lOMoARcPSD|4773852

FÓRMULAS

Introducción a la Estadística (UNED)

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✶ ❊st❛❞íst✐❝❛ ❞❡s❝r✐♣t✐✈❛ ❞❡ ✉♥❛ ✈❛r✐❛❜❧❡

✶✳✶ ▼❡❞✐❞❛s ❞❡ ❝❡♥tr❛❧✐③❛❝✐ó♥✿

▼❡❞✐❛✿

• ❉❛t♦s s✐♥ ❛❣r✉♣❛r✿

n
1X
x= xi
n i=1
• ❉❛t♦s ❛❣r✉♣❛❞♦s✿
k k
1X X
x= ni xi = fi xi
n i=1 i=1

▼❡❞✐❛♥❛✿ ❱❛❧♦r q✉❡ ❞❡❥❛ ❛ ✐③q✉✐❡r❞❛ ② ❞❡r❡❝❤❛ ❡❧ ♠✐s♠♦ ♥ú♠❡r♦ ❞❡ ♦❜s❡r✈❛❝✐♦♥❡s✱ ✉♥❛ ✈❡③ ♦r❞❡✲
♥❛❞❛s✳

▼♦❞❛✿ ❱❛❧♦r q✉❡ ❛♣r❛r❡❝❡ ♠ás r❡♣❡t✐❞♦✳

✶✳✷ ▼❡❞✐❞❛s ❞❡ ❞✐s♣❡rs✐ó♥✿

❱❛r✐❛♥③❛✿

• ❉❛t♦s s✐♥ ❛❣r✉♣❛r✿

n n
1X 1X 2
vx = (xi − x)2 = x − x2
n i=1 n i=1 i
• ❉❛t♦s ❛❣r✉♣❛❞♦s✿
k k
1X X
vx = ni x2i − x2 = fi x2i − x2
n i=1 i=1
√
❉❡s✈✐❛❝✐ó♥ tí♣✐❝❛✿ vx

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✷ ❊st❛❞íst✐❝❛ ❞❡s❝r✐♣t✐✈❛ ❞❡ ❞♦s ✈❛r✐❛❜❧❡s

✷✳✶ ❈♦♥❝❡♣t♦s ❜ás✐❝♦s✿
n n
1X 1X
❈♦✈❛r✐❛♥③❛✿ covx,y = (xi − x)(yi − y) = xi yi − xy
n i=1 n i=1

✷✳✷ ▼♦❞❡❧♦ ❞❡ r❡❣r❡s✐ó♥ ❧✐♥❡❛❧✿

❘❡❝t❛ ❞❡ r❡❣r❡s✐ó♥ ❞❡ Y s♦❜r❡ X ❡s ❧❛ r❡❝t❛ y = a + bx q✉❡ ♠✐♥✐♠✐③❛ ❡❧ ❡rr♦r ❝✉❛❞rát✐❝♦ ♠❡❞✐♦✿

n
1X
E.C.M. = (yi − a − bxi )2
n i=1

covx,y covx,y covx,y

y = a + bx = y − x+ x⇔y−y = (x − x
vx vx vx

❈♦❡✜❝✐❡♥t❡ ❞❡ ❝♦rr❡❧❛❝✐ó♥ ♠✉❡str❛❧ ❡♥tr❡ X ❡ Y ✿

covx,y
r= √
vx vy

❱❛r✐❛♥③❛ r❡s✐❞✉❛❧✿ ❡s ❡❧ ❡rr♦r ❝✉❛❞rát✐❝♦ ♠❡❞✐♦ ❝♦♠❡t✐❞♦ ❝♦♥ ❧❛ r❡❝t❛ ❞❡ r❡❣r❡s✐ó♥ ❞❡ Y s♦❜r❡ X
✳

(covx,y )2
 
❱❛r✐❛♥③❛ r❡s✐❞✉❛❧ = vy 1− = vy (1 − r2 )
vx vy

✷✳✸ ❆♣❧✐❝❛❝✐♦♥❡s ❞❡❧ ♠♦❞❡❧♦ ❞❡ r❡❣r❡s✐ó♥ ❧✐♥❡❛❧

▼♦❞❡❧♦ ❣❡♥❡r❛❧✿ y = a + b g(x)

