โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

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โ€œํ™•๋ฅ ๊ณผ ํ†ต๊ณ„(MATH230)โ€ ์ˆ˜์—…์—์„œ ๋ฐฐ์šด ๊ฒƒ๊ณผ ๊ณต๋ถ€ํ•œ ๊ฒƒ์„ ์ •๋ฆฌํ•œ ํฌ์ŠคํŠธ์ž…๋‹ˆ๋‹ค. ์ „์ฒด ํฌ์ŠคํŠธ๋Š” Probability and Statistics์—์„œ ํ™•์ธํ•˜์‹ค ์ˆ˜ ์žˆ์Šต๋‹ˆ๋‹ค ๐ŸŽฒ

<Variance Estimation>์˜ ๋‚ด์šฉ์„ ๋จผ์ € ์‚ดํŽด๋ณด๊ณ  ์˜ค๋Š” ๊ฒƒ์„ ์ถ”์ฒœํ•œ๋‹ค.

Test on VariancePermalink

Variance์— ๋Œ€ํ•œ ๊ฒ€์ •์€ ์ถ”์ •์—์„œ ๋‹ค๋ค˜๋˜ ๋‚ด์šฉ์—์„œ ํฌ๊ฒŒ ๋‹ฌ๋ผ์ง€์ง€ ์•Š๋Š”๋‹ค. <significance interval>์„ ๋ฒ—์–ด๋‚œ๋‹ค๋ฉด, H0๋ฅผ ๊ธฐ๊ฐํ•œ๋‹ค.

Variance TestPermalink

ex: H0:ฯƒ2=ฯƒ02 vs. H1:ฯƒ2โ‰ ฯƒ02๋ฅผ

S2๋ฅผ Test Statistic๋กœ ์žก๊ณ  (nโˆ’1)S2/ฯƒ2โˆผฯ‡2(nโˆ’1)๋ฅผ ์ด์šฉํ•ด์„œ <chi-suqare distribution>์œผ๋กœ ๊ฒ€์ • ์ˆ˜ํ–‰

Ratio of Two Variance TestPermalink

ex: H0:ฯƒ12=ฯƒ22 vs. H1:ฯƒ12โ‰ ฯƒ22

S12/S22๋ฅผ Test Statistic๋กœ ์žก๊ณ  S12/ฯƒ12S22/ฯƒ22โˆผF(n1โˆ’1,n2โˆ’2)์ž„์„ ์ด์šฉํ•ด <F-test>๋กœ ๊ฒ€์ • ์ˆ˜ํ–‰


๋งบ์Œ๋งPermalink

<f-distribution>์ด ๋“ฑ์žฅํ•˜๋Š” ํŒŒํŠธ๋Š” ์ด๋ฒˆ์— ์‚ดํŽด๋ณธ <Variance Test>๊ฐ€ ๋งˆ์ง€๋ง‰์ด๋‹ค! <chi-square distribution> ฯ‡2(n)์€ ์ด์–ด์ง€๋Š” <Chi-square Goodness-of-fit Test> ํฌ์ŠคํŠธ์—์„œ ๋˜ ๋“ฑ์žฅํ•œ๋‹ค.

<chi-square Goodness-of-fit Test>๋Š” ์ด์ „์— ์‚ดํŽด๋ณธ <proportion test>์˜ ์ผ๋ฐ˜ํ™”์ด๋‹ค. ์นดํ…Œ๊ณ ๋ฆฌ ๋ณ€์ˆ˜์˜ ํ™•๋ฅ ์— ๋Œ€ํ•œ ๊ฒ€์ •์„ ์ˆ˜ํ–‰ํ•œ๋‹ค.

๐Ÿ‘‰ Chi-square Goodness-of-fit test