .
(5.21)
H1 : a a0 .
. 2,
x , / 2 = t (1 , n ) ; x , / 2 = t (1 , n ) .
(5.22)
( , x , / 2 ) ,
( x , / 2 ,+) , x , / 2 , x, / 2 -
(5.18) X , S , K . K
( , x , / 2 ) ( x , / 2 ,+) , H 0 (5.17) H 1 (5.22).
K [ x , / 2 , x, / 2 ],
5.2.
= 21 , x = 77 , s 2 = 4 2.
:
= 0.05 80 ( ) ?
.
H 0 : a = 80 , H1 : a 80 , ..
2, a0 = 80 . (5.23) . 2
( n = 21) ,
x , / 2 = 2.086 ; x , / 2 = 2.086 .
(5.24)
5.3.
, X , N(a,),
(5.8), (5.19)
105
(5.23)
H 0 (5.17).
. 2 t ( , n ) , t ( ,n )
106
P ( k2 < 2 ( , k ) ) = = 1 .
2 . S 2 = ( X i X ) 2 /(n 1)
i =1
2. ,
H 0 : 2 = 02 ,
(5.25)
02
K=
( n 1) S
02
(5.26)
(5.25) 2- k = n 1 , ..
K=
( n 1) S 2
02
= n21 .
(5.27)
x, = 2 (1 , n 1) .
(5.26) S 2 , 02 , K .
K > x , , H0 (5.25) H1 (5.28).
2
H1 : 2 02 .
(5.29)
(0, x , / 2 ) ( x , / 2 ,+ ) , x , / 2 ,
x, / 2 (5.8), (5.27)
H0 (5.25) H1.
1
H1 : 2 > 02 .
, x ,
(5.28)
( x , ,+) , x ,
(5.6), (5.27)
P ( n21 > x, ) = .
x , / 2 = 2 ( / 2, n 1) ; x , / 2 = 2 (1 / 2, n 1) .
K , (5.26),
(0, x , / 2 ) ( x , / 2 , ) , H0
H1 (5.29).
H0 (5.25).
5.3. -
. 25
. 3 2 ( , k ) ,
s 2 = 0.25 . = 0.05
H 0 : 2 = 0.15 .
107
108
p0
. H1 : 2 > 0.15 ,
.. 1. . 3 x ,0.05 = (0.95, 24) =36.4,
2
, (36.4, ) . (5.26)
K = ( 25 1)0.25 / 0.15 = 40 .
K , H 0
.
5.4.
, , p .
H 0 : p = p0
(5.30)
, p p0 .
p0
p , .
p
p0 (1 p0 ) / n
N(0,1), ..
p0
= N (0,1) .
(5.32)
p0 (1 p0 ) n
,
( ) , . , , H1.
H1
H 1 : p > p0 .
p (1 p ) / n
N (0,1) . (5.30) ,
(5.33)
( x, ,+) (. .5.1,). (5.31)
p0 n , K . K > x , , H 0 (5.30) H1 (5.33).
H1
= m n , n ,
, m ( n ),
. , m .
.
. ,
(5.31)
H 1 : p < p0 .
(5.34)
(, x , )
(. . 5.1,). K
( , x , ) , H1 (5.34).
H1
H 1 : p p0 .
(5.35)
(, x , ) , ( x , + ) (. . 5.1,).
2
K , H1 (5.35), H0 (5.30).
109
110
5.4. , ,
, p0 = 0.02 .
= 1000 m = 40
. = 0.01
?
. ,
H 0 : p = 0.02 ,
H1 : p < p0 .
= 1 2 n, m, . 4 2 (
). p0 > p2 ,
H1 : p < p0 , H1 : p = p0 .
1
H 1 : p p0 .
H1 : p > 0.02 .
= 1 , , . 4 p1 , p2 .
x ,
1
0.01 = 0.49 .
2
. 1 ,
x, = 2.33 . (5.31)
( x , ) =
K =
H1
0.04 0.02
0.02 0.98 1000
= 4.5 .
( 2.33,+) ,
H 0 : p = 0.02 ,
= 0.01 .
. (5.32) .
(5.30) .
1
H 1 : p > p0 .
. = 1 2 n, m , . 4 p1 ( ).
p0 < p1 p0 > p2 , H1 : p p0 ;
p1 < p0 < p2 , H 0 : p = p0 .
5.5. n = 5 A m = 4
. p 0.2
= 0.025 ?
. 0 H 0 : p = p0 = 0.2 .
.
1. H1 : p > p0 . = 1 2 = 0.95 , . 4 -
p1 = 0.284 . p0 < p1 , 1,
.. , p > 0.2 .
