B
y
C
h
e
s
i
u
m
\mathsf{By\ Chesium}
By Chesium
2022-06-19
于
S
S
\mathbb{SS}
SS
参考:均值和方差的计算(已知两样本标准差,求总体标准差)- CSDN
nwpu061701
在其基础上添加了过程注释,简化了一部分化简步骤。
已知 x 1 , … , x n x_1,\dots,x_n x1,…,xn 的均值 x ˉ \bar x xˉ 和 y 1 , … , y m y_1,\dots,y_m y1,…,ym 的均值 y ˉ \bar y yˉ,以及其分别的方差 σ x 2 , σ y 2 \sigma_x^2,\sigma_y^2 σx2,σy2。求 x x x 和 y y y 总体的均值 z ˉ \bar z zˉ 和方差 σ z 2 \sigma_z^2 σz2。
我们先分别写出 x ˉ , y ˉ , σ x 2 , σ y 2 \bar x,\bar y,\sigma_x^2,\sigma_y^2 xˉ,yˉ,σx2,σy2 的表达式:
x ˉ = 1 n ∑ i = 1 n x i y ˉ = 1 n ∑ i = 1 m y i σ x 2 = 1 n ∑ i = 1 n ( x i − x ˉ ) 2 1 σ y 2 = 1 n ∑ i = 1 m ( y i − y ˉ ) 2 2 \begin{aligned} \bar x&=\frac{1}{n}\sum_{i=1}^nx_i &\\ \bar y&=\frac{1}{n}\sum_{i=1}^my_i &\\ \sigma_x^2&=\frac{1}{n}\sum_{i=1}^n(x_i-\bar x)^2 &\qquad\boxed{1}\\ \sigma_y^2&=\frac{1}{n}\sum_{i=1}^m(y_i-\bar y)^2 &\qquad\boxed{2}\\ \end{aligned} xˉyˉσx2σy2=n1i=1∑nxi=n1i=1∑myi=n1i=1∑n(xi−xˉ)2=n1i=1∑m(yi−yˉ)212
我们先来求均值 z ˉ \bar z zˉ:
z ˉ = 1 n + m ( ∑ i = 1 n x i + ∑ i = 1 m y i ) = n x ˉ + m y ˉ n + m \begin{aligned} \bar z&=\frac{1}{n+m}(\sum_{i=1}^nx_i+\sum_{i=1}^my_i)\\ &=\frac{n\bar x+m\bar y}{n+m} \end{aligned} zˉ=n+m1(i=1∑nxi+i=1∑myi)=n+mnxˉ+myˉ
然后是方差 σ z 2 \sigma_z^2 σz2:
( n + m ) σ z 2 = ∑ i = 1 n ( x i − z ˉ ) 2 + ∑ i = 1 m ( y i − z ˉ ) 2 3 (n+m)\sigma_z^2= \sum_{i=1}^n(x_i-\bar z)^2 +\sum_{i=1}^m(y_i-\bar z)^2\qquad\boxed{3} (n+m)σz2=i=1∑n(xi−zˉ)2+i=1∑m(yi−zˉ)23
3 − n 1 − m 2 \boxed{3}-n\boxed{1}-m\boxed{2} 3−n1−m2 得:
( n + m ) σ z 2 − n σ x 2 − m σ y 2 = ∑ i = 1 n ( x i − z ˉ ) 2 + ∑ i = 1 m ( y i − z ˉ ) 2 − ∑ i = 1 n ( x i − x ˉ ) 2 − ∑ i = 1 m ( y i − y ˉ ) 2 合并第一、三项和二、四项 = ∑ i = 1 n [ ( x i − z ˉ ) 2 − ( x i − x ˉ ) 2 ] + ∑ i = 1 m [ ( y i − z ˉ ) 2 − ( y i − y ˉ ) 2 ] 使用平方差公式展开,合并同类项 = ∑ i = 1 n ( x i − z ˉ + x i − x ˉ ) ( x i − z ˉ − x i + x ˉ ) + ∑ i = 1 m ( y i − z ˉ + y i − y ˉ ) ( y i − z ˉ − y i + y ˉ ) = ∑ i = 1 n ( 2 x i − z ˉ − x ˉ ) ( x ˉ − z ˉ ) + ∑ i = 1 m ( 2 y i − z ˉ − y ˉ ) ( y ˉ − z ˉ ) 