❉❡✜♥✐♠♦s T = g(X)✱ ❤❛❧❧❛♠♦s ❧❛ r❡❝t❛ ❞❡ r❡❣r❡s✐ó♥ ❞❡ Y s♦❜r❡ T ② ❞❡s❤❛❝❡♠♦s ❡❧ ❝❛♠❜✐♦
♣❛r❛ ♦❜t❡♥❡r ❧❛ ❝✉r✈❛ ♣❡❞✐❞❛✳
❘❡❣r❡s✐ó♥ ❧♦❣❛rít♠✐❝❛✿ y = a + b ❧♦❣ x
❘❡❣r❡s✐ó♥ ❡①♣♦♥❡♥❝✐❛❧✿ y = aebx

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✸ Pr♦❜❛❜✐❧✐❞❛❞
n
X X
❯♥✐ó♥ ❞❡ ♣r♦❜❛❜✐❧✐❞❛❞❡s✿ P (∪ni=1 Ai ) = P (Ai ) − P (Ai ∩ Aj ) + · · · + (−1)n+1 P (∩ni=1 Ai )
i=1 i<j

k
X k ❝❛s♦s ❢❛✈♦r❛❜❧❡s
❘❡❣❧❛ ❞❡ ▲❛♣❧❛❝❡✿ P (B) = P (bi ) = =
i=1
n ❝❛s♦s ♣♦s✐❜❧❡s

P (A ∩ B)
Pr♦❜❛❜✐❧✐❞❛❞ ❝♦♥❞✐❝✐♦♥❛❞❛✿ P (A|B) =
P (B)
❙✉❝❡s♦s ✐♥❞❡♣❡♥❞✐❡♥t❡s✿ P (A ∩ B) = P (A)P (B)
n−1
❘❡❣❧❛ ❞❡ ❧❛ ♠✉❧t✐♣❧✐❝❛❝✐ó♥✿ P (∩ni=1 Ai ) = P (A1 )P (A2 |A1 )P (A3 |A1 ∩ A2 ) . . . P (An | ∩i=1 Ai )
n
X
❘❡❣❧❛ ❞❡ ❧❛ ♣r♦❜❛❜✐❧✐❞❛❞ t♦t❛❧✿ P (B) = P (Ai )P (B|Ai )
i=1

P (Aj )P (B|Aj )
❘❡❣❧❛ ❞❡ ❇❛②❡s✿ P (Aj |B) = Pn
i=1 P (Ai )P (B|Ai )

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✹ ❱❛r✐❛❜❧❡s ❛❧❡❛t♦r✐❛s
P (A) = P (X ∈ A) = P {ω ∈ Ω : X(ω) ∈ A}

❋✉♥❝✐ó♥ ❞❡ ❞✐str✐❜✉❝✐ó♥✿ F (x) = P (−∞, x] = P {ω ∈ Ω : X(ω) ≤ x} ∀x ∈ ℜ

❱❛r✐❛❜❧❡s ❞✐s❝r❡t❛s✿

• ❋✉♥❝✐ó♥ ❞❡ ♠❛s❛✿

P (X = xi ) = P (xi ) = P {ω ∈ Ω : X(ω) = xi } i = 1, . . . , n . . .
• ▼❡❞✐❛ ♦ ❡s♣❡r❛♥③❛✿
X
µ = E[X] = xi P (xi )
i

• ❱❛r✐❛♥③❛✿
X X
σ 2 = V (X) = E[(X − µ)2 ] = (xi − µ)2 P (xi ) = x2i P (xi ) − µ2 = E[X 2 ] − µ2
i i

• ❉❡s✈✐❛❝✐ó♥ tí♣✐❝❛✿ σ
❱❛r✐❛❜❧❡s ❝♦♥tí♥✉❛s✿

• ❋✉♥❝✐ó♥ ❞❡ ❞❡♥s✐❞❛❞✿
❛✮ fR (x) ≥ 0, ∀x ∈ ℜ
❜✮ ℜ
f (x)dx = 1
Z
P (A) = f (x)dx
A
Z
P (x) = f (x)dx = 0
{x}

• ❋✉♥❝✐ó♥ ❞❡ ❞✐str✐❜✉❝✐ó♥✿
Z x
F (x) = P (−∞, x] = f (x)dx
−∞

• ▼❡❞✐❛ ♦ ❡s♣❡r❛♥③❛✿
Z
µ = E[X] = xf (x)dx
ℜ
• ❱❛r✐❛♥③❛✿
Z Z
σ 2 = V (X) = E[(X − µ)2 ] = (x − µ)2 f (x)dx = x2 f (x)dx − µ2 = E[X 2 ] − µ2
ℜ ℜ
• ❉❡s✈✐❛❝✐ó♥ tí♣✐❝❛✿ σ

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✺ ❱❡❝t♦r❡s ❛❧❡❛t♦r✐♦s
P (A) = P ((X, Y ) ∈ A) = P {ω ∈ Ω : (X(ω), Y (ω)) ∈ A}

