6.

1
:
,
,

(
X)

XF(x)

:
XF(x),X1, X2,,Xn
F(x)

FX,
, x1,x2, , xn

, Xn

X1, X2, , XnX,

g(X1, X2, , Xn)

g(X1,X2,,Xn)

x1, x2, , xn, g(x1, x2, ,

xn)g(X1, X2, , Xn).

1 n
1. X X i ;
n i 1
2
n
1
2
2. S
(X i X ) ;

n - 1 i 1
1 n k
3. k A k X i , k 1, 2, ;
n i 1
1 n
4. k Bk (X i X ) k , k 2, 3, .
n i 1

1 n
1.x x i ,
n i 1
n
1
2
2
, s
(x i x) , ,

n 1 i 1
n 1 2
2.k 1, A1 X,k 2, B2
S ,
n
2
, B2 S .

3.XkE(X ) k ,
k

n , A k k .

4.

1) X~F ( x), X 1 , X 2 , , X nF,

X 1 , X 2 , , X n:
n

F * ( x1, x2 , xn ) F ( xi )
i 1

2) X

px=P(X=x) , x=x1,x2,
X1, X2, , Xn:
n

P( X 1 y1 , , X n yn ) P( X i yi )
i 1

yi x1 , x2 ,; (i 1,2, , n)

3) Xf ( x), X 1 , X 2 , X n
n

f * ( x1 , x2 , xn ) f ( xi )
i 1

1X~U(0,), X1, X2, , XnX

X1, X2, , Xn
1 x

2X ~ P( X x) p (1 p )
x

, x 0,1

( X 1 , X 2 , , X n ) X

: X1, X2, , XnX

, ,EX=,DX=2,

EX , D( X )

ES (n 2).
2
n

6.2

T(X1,X2,,Xn)
:
()2--

1. : X1 , X 2 , , X nN (0, 1)
2 X12 X 22 X 2n
n , ~ (n).
2

 -1 x
x e , x 0,

: f (x) ( )

0
, .

 (n)
2

n
y

1
2
2
y
e
, y 0,
n2
f ( y ) 2 (n 2)
.

0,
y 0,

n
1
(n) (n) ,
2
2
, 2 (n) (n / 2, 1/2).
2

3. 2(n)

(1) (n)
2

~ (m), ~ (n), , ,
2
1

2
2

2
1

2
2

12 22 ~ 2 (m n).
(2) ~ (n), E( ) n, D( ) 2n.
2

4. :
2

, 0 1,
P{ (n)}
2

( n )
2

f ( y )dy

(n) (n).
2

f(y)
0

(n )

1. X N(0, ) X 1 , X 2 ,..., X 5 X
2
2
c=______,d=____ c ( X 1 X 2 ) d ( X 3 X 4 X 5 )
2

_______

2. X 1 ,

, X nN ( , 2 )Z (X i ) 2

i 1

() t-:

1. : X~N (0, 1), Y ~ (n), X, Y ,

2

T X

Y/n nt ,

T~t (n)

2. t (n)
n 1
(
)
n 1
2
t
2
f (t )
(1 ) 2 , - t .
n
n
n ( )
2


t2
2

1
lim f (t )
e ,
n
2
n, t-N (0, 1).

3. t (n):
, 0 1, :
P{t t (n)}

t ( n )

f (t )dt

t (n) t (n)

f(t)

t (n )

4.tf (t )
t1- (n) -t (n).
5. t4, n 45,
t ( n) Z .

2
N
(
0
,

) X1X2X3
. X

(1)3X12X2X3 (2)

2 X1
X 22 X 32

() F:

1. U~ 2 (m)
V~ 2 (n)UV
U/m
F
(m, n)
V/n
FF~F (m, n)

2. F:
[(m n) 2] (m n ) m 2 y ( m 2)-1
, y 0,

( m n ) 2
( y ) (m 2)(n 2)(1 my n)

0
, .

