8

6., 7. Mintavétel, statisztikai becslés

Sokasági várható érték becslése

∑ (xi − x ) ∑ (x i − x )
n n
2 2

1. (s ∗ ) = i =1
2. s 2 = i =1
2

n n −1

α
3. P (− z < Z < z ) = 2Φ ( z ) − 1 = 1 − α Φ( z ) = 1 −
2

σ s σ n s n
4. σ x = 5. s x = 6. σ x = ⋅ 1− 7. s x = ⋅ 1−
n n n N n N

 σ σ   s s 
8.  x − z p ⋅ ; x + zp ⋅  9.  x − t (pszf ) ⋅ ; x + t (pszf ) ⋅ 
 n n  n n

1
10. P( x − kσ x < µ < x + kσ x ) ≥ 1 −
k2

Sokasági értékösszeg becslése

11. x ′ = N ⋅ x 12. σ x2′ = N 2 ⋅ σ x2 13. s x2′ = N 2 ⋅ s x2

14. (x ′ − z p ⋅ σ x ′ ; x ′ + z p ⋅ σ x ′ ) (
15. x ′ − t (pszf ) ⋅ s x ′ ; x ′ + t p( szf ) ⋅ s x ′ )

Sokasági arány becslése

p ⋅ (1 − p )
16. s p = 17. ( p − z p ⋅ s p ; p + z p ⋅ s p )
n

Sokasági szórás becslése

 
 (n − 1) ⋅ s 2 (n − 1) ⋅ s 
2

18.  ; 
 χ 1− α ( szf ) χ α2 ( szf ) 
2

 2 2 
 9

Becslés rétegzett mintából

Nj n N jσ j
19. n j = n ⋅ 20. n j = 21. n j = n ⋅ M
N M
∑ N jσ j
j =1

∑ (x ji − x j )
nj
2

1 nj
22. x j = ⋅ ∑ x ji 23. s j = i =1

n j i =1 n j −1

 σj 
2 2
M Nj
2
n  M Nj  sj 
2
n 
24. σ 2
= ∑   1 − j  25. s 2
= ∑   1 − j 
x (R)  n  N  x( R)
 
j =1
 N  j  j 
j =1
 N  nj  N j 

∑ ∑ (x −xj) ∑ (n − 1)⋅ s 2j
M nj M
2
ji j
Nj nj s2  n j =1 i =1 j =1
Ha = , akkor 26. s x2( R ) = B ⋅ 1 −  27. s B2 = =
N n n  N n n

28. x ( R ) ± z p ⋅ σ x ( R ) 29. x ( R ) ± z p ⋅ s x ( R )

 p j (1 − p j ) 
2
M Nj M Nj nj 
30. p ( R ) = ∑ pj 31. s 2
= ∑   ⋅ ⋅ 1 −  32. p ( R ) ± z p ⋅ s p ( R )
N
p(R)
 N 
j =1 j =1
 N  nj  j 

Mintanagyság

2
 z p ⋅σ 
2
N ⋅ z 2p ⋅ σ 2  z p ⋅ p (1 − p ) 
33. n =  
 34. n = 35. n =  
 ∆  N ⋅ ∆2 + z 2p ⋅ σ 2 

∆ 


8. Hipotézisvizsgálat
Egymintás próbák

x − m0 x − m0 x − m0
H 0 : µ = m0 z0 = z0 = t0 =
σ s s
n n n

H 0 :σ = σ 0 χ 02 =
(n − 1)s 2

σ 02

p − P0
H 0 : P = P0 z 0 ( P0 ) =
P0 ⋅ (1− P0 )
n
 10

Kétmintás próbák

H 0 : µ1 − µ 2 = δ 0
(x − x2 ) − δ 0 (x − x2 ) − δ 0
z0 = 1
z0 = 1

σ 12 σ 22 s12 s 22
+ +
n1 n2 n1 n 2

(x − x2 ) − δ 0 (n − 1) ⋅ s12 + (n 2 − 1) ⋅ s 22
t0 = 1
sd = 1

1 1 n1 + n 2 − 2
sd ⋅ +
n1 n 2

H 0 : P1 − P2 = ε 0
(p − p2 )− ε 0
z 0( P ) = 1

p1 (1 − p1 ) p 2 (1 − p 2 )
+
n1 n2

p1 − p 2 n1 ⋅ p1 + n 2 ⋅ p 2
H 0 : P1 = P2 z 0( P ) = p=
1 1  n1 + n 2
p (1 − p ) + 
 n1 n 2 

s12 1
H 0 :σ 1 = σ 2 F0 = Fszfszf21( p ) = szf 2
s 22 F szf1 (1− p )