❋✉♥❝✐ó♥ ❞❡ ❞✐str✐❜✉❝✐ó♥✿

F (x, y) = P {(t, u) ∈ ℜ2 : t ≤ x, u ≤ y} = P {ω ∈ Ω : X(ω) ≤ x, Y (ω) ≤ y} ∀(x, y) ∈ ℜ2

❱❡❝t♦r❡s ❞✐s❝r❡t♦s✿

• ❋✉♥❝✐ó♥ ❞❡ ♠❛s❛ ❝♦♥❥✉♥t❛✿

P (X = xi ; Y = yj ) = P {ω ∈ Ω : X(ω) = xi , Y (ω) = yj } i = 1, . . . , m; j = 1, . . . n
• ❋✉♥❝✐ó♥ ❞❡ ♠❛s❛ ♠❛r❣✐♥❛❧✿
n
X
P (X = xi ) = P (X = xi ; Y = yj ) i = 1, . . . , m
j=1

m
X
P (Y = yj ) = P (X = xi ; Y = yj ) j = 1, . . . , n
i=1

• ❈♦✈❛r✐❛♥③❛✿
Cov(X, Y ) = E[(X − E[X])(Y − E[Y ])] = E[XY ] − E[X]E[Y ]
• ❳ ❡ ❨ ❡stá♥ ✐♥❝♦rr❡❧❛❞❛s s✐ Cov(X, Y ) = 0
• ❳ ❡ ❨ s♦♥ ✐♥❞❡♣❡♥❞✐❡♥t❡s s✐
P (X = xi ; Y = yj ) = P (X = xi )P (Y = yj ) ∀i = 1, . . . , m; j = 1, . . . , n ⇒ Cov(X, Y ) = 0)
• ❋✉♥❝✐ó♥ ❞❡ ♠❛s❛ ❝♦♥❞✐❝✐♦♥❛❞❛✿
P (X = xi ; Y = yj )
P (X = xi |Y = yj ) = i = 1, . . . , m
P (Y = yj )
❱❡❝t♦r❡s ❝♦♥t✐♥✉♦s✿

• ❋✉♥❝✐ó♥ ❞❡ ❞❡♥s✐❞❛❞ ❝♦♥❥✉♥t❛✿

∀(x, y) ∈ ℜ2

fR (x, y) ≥ 0
ℜ2
f (x, y)dxdy = 1
Z
P (A) = f (x, y)dxdy
A

• ❋✉♥❝✐ó♥ ❞❡ ❞❡♥s✐❞❛❞ ♠❛r❣✐♥❛❧✿

Z
f (x) = f (x, y)dy ∀x ∈ ℜ
ℜ
Z
f (y) = f (x, y)dx ∀y ∈ ℜ
ℜ

• ❈♦✈❛r✐❛♥③❛✿
Cov(X, Y ) = E[(X − E[X])(Y − E[Y ])] = E[XY ] − E[X]E[Y ]
• ❳ ❡ ❨ s♦♥ ✐♥❞❡♣❡♥❞✐❡♥t❡s s✐
f (x, y) = f (x)f (y) ∀x ∈ ℜ, y ∈ ℜ ⇒ Cov(X, Y ) = 0 (incorreladas)
• ❋✉♥❝✐ó♥ ❞❡ ❞❡♥s✐❞❛❞ ❝♦♥❞✐❝✐♦♥❛❞❛✿
f (x, y)
f (x|y) = f (x|Y = y) = ∀x ∈ ℜ, f (y) > 0
f (y)

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Pr♦♣✐❡❞❛❞❡s✿

❛✮ E[kX] = kE[X]
❜✮ E[X + Y ] = E[X] + E[Y ]
❝✮ V (kX) = k 2 V (X)
❞✮ ❙✐ ❳ ❡ ❨ ❡stá♥ ✐♥❝♦rr❡❧❛❞❛s✿ E[XY ] = E[X]E[Y P]
❡✮ V (X1 + · · · + Xn ) = V (X1 ) + · · · + V (Xn ) + 2 i<j Cov(Xi , Xj )
❢ ✮ ❙✐ X1 , . . . , Xn ❡stá♥ ✐♥❝♦rr❡❧❛❞❛s✿ V (X1 + · · · + Xn ) = V (X1 ) + · · · + V (Xn )
❣✮ V (X − Y ) = V (X) + V (Y ) − 2Cov(X, Y )
❤✮ ❙✐ ❳ ❡ ❨ ❡stá♥ ✐♥❝♦rr❡❧❛❞❛s✿ V (X − Y ) = V (X) + V (Y )