3. :

1
F~F (m, n), ~F (n, m).
F

4. F - :

, 0 1, :
P{F F (m, n)}
F (m, n)F .
(y )

F ( m, n)

5. F - :

1
F1- (m, n)
.
F (n, m)

2
N
(
0
,

) X1X2X3
. X

2X 12
X 22 X 32

():
X ~ N ( 1, ), Y ~ N ( 2 , )
2
1

2
2

X 1 , X 2 , , X m X
Y1 , Y2 , , Yn Y
m
1 m
1
2
2
X X i , S1m
(Xi X )

m i 1
m 1 i 1
n
1 n
1
2
2
Y Yi , S 2 n
(Yi Y )

n i 1
n 1 i 1


1 X ~ N ( 1 ,

2
1

),

X 1

X Y ~ N ( 1 2 ,

2
1

m ~ N (0,1)

2
2

m
n
X Y ( 1 2 )
U
~ N (0 , 1)

2
1

2
2

X i 1
Yi 2
2
2

2
~ ( m)
~ ( n)

1
2
i 1
i 1

X S
2
1m

(m - 1) S 1m

2
1

~ (n - 1)
2

X i 1
Yi 2
2

( m n)

i 1
i 1
1
2

(m - 1) S 12m

2
1

(n - 1) S 22n

2
2

~ (m n - 2)
2

X 1
S1m

m ~ t (m 1)

X Y ( 1 2 )
1 2
~ t (m n 2)
1 1
S

m n
(m 1) S (n 1) S
S
mn2
2
1m

2
2n

n
4 F
m

(X
i 1
n

1 )

(Y )
i 1

2
1m
2
2n

S
F
S

~ F (m, n)

2
2
2
1

~ F (m 1, n 1)

2
2
2
1

1X~N(3.4 , 62)X1,X2,,XnX

(1.4 , 5.4)
0.95n

2X1,X2,,X10N(0, 0.52)
P (

10

X
i 1

2
i

4)

3X1,X2,,X16N(, 2)
16

P 8.547 2 ( X X ) 2 32.801 2

i
i 1

4X1,X2,,X16N(, 2)

S220.8P(| X | 2)

7.1
. :
XF ( x; ),

X 1 , X 2 , , X n X
x1, x2 , , xn

( X , X , X )( x , x , , x )
1

( X 1 , X 2 , , X n )

( x ,x , ,x )
1

P
1
k
k
Ak X i EX k
n i 1

XF ( x; 1 , 2 , k )
1 , 2 , k

X 1, X 2 , X n X

1 n

r
r
r (1 , 2 ,, k ) EX Ar X i

n i 1
r 1,2,, k

( X , X ,, X ) (i 1,2,, k )
i

1X
,
2

X1 , X 2 , X n
, 2

2X 1 , X 2 ,, X nU (1 , 2 )
1 , 2

3X ~ f ( x, )
2

x 2
2 e 2 , x 0
2
f ( x, )
0
,x 0

( X 1 , X 2 , , X n )X
x2

| x|

1
4X ~ f ( x, )
e
x
2
( X 1 , X 2 , , X n )X

:
X ~ f ( x; 1 , 2 , k ), 1 , 2 , k
, X 1 , X 2 , X n X,
n

L( 1 , 2 , k ) f ( X i ; 1 , 2 , k )
i 1

1 1 , 2 , , k.

2 Xf ( x)

Xf ( x)

,
, x1, x2 , , xn ,
,
,

, x1,x2 , ,xn ,

1 , 2 , , k, L,
L1 , 2 , ,k
1 , 2 , , k

 : L(1 , 2 , , k )i ( x1 , x 2 , , xn )
,
i

i ( X 1 , X 2 , , X n ) (i 1,2, , k )
i

ln L(1 , 2 , , k )
0 (i 1,2, , k )
i

5X ~ f ( x, p) p x (1 p)1 xx 0,1
( X 1 , X 2 , , X n )X
p

6X 1 , X 2 ,, X ne( )

7X~N ( , ), , ,
2

X 1, X 2 , X n ,
, .
2

8X[0 , ],

9X[,+1],

u u ( ),
(u ), u ,
, u u()u ( )
8DX

1
2
DX ( )

[max{X i }]
12
12 12

 1
e ,x 0
X ~ f ( x, )
0, x 0

7.2.
: , .

