方差的参数估计和置信区间估计(doc 11页)

方差的参数估计和置信区间估计

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正态总体均值、方差的参数估计与置信区间估计

P316 例6.5.1 置信区间估计

clear;

Y=[14.85 13.01 13.50 14.93 16.97 13.80 17.95 13.37 16.29 12.38]; X=normrnd(15,2,10,1) % 随机产生数

[muhat,sigmahat,muci,sigmaci]=normfit(X,0.1) % 正态拟合 [muhat,sigmahat,muci,sigmaci]=normfit(Y,0.1) % 正态拟合

X =

15.2573 16.3129 12.6644 14.0788 14.4751 12.5737 12.3611 16.8624 15.0225 13.7097 muhat = 14.3318 sigmahat = 1.5595 muci =

13.4278 15.2358 sigmaci = 1.1374 2.5657 muhat = 14.7050 sigmahat = 1.8432

muci =

13.6365 15.7735 sigmaci = 1.3443 3.0324

P320例6.5.5 置信区间估计

clear;

Y=[4.68 4.85 4.32 4.85 4.61 5.02 5.20 4.60 4.58 4.72 4.38 4.70]; [muhat,sigmahat,muci,sigmaci]=normfit(Y,0.05)

muhat = 4.7092 sigmahat = 0.2480 muci =

4.5516 4.8667 sigmaci = 0.1757 0.4211

P321 例6.5.6 置信区间估计

clear;

Y=[45.3 45.4 45.1 45.3 45.5 45.7 45.4 45.3 45.6]; [muhat,sigmahat,muci,sigmaci]=normfit(Y,0.05)

muhat = 45.4000 sigmahat = 0.1803 muci =

45.2614 45.5386 sigmaci = 0.1218 0.3454

单正态总体均值的假设检验 方差sigma已知时

P338 例7.2.1

%[h,p,ci,zval]=ztest(X,mu,sigma,alpha,tail,dim) clear all;

X=[ 8.05 8.15 8.2 8.1 8.25];

[h,p,ci,zval]=ztest(X,8,0.2,0.05)

h = 0 p =

0.0935