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✻ ▼♦❞❡❧♦s ❞❡ ♣r♦❜❛❜✐❧✐❞❛❞ ♠ás ❝♦♠✉♥❡s

✻✳✶ Pr✉❡❜❛s ❞❡ ❇❡r♥♦✉❧❧✐

P (X = 0) = 1 − p
⇒ P (X = x)px (1 − p)1−x para x = 0, 1
P (X = 1) = p

E[X] = p
V (X) = E[X 2 ] − p2 = p − p2 = p(1 − p)

✻✳✷ ❉✐str✐❜✉❝✐ó♥ ❜✐♥♦♠✐❛❧ B(n; p)

❳❂✏♥ú♠❡r♦ ❞❡ é①✐t♦s ♦❜t❡♥✐❞♦s ❡♥ ♥ ♣r✉❡❜❛s✑
 
n x
P (X = x) = p (1 − p)n−x para x = 0, 1, ..., n
k
E[X] = np
V (X) = np(1 − p)

X ∼ B(n; p)
⇒ P (X = x) = P (Y = n − x)
Y ∼ B(n; 1 − p)

✻✳✸ ❖tr♦s ♠♦❞❡❧♦s ❜❛s❛❞♦s ❡♥ ❇❡r♥♦✉❧❧✐

✻✳✸✳✶ ❉✐str✐❜✉❝✐ó♥ ❣❡♦♠étr✐❝❛

❳❂✏♥ú♠❡r♦ ❞❡ ❢r❛❝❛s♦s ❤❛st❛ ❧❛ ❛♣❛r✐❝✐ó♥ ❞❡❧ ♣r✐♠❡r é①✐t♦✑

P (X = x) = (1 − p)x p para x = 0, 1, ...

∞
X 1−p
E[X] = x(1 − p)x p =
x=0
p

✻✳✸✳✷ ❉✐str✐❜✉❝✐ó♥ ❜✐♥♦♠✐❛❧ ♥❡❣❛t✐✈❛

❳❂✏♥ú♠❡r♦ ❞❡ ❢r❛❝❛s♦s ❤❛st❛ ❧❛ ❛♣❛r✐❝✐ó♥ ❞❡❧ r✲é①✐♠♦ é①✐t♦✑

 
x+r−1 r
P (X = x) = p (1 − p)x para x = 0, 1, ...
x
r(1 − p)
E[X] =
p

✻✳✹ ❉✐str✐❜✉❝✐ó♥ ❞❡ P♦✐ss♦♥

▲í♠✐t❡ ❞❡ ❇✭♥❀♣✮ ❝✉❛♥❞♦ n → ∞, p → 0, np → λ(0 < λ < ∞) (≈ n ≥ 30 y p ≤ 0, 1)

e−λ λx
P (X = x) = para x = 0, 1, ...
x!
E[X] = lim np = λ
V (X) = lim(np)(1 − p) = λ

✻✳✺ ❉✐str✐❜✉❝✐ó♥ ❤✐♣❡r❣❡♦♠étr✐❝❛

❳❂✏♥ú♠❡r♦ ❞❡ é①✐t♦s ♦❜t❡♥✐❞♦s ❡♥ ♥ ♦❜s❡r✈❛❝✐♦♥❡s ❛❧ ❛③❛r s✐♥ r❡❡♠♣❧❛③❛♠✐❡♥t♦✑ ✭❞❡ ✉♥❛

♣♦❜❧❛❝✐ó♥ ◆ ❝♦♥ ❉ é①✐t♦s✮

D N −D



x n−x
P (X = x) = N

para max {0, n − (N − D)} ≤ x ≤ min {n, D}
n

nD
E[X] =
N

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✻✳✻ ❉✐str✐❜✉❝✐ó♥ ♥♦r♠❛❧ N (µ; σ)

"  2 #
1 1 x−µ
f (x) = √ exp − para todo x ∈ ℜ
σ 2π 2 σ

Pr♦♣✐❡❞❛❞❡s

❛✮ E[X] = µ
❜✮ V (X) = σ 2
❝✮ P (X < µ − zα ) = P (X > µ + zα )
❞✮ X ∼ N (µ; σ) ⇒ Z = X−µ σ ∼ N (0; 1)
❡✮ n → ∞ ✭② ♣ ✜❥♦✮ ⇒ B(n; p) → N (np; np(1 − p)) (≈ n ≥ 30 y 0, 1 < p < 0, 9)
p