将无关项从和式中移出,化简 = ( x ˉ − z ˉ ) ∑ i = 1 n ( 2 x i − z ˉ − x ˉ ) + ( y ˉ − z ˉ ) ∑ i = 1 m ( 2 y i − z ˉ − y ˉ ) = ( x ˉ − z ˉ ) ( 2 ∑ i = 1 n x i − n z ˉ − n x ˉ ) + ( y ˉ − z ˉ ) ( 2 ∑ i = 1 m y i − m z ˉ − m y ˉ ) = ( x ˉ − z ˉ ) ( 2 n x ˉ − n z ˉ − n x ˉ ) + ( y ˉ − z ˉ ) ( 2 m y ˉ − m z ˉ − m y ˉ ) = n ( x ˉ − z ˉ ) ( x ˉ − z ˉ ) + m ( y ˉ − z ˉ ) ( y ˉ − z ˉ ) = n ( x ˉ − z ˉ ) 2 + m ( y ˉ − z ˉ ) 2 展开 z ˉ ,通分 = n ( x ˉ − n x ˉ + m y ˉ n + m ) 2 + m ( y ˉ − n x ˉ + m y ˉ n + m ) 2 = n ( ( n + m ) x ˉ n + m − n x ˉ + m y ˉ n + m ) 2 + m ( ( n + m ) y ˉ n + m − n x ˉ + m y ˉ n + m ) 2 = n ( m x ˉ − m y ˉ n + m ) 2 + m ( n y ˉ − n x ˉ n + m ) 2 = m 2 n ( x ˉ − y ˉ n + m ) 2 + m n 2 ( y ˉ − x ˉ n + m ) 2 = ( m 2 n + m n 2 ) ( x ˉ − y ˉ n + m ) 2 = m n ( n + m ) ( x ˉ − y ˉ ) 2 ( n + m ) 2 = m n ( x ˉ − y ˉ ) 2 n + m \begin{aligned} &(n+m)\sigma_z^2-n\sigma_x^2-m\sigma_y^2\\ =&\sum_{i=1}^n(x_i-\bar z)^2 +\sum_{i=1}^m(y_i-\bar z)^2 -\sum_{i=1}^n(x_i-\bar x)^2 -\sum_{i=1}^m(y_i-\bar y)^2\\ &\text{合并第一、三项和二、四项}\\ =&\sum_{i=1}^n[(x_i-\bar z)^2-(x_i-\bar x)^2] +\sum_{i=1}^m[(y_i-\bar z)^2-(y_i-\bar y)^2]\\ &\text{使用平方差公式展开,合并同类项}\\ =&\sum_{i=1}^n(x_i-\bar z+x_i-\bar x)(x_i-\bar z-x_i+\bar x) +\sum_{i=1}^m(y_i-\bar z+y_i-\bar y)(y_i-\bar z-y_i+\bar y)\\ =&\sum_{i=1}^n(2x_i-\bar z-\bar x)(\bar x-\bar z) +\sum_{i=1}^m(2y_i-\bar z-\bar y)(\bar y-\bar z)\\ &\text{将无关项从和式中移出,化简}\\ =&(\bar x-\bar z)\sum_{i=1}^n(2x_i-\bar z-\bar x) +(\bar y-\bar z)\sum_{i=1}^m(2y_i-\bar z-\bar y)\\ =&(\bar x-\bar z)(2\sum_{i=1}^nx_i-n\bar z-n\bar x) +(\bar y-\bar z)(2\sum_{i=1}^my_i-m\bar z-m\bar y)\\ =&(\bar x-\bar z)(2n\bar x-n\bar z-n\bar x) +(\bar y-\bar z)(2m\bar y-m\bar z-m\bar y)\\ =&n(\bar x-\bar z)(\bar x-\bar z) +m(\bar y-\bar z)(\bar y-\bar z)\\ =&n(\bar x-\bar z)^2 +m(\bar y-\bar z)^2\\ &\text{展开}\ \bar z\text{,通分}\\ =&n(\bar x-\frac{n\bar x+m\bar y}{n+m})^2 +m(\bar y-\frac{n\bar x+m\bar y}{n+m})^2\\ =&n(\frac{(n+m)\bar