Variance Test
βνλ₯ κ³Ό ν΅κ³(MATH230)β μμ μμ λ°°μ΄ κ²κ³Ό 곡λΆν κ²μ μ 리ν ν¬μ€νΈμ λλ€. μ 체 ν¬μ€νΈλ Probability and Statisticsμμ νμΈνμ€ μ μμ΅λλ€ π²
<Variance Estimation>μ λ΄μ©μ λ¨Όμ μ΄ν΄λ³΄κ³ μ€λ κ²μ μΆμ²νλ€.
Test on Variance
Varianceμ λν κ²μ μ μΆμ μμ λ€λ€λ λ΄μ©μμ ν¬κ² λ¬λΌμ§μ§ μλλ€. <significance interval>μ λ²μ΄λλ€λ©΄, $H_0$λ₯Ό κΈ°κ°νλ€.
Variance Test
ex: $H_0: \sigma^2 = \sigma_0^2$ vs. $H_1: \sigma^2 \ne \sigma_0^2$λ₯Ό
$S^2$λ₯Ό Test Statisticλ‘ μ‘κ³ $(n-1)S^2 / \sigma^2 \sim \chi^2 (n-1)$λ₯Ό μ΄μ©ν΄μ <chi-suqare distribution>μΌλ‘ κ²μ μν
Ratio of Two Variance Test
ex: $H_0: \sigma_1^2 = \sigma_2^2$ vs. $H_1: \sigma_1^2 \ne \sigma_2^2$
$S_1^2 / S_2^2$λ₯Ό Test Statisticλ‘ μ‘κ³ $\frac{S_1^2/\sigma_1^2}{S_2^2/\sigma_2^2} \sim F(n_1 - 1, n_2 - 2)$μμ μ΄μ©ν΄ <F-test>λ‘ κ²μ μν
λ§Ίμλ§
<f-distribution>μ΄ λ±μ₯νλ ννΈλ μ΄λ²μ μ΄ν΄λ³Έ <Variance Test>κ° λ§μ§λ§μ΄λ€! <chi-square distribution> $\chi^2(n)$μ μ΄μ΄μ§λ <Chi-square Goodness-of-fit Test> ν¬μ€νΈμμ λ λ±μ₯νλ€.
<chi-square Goodness-of-fit Test>λ μ΄μ μ μ΄ν΄λ³Έ <proportion test>μ μΌλ°νμ΄λ€. μΉ΄ν κ³ λ¦¬ λ³μμ νλ₯ μ λν κ²μ μ μννλ€.