2. H1 : p < p0 . = 1 2 = 0.95 . 4
p2 = 0.995 . p0 < p2 , 0, .. , = 0.2.
3. H1 : p p0 . = 0.05 , . 4
= 1 = 0.95 p1 = 0.284 p2 = 0.995 .
p0 = 0.2 (0.284, 0.995), H1 : p 0.2 .
p0 < p1 , H1 : p > p0 , -
H 0 : p = p0 .
111
112
5.5.
. , ,
x y
. :
?
, ,
. .
Y ,
X Y .
x1,,xn y1,,ym Y ,
.. :
H 0 : M ( X ) = M (Y ) .
(5.36)
,
:
,
(5.36)
X , Y . ( X Y ) .
,
H 0 (5.36) ,
X + ... + X n Y1 + ... + Ym
M ( X Y ) = M 1
= M ( X ) M (Y ) = 0 .
n
m
X + ... + X n Y1 + ... + Ym
D ( X Y ) = D 1
=
n
m
2
nD ( X ) mD (Y ) D ( X ) D (Y ) X Y2
.
=
+
=
+
=
+
n2
m2
n
m
n
m
(5.37)
X Y
X 1 ,..., X n , Y1 ,..., Ym , X Y
+
Y2
X Y
a = 0 , 2 =
X2
.
n
m
X Y , ..
K=
X2
n
Y2
(5.38)
, (5.36) , K N (0,1) , ..
K=
X Y
X2
n
Y2
= N (0,1) .
(5.39)
(5.36)
1. ,
, N (0,1) , . 5.2.
.
1.
H1 : M ( X ) > M (Y ) .
(5.40)
(x,, +),
113
114
x, P ( N (0,1) > x , ) =
= (. . 5.2). . 5.1,. (5.38) ,
X , Y K . K > x , ,
0 (5.36) 1 (5.40). ,
.
5.6. ,
, n = 12 m = 8 , x = 143 ,
y = 122 . : 2 = D( X ) = 36, Y2 =
= D(Y ) = 8 . = 0.005
H 0 : M ( X ) = M (Y ) M ( X ) > M (Y ) .
. x, . 1 ( x , ) = 1 = 0.495 . x, = 2.58.
2
143 122 21
K =
= = 10.5 .
2
36 + 8
12 8
K > 2.58 ,
= 0.005 .
2.
H1 : M ( x ) M ( y ) .
(5.41)
,
( , x , / 2 ) ( x, / 2 ,+ ) .
(. . 5.2)
P ( N (0,1) < x , / 2 ) = / 2 ; P ( N (0,1) > x , / 2 ) = / 2 .
N(0,1)
x , / 2 = x , / 2 . K , 115
(5.38), ( , x , / 2 )
( x , / 2 ,+ ) , 1 (5.41);
x , / 2 < K < x , / 2 , 0 (5.36).
5.6.
x1 ,..., xn X,
y1 ,..., y n Y ,
( 30
). ,
. ,
X Y ,
.
H 0 : M ( X ) = M (Y ) ,
X2 Y2
M ( X Y ) = 0 . . 5.5, D( X Y ) =
+
,
n
m
2 , Y2 .
Dx ( ) Dy ( -
Y) D(x)
D(y).
X Y
(5.42)
K=
Dx Dy
+
n
m
, N(0,1),
.
, . 5.5.
5.7.
n = 120 , m = 150
d x = 1.2 d y = 4.5 , x = 30 , y = 28.3 .
116
= 0.05
H 0 : M ( X ) = M (Y ) H1 : M ( X ) M (Y ) .
. K :
K =
X Y
d x d y
+
n
m
30 28.3
1.2 + 4.5
120 150
mDy
. -
= 8.5 .
= 0.05 .
nDx
mDy
n2+ m 2 , ..
nDx
mDy
D( X Y ) =
2
n
= n2+ m 2 .
(5.44)
2 . , 0
m
5.7.
,
U=
. x1 ,..., xn y1 ,..., y m Y .
H 0 : M ( X ) = M (Y ) .
, , D( X )
D(Y ) . , D( X ) D(Y ) ,
.
:
) Y
; ) D( X ) = D (Y ) = 2 ,
Y, ..
(5.43)
.
117
n21 m2 1 . -
x, / 2
(x, / 2,+) ( x , / 2 ) = (1 ) / 2 = 0.475 . -
H 0 : M ( X ) = M (Y ) .
nDx
X Y
1
n
1
m
nm
( X Y )
n+m
(5.45)
N (0,1) ( ), ..