1:
( X 1 , X 2 , , X n )E ()
, , E () ,

lim E
n

1XEX=
DX=2,X1,X2,,XnX

1 E X ; 2 D X

; 3 ESn2 2

4 E X 2 ( DX 2 0)

2X1,X2,,XnX~U(0,)

n 1

1 2 X , 2
max{X 1 , X 2 ,, X n }
n

2:

: E1 E2 D(1 ) D(2 )
.
1

n>1

21 D1

2
3n

D2

2
n ( n 2)

3XEX=DX=2 ,X1

X2, ,Xn X
n

1 X , 2
i 1

1 2

i X i
n

i 1

( i )

X ~ f ( x; )E
1

D( )
G R
nI ( )

2
I ( ) E[ ln f ( X , )] Fisher

D()

nI ( )

.
1
nI ( )
lim
1,
n D()

1 x

4 X ~ f ( x; p ) p (1 p )
x

, x 0 , 1

X 1 , X 2 , , X n X
p X p

5X1
, X nN ( , 2 ),
: 1 X

2
2
2

2 S n

3:
P

: ( X 1 , X 2 , , X n ) , 0,

lim P 0,

P
1 n
k
Ak X i k EX k (k 1,2,)
n i 1

6X 1 , X nN ( , 2 ),
X
S
2
n

B2
2

7.3

: X ~ f ( x; ), ,
(0 1) ( X , X , ,
1

X n )2 2 ( X 1 , X 2 , , X n ) :

P(1 2 ) 1
(1 , 2 )1
,
1
1

1 ()

1
1 ,2
P( ) 1
1


1Z=Z(X1,X2,,Xn; ),

, Z,Z
(), ,

21 , a, b,
P{a Z ( X 1 , X 2 , , X n ; ) b} 1
3a Z ( X 1 , X 2 , , X n ; ) b
( X , X , , X ) ( X , X , , X )
1

1
P( ) 1
1

7.4.
:
X ~ N ( , ), X 1 , X 2 , , X n X
2

1
2

1. , .
2

2. , .
2

3. .
2

7.4

X
2
T
S/ n

7.4

(n 1) S

N (0,1)

[X

u , X

X
i

i 1

t (n 1)
2 (n 1)

(n 1) S 2 (n 1) S 2
, 2
2
(n 1) (n 1)

1 ( X i )2
n

u ]

S
S
[X
t , X
t ]
n 2
n 2

2
n

2
2

( n)
2

( n)
2

(X

,
n

)2

2 ( n)
1

2g(x)
P(1 2 ) 1 P( g (1 ) g ( ) g (2 )) 1
g(x)
P(1 2 ) 1 P( g (2 ) g ( ) g (1 )) 1


2
N
(

)
1

0.0116

X 12.7, S 2 0.0025,

2
X
,
X
,
,
X
N
(

)
2 1 2
n
2

L 1
2
E
(
L
)

39
6.05.75.86.57.06.35.6
6.15.0 N ( , 2 )

1 0.6 0.95

2 0.95

49
S11m / s

0.95

:
X ~ N ( 1, 12 ), Y ~ N ( 2 , 22 )
X 1 , X 2 , , X m X
Y1 , Y2 , , Yn Y

1. 12 22, 1 2.

2. 12 22 2 , 2, 1 2.

3.
.

2
1
2
2

12 , 22

1 2

1 2

1
2
2
2

1 , 2

[ X Y u
2

12 22
12 22
, X Y u
]
m n
m n
2

[ X Y t S
2

1 1
1 1
, X Y t S
]
m n
m n
2

S12
S12
1
1
, 2

2
S
F
(
m

1,
n

1)
S
F
(
m

1,
n

1)
2
/2
2
1 / 2

5 AB
10
S A 0.5419, S B 0.6065
2

A2 B 2

AB

2
2

1 A
0.95
B

2 A 2 / B 2 0.95


8.1
:
44
A
1.
2.10
3

: ,

, , ,

,
,
, ,
.

1) H 0H1
2) , H 0

3) (0 1),
P(( X 1 , X 2 ,, X n ) S | H 0 ) S ;
4) ( x1 , x2 ,, xn ),
( x1 , x2 ,, xn ) SH 0H 0

:
1. :
H0,,
H0,,
.,

2. :
H0,
,H0,,
,

,
,

8.2

X ~ N ( , ), X 1 , X 2 ,, X n X
2

, X S 2 .