Illeszkedésvizsgálat

H 0 : P( X i ) = Pi χ =∑
2
k (n i − ν i* )
2

ν i* = n ⋅ Pi
ν
0 *
i =1
i

Függetlenségvizsgálat

n ⋅n
2
 
 n ij − i • • j 
 n  (n − n ij* )
2

χ 02 = ∑ ∑  
s t s t
H 0 : Pij = Pi • ⋅ P• j = ∑∑
ij

i =1 j =1 ni• ⋅ n• j i =1 j =1 n ij*
n
 11

Variancia-analízis

SK
H 0 : µ 1 = µ 2 = ... = µ M = µ F0 = M − 1
SB
n−M

S = ∑ ∑ (x ij − x )
M nj
2

j =1 i =1

M
S K = ∑ n j ⋅ (x j − x) 2
j =1

S B = ∑ ∑ (x ij − x j ) = ∑ (n j − 1) ⋅ s 2j
M nj M
2

j =1 i =1 j =1

9. Kétváltozós korreláció- és regressziószámítás

Kétváltozós korrelációszámítás
n
∑ d xi d yi
2. Cxy = ∑ ( xi − x )( yi − y ) =
1 s t 1 n
1. Cxy = ∑ ∑ fij xi y j − x ⋅ y i =1

n j =1 i =1 n i =1 n

1 n n n

C xy ∑ xi y i − x ⋅ y ∑ d xi ⋅ d yi ∑ xi yi − n ⋅ x ⋅ y
n
3. rxy = ∗ ∗ = i =1 ∗ ∗ = i =1
= i =1

sx ⋅ sy sx ⋅ s y n n n n
∑ d x2i ⋅ ∑ d y2i ∑ x i2 − n ⋅ x 2 ⋅ ∑ y i2 − n ⋅ y 2
i =1 i =1 i =1 i =1

∑ (xi − x ) ∑ ( yi − y )
n n
2 2

ahol: s x∗ = i =1
s ∗y = i =1
d xi = x i − x d yi = y i − y
n n

σ y2ˆ ∑ ( yˆ i − y )
2
s x∗
4. rxy = b1 ⋅ 5. rxy2 = ahol: σ y2ˆ =
s ∗y σ y2 n

∑ ( y i − yˆ i ) 6 ⋅ ∑ (xi − y i )
n n
2 2

6. I = 1 − i =1
7. rs = 1 − i =1

n ⋅ (n 2 − 1)
∑ (y − yi )
n
2
i
i =1
 12

Kétváltozós regressziószámítás
n n
∑ y i = n ⋅ b0 + b1 ∑ x i
8. yˆ = b0 + b1 x 9. n
i =1
n
i =1
n
∑ x i y i = b0 ∑ x i + b1 ∑ x i2
i =1 i =1 i =1

n ∑ x i y i −  ∑ x i  ∑ y i   n y  n x 2  −  n x  n x y 
n n n
 ∑ i  ∑ i   ∑ i  ∑ i i 
i =1  i =1  i =1   i =1  i =1   i =1  i =1 
10. b1 = 2
11. b0 = 2

n ∑ x −  ∑ x i  n ∑ x i2 −  ∑ x i 
n n n n
2

i =1  i =1 
i
i =1  i =1 

n
∑dx dy
n n
∑ d yi = n ⋅ b0 + b1 ∑ d xi i =1
i i
xy − x ⋅ y
12. i =1 i =1
13. b1 = =
σ x2
n n n n
∑ d xi d yi = b0 ∑ d xi + b1 ∑ d x2i ∑ d x2
i =1 i =1 i =1 i
i =1

14. b0 = y − x b1

A változók felcserélhetősége
n
∑ d xi d y i
15. b1( x y ) = i =1
n
16. b0( x y ) = x − y ⋅ b1( x y )
∑d 2
yi
i =1

17. rxy2 = b1( y x ) ⋅ b1( x y )

A rugalmassági együttható

dyˆ x x
18. Eˆ ( yˆ x ) = ⋅ 19. Eˆ ( yˆ x ) = b1 ⋅
dx yˆ b0 + b1 x
 13

Statisztikai következtetések a kétváltozós lineáris regresszió alapján

20. s e =
∑ e i2
i =1
21. s e = s y
(
n 1− r 2 ) 22. Ve =
se
n−2 n−2 y

n n
∑ x i2 ∑ x i2 1 1
23. s b0 = s e i =1
= se i =1
24. s b1 = s e ⋅ = se ⋅
n∑ ( x i − x ) ∑ (xi − x )
n n n n
n ∑ d x2 ∑ d x2
2 2

i =1 i =1 i =1 i =1

   
25.  b0 − t  α  ⋅ s b0 ; b0 + t  α  ⋅ s b0  26.  b1 − t  α  ⋅ s b1 ; b1 + t  α  ⋅ s b1 
  1−   1−     1−   1−  
  2  2    2  2 

1 (x 0 − x ) 1 (x 0 − x )
2 2

27. yˆ 0 ± t  α  ⋅ s e ⋅ + 28. yˆ 0 ± t  α  ⋅ s e ⋅ + +1
 1− 
 2
n ∑ ( x − x )2  1− 
 2
n ∑ ( x − x )2

b1
29. H 0 : β 1 = 0 t0 =
s b1

30. SST = ∑ ( y i − y ) SSR = ∑ ( yˆ i − y ) SSE = ∑