U = N (0,1) .
,
Tn + m 2 =
U n+m2
n2+ m 2
n + m 2
(. . 4.1). U
(5.45), n2+ m 2 (5.44),
K=
X Y
nDx + mDy
nm ( n + m 2)
.
n+m
(5.46)
0
118
(5.43). , (5.46)
t- k = n + m 2 , ..
K = Tn + m 2 .
(5.47)
.
, (5.18), k = n 1 .
(5.46), t-
k = n + m 2 . . .
1.
H 1 : M ( X ) > M (Y ) .
(5.48)
(x,,+),
x,
P (Tn + m 2 > x , ) = .
. 2 t ( , N ) ,
P ( TN 1 < t ( , N ) ) = , N , N 1 -
x , = t (1 2 , n + m 1) ,
H1 : M ( X ) M (Y ) .
(5.51)
( , x , / 2 ) , ( x , / 2 ,+ ) ,
x , / 2 = t (1 , n + m 1); x , / 2 = t (1 , n + m 1).
K ( , x , / 2 )
( x , / 2 ,+ ) , 1 (5.51).
K x , / 2 , x , / 2 , -
(5.49)
H 0 (5.43).
5.8. Y x = 30,
x , = t (1 2 , n + m 1) .
0 (5.43).
2.
H 1 : M ( X ) < M (Y ) .
(5.50)
(, x , ) , x ,
P (Tn + m 2 < x , ) =
119
H 0 : M ( X ) = M (Y )
H1 : M ( X ) M (Y ) . = 12,
= 18.
. , D( X ) = D(Y ) (. . 5.8).
. D ( X ) > D(Y ) .
120
: K =
0.8
= 2 . 0.4
= f (11,17) = 2.41 .
x ,
K < x, ,
D( X ) D(Y ) . , (5.46)
K=
x y
nd x + md y
mn(n + m 2)
.
n+m
5.8.
. 5.7
, . ,
? . , , , , ,
.
Y ,
2 Y2 .
121
(5.52)
S 2 =
(Y
( X i X )2
j =1
Y ) 2
, SY2 =
.
n 1
m 1
(. . 3.3),
2 Y2 . (. 4.1):
(n 1) S 2
(m 1) SY2
2
=
;
= m2 1 .
n 1
2
2
i =1
S 2 = n n1 D , nd x = (n 1) s 2 , md y = (m 1) sY2 . K = 3.594 . . . 2
H 0 : 2 = Y2 .
.
:
F- (.
2 l
(n 1) S 2 (m 1) SY2
2
. 4.1) 2l
(n 1) Y2 (m 1)
k k
l = n 1 k = m 1 , ..
S X2 SY2
= Fn 1,m 1 .
(5.53)
2
2
(5.52) , (5.53)
max( S X2 , SY2 )
K=
,
(5.54)
min( S X2 , SY2 )
l k
, ..
K = Fl , k .
(5.55)
,
n 1 , m1 .
l = n1 1; k = m1 1 .
(5.52)
.
1.
122
H1 : X2 > Y2 .
(5.56)
( x, ,+) , x,
P ( Fl , k > x, ) = .
, x , . . 5 -
K < 2.85 , H 0 : X2 = Y2 .
2. 1
H1 : X2 Y2 .
(5.58)
(0, x , / 2 ) , ( x, / 2 ,+ ) , x , / 2 x, / 2 ( ):
f (l , k ) ,
x , / 2 =
P ( Fl ,k < f (l , k )) = = 1 .
, = 1 ,
x, = f (l , k ).
1
;
f1 / 2 (l ,k ) x , / 2 = f1 / 2 (l , k ) , (5.59)
, , f (l , k ) . 5.
(5.57)
H 0 .
1 n
1 m
s X2 =
( xi x ) 2 , sY2 =
( y j y ) 2 ,
n 1 i =1
m 1 j =1
xi , y j , x , y
, s X2 , sY2 . (5.54), K . K > x , ,
0 (5.52) H 1 .
.
K < x , , 0 .
5.9.
n = 9, m = 13 , -
, s X2 = 12, sY2 = 6 .
K (5.54)
(0, x , / 2 ) ( x, / 2 ,+ ) 1 (5.58);
K [ x , / 2 , x , / 2 ] , 0 (5.52).
5.10. , n = 13, m = 15 , ,
s X2 = 1.05, sY2 = 0.35 . = 0.10
H 0 : X2 = Y2 H1 : X2 Y2 .
