β€œν™•λ₯ κ³Ό 톡계(MATH230)” μˆ˜μ—…μ—μ„œ 배운 것과 κ³΅λΆ€ν•œ 것을 μ •λ¦¬ν•œ ν¬μŠ€νŠΈμž…λ‹ˆλ‹€. 전체 ν¬μŠ€νŠΈλŠ” Probability and Statisticsμ—μ„œ ν™•μΈν•˜μ‹€ 수 μžˆμŠ΅λ‹ˆλ‹€ 🎲

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β€œν™•λ₯ κ³Ό 톡계(MATH230)” μˆ˜μ—…μ—μ„œ 배운 것과 κ³΅λΆ€ν•œ 것을 μ •λ¦¬ν•œ ν¬μŠ€νŠΈμž…λ‹ˆλ‹€. 전체 ν¬μŠ€νŠΈλŠ” Probability and Statisticsμ—μ„œ ν™•μΈν•˜μ‹€ 수 μžˆμŠ΅λ‹ˆλ‹€ 🎲

<Variance Estimation>의 λ‚΄μš©μ„ λ¨Όμ € μ‚΄νŽ΄λ³΄κ³  μ˜€λŠ” 것을 μΆ”μ²œν•œλ‹€.

Test on Variance

Variance에 λŒ€ν•œ 검정은 μΆ”μ •μ—μ„œ λ‹€λ€˜λ˜ λ‚΄μš©μ—μ„œ 크게 달라지지 μ•ŠλŠ”λ‹€. <significance interval>을 λ²—μ–΄λ‚œλ‹€λ©΄, $H_0$λ₯Ό κΈ°κ°ν•œλ‹€.

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 Statistic둜 작고 $(n-1)S^2 / \sigma^2 \sim \chi^2 (n-1)$λ₯Ό μ΄μš©ν•΄μ„œ <chi-suqare distribution>으둜 κ²€μ • μˆ˜ν–‰

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 Statistic둜 작고 $\frac{S_1^2/\sigma_1^2}{S_2^2/\sigma_2^2} \sim F(n_1 - 1, n_2 - 2)$μž„μ„ μ΄μš©ν•΄ <F-test>둜 κ²€μ • μˆ˜ν–‰


맺음말

<f-distribution>이 λ“±μž₯ν•˜λŠ” νŒŒνŠΈλŠ” μ΄λ²ˆμ— μ‚΄νŽ΄λ³Έ <Variance Test>κ°€ λ§ˆμ§€λ§‰μ΄λ‹€! <chi-square distribution> $\chi^2(n)$은 μ΄μ–΄μ§€λŠ” <Chi-square Goodness-of-fit Test> ν¬μŠ€νŠΈμ—μ„œ 또 λ“±μž₯ν•œλ‹€.

<chi-square Goodness-of-fit Test>λŠ” 이전에 μ‚΄νŽ΄λ³Έ <proportion test>의 μΌλ°˜ν™”μ΄λ‹€. μΉ΄ν…Œκ³ λ¦¬ λ³€μˆ˜μ˜ ν™•λ₯ μ— λŒ€ν•œ 검정을 μˆ˜ν–‰ν•œλ‹€.

πŸ‘‰ Chi-square Goodness-of-fit test