6.

1.

2.
, , , ~ ( , )

n n n
2 2
ai X i ~ N ai i , a i i
i 1 i 1 i 1

, , , , ~ ( , )

n 2
1
X Xi ~ N ,
n i 1 n
 2
( n) (n )
X1, X 2 , , Xn ,
N (0,1),
n
X i2 ~ 2
(n)
i 1

n=1 ,
1 1 x
x e ,
2 2
x 0
f ( x) 2
0, x 0
n=2 ,
1 2x
e , x 0
f ( x) 2
0, x 0

1/2 .
 2
, n (n)
1 x n
1
n e x ,
2 2
x 0
f ( x) 2 2
()
n
2

0, x 0

( x) 0
t x 1e t dt

x>0
(x 1) x ( x ),
(1) 1, (1 / 2)
( n 1) n ! (n N )
 2
( n)
2 2
1 E ( n) n, D ( n) 2n
2 2
2 X1 (n1 ), X 2 (n2 ), X 1 , X 2
2
X1 X 2 (n1 n2 )
2
3 n ( n)
2
4 ( n)
0.1

0.08

0.06
n = 10
2
0.05 (10) 18.307 0.04

2
P (10) 18.307 0.05 0.02

•
2 20
5 10 15
( n)
 n
2
1 ( n) X i2 X i ~ N (0,1) i 1,2, ,n
i 1

X1, X 2 , , Xn ,
E ( X i ) 0, D( X i ) 1, E ( X i2 ) 1
n
2
E ( n) E X i2 n
i 1
1 x2
E ( X i4 ) x 4e 2
dx 3
2
D( X i2 ) E ( X i4 ) E 2 ( X i2 ) 2
n
2
D ( n) D X i2 2n
i 1
 t
2
X ~ N (0,1) , Y ~ (n), X , Y ,
X
T
Y
n
T n t ,

n 1 n 1
2
2 t 2
f (t ) 1 t
n n
n
2
t
1°f n(t) ,
t2
1
n , f n (t ) (t ) e 2
2
2°t t t /2
PT t 0.35
0.3

t t1 0.25
0.2 n = 10
0.15
0.1
0.05

-3
•
-t-2 -1 1 t•
2 3

P T 1.8125 0.05 t0.05 (10) 1.8125

PT 1.8125 0.05
PT 1.8125 0.95
t0.95 (10) 1.8125
P (T t /2 )
2 0.35
0.3
PT t /2 0.25
0.2
0.15
/2 0.1
/2
0.05

-3
•
-t-2 -1 1 t2•/2 3
/2

PT 2.2281 0.025
t0.025 (10) 2.2281
PT 2.2281 0.05
 F
2 2
X~ (n), Y ~ (m), X , Y
X /n
F
Y /m
F n,
m F ,

n m n m
n

2 n n2
2
1 n 2
t 1 t , t 0
f (t , n, m) n m m m
2 2
0, t 0
F
1
1 F ~ F (n, m) , ~ F (m, n)
F
2 F ( n, m ) F ( n , m) :
P( F F (n, m))
F0.05 (4,5) 5.19 0.6

F0.95 (5, 4) ?
0.5
0.4

, 0.3
1 0.2
F1 (n, m)
F (m, n) 0.1

1 1 1 2
•
3 4 5 6
F0.95 (5,4) F (n,m)
F0.05 ( 4,5) 5.19
 1
F1 (n, m)
F (m, n)
1 1
P( F F1 (n, m)) P
F F1 (n, m)
1 1
1 P 1
F F1 (n, m)

1 1 1
P ~ F (m, n)
F F1 (n, m) F
1
F (m, n)
F1 (n, m)
 [t1 (n)]2 F (1, n)
2
G
X ~ T ( n) , X 2
, G ~ N (0,1)
( n)
n
2
(1)
G2 1 ~ F (1, n)
Y X2 2 2
( n) ( n)
n n
P( X | t1 (n) |) P( X t (n))
2 2
2 2 2
P( X t (n)) P(Y t (n))
1
2 2
2
t (n) F (1, n)
1 2
 .
2 2
X ~ N( , ) E( X ) , D( X )
( )
2
X
X ~ N( , ) ~ N (0,1)
n (n 1) S 2
n
2 2 2 X
(n 1) S n
Xi X 2
2
~ (n 1)
i 1

(1)
X S X
~ T (n 1)
S (2)
n n
( II )
X1, X 2 , , Xm X ~ N ( 1, 2
1 )

Y1 , Y2 , , Yn Y ~ N( 2,
2
2 )