. K = s X2 sY2 =1.05 0.35 = 3.
l = 13 1 = 12; k = 15 1 = 14 . . 5
= 1 / 2 = 0.95 , l = 12, k = 14 f 0.95 (12,14) = 2.53 . ,
(5.59),
x , / 2 = 1 2.53 = 0.395 ; x , / 2 = 2.53 .
= 0.05
K = 3 > 2.53 , H 0 : X2 = Y2
H 0 : X2 = Y2 H1 : X2 > Y2 .
. (5.54):
K = 12 / 6 = 2 . (5.57)
H1 : X2 Y2 .
. , . 5.2,
5.3, 5.5, 5.7, Y.
123
124
( ) .
, Y.
5.9.
,
, .
, .
. ,
,
(. 5.2,), ,
N (a, ) , ..
1
p ( x) =
e
2
( x a )2
2 2
"
" (. . 5.2,),
:
, x < x0 ;
0,
p( x ) = ( x x )
0 ,x x .
e
0
, . 5.2,,
.
. 5.2.
125
126
, y = p (x ) .
. ,
2-
( 2).
,
.
. , ,
a = 0 = 1 . . ,
() , . ,
, , x0 .
.
, ,
.
,
X ()
(), ..
H 0 : p X ( x) = p( x) .
(5.60)
()
(, .).
: a = min{x1 ,..., x n }, b = max{x1 ,..., x n } .
ba
. l
z0 = a, z1 ,..., zl = b ,
[a, b] l h =
zi +1 = zi + h i = 0,..., l 1 . , . mi (i = 1,..., l )
.
127
m1 + m2 + ... + ml = n . ,
+, .. ( z0 , z1 )
( ; z1 ) , ( zl 1 , zl )
( zl 1 , ) .
1 ,..., l , :
pi =
p( x)dx,
i = 1, 2,..., l.
, . p1,, pn p1 + p2 + + pn = 1.
,
Ai = { i }. Ai pi . npi ( ). , ,
mi npi
i- "" , .. np1 ,..., npl m1 ,..., ml
.
:
mi npi
.
npi
Yi =
( mi npi ) 2
npi
i =1
i =1
n , 2 (l 1)
l
Yi2 =
.
128
( mi npi ) 2
.
npi
i =1
l
K=
(5.61)
0 (5.60) , K - k = l 1 , ..
X
mi
01
12
23
34
45
56
67
78
16
17
19
16
24
19
17
16
( mi npi )
= k2 .
np
i =1
i
l
K=
(5.62)
, K, .
( x , ,+ ) . x ,
P ( k2 > x , ) = . . 3 2 ,
P ( k2 < 2 ) = . ,
x , = 2 (1 , l 1) .
(5.63)
K ,
(5.61), ( x , , ) , 0 (5.60). ,
(..
p (x) (
)).
h .
(mi npi ) 2
npi
i =1
l
l21 ,
npi 10 i. ,
i np i < 10 , , .
5.11. n = 144 :
129
= 0.05
[0,8].
.
1 , 0 x 8;
H 0 : p X ( x) = p( x) = 8 0
0,
x.
(5.64)
X :
i
pi =
8 dx = 8 (i i + 1) = 8 ,
i = 1,2,...,8 .
i =1
npi = 1 144 = 18 i . np i 10 ,
8
.
. 5.1.
5.1
1
2
3
4
5
6
7
8
mi
npi
mi npi
(mi npi ) 2
npi
16
17
19
16
24
19
17
16
144
18
18
18
18
18
18
18
18
144
2
1
1
2
6
1
1
2
0
0.22
0.06
0.06
0.22
2.00
0.06
0.06
0.22
2.9
130
, K = 2.9.
= 0.05
= 1 = 0.95 ,
1
( x) =
e
2 s
( x x )2
2 s2
(5.61). 0 , 2- k . l r 1 , r , . r = 2, .
pi X [z i 1 , z i ]
z x
z x
pi = P( zi 1 < N ( x , s) < zi ) = i i 1 .
s
s
x , s 2 = 94.26 . = 0.02 .
5.2
(mi npi ) 2
z i 1 x
z x
pi
npi
- - mi i 1
npi
s
s
1
2
3
4
5
6
7
8
1
[20,15] 7
1.99
0.4767
0.023 4.66
1.18
[15,10] 11
1.47
0.4292
0.047 9.50
0.24
[10,5] 15
0.96
0.331
0.098 19.54
1.05
[5,0]
24
0.44
0.1700
0.162 32.30
2.13
[0,5]
49
0.07
0.0279
0.198 39.58
2.24
[5,10]
41
0.59
0.222
0.194 38.90
0.11
[10,15] 26
1.10
0.364
0.142 28.38
0.20
[15,20] 17
1.62
0.4474
0.083 16.62
0.01
[20,25]
2.13
0.4834
0.053 10.52
0.03
10
[25,30]
0.5
200
200.0
7.19
5.12.
