《新編MATLAB自學(xué)一本通》課件第18章 參數(shù)估計(jì)與假設(shè)檢驗(yàn)

主要內(nèi)容常見分布的參數(shù)估計(jì)正態(tài)總體參數(shù)的檢驗(yàn)第二節(jié)常見分布的參數(shù)估計(jì)一、分布參數(shù)估計(jì)的MATLAB函數(shù)>>x=[15.14,14.81,15.11,15.26,15.08,15.17,15.12,14.95,15.05,14.87];>>[muhat,sigmahat,muci,sigmaci]=normfit(x,0.1)>>[mu_sigma,mu_sigma_ci]=mle(x,'distribution','norm','alpha',0.1)>>x=[0.7917,0.8448,0.9802,0.8481,0.76270.9013,0.9037,0.7399,0.7843,0.84240.9842,0.7134,0.9959,0.6444,0.83620.7651,0.9341,0.6515,0.7956,0.8733];>>PdfFun=@(x,theta)theta*x.^(theta-1).*(x>0&x<1);>>[phat,pci]=mle(x(:),'pdf',PdfFun,'start',1)>>x=normrnd(10,4,100,1);>>[phat,pci]=mle(x)>>[phat,pci]=mle(x,'distribution','normal')>>[phat,pci]=mle(x,'pdf',@normpdf,'start',[0,1])>>[phat,pci]=mle(x,'cdf',@normcdf,'start',[0,1])【例18.2-3】調(diào)用normrnd函數(shù)生成100個(gè)服從均值為10，標(biāo)準(zhǔn)差為4的正態(tài)分布的隨機(jī)數(shù)，然后調(diào)用mle函數(shù)求均值和標(biāo)準(zhǔn)差的最大似然估計(jì)。phat=mle(data)[phat,pci]=mle(data)[...]=mle(data,'distribution',dist)[...]=mle(data,...,name1,val1,name2,val2,...)[...]=mle(data,'pdf',pdf,'cdf',cdf,'start',start,...)[...]=mle(data,'logpdf',logpdf,'logsf',logsf,'start',start,...)[...]=mle(data,'nloglf',nloglf,'start',start,...)補(bǔ)充：mle函數(shù)的調(diào)用格式：第三節(jié)正態(tài)總體參數(shù)的檢驗(yàn)一、總體標(biāo)準(zhǔn)差已知時(shí)的單個(gè)正態(tài)總體均值的U檢驗(yàn)調(diào)用格式：h=ztest(x,m,sigma)h=ztest(...,alpha)h=ztest(...,alpha,tail)h=ztest(...,alpha,tail,dim)[h,p]=ztest(...)[h,p,ci]=ztest(...)[h,p,ci,zval]=ztest(...)

ztest函數(shù)>>x=[9710210511299103102941009510598102100103];>>[h,p,muci,zval]=ztest(x,100,2,0.05)>>[h,p,muci,zval]=ztest(x,100,2,0.05,'right')二、總體標(biāo)準(zhǔn)差未知時(shí)的單個(gè)正態(tài)總體均值的t檢驗(yàn)調(diào)用格式：h=ttest(x)h=ttest(x,m)h=ttest(x,y)h=ttest(...,alpha)h=ttest(...,alpha,tail)h=ttest(...,alpha,tail,dim)[h,p]=ttest(...)[h,p,ci]=ttest(...)[h,p,ci,stats]=ttest(...)ttest函數(shù)>>x=[49.450.550.751.749.847.949.251.448.9];>>[h,p,muci,stats]=ttest(x,50,0.05)三、總體標(biāo)準(zhǔn)差未知時(shí)的兩個(gè)正態(tài)總體均值的比較t檢驗(yàn)調(diào)用格式：h=ttest2(x,y)h=ttest2(x,y,alpha)h=ttest2(x,y,alpha,tail)h=ttest2(x,y,alpha,tail,vartype)h=ttest2(x,y,alpha,tail,vartype,dim)[h,p]=ttest2(...)[h,p,ci]=ttest2(...)[h,p,ci,stats]=ttest2(...)ttest2函數(shù)>>x=[20.1,20.0,19.3,20.6,20.2,19.9,20.0,19.9,19.1,19.9];>>y=[18.6,19.1,20.0,20.0,20.0,19.7,19.9,19.6,20.2];>>alpha=0.05;>>tail='both';>>vartype='equal';>>[h,p,muci,stats]=ttest2(x,y,alpha,tail,vartype)四、總體均值未知時(shí)的單個(gè)正態(tài)總體方差的卡方檢驗(yàn)調(diào)用格式：H=vartest(X,V)H=vartest(X,V,alpha)H=vartest(X,V,alpha,tail)[H,P]=vartest(...)[H,P,CI]=vartest(...)[H,P,CI,STATS]=vartest(...)[...]=vartest(X,V,alpha,tail,dim)vartest函數(shù)>>x=[49.450.550.751.749.847.949.251.448.9];>>var0=1.5;>>alpha=0.05;>>tail='both';>>[h,p,varci,stats]=vartest(x,var0,alpha,tail)五、總體均值未知時(shí)的兩個(gè)正態(tài)總體方差的比較F檢驗(yàn)調(diào)用格式：H=vartest2(X,Y)H=vartest2(X,Y,alpha)H=vartest2(X,Y,alpha,tail)[H,P]=vartest2(...)[H,P,CI]=vartest2(...)[H,P,CI,STATS]=vartest2(...)[...]=vartest2(X,Y,alpha,tail,dim)vartest2函數(shù)>>x=[20.1,20.0,19.3,20.6,20.2,19.9,20.0,19.9,19.1,