Intervalos de Confianza y Pruebas de

Hipótesis
Estadı́stica II

Imagen del libro Estadı́stica aplicada a los Negocios y la Economı́a Allen L. Webster

x̄ − µ0
One-Sample, µ z0 = √
σ/ n
1. Si n > 30 y σ 2 is known ⇒ X̄ ∼ N (µ, σ 2 /n) 4. Si X ∼ N (µ, σ 2 ) y n < 30 y σ 2 es desconocida
x̄−µ
σ ⇒ s/ √ ∼ tn−1
n
x̄ ± z α2 √
n s
x̄ − µ0 x̄ ± t(n−1), α2 √
z0 = √ ∼ N (0, 1) n
σ/ n x̄ − µ0
t0 = √ ∼ tn−1
2. Si n > 30 y σ 2 is unknown ⇒ X̄ ∼ N (µ, σ 2 /n) s/ n

s 5. If n is not large, say over 30 and X is not

x̄ ± z α2 √ X ∼ N (µ, σ 2 ), cannot proceed with paramet-
n
x̄ − µ0 ric statistics.
z0 = √ ∼ N (0, 1)
s/ n
3. Si Muestra pequeña (n < 30 ) pero X tiene
distribución Normal ( X ∼ N (µ, σ 2 )) y σ 2 es
conocida ⇒ X̄ ∼ N (µ, σ 2 /n)
σ
x̄ ± z α2 √
n

1
One-Sample, p (x¯1 − x¯2 ) − δ
a) Normality: np̄ ≥ 10, n(1 − p̄) ≥ 10 Inde- z0 = r ∼ tn1 +n2 −2
1 1
pendence and N ≥ 10n sp +
n1 n2
r
p̄(1 − p̄) Donde:
p̄ ± z α2
n
p̄ − p0 (n1 − 1)s21 + (n2 − 1)s22
z0 = q ∼ N (0, 1) Sp2 =
p0 (1−p0 ) n1 + n2 − 2
n
2.3 σ12 y σ22 are unknown, pero se suponen
2 σ12 6= σ22 muestras extraidas de pobla-
One-Sample, σ ciones aproximadamente normales:
a) X ∼ N (µ, σ 2 ) s
(n − 1)s2 (n − 1)s2 s21 s2
< σ2 < (x¯1 − x¯2 ) ± tv, α2 + 2
χ2α/2 χ21−α/2 n1 n2
(x¯1 − x¯2 ) − δ
(n − 1)s2 t0 = r 2 ∼ tv
∼ χ2n−1 s1 s2
σo2 + 2
n1 n2
Donde:
Difference between two s21 s2
 2
population means µ1 y µ2 + 2
n1 n2
v= 2
1 Dependent samples (s1 /n1 )2 /(n1 − 1) + (s22 /n2 )2 /(n2 − 1)
(x1 , y2 ), · · · , (xn , yn ) observaciones 3 Difference Between Proportions,
procedentes de dos poblaciones normales p1 − p2
con medias µx y µy . d¯ y sd la media Is appropriate when the following conditions
y la desviación tipica muestral de las n are met:
diferencias xi − yi = di The sampling method for each population
is simple random sampling.
sd The samples are independent.
d¯ ± tn−1, α2 √ Each sample includes at least 10 success-
n es and 10 failures.
¯
d − d0 Each population is at least 20 times as
t0 = √ ∼ tn−1 big as its sample.
sd / n
2 Independent samples σ12 y σ22 are s
p¯1 (1 − p¯1 ) p¯2 (1 − p¯2 )
known, muestras extraı́das de pobla- (p¯1 − p¯2 ) ± z α +
2 n1 n2
ciones normales o n1 > 30 y n2 > 30:
s (p¯1 − p¯2 ) − δ
z0 = p
σ12 σ2 pc (1 − pc )/n1 + pc (1 − pc )/n2
(x¯1 − x¯2 ) ± z α2 + 2
n1 n2
donde:
(x¯1 − x¯2 ) − δ
z0 = r 2 x1 + x2
σ1 σ2 pc =
+ 2 n1 + n2
n1 n2
4 The equality of the variances of two
2.1 σ12 y σ22 are unknown, pero n1 > 30 y random samples from a normal dis-
n2 > 30: tribution.
s (the test is so sensitive to the assump-
tion of normality, In other words, this is
s21 s2
(x¯1 − x¯2 ) ± z α2 + 2 a case where .approximate normality”(which
n1 n2 in similar contexts would often be justi-
fied using the central limit theorem), is
(x¯1 − x¯2 ) − δ not good enough to make the test proce-
z0 = r 2 dure approximately valid to an acceptable
s1 s2 degree.(https : //en.wikipedia.org/wiki/F −
+ 2 testo fe qualityo fv ariances))
n1 n2
2.2 σ12 y σ22 are uknown, pero se suponen
iguales σ12 = σ22 , muestras extraı́das de s21 1 σ2 s2
2
< 12 < 21 fα/2 (v2 , v1 )
s2 fα/2 (v1 , v2 ) σ2 s2
poblaciones aproximadamente normales
s21
f0 = ∼ Fn1 −1,n2 −1
r s22
1 1
(x¯1 − x¯2 ) ± tn1 +n2 −2, α2 Sp +
n1 n2
2