2 3 . 5.2. n = 200 -
z x
z x
. pi = i
i 1 , 4
s
s
zi 1 x
. s
131
132
,
z x
, 6
+. 5 i 1
s
pi , 7 npi ,
(mi npi ) 2
8
. 9-
npi
10- np9 = 7.2 < 10 np10 = 3.32 < 10 , . np = 10.52 > 10
(. 7). K = 7.19 (.
8). . 3 = 1 = 0.98 k = 9 2 1 = 6 2 (0.98) = 15.0 , x , = 15.0 . K < 15.0 , H 0
= 0.02 .
5.10.
2
( X , Y ) ,
X
a1 ,..., al , Y
b1 ,..., bs .
( x1 , y1 ),..., ( x n , y n ) , xi yi X Y . , ,
Y , X , i-
j- nij (ai , bi ) , .
nij
j =1
i- -
ni .
n = n = n
i =1 j =1
ij
nij = n j .
j =1 i =1
ij
j =1
i =1
= ni = n .
i =1
nij ,
,
Y .
nij ,
X Y ,
.. X Y . nij
, X
Y .
,
: H 0 X
Y H1 X
Y . 2 .
H 0 ,
P ( X = ai , Y = b j ) = P( X = ai ) P(Y = b j ) .
b1
b2
...
bs
a1
n11
n12
...
n1s
a2
K
n21
K
n22
K
...
K
...
n2 s
K
al
nl 2
nl 2
nls
X = ai x1 ,..., xn ni
. { X = ai } ni n .
133
134
pi = P( X = ai ) . n j n p j = P (Y = b j ) . H 0 ,
5.13. : 1, 2, 3.
. 5.3.
(i, j )
nij = n
ni n j
n
ni n j
n
5.3
( -
, n p =
ni n j
n
) nij ,
ni n j
n
29
38
53
120
10
30
40
60
130
( ni n j )
l s nij
n
.
K =
ni n j n
i =1 j =1
(5.65)
H 0 ,
2- k = (l 1)( s 1) , ..
K = (2l 1)( s 1) .
(5.66)
( x ,+) ,
, x , = 2 (1 ,(l 1)( s 1)) .
K , (5.65), , .. K > x , ,
X Y .
, npi 10 ,
. 5.9,
ni n j
n
4 .
,
.
135
, ? 0.05.
. :
120 30
130
1 10 30
130
+
10 30
130
) (
2
2 10 40
130
+
10 40
130
120 40
130
) (
2
7 10 60
130
+
10 60
130
120 60
130
+
(5.67)
= 2.55.
. 3 k = (l 1)( s 1) =
= ( 2 1)(3 1) = 2 = 0.05 2 (0.95,2) = 6 , x , = 6 .
K < 6 , H 0 .
5.11. Excel
Excel , .
136
. H 0 (5.13), H1 (5.14). 0.05.
Z,
:
. (. 5.3)
:
=Z(; a0 ; ),
, ,
a0 ;
a0 ;
( ,
, ).
x ,0.05 / 2 (5.8), ..
x ,0.05 / 2 = Z(; a0 ; ).
x ,0.05 / 2 , x ,0.05 / 2 = x ,0.05 / 2 -
( , x ,0.05 / 2 , x ,0.05 / 2 , ) .
.
X N ( a X , X ) , Y N ( aY , Y ) . X2 ,
Y2 . H 0 (5.41) H 0 :
M ( X ) = M (Y ) .
z- .
Excel, . 137
. 5.3.
z-
1: , X .
2: , Y .
: ,
aX aY (
0).
1 ():
2 .
2 ():
Y2 .
138
,
.
: .
: / : /
, .
: ,
, ( . 5.4).
5.14. (),
1 2,
, Excel (. 5.5). , , ,
X2 = 5 2 (-
1) Y2 = 7 2 ( 2).
H 0 : a X = aY
H1 : a X aY .
.
z-
(.
. 5.3), .
. 5.4. z
(5.39)
K = z = 2.867 .
. 5.5. 5.14
,
. X N ( a X , X ) Y N ( aY , Y ) . ,
. 5.4.
z-
139
, .. X2 = Y2 = 2 . H 0 : a X = aY
H1 : a X aY .
t- .
Excel, . .