❢✮ ❙✐ X1 ∼ N (µ1 ; σ1 ), ..., Xn ∼ N (µn ; σn ) s♦♥ ✐♥❞❡♣❡♥❞✐❡♥t❡s✿

q
X1 + · · · + Xn ∼ N (µ = µ1 + · · · + µn ; σ = σ12 + · · · + σn2 )
q
X1 − X2 ∼ N (µ = µ1 − µ2 ; σ = σ12 + σ22 )

✻✳✼ ❉✐str✐❜✉❝✐♦♥❡s ❛s♦❝✐❛❞❛s ❛ ❧❛ ♥♦r♠❛❧

✻✳✼✳✶ ❉✐str✐❜✉❝✐ó♥ χ2 ❞❡ P❡❛rs♦♥

n
X
Xi2
i=1

✻✳✼✳✷ ❉✐str✐❜✉❝✐ó♥ t ❞❡ ❙t✉❞❡♥

Y
q P
1 n
n i=1 Xi2

✻✳✼✳✸ ❉✐str✐❜✉❝✐ó♥ F ❞❡ ❋✐s❤❡r✲❙♥❡❞❡❝♦r

1
Pm
X2
m
1
Pni=1 2i
n i=1 Yi

✻✳✽ ❉✐str✐❜✉❝✐ó♥ ♥♦r♠❛❧ ♠✉❧t✐✈❛r✐❛♥t❡ N (µ; Σ)

✻✳✽✳✶ ❉✐str✐❜✉❝✐ó♥ ♥♦r♠❛❧ ❜✐✈❛r✐❛♥t❡

µ = (µ1 , µ2 )

σ12
 
Cov(X, Y )
Σ=
Cov(X, Y ) σ22
  
1 1 x − µ1
f (x, y) = √ p exp − (x − µ1 , y − µ2 )Σ−1
( 2π)2 |Σ| 2 y − µ2

Pr♦♣✐❡❞❛❞❡s

❛✮ ❉✐str✐❜✉❝✐ó♥ ♠❛r❣✐♥❛❧ ❞❡ ❳✿ N (µ = µ1 ; σ = σ1 )
❜✮ ❉✐str✐❜✉❝✐ó♥ ♠❛r❣✐♥❛❧ ❞❡ ❨✿ N (µ = µ2 ; σ = σ2 )
❝✮ ❉✐str✐❜✉❝✐ó♥ ❞❡ ✭❨⑤❳❂①✮✿
 
Cov(X, Y ) p
N µ = µ2 + 2 (x − µ1 ); σ = σ2 1 − ρ2
σ1
❞♦♥❞❡ ρ ❡s ❡❧ ❝♦❡✜❝✐❡♥t❡ ❞❡ ❝♦rr❡❧❛❝✐ó♥✿
Cov(X, Y )
ρ=
σ1 σ2

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

▲♦s ✈❛❧♦r❡s ❞❡ ❧❛ ❡s♣❡r❛♥③❛ ❢♦r♠❛♥ ❧❛ r❡❝t❛✿

Cov(X, Y )
y = µ2 + (x − µ1 )
σ12
❙✉ ✈❛r✐❛♥③❛ ❡s✿ σ22 (1 − ρ2 )
❞✮ ❙✐ (X, Y ) ∼ N (µ; Σ) ② Cov(X, Y ) = 0✱ ❳ ❡ ❨ s♦♥ ✐♥❞❡♣❡♥❞✐❡♥t❡s✳

✼ ▼✉❡str❡♦ ❛❧❡❛t♦r✐♦
✽ ❊st✐♠❛❝✐ó♥ ♣✉♥t✉❛❧

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

✾ ❊st✐♠❛❝✐ó♥ ♣♦r ✐♥t❡r✈❛❧♦s ❞❡ ❝♦♥✜❛♥③❛

❉✐str✐❜✉❝✐ó♥ ■♥t❡r✈❛❧♦ ✳✳✳ ❈♦♥❞✐❝✐♦♥❡s ❋ór♠✉❧❛

 
σ
X ∼ N (µ, σ) 1−α ♣❛r❛ µ σ ❝♦♥♦❝✐❞❛ I = x ± zα/2 √
n
 
s
σ ❞❡s❝♦♥♦❝✐❞❛ I = x ± tn−1;α/2 √
n
" #
(n − 1)s2 (n − 1)s2
1−α ♣❛r❛ σ2 I= ,
χ2n−1;α/2 χ2n−1;1−α/2

