Chap 5.3
Chap 5.3
Chap 5.3
or equivalently
ℓ ℓ ℓ( )
t = = ≤t ( )
ℓ ℓ ℓ ℓ
ℓ( )
ℓ t = ℓ ℓ ℓ
B=S, we get
n ℓ X−μ ℓ X−μ
ℓ =n ℓ
ℓ Sℓ ℓ Sℓ
= n X−μ S X−μ = T
the interval
( ) ℓ ℓ / ( ) ℓ ℓ /
( ℓ X − [ F , (α) ] , ℓ X + [ F , (α) ] )
ℓ
implies that ≤c for every ℓ.
ℓ ℓ
(n−1)p
Choosing c = Fp,n−p (α) gives interval that will contain ℓ μ for
n−p
(n − 1)p s (n − 1)p s
x − F , (α) ≤μ ≤x + F , (α)
n−p n n−p n
(n − 1)p s (n − 1)p s
x − F , (α) ≤μ ≤x + F , (α)
n−p n n−p n
(n−1)p
((x − x ) ± Fp,n−p (α) )
n−p n
= 1− (1 − pr(c true))
x ± t ( ) , i=1,2,…,m
n
with α = .
α α α
≥ 1−( + + ⋯+ ) = 1 − α
m m m
α s α s
x − tn−1 ≤ μ ≤ x + tn−1
2p n 2p n
α s α s
x − tn−1 ≤ μ ≤ x + tn−1
2p n 2p n
s 199.798
x − t 19 (0.0083) ≤ μ ≤ 45.4 + 2.625
n 20
s 3.628
x − t19 (0.0083) n ≤ μ ≤ 9.965 + 2.625 20
5.5
significant α if
ℓ ℓ
ℓ′x ± χ (α) will contain ℓ′μ for every ℓ with
probability approximately 1 − α.
Midterm
7 5 9 6 5 4
1. Let the Normal data matrix X ∗ = 68 70 72 69 66 69 and α =
80 90 95 90 93 92
0.05.
∑ (X − X) are independent.