(. 5.6):
140
. 5.6.
t-
1: , X .
2: , Y .
: ,
a X aY (
a X = aY 0).
,
.
: .
: / : /
, .
: ,
,
( . 5.7).
141
. 5.7.
t-
5.15.
, Excel (. 5.8). ,
,
a X = aY = 0.05 .
142
.
t- .
(.
. 5.6), .
. 5.7 (t-
(5.46): K = 3.58 ).
( , 2.09] [ 2.09, ) . ,
x, / 2
x , 2 = F ( 2; l ; k ) .
X N ( a X , X ) , Y N ( aY , Y )
F- . Excel,
. .
(. 5.9):
K > t = 2.09 . -
, aX = aY
0.05 a X aY .
. 5.8.
5.15
. f (l , k ) (. (5.57)
(5.59)).
F, :
=F(; 1; 2),
; 1 l ; 2 k .
x, (. (5.57))
x , = F ( ; l ; k ) .
143
. 5.9.
F-
1: , X .
2: , Y .
,
.
: .
144
: / : /
, .
: ,
,
( . 5.10).
6.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
. 5.10.
F-
5.16.
, Excel (. . 5.8). , , X2 = Y2
= 0.05 .
. F-
.
(. . 5.9), .
. 5.10. S X2 < SY2 , -
H1 X2 < Y2 -
( 0, x , ) . x , = 0.305 ,
K (5.54) 0.73 . , X2 = Y2 = 0.05 .
145
12.
13.
14.
15.
?
( )?
?
?
?
?
?
?
?
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() ?
Excel ?
Excel ?
Excel ?
Excel ?
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2. ?
3. ?
4. ?
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8. ?
9. ?
10. Excel S 2 ?
1.
146
11. Excel?
12. ?
13.
,
Excel? , ?
14. Excel, .
15. ?
16. Excel?
1.
2.
3.
4.
5.
6.
7.
8.
9.
1.
2.
3.
4.
5.
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Excel ?
Excel 2?
Excel
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ZTEST?
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Excel,
,
.
148
1
1.
2.
3.
4.
5.
6.
. . : . /
. . , . . . :
, 2003. 88 . ( :
http://www.ngasu.nsk.su/prikl/terver.html).
. . : . / . . . 6- ., . . :
. ., 1997. 479 .
. .
/ . . ,
. . -. 3- ., . . : , 1969.
511 .
. . : . / . . , . . . . : . .,
1994. 336 .
. . : . /
. . . 5- ., . . : . ., 1998. 576 .
. . : . / . . . 5- ., . . : . ., 2000.
400 .
149
( x) =
exp( z
2
2)dz
()
()
()
()
0.00
0.01
0.02
0.03
0.04
0.05
0.06
0.07
0.08
0.09
0.10
0.11
0.12
0.13
0.14
0.15
0.16
0.17
0.18
0.19
0.20
0.21
0.22
0.23
0.24
0.25
0.26
0.27
0.28
0.29
0.30
0.32
0.0000
0.0040
0.0080
0.0120
0.0160
0.0199
0.0239
0.0279
0.0319
0.0359
0.0398
0.0438
0.0478
0.0517
0.0557
0.0596
0.0636
0.0675
0.0714
0.0753
0.0793
0.0832
0.0871
0.0910
0.0948
0.0987
0.1026
0.1064
0.1103
0.1141
0.1179
0.1225
0.33
0.34
0.35
0.36
0.37
0.38
0.39
0.40
0.41
0.42
0.43
0.44
0.45
0.46
0.47
0.48
0.49
0.50
0.51
0.52
0.53
0.54
0.55
0.56
0.57
0.58
0.59
0.60
0.61
0.62
0.63
0.65
0.1293
0.1331
0.1368
0.1406
0.443
0.1480
0.1517
0.1554
0.1591
0.1628
0.1664
0.1700
0.1736
0.1772
0.1808
0.1844
0.1879
0.1915
0.1950
0.1985
0.2019
0.2054
0.2088
0.2123
0.2157
0.2190
0.2224
0.2257
0.2291
0.2324
0.2357
0.2422
0.66
0.67
0.68
0.69
0.70
0.71
0.72
0.73
0.74
0.75