" r #
x(1 − x)
X ∼ B(1, p)(1) 1−α ♣❛r❛ p I = x ± zα/2
n

" r #
x
X ∼ P oisson(λ)(1) 1−α ♣❛r❛ λ I = x ± zα/2
n

❉♦s ♣♦❜❧❛❝✐♦♥❡s ♣♦❜❧❛❝✐♦♥❡s ✐♥❞❡♣❡♥❞✐❡♥t❡s

" r #
σ12 σ2
X ∼ N (µ1 ; σ1 ) 1−α ♣❛r❛ µ1 − µ2 σ1 , σ 2 ❝♦♥♦❝✐❞❛s I = x − y ± zα/2 + 2
m n

" r #(2)
1 1
Y ∼ N (µ2 ; σ2 ) σ1 = σ2 ❞❡s❝♦♥♦❝✐❞❛s I = x − y ± tm+n−2;α/2 sp +
m n

" r #(3)
s21 s2
σ1 6= σ2 ❞❡s❝♦♥♦❝✐❞❛s I = x − y ± tf ;α/2 + 2
m n

s21 /s22
s2
 
1−α ♣❛r❛ σ12 /σ22 I= , 12 Fn−1;m−1;α/2
Fm−1;n−1;α/2 s2

❉✐❢❡r❡♥❝✐❛ ❞❡ ♣r♦♣♦r❝✐♦♥❡s ✭♠✉❡str❛s ❣r❛♥❞❡s ❡ ✐♥❞❡♣❡♥❞✐❡♥t❡s✮

" r #
x(1 − x) y(1 − y)
X ∼ B(1, p1 ) 1−α ♣❛r❛ p 1 − p2 I = x − y ± zα/2 +
m n
Y ∼ B(1, p2 )

n n
1 X 1 X 2 2
❈✉❛s✐✲✈❛r✐❛♥③❛ ♠✉❡str❛❧✿ S2 = (Xi − X)2 = (X − nX )
n − 1 i=1 n − 1 i=1 i
✭✶✮ ▼✉❡str❛s ❣r❛♥❞❡s

(m − 1)s21 + (n − 1)s22
✭✷✮ s2p =
m+n−2
(s21 /m + s22 /n)2
✭✸✮ f ❂❡♥t❡r♦ ♠ás ♣ró①✐♠♦ ❛
(S12 /m)2 (S22 /n)2
m−1 + n−1

✶✵

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

✶✵ ❈♦♥tr❛st❡ ❞❡ ❤✐♣ót❡s✐s ♣❛r❛♠étr✐❝❛s

❉✐str✐❜✉❝✐ó♥ ❍✐♣ót❡s✐s ❈♦♥❞✐❝✐♦♥❡s ❋ór♠✉❧❛

 
σ
X ∼ N (µ, σ) H0 : µ = µ0 σ ❝♦♥♦❝✐❞❛ R= |x − µ0 | > zα/2 √
n
 
s
σ ❞❡s❝♦♥♦❝✐❞❛ R = |x − µ0 | > tn−1;α/2 √
n
 
σ
H0 : µ ≤ µ0 σ ❝♦♥♦❝✐❞❛ R = x − µ0 > zα √
n
 
s
σ ❞❡s❝♦♥♦❝✐❞❛ R = x − µ0 > tn−1;α √
n
 
σ
H0 : µ ≥ µ0 σ ❝♦♥♦❝✐❞❛ R = x − µ0 < z1−α √
n
 
s
σ ❞❡s❝♦♥♦❝✐❞❛ R = x − µ0 < tn−1;1−α √
n
 
n−1 2 2 2
H0 : σ = σ 0 R= s ∈ / [χn−1;1−α/2 , χn−1;α/2 ]
σ02
 
n−1 2
H0 : σ ≤ σ 0 R= s > χ2n−1;α
σ02
 
n−1 2
H0 : σ ≥ σ 0 R= s < χ2n−1;1−α
σ02

( r )
(1) p0 (1 − p0 )
X ∼ B(1, p) H 0 : p = p0 R= |x − p0 | > zα/2
n
( r )
p0 (1 − p0 )
H 0 : p ≤ p0 R= x − p0 > z α
n
( r )
p0 (1 − p0 )
H 0 : p ≥ p0 R= x − p0 < z1−α
n

p
X ∼ P oisson(λ)(1) H0 : λ = λ 0 R = {|x − λ0 | > zα/2 λ0 /n}
p
H0 : λ ≤ λ 0 R = {x − λ0 > zα λ0 /n}
p
H0 : λ ≥ λ 0 R = {x − λ0 < z1−α λ0 /n}

