nonparametric method|One-Mean t-Interval Procedure|

时间:2021-12-11 14:21:14

8.4 Confidence Intervals for One Population Mean When σ Is Unknown

原先是 standardized version of x bar:

nonparametric method|One-Mean t-Interval Procedure|

当没有提供population 的标准差时,采用S(样本标准差作为population 标准差),即studentized version of x bar

nonparametric method|One-Mean t-Interval Procedure|

nonparametric method|One-Mean t-Interval Procedure|

t-Distributions and t-Curves

nonparametric method|One-Mean t-Interval Procedure|

nonparametric method|One-Mean t-Interval Procedure|

t-curves have more spread than the standard normal curve. This property follows from the fact that, for a t-curve with ν (pronounced “new”) degrees of freedom, where ν > 2, the standard deviation is √ν/(ν − 2). This quantity always exceeds 1, which is the standard deviation of the standard normal curve

所以*度越大,标准差越大,图像更分散

使用t-value:

查表:得到*度为13且右边面积为0.05的t值

nonparametric method|One-Mean t-Interval Procedure|

nonparametric method|One-Mean t-Interval Procedure|

基于没有population任何数据得到sample mean的置信区间:One-Mean t-Interval Procedure

nonparametric method|One-Mean t-Interval Procedure|

关于离群值:

In particular, the t-interval procedure is robust to moderate violations of the normality assumption but, even for large samples, can sometimes be unduly affected by outliers because the sample mean and sample standard deviation are not resistant to outliers,所以要先做the normal probability plot 看看有无outlier:

nonparametric method|One-Mean t-Interval Procedure|

成正比,所以判断没有outlier:查表:

nonparametric method|One-Mean t-Interval Procedure|

如果data中有outlier,则:

nonparametric method|One-Mean t-Interval Procedure|

What If the Assumptions Are Not Satisfied?

如果样本不是正态分布

nonparametric method|One-Mean t-Interval Procedure|

nonparametric method:

Recall that descriptive measures for a population, such as μ and σ, are called parameters. Technically, inferential methods concerned with parameters are called parametric methods; those that are not are called nonparametric methods. However, common practice is to refer to most methods that can be applied without assuming normality (regardless of sample size) as nonparametric. Thus the term nonparametric method as used in contemporary statistics is somewhat of a misnomer.

非参数法没有参数,但是不精准;而参数法参数多,比较精准

Wilcoxon confidence-interval procedure