.
n
1 m 1
X Xi Y Yj
m i 1
n j 1
n
1 m 2 1
S 1
2
(Xi X) 2
S 2 (Y j Y ) 2
m 1i1 n 1 j 1
 2 2
(m 1) S 2 (n 1) S 2
2
1
~ (m 1) 2
2
~ (n 1)
1 2

S12
2

2
1
~ F (m 1, n 1) (3)
S 2
2
2

S12
1 2
2
~ F (m 1, n 1)
S2
X1, X 2 , , X m X ~ N( 1,
2
)

Y1 , Y2 , , Yn Y ~ N( 2,
2
)
, .
2 2
1 m 1 n
X X i ~ N ( 1, ) Y Yj ~ N ( 2 , )
mi1 m n j 1 n
2 2
X Y ~ N( 1 2 , )
m n
(X Y) ( 1 2 )
~ N (0,1)
2 2

n m
 2 2
(m 1) S 2 (n 1) S 2
2
1
~ (m 1) , 2
2
~ (n 1)

(m 1) S12 (n 1) S22 2
2 2
~ (m n 2)

(m 1) S12 (n 1) S 22
X Y 2 2
 (X Y) ( 1 2 )
2 2

m n
(m 1) S12 (n 1) S 22
2 2

m n 2

(X Y) ( )
1
2
2
2
~ t ( n m 2)
1 1 (m 1) S (n 1) S
1 2
m n m n 2

(4)
 X ~ N (72,100) ,

70 90% ,

n 42
—— .
100
n, X ~ N (72, )
n
P( X 70) 1 P( X 70) 0.2 n
0.2 n 0.9 0.2 n 1.29

n 41.6025 n 42
 2
X ~ N( , )
n = 20 X 1, X 2 , , X 20
2 1 20 2 2
(1) P 0.37 Xi X 1.76
20 i 1

2 1 20 2 2
(2) P 0.37 Xi 1.76
20 i 1
 (n 1) S 2 2
(1) 2
~ (n 1)
2
19 S 1 20
2 2
2 2
Xi X ~ (19)
i 1
2 1 20 2 2
P 0.37 Xi X 1.76
20 i 1
1 20
2
P 7.4 2
Xi X 35.2
i 1

1 20
2 1 20
2
P 2
Xi X 7.4 P 2
Xi X 35.2
i 1 i 1

0.99 0.01 0.98

 20 2
Xi 2
(2) ~ (20)
i 1
2 1 20 2 2
P 0.37 Xi 1.76
20 i 1
2
20
Xi
P 7.4 35.2
i 1

2 2
20
Xi 20
Xi
P 7.4 P 35.2
i 1 i 1

0.995 0.01 0.985

 X Y X ~ N(0,16), Y ~ N(0,9) ,
X1, X2 ,…, X9 Y1, Y2 ,…, Y16 X Y
,
X1 X 2 X9
Y12 Y22 Y162

X1 X 2 X 9 ~ N ( 0, 9 16 )
1
( X1 X 2 X 9 ) ~ N ( 0, 1 )
3 4
1
Yi ~ N (0,1) , i 1,2, ,16
3
2
16
1 2
Yi ~ (16)
i 1 3
X1 X2 X9
2 2 2
Y 1 Y 2 Y 16
1
X1 X2 X9
3 4
16 2
~ t (16)
1
Yi
i 1 3
16
 X ~ N (0,1) , X 1 , X 2 , , X 6 X
,Y ( X1 X 2 X 3 )2 (X4 X5 X 6 )2
2
c cY .
X1 X 2 X 3 ~ N (0,3) , X4 X 5 X 6 ~ N (0,3)
1 1
X1 X2 X3 , X4 X5 X 6 ~ N (0,1)
3 3
2 2
1 1
X1 X 2 X 3 X4 X5 X6
3 3
1 2
Y~ ( 2)
3
1
c
3
 X1, X 2 , , X n N( , 2)

, X ,
n
2 1 2 1 n
S 1 (Xi X ) , S 22 ( X i X )2 ,
n 1i1 ni1
S32
1 n
(Xi )2 ,
1n
S42 ( X i )2 ,
n 1i 1 ni1
n-1 t :
X X
(A) n 1 ( B) n 1
S1 S2
X X
( C) n ( D) n
S3 S4
 X 1 n
2 2
~ N (0,1) 2
(Xi X) ~ (n 1)
i 1
n

n n(n 1) ( X )
n n
~ t (n 1)
1
2
(Xi X )2 (Xi X )2
i 1 i 1
n 1

(B)