✭✶✮ ▼✉❡str❛s ❣r❛♥❞❡s

✶✶

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

❉✐str✐❜✉❝✐ó♥ ❍✐♣ót❡s✐s ❈♦♥❞✐❝✐♦♥❡s ❋ór♠✉❧❛

❉♦s ♣♦❜❧❛❝✐♦♥❡s ❣r❛♥❞❡s ✐♥❞❡♣❡♥❞✐❡♥t❡s

 s 
 σ12 σ22 
X ∼ N (µ1 , σ1 ) H0 : µ1 = µ2 σ1 , σ 2 ❝♦♥♦❝✐❞❛s R = |x − y| > zα/2 +
 n1 n2 

 r (2)
1 1
Y ∼ N (µ2 , σ2 ) σ 1 = σ2 R = |x − y| > tn1 +n2 −2;α/2 sp +
n1 n2
 s (3)
 2
s1 2
s 
σ1 6= σ2 R = |x − y| > tf ;α/2 + 2
 n1 n2 

 s 
 2
σ1 2
σ 
H0 : µ1 ≤ µ2 σ1 , σ 2 ❝♦♥♦❝✐❞❛s R = x − y > zα + 2
 n1 n2 

 r (2)
1 1
σ 1 = σ2 R = x − y > tn1 +n2 −2;α sp +
n1 n2
 s (3)
 s21 s22 
σ1 6= σ2 R = x − y > tf ;α +
 n1 n2 

 s 
 σ12 σ22 
H0 : µ1 ≥ µ2 σ1 , σ 2 ❝♦♥♦❝✐❞❛s R = x − y < z1−α +
 n1 n2 

 r (2)
1 1
σ 1 = σ2 R= x − y < tn1 +n2 −2;1−α sp +
n1 n2
 s (3)
 2
s1 2
s 
σ1 6= σ2 R = x − y < tf ;1−α + 2
 n1 n2 

H0 : σ 1 = σ 2 R = {s21 /s22 ∈
/ [Fn1 −1;n2 −1;1−α/2 , Fn1 −1;n2 −1;α/2 ]}

H0 : σ 1 ≤ σ 2 R = {s21 /s22 > Fn1 −1;n2 −1;α }

H0 : σ 1 ≥ σ 2 R = {s21 /s22 < Fn1 −1;n2 −1;1−α }

(n1 − 1)s21 + (n2 − 1)s22

✭✷✮ s2p =
n1 + n 2 − 2
(s21 /n1 + s22 /n2 )2
✭✸✮ f ❂❡♥t❡r♦ ♠ás ♣ró①✐♠♦ ❛
(s21 /n1 )2 (s22 /n2 )2
n2 −1 + n2 −1

✶✷

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

❉✐str✐❜✉❝✐ó♥ ❍✐♣ót❡s✐s ❈♦♥❞✐❝✐♦♥❡s ❋ór♠✉❧❛

❈♦♠♣❛r❛❝✐ó♥ ❞❡ ♣r♦♣♦r❝✐♦♥❡s ✭♠✉❡str❛s ❣r❛♥❞❡s ✐♥❞❡♣❡♥❞✐❡♥t❡s✮

( s  )(4)
1 1
X ∼ B(1, p1 ) H 0 : p1 = p 2 R= |x − y| > zα/2 p(1 − p) +
n1 n2

( s  )(4)
1 1
Y ∼ B(1, p2 ) H 0 : p1 ≤ p 2 R= x − y > zα p(1 − p) +
n1 n2

( s  )(4)
1 1
H 0 : p1 ≥ p2 R= x − y < z1−α p(1 − p) +
n1 n2

P P
xi + yi n1 x + n2 y
✭✹✮ p= =
n1 + n 2 n1 + n2

✶✸

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

✶✶ ❈♦♥tr❛st❡s χ2
✶✶✳✶ ❈♦♥tr❛st❡ ❞❡ ❧❛ ❜♦♥❞❛❞ ❞❡❧ ❛❥✉st❡ ✭♣r✐♠❡r ❝❛s♦✮
❘❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ H0 ✿✏❊❧ ♠♦❞❡❧♦ ❞❡ ♣r♦❜❛❜✐❧✐❞❛❞ ❳ ❡s P✑ s✐✿
k k
X (Oi − ei )2 X O2 i
= − n > χ2k−1;α
i=1
ei i1
ei

✶✶✳✷ ❈♦♥tr❛st❡ ❞❡ ❧❛ ❜♦♥❞❛❞ ❞❡❧ ❛❥✉st❡ ✭s❡❣✉♥❞♦ ❝❛s♦✮

❘❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ H0 ✿✏❊❧ ♠♦❞❡❧♦ ❞❡ ♣r♦❜❛❜✐❧✐❞❛❞ ❳ ❡s ❛❧❣ú♥ Pθ ✑ s✐✿
k k
X (Oi − ei )2 X O2 i
= − n > χ2k−1−r;α
i=1
ei i1
ei

