Section 4.3 Sampling Distributions ????

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Section 4.3Sampling Distributions????
2
???????

• ???(??????),??????,???????????(sampling
  distribution)?
• ??????????,????????(??)???????????
• ??????
• ????,???????

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??4.10???????

• ????????????????(DMS),?????????? m ?????????????
• 10?????????????? 28 40 28 33 20 31 29 27 18
  21 ???? 27.4?
• ??????????????

4
????

• ?????(finite)??? m ???????,????????,????? ???
  ?????m ?
• ????????????????(law of large numbers)?

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??4.11??????

• ? ?????? n ??????,??????? n ???? ?????

6
???????
33
32
? n??????
31
30
29
28
27
26
25
24
23
22
1
5
10
50
100
500
1000
5000
10000
Number of observations, n
7
(No Transcript)
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??????????

• ??????,?????????,???????????,??????????????????
• ??????,??????,??????10?
• ?????????? ?
• ?????????????
• ??????????????????????????

9
??4.12????????

• ?????????????????????25 ????7??????
• 1000?10??????????????, ,???????????????

10
???? m 25, s 7 ??
s7
11
???? m 25, s 7 ????
s7
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1000?10?????????
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1000?10?????????
s2.?
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?????????
???
2.136
?? x ???
s7
10
20
30
40
50
0
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????????????

• ? ????? n ???SRS????,??????? m ????? s??
  ??????? m ????? ?
• ?? ???????? m,? ??? m ??????
• ?????,?????? ??????

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???????????

• ??????? N(m, s2) ,?SRS???? ????? N(m,
  )?

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??????(CLT)

• ??????? m ????? s ,???????,?SRS???? ????? ??
  N(m, )????????????(Central Limit Theorem)?
• ??????????,????????
• ??????, SRS???? ????????N(m, )?
• ???(exponential distribution)????????????

18
?????? (?)
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??4.15CLT????

• ?????????? X??,X ??????,????? m 1, ??? s 1?
• ????????,??70????????? ??,??????? N(1,
  1/70)??????????? 50????? P( gt 50/600.83)
  P(Z gt ) 0.922?
• ?????? (? ?????) ,??
• P( gt 0.83)0.9294,????0.0072 ?

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??4.15CLT????(?)