0.76
0.77
0.78
0.79
0.80
0.81
0.82
0.83
0.84
0.85
0.86
0.87
0.88
0.89
0.90
0.91
0.92
0.93
0.94
0.95
0.96
0.98
0.2454
0.2486
0.2517
0.2549
0.2580
0.2611
0.2642
0.2673
0.2703
0.2734
0.2764
0.2794
0.2823
0.2852
0.2881
0.2910
0.2939
0.2967
0.2995
0.3023
0.3051
0.3078
0.3106
0.3133
0.3159
0.3186
0.3212
0.3238
0.3264
0.3289
0.3315
0.3365
0.99
1.00
1.01
1.02
1.03
1.04
1.05
1.06
1.07
1.08
1.09
1.10
1.11
1.12
1.13
1.14
1.15
1.16
1.17
1.18
1.19
1.20
1.21
1.22
1.23
1.24
1.25
1.26
1.27
1.28
1.29
1.31
0.3389
0.3413
0.3438
0.3461
0.3485
0.3508
0.3531
0.3554
0.3577
0.3599
0.3621
0.3643
0.3665
0.3686
0.3708
0.3729
0.3749
0.3770
0.3790
0.3810
0.3830
0.3849
0.3869
0.3883
0.3907
0.3925
0.3944
0.3962
0.3980
0.3997
0.4015
0.4049
150
. 1
x
()
()
()
()
1.32
1.33
1.34
1.35
1.36
1.37
1.38
1.39
1.40
1.41
1.42
1.43
1.44
1.45
1.46
1.47
1.48
1.49
1.50
1.51
1.52
1.53
1.54
1.55
1.56
1.57
1.58
1.59
1.60
1.61
1.62
1.63
1.64
1.65
1.66
1.68
0.4066
0.4082
0.4099
0.4115
0.4131
0.4137
0.4162
0.4177
0.4192
0.4207
0.4222
0.4236
0.4251
0.4265
0.4279
0.4292
0.4306
0.4319
0.4332
0.4345
0.4357
0.4370
0.4382
0.4394
0.4406
0.4418
0.4429
0.4441
0.4452
0.4463
0.4474
0.4484
0.4495
0.4505
0.4515
0.4535
1.69
1.70
1.71
1.72
1.73
1.74
1.75
1.76
1.77
1.78
1.79
1.80
1.81
1.82
1.83
1.84
1.84
1.86
1.87
1.88
1.89
1.90
1.91
1.92
1.93
1.94
1.95
1.96
1.97
1.98
1.99
2.00
2.02
2.04
2.06
2.10
0.4545
0.4554
0.4564
0.4573
0.4582
0.4591
0.4599
0.4608
0.4616
0.4625
0.4633
0.4641
0.4649
0.4656
0.4664
0.4671
0.4678
0.4686
0.4693
0.4699
0.4706
0.4713
0.4719
0.4726
0.4732
0.4738
0.4744
0.4750
0.4756
0.4761
0.4767
0.4772
0.4783
0.4793
0.4803
0.4821
2.12
2.14
2.16
2.18
2.20
2.22
2.24
2.26
2.28
2.30
2.32
2.34
2.36
2.38
2.40
2.42
2.44
2.46
2.48
2.50
2.52
2.54
2.56
2.58
2.60
2.62
2.64
2.66
2.68
2.70
2.72
2.74
2.76
2.78
2.80
2.84
0.4830
0.4838
0.4846
0.4854
0.4861
0.4868
0.4875
0.4881
0.4887
0.4893
0.4898
0.4904
0.4909
0.4913
0.4918
0.4922
0.4927
0.4931
0.4934
0.4938
0.4938
0.4945
0.4948
0.4951
0.4953
0.4956
0.4959
0.4961
0.4961
0.4963
0.4965
0.4967
0.4971
0.4973
0.4974
0.4977
2.86
2.88
2.90
2.92
2.94
2.96
2.98
3.00
3.20
3.40
3.60
3.80
4.00
4.50
5.00
0.4979
0.4980
0.4981
0.4982
0.4984
0.4985
0.4986
0.49865
0.49931
0.49966
0.499841
0.499928
0.499968
0.499997
0.499997
151
2
t ( , n) ,
P ( Tn < t ( , n)) = , n
n
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
0.95
0.99
0.999
2.78
2.57
2.45
2.37
2.31
2.26
2.23
2.20
2.18
2.16
2.15
2.13
2.12
2.11
2.10
4.6
4.03
3.71
3.50
3.36
3.25
3.17
3.11
3.06
3.01
2.98
2.95
2.92
2.90
2.88
8.61
6.86
5.96
5.41
5.04
4.78
4.59
4.44
4.32
4.22
4.14
4.07
4.02
3.97