✶✶✳✸ ❈♦♥tr❛st❡ ❞❡ ❤♦♠♦❣❡♥❡✐❞❛❞ ❞❡ ♣♦❜❧❛❝✐♦♥❡s

❘❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ H0 ✿✏▲❛s ♣ ♣♦❜❧❛❝✐♦♥❡s t✐❡♥❡♥ ✉♥❛ ❞✐str✐❜✉❝✐ó♥ ❝♦♠ú♥✑ s✐✿
p X k p X k 2
X (Oij − eij )2 X Oij
= − n > χ2(k−1)(p−1);α
j=1 i=1
eij e
j=1 i=1 ij

✶✶✳✹ ❈♦♥tr❛st❡ ❞❡ ✐♥❞❡♣❡♥❞❡♥❝✐❛

❘❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ H0 ✿✏❳ ❡ ❨ s♦♥ ✐♥❞❡♣❡♥❞✐❡♥t❡s✑ s✐✿
p X k p X k 2
X (Oij − eij )2 X Oij
= − n > χ2(k−1)(p−1);α
j=1 i=1
eij j=1 i=1
eij

✶✹

Descargado por Maria Urban (m_urban@hotmail.es)

 lOMoARcPSD|4773852

✶✷ ❘❡❣r❡s✐ó♥ ② ❛♥á❧✐s✐s ❞❡ ❧❛ ✈❛r✐❛♥③❛

✶✷✳✶ ❘❡❣r❡s✐ó♥ ❧✐♥❡❛❧ s✐♠♣❧❡

✶✷✳✶✳✶ ■♥✢✉❡♥❝✐❛ ❞❡ X s♦❜r❡ Y

P❛r❛ H0 : β = 0✱ r❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ s✐✿

 
 
 cov x,y 
|t| =  q
  > tn−2;α/2
1 2 )
 n−2 (vx vy − covx,y


P❛r❛ H0 : β ≤ 0✱ r❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ s✐✿

covx,y
t= q > tn−2;α
1 2 )
n−2 (vx vy − covx,y

P❛r❛ H0 : β ≥ 0✱ r❡❝❤❛③❛♠♦s ❧❛ ❤✐♣ót❡s✐s ♥✉❧❛ s✐✿

covx,y
t= q < tn−2;1−α
1 2 )
n−2 (vx vy − covx,y

✶✷✳✶✳✷ Pr❡❞✐❝❝✐ó♥ ❞❡ Y ♠❡❞✐❛♥t❡ ✉♥ ✐♥t❡r✈❛❧♦ ❞❡ ❝♦♥✜❛♥③❛

" s #
covx,y 1 (x0 − x)2
I = y+ (x0 − x) ± tn−2;α/2 SR 1+ + P
vx n (xi − x)2

❞♦♥❞❡

n
2 1 X
SR = (yi − ŷ)2
n − 2 i=1

s✐❡♥❞♦

covx,y covx,y
ŷ = y − x+ x0
vx vx

✶✷✳✷ ❆♥á❧✐s✐s ❞❡ ❧❛ ✈❛r✐❛♥③❛ ✉♥✐❢❛❝t♦r✐❛❧

Pm
ni (xi. − x.. )2
i=1

F = Pm Pnmi − 1 2 > Fm−1;n−m;α

i=1 j=1 (xij − xi. )
n−m
❚❛❜❧❛ ❞❡ ❛♥á❧✐s✐s ❞❡ ❧❛ ✈❛r✐❛♥③❛✿

❋✉❡♥t❡ ❞❡ ✈❛r✐❛❝✐ó♥ ❙✉♠❛ ❞❡ ❝✉❛❞r❛❞♦s ●✳❧✳ ❈✉❛❞r❛❞♦ ♠❡❞✐♦ ❊st❛❞íst✐❝♦

Pm
Pm 2 ni (xi. − x.. )2
i=1
❊♥tr❡ ❣r✉♣♦s
i=1 ni (xi. − x.. ) m−1
m−1
Pm Pni 2
Pm Pni i=1 j=1 (xij − xi. )
❉❡♥tr♦ ❞❡ ❧♦s ❣r✉♣♦s
i=1 j=1 (xij − xi. )2 n−m F
n−m

✶✺

Descargado por Maria Urban (m_urban@hotmail.es)