6-3参数的区间估计课件可编辑

第三节参数的区间估计一、区间估计的基本概念二、正态总体均值与方差的区间估计三、内容小结第六章一、区间估计基本概念1.问题的提出点估计法：不足之处：例1问：很小较大区间估计解决了上述问题，从而克服了点估计的不足之处.2.置信区间与置信度定义6.7关于定义的说明因此定义中下述表达式的本质是:若反复抽样多次(各次得到的样本容量相等,都是n)按贝努利大数定理,当抽样次数充分大时，在这些区间中包含

真值的频率接近置信度1

,即例如一旦有了样本，就把估计在区间内.这里有两个要求:由定义可见，对参数作区间估计，就是要设法找出两个只依赖于样本的界限(构造统计量)(X1,…Xn)(X1,…Xn)2.估计的精度要尽可能的高.如要求区间长度尽可能短，或能体现该要求的其它准则.1.要求以很大的可能被包含在区间内，就是说，概率要尽可能大.即要求估计尽量可靠.可靠度与精度是一对矛盾，一般是在保证可靠度的条件下尽可能提高精度.3.求置信区间的一般步骤(共3步)3°作等价变形二、正态总体均值与

方差的区间估计1.I.单个总体的情况4°作等价变形简写成其置信区间的长度为例2包糖机某日开工包了12包糖,称得重量(单位:克)分别为506,500,495,488,504,486,505,513,521,520,512,485.假设重量服从正态分布,解查表得4°作等价变形简写成例3解有一大批糖果,现从中随机地取16袋,称得重量(克)如下:设袋装糖果的重量服从正态分布,试求总体均值就是说估计袋装糖果重量的均值在500.4克与507.1克之间,这个估计的可信程度为95%.这个误差的可信度为95%.例4解(续例2)如果只假设糖包的重量服从正态分布推导过程如下:根据第五章第三节定理5.8知2.方差

2的置信区间进一步可得:注意:在密度函数不对称时,习惯上仍取对称的分位点来确定置信区间(如图).例5

(续例3)求例3中总体标准差

的置信度为0.95的置信区间.解代入公式得标准差的置信区间Ⅱ.两个总体的情况讨论两个总体均值差和方差比的估计问题.推导过程如下:1.为比较І,ІІ两种型号步枪子弹的枪口速度,随机地取І型子弹10发,得到枪口速度的平均值为随机地取ІІ型子弹20发,得枪口速度平均值为假设两总体都可认为近似地服从正态分布,且由生产过程可认为它们的方差相等,求两总体均值差信区间.解由题意,两总体样本独立且方差相等(但未知),例6解由题意,两总体样本独立且方差相等(但未知),例7为提高某以化学生产过程的得率,试图采用一种新的催化剂,为慎重起见,在试验工厂先进行体都可认为近似地服从正态分布,且方差相等,求两总体均值差信区间.试验.设采用原来的催化剂进行了次试验,得到得率的平均值又采用新的催化剂进行了次试验,得到得率的平均值假设两总说明:由于所得置信区间包含零,在实际中我们认为采用这两种催化剂所得的得率的均值没有显著差别.推导过程如下:2.根据F分布的定义,知解例8研究由机器A和机器B生产的钢管内径,随机抽取机器A生产的管子18只,测得样本方差为均未知,求方差比区间.设两样本相互独抽取机器B生产的管子13只,测得样本方差为立,且设由机器A和机器B生产的钢管内径分别服从正态分布信解例9的置甲、乙两台机床加工同一种零件,在机床甲加工的零件中抽取9个样品,在机床乙加工的零件信区间.假定测量值都服从正态分布,方差分别为在置信度由所给数据算得0.98下,试求这两台机床加工精度之比中抽取6个样品,并分别测得它们的长度(单位:mm),三、小结点估计不能反映估计的精度,故而本节引入了区间估计.求置信区间的一般步骤(分三步).求置信区间的一般步骤(共3步)3°作等价变形正态总体均值与方差的区间估计附表2-1标准正态分布表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附表3-1=0.250.100.050.0250.010.005123456789101112131415161.00000.81650.76490.74070.72670.71760.71110.70640.70270.69980.69740.69550.69380.69240.69120.69013.07771.88561.63771.53321.47591.43981.41491.39681.38301.37221.36341.35621.35021.34501.34061.33686.31382.92002.35342.13182.01501.94321.89461.85951.83311.81251.79591.78231.77091.76131.75311.745912.70624.30273.18242.77642.57062.44692.36462.30602.26222.22812.20102.17882.16042.14482.13152.119931.82076.96464.54073.74693.36493.14272.99802.89652.82142.76382.71812.68102.65032.62452.60252.583563.65749.92485.84094.60414.03223.70743.49953.35543.24983.16933.10583.05453.01232.97682.94672.9208分布表2.1315附表4-2=0.9950.990.9750.950.900.75123456789101112131415160.0100.0720.2070.4120.6760.9891.3441.7352.1562.6033.0743.5654.0754.6015.1420.0200.1150.2970.5540.8721.2391.6462.0882.5583.0533.5714.1074.6605.2295.8120.0010.0510.2160.4840.8311.2371.6902.1802.7003.2473.8164.4045.0095.6296.2626.9080.0040.1030.3520.7111.1451.6352.1672.7333.3253.9404.5755.2265.8926.5717.2617.9620.0160.2110.5841.0641.6102.2042.8333.4904.1684.8655.5786.3047.0427.7908.5479.3120.1020.5751.2131.9232.6753.4554.2555.0715.8996.7377.5848.4389.29910.16511.03711.912分布表6.262附表4-1=0.250.100.050.0250.010.005123456789101112131415161.3232.7734.1085.3856.6267.8419.03710.21911.38912.54913.70114.84515.98417.11718.24519.3692.7064.6056.2517.7799.23610.64512.01713.36214.68415.98717.27518.54919.81220.06422.30723.5423.8415.9917.8159.48811.07112.59214.06715.50716.91918.30719.67521.02622.36223.68524.99626.2965.0247.3789.34811.14312.83314.44916.01317.53519.02320.48321.9202