2 :
i ) H 0 : 0 , H1 : 0
ii ) H 0 : 0 , H1 : 0 ( H1 : 0 );

2 :
i ) H 0 : 0 , H1 : 0 .
ii ) H 0 : 0 , H1 : 0 ; ( H1 : 0 )

H0

H1

0
0

0
0

H0 H0

X 0
U
n

~ N (0,1)

| U | u / 2

U u
U u

0
0
0

X 0
T
n
S
~ t ( n 1)

| T | t / 2 (n 1)

T t (n 1)
T t (n 1)

 2 :

i) H 0 : ; H1 : , .
2

2
0

2
0

2
0

ii ) H 0 : ; H1 : ( H1 : )
2

2
0

2
0

2
0

2 :

i) H 0 : ; H1 : , .
2

2
0

2
0

2
0

ii ) H 0 : ; H1 : ( H1 : )
2

2
0

2
0

2
0

H0

H0 H0

H1

2
0

2
0

2 02

2

2 12 / 2 , 2 2 / 2

i 1

2 2 (n)

2
(
X

)
i
2

~ ( n)
2

2
0

2 12 (n)

2
0

2 02 2 02

2
0

2
(
n

1)
S
2
02

Xi X 2
(
) ~ 2 (n 1)
0
i 1
n

2 12 / 2 , 2 2 / 2

2 2 (n 1)
2 12 (n 1)

8.3

X 1 , X 2 , , X m X ~ N ( 1 , 1 )
2

, Y1 , Y2 , , Yn Y ~ N ( 2 , 2 )
2

, X , Y,
X , Y , S12m , S 22n

2
2

1
2 1 2 :

i) H 0 : 1 2 , H1 : 1 2

ii ) H 0 : 1 2 , H1 : 1 2 ( H1 : 1 2 );
2
2

1
2 1 2 :

i) H 0 : 1 2 , H1 : 1 2

ii ) H 0 : 1 2 , H1 : 1 2 ( H1 : 1 2 );

H0

H0 H0
1 , 2

H1

1 2
1 2

1 2
1 2
1 2

1 2 1 2

1 2

X Y

12
m

22

n
~ N (0,1)

| U | u / 2

U u
U u

1 = 2 =
X Y
T
1 1
S

m n
~ t (m n 2)

| T | t / 2 (m n 2)

T t (m n 2)
T t (m n 2)

2
2

1 , 2 1 2 :

i ) H 0 : ; H1 :
2
1

2
2

2
1

2
2

ii ) H 0 : ; H1 : ( H1 : )
2
1

2
2

2
1

2
2

2
2

1 2 1 2

i ) H 0 : ; H1 :
2
1

2
2

2
1

2
1

2
2

2
2

ii ) H 0 : 12 22 ; H1 : 12 22 ( H1 : 12 22 )

H0

H0 H0
1 ,2

H1

2
1

2
1

2
2

2
2

12 22

2
1

2
2

n
F
m

2
(
X

)
i 1
i 1
n

2 )2

F F (m, n)

~ F ( m, n)

F F1 (m, n)

(Y
i 1

F F1 / 2 , F F / 2

1 ,2

2
1

2
2

12 22 12 22

12 22

S12m
F 2 ~ F (m 1, n 1)
S2 n

F F1 / 2 , F F / 2

F F (m 1, n 1)
F F1 (m 1, n 1)

8.4

X ~ F ( x), X 1 , X 2 ,, X nX

(0 1)
H 0 : F ( x) F0 ( x) ( F0 ( x) )

H 0 : P( X ai ) pi , i 1,2,, r
r

pi 0, pi 1
i 1

1 i ( X 1 ,, X n )( X 1 ,, X n )
ai(i 1,2,, r )
2
(

np
)

2
2
i
i
2
~ (r 1)
npi
i 1
r

3
( x1 , x2 , , xn )

2

2
0

(r 1) H 0
2
0

H 0 .

15
636

0.05


H 0 : F ( x) F0 ( x;1 ,, k )
(F0
1 ,, k)

1
i i
(i 1, , k )
F0 ( x;1 , ,k )

2 (,)rI i (ai 1 , ai ]
i 1,2,, ra0 ar

3 pi F0 (ai ;1 ,,k ) F0 (ai 1;1 ,,k )

(i 1,2,, r )F0 (a0 ) 0, F0 (ar ) 1

4 i ( X 1 ,, X n )( X 1 ,, X n )

i
(i 1,2,, r )

( i npi )
2
5
~ (r k 1)
npi
i 1

6
( x1 , x2 , , xn )

2 02

02 2 (r 1) H 0 H 0 .