参数估计

正态总体参数的区间估计

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

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

单个正态整体参数

$\mu$

$$\begin{gathered} \frac{\overline{x}-\mu }{\sigma /\sqrt{n}}\sim N(0,1) \\ \frac{\overline{x}-\mu }{s/\sqrt{n}}\sim t(n-1) \end{gathered}$$

$\sigma$

$$\begin{gathered} \frac{1}{{\sigma }^2}\sum _{i=1}^n(x_i-\mu )\sim {\chi }^2(n) \\ \frac{s^2(n-1)}{{\sigma }^2}=\frac{1}{{\sigma }^2}\sum _{i=1}^n(x_i-\overline{x})\sim {\chi }^2(n-1) \end{gathered}$$

两个正态总体分布「均值差、方差比 」的区间估计

${\mu }_1-{\mu }_2$

$$\frac{(\overline{x}-\overline{y})-({\mu }_1-{\mu }_2)}{\sqrt{\frac{{\sigma }_1^2}{n}+\frac{{\sigma }_2^2}{m}}}\sim N(0,1)$$

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$$\begin{gathered} \frac{(\overline{x}-\overline{y})-({\mu }_1-{\mu }_2)}{s_w\sqrt{\frac{1}{n}+\frac{1}{m}}}\sim t(n+m-2) \\ {s}_w^2=\frac{(n-1)s_1^2+(m-1)s_2^2}{n+m-2} \\ {s}_w=\sqrt{s_w^2} \end{gathered}$$

${\sigma }_1^2/{\sigma }_2^2$

$$\frac{s_1^2/{\sigma }_1^2}{s_2^2/{\sigma }_2^2}\sim F(n-1,m-1)$$