x}{n+m}-\frac{n\bar x+m\bar y}{n+m})^2 +m(\frac{(n+m)\bar y}{n+m}-\frac{n\bar x+m\bar y}{n+m})^2\\ =&n(\frac{m\bar x-m\bar y}{n+m})^2 +m(\frac{n\bar y-n\bar x}{n+m})^2\\ =&m^2n(\frac{\bar x-\bar y}{n+m})^2 +mn^2(\frac{\bar y-\bar x}{n+m})^2\\ =&(m^2n+mn^2)(\frac{\bar x-\bar y}{n+m})^2\\ =&mn(n+m)\frac{(\bar x-\bar y)^2}{(n+m)^2}\\ =&\frac{mn(\bar x-\bar y)^2}{n+m}\\ \end{aligned} ================(n+m)σz2−nσx2−mσy2i=1∑n(xi−zˉ)2+i=1∑m(yi−zˉ)2−i=1∑n(xi−xˉ)2−i=1∑m(yi−yˉ)2合并第一、三项和二、四项i=1∑n[(xi−zˉ)2−(xi−xˉ)2]+i=1∑m[(yi−zˉ)2−(yi−yˉ)2]使用平方差公式展开,合并同类项i=1∑n(xi−zˉ+xi−xˉ)(xi−zˉ−xi+xˉ)+i=1∑m(yi−zˉ+yi−yˉ)(yi−zˉ−yi+yˉ)i=1∑n(2xi−zˉ−xˉ)(xˉ−zˉ)+i=1∑m(2yi−zˉ−yˉ)(yˉ−zˉ)将无关项从和式中移出,化简(xˉ−zˉ)i=1∑n(2xi−zˉ−xˉ)+(yˉ−zˉ)i=1∑m(2yi−zˉ−yˉ)(xˉ−zˉ)(2i=1∑nxi−nzˉ−nxˉ)+(yˉ−zˉ)(2i=1∑myi−mzˉ−myˉ)(xˉ−zˉ)(2nxˉ−nzˉ−nxˉ)+(yˉ−zˉ)(2myˉ−mzˉ−myˉ)n(xˉ−zˉ)(xˉ−zˉ)+m(yˉ−zˉ)(yˉ−zˉ)n(xˉ−zˉ)2+m(yˉ−zˉ)2展开 zˉ,通分n(xˉ−n+mnxˉ+myˉ)2+m(yˉ−n+mnxˉ+myˉ)2n(n+m(n+m)xˉ−n+mnxˉ+myˉ)2+m(n+m(n+m)yˉ−n+mnxˉ+myˉ)2n(n+mmxˉ−myˉ)2+m(n+mnyˉ−nxˉ)2m2n(n+mxˉ−yˉ)2+mn2(n+myˉ−xˉ)2(m2n+mn2)(n+mxˉ−yˉ)2mn(n+m)(n+m)2(xˉ−yˉ)2n+mmn(xˉ−yˉ)2
移项,使等式左边只留下我们需要求的方差 σ z 2 \sigma_z^2 σz2:
( n + m ) σ z 2 − n σ x 2 − m σ y 2 = m n ( x ˉ − y ˉ ) 2 n + m ( n + m ) σ z 2 = n σ x 2 + m σ y 2 + m n ( x ˉ − y ˉ ) 2 n + m σ z 2 = n σ x 2 + m σ y 2 + m n ( x ˉ − y ˉ ) 2 n + m n + m \begin{aligned} (n+m)\sigma_z^2-n\sigma_x^2-m\sigma_y^2 &=\frac{mn(\bar x-\bar y)^2}{n+m}\\ (n+m)\sigma_z^2 &=n\sigma_x^2+m\sigma_y^2 +\frac{mn(\bar x-\bar y)^2}{n+m}\\ \sigma_z^2&= \frac{n\sigma_x^2+m\sigma_y^2 +\frac{mn(\bar x-\bar y)^2}{n+m} }{n+m} \end{aligned} (n+m)σz2−nσx2−mσy2(n+m)σz2σz2=n+mmn(xˉ−yˉ)2=nσx2+mσy2+n+mmn(xˉ−yˉ)2=n+mnσx2+mσy2+n+mmn(xˉ−yˉ)2
综上所述:
z ˉ = n x ˉ + m y ˉ n + m σ z 2 = n σ x 2 + m σ y 2 + m n ( x ˉ − y ˉ ) 2 n + m n + m \begin{aligned} \bar z&=\frac{n\bar x+m\bar y}{n+m}\\ \sigma_z^2&= \frac{n\sigma_x^2+m\sigma_y^2 +\frac{mn(\bar x-\bar y)^2}{n+m} }{n+m} \end{aligned} zˉσz2=n+mnxˉ+myˉ=n+mnσx2+mσy2+n+mmn(xˉ−yˉ)2
全文完。