概率论与数理统计浙大第五版 第八章 部分习题+R代码

4、

临界值法

在显著水平$\alpha =0.05$下检验假设 $H_0:\mu \le 10,H_1:\mu >10$

$n=20,\bar{X}=10.2,S=0.5099$

$t_{0.05}(n-1)=t_{0.05}(19)=1.7291$

拒绝域为$t=\frac{\bar{X}-{\mu }_0}{S/\sqrt{n}}\ge t_{\alpha }(n-1)=1.7291$

$t$的观察值为$\frac{10.2-10}{0.5099/\sqrt{2}}=1.754>1.7291$

即：落在拒绝域内，在$\alpha =0.05$下拒绝$H_0$

P值法

P { t ≥ t 0 } = P { t ≥ 1.754 } = 0.04776 < 0.05 P\{t\ge t_0\}=P\{t\ge 1.754\}=0.04776<0.05 P{t≥t0​}=P{t≥1.754}=0.04776<0.05

x=c(9.8,10.4,10.6,9.6,9.7,9.9,10.9,11.1,9.6,10.2,10.3,9.6,9.9,11.2,10.6,9.8,10.5,10.1,10.5,9.7)
m=mean(x)
# 临界值法
alpha=0.05
(m-10)/sd(x)*sqrt(20) > qt(alpha,19,lower.tail = FALSE)

# p值法
1-pt((m-10)/sd(x)*sqrt(20),19)

7、

临界值法

检验假设 $H_0:{\mu }_1-{\mu }_2\le 2,H_1:{\mu }_1-{\mu }_2>2$

$X\sim N({\mu }_1,{\sigma }^2),Y\sim N({\mu }_2,{\sigma }^2)$

$\bar{X}=5.25,\bar{Y}=1.5,S_1^2=0.9318,S_2^2=1,S_W=0.9828$

$t$检验,$\alpha =0.05$

拒绝域为 W = { X ˉ − Y ˉ S w 1 n 1 + 1 n 2 > t α ( n 1 + n 2 − 2 } W=\{\frac{\bar X-\bar Y}{S_w\sqrt{\frac{1}{n_1}+\frac{1}{n_2}}}>t_\alpha(n_1+n_2-2\} W={Sw​n1​1​+n2​1​ ​Xˉ−Yˉ​>tα​(n1​+n2​−2}

$t_0.05(22)=1.7171$

样本值为$\frac{5.25-1.5-2}{0.99828\sqrt{\frac{1}{12}+\frac{1}{12}}}=4.3616>1.7171$

拒绝原假设

p值法

P { t ≥ t 0 } = P { t ≥ 4.3616 } = 0.000125 < 0.05 P\{t\ge t_0\}=P\{t\ge 4.3616\}=0.000125<0.05 P{t≥t0​}=P{t≥4.3616}=0.000125<0.05

拒绝原假设

x=c(6,4,5,5,6,5,5,6,4,6,7,4)
y=c(2,1,2,2,1,0,3,2,1,0,1,3)
# 临界值法
alpha=0.05
(mean(x)-mean(y)-2)/0.9828/sqrt(1/12+1/12) > qt(alpha,19,lower.tail = FALSE)

# p值法
1-pt(4.3616,19)

17、

（1）

$H_0:{\sigma }_1^2={\sigma }_2^2,H_1:{\sigma }_1^2\ne {\sigma }_2^2$

$\frac{S_1^2}{S_2^2}=1.09$

$F_{0.025}(9,9)=4.03,F_{0.975}(9,9)=0.248$

$0.248<1.9<4.03$ 接受原假设

拒绝域为$\frac{S_1^2}{S_2^2}\ge F_{0.025}(99)||\frac{S_1^2}{S_2^2}\le F_{0.975}(9.9)$

$P$值为$P_0=0.55>0.05$

接受原假设

x=c(101,100,99,99,98,100,98,99,99,99)
y=c(100,98,100,99,98,99,98,98,99,100)
# 临界值法
v1=var(x)/var(y)
v1 >= qf(0.025,9,9) && v1 = qf(1-0.025,9,9)

# p值法
pf(v1,9,9)

（2）

${\sigma }_1^2={\sigma }_2^2={\sigma }^2\sigma$未知

$\bar{X}=99.2,\bar{Y}=98.9,S_1^2=0.805,S_2^2=0.77,S_w^2=0.805,|t|=0.748$

拒绝域为$|t|\ge t_{\frac{\alpha }{2}(n_1+n_2-2)}=t_{0.025}(18)=2.1009>0.748$

接受原假设

P 0 = P { ∣ t ∣ ≥ t 0 } = 0.4645 < 0.05 P_0=P\{|t|\ge t_0\}=0.4645<0.05 P0​=P{∣t∣≥t0​}=0.4645<0.05

接受原假设

x=c(101,100,99,99,98,100,98,99,99,99)
y=c(100,98,100,99,98,99,98,98,99,100)
# 临界值法
alpha=0.05
(mean(x)-mean(y))/((9*var(x)+9*var(y))/18)/sqrt(1/9+1/9) > qt(alpha/2,18,lower.tail = FALSE)

# p值法
1-pt(0.748,18)