3.92
n
20
25
30
35
40
45
50
60
70
80
90
100
120
152
0.95
0.99
0.999
2.093
2.064
2.045
2.032
2.023
2.016
2.009
2.001
1.996
1.991
1.987
1.984
1.980
1.960
2.861
2.797
2.756
2.720
2.0708
2.692
2.679
2.662
2.649
2.640
2.633
2.627
2.617
2.576
3.883
3.745
3.659
3.600
3.558
3.527
3.502
3.464
3.439
3.418
3.403
3.3392
3.374
3.291
3
k2 -,
P ( k2 < 2 ( , k )) =
k
1
2
3
4
5
6
7
8
9
10
12
14
16
18
20
22
24
26
28
30
0.02
0.05
0.006
0.040
0.185
0.43
0.75
1.13
1.56
2.03
2.53
3.06
4.2
5.4
6.6
7.9
9.2
10.6
12.0
13.4
14.8
16.3
0.0039
0.103
0.352
0.71
1.14
1.63
2.17
2.73
3.32
3.94
5.2
6.6
8.0
9.4
10.9
12.3
138
15.4
16.9
18.5
0.1
0.9
0.95
0.98
0.016
0.211
0.584
1.06
1.61
2.20
2.83
3.49
4.17
4.86
6.3
7.8
9.3
10.9
12.4
14.0
15.7
17.3
18.9
20.6
2.7
4.6
6.3
7.8
9.2
10.6
12.0
13.4
14.7
16.0
18.5
21.1
23.5
26.0
28.4
30.8
33.2
35.6
37.9
40.3
3.8
6.0
7.8
9.5
11.1
12.6
14.1
15.5
16.9
18.3
21.0
23.7
26.3
28.9
31.4
33.9
36.4
38.9
41.3
43.8
5.4
7.8
9.8
11.7
13.4
15.0
16.6
18.2
19.7
21.2
24.1
26.9
29.6
32.3
35.0
37.7
40.3
42.9
45.4
48.0
153
4
2 1
p = 0.95 ( 2
, 1 )
nm
m
0.975
0.842
0.708
0.602
0.522
0.459
0.410
0.369
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.000
0.987
0.906
0.806
0.716
0.641
0.579
0.527
0.463
0.013
0.008
0.006
0.005
0.004
0.004
0.003
0.003
0.992
0.932
0.853
0.727
0.710
0.651
0.600
0.556
0.094
0.068
0.053
0.037
0.037
0.032
0.028
0.028
0.094
0.947
0.882
0.816
0.755
0.701
0.652
0.610
0.194
0.147
0.118
0.099
0.085
0.075
0.067
0.060
0.995
0.957
0.901
0.843
0.788
0.738
0.692
0.651
0.284
0.223
0.184
0.157
0.137
0.122
0.109
0.099
154
5
f (l , k ) ,
P ( F (l , k ) < f (l , k )) = = 0.95
( l ,
k )
l
k
1
12
24
161.4
199.5
215.7
224.6
234.0
238.9
243.9
249.0
18.51
19.00
19.16
19.25
19.33
19.37
19.41
19.45
10.13
9.55
9.28
9.21
8.84
8.82
8.74
8.64
7.71
6.94
5.59
6.39
6.16
6.04
5.91
5.77
6.61
5.79
5.41
5.19
4.95
4.82
4.68
4.53
5.99
5.14
4.76
4.53
4.88
4.15
4.00
3.84
5.59
4.74
4.35
4.12
3.87
3.73
3.57
3.41
5.32
4.46
4.07
3.84
3.58
3.44
3.28
3.12
5.12
4.26
3.86
3.63
3.37
3.23
3.07
2.90
10
4.96
4.10
3.71
3.48
3.22
3.07
2.91
2.74
12
4.75
3.88
3.49
3.26
3.00
2.85
2.69
2.50
14
4.60
3.74
3.34
3.11
2.85
2.70
2.53
2.35
16
4.49
3.63
3.24
3.01
2.74
2.59
2.42
2.24
18
4.41
3.55
3.16
2.93
2.66
2.51
2.34
2.15
20
4.35
3.49
3.10
2.87
2.60
2.45
2.28
2.08
22
4.30
3.44
3.05
2.82
2.55
2.40
2.23
2.03
24
4.26
3.40
3.01
2.78
2.51
2.36
2.18
1.98
26
4.22
3.37
2.98
2.74
2.47
2.32
2.15
1.95
28
4.20
3.34
2.95
2.71
2.44
2.29
2.12
1.91
30
4.17
3.32
2.92
2.69
2.42
2.27
2.09
1.89
40
4.08
3.23
2.84
2.61
2.34
2.18
2.00
1.79
60
4.00
3.15
2.76
2.52
2.25
2.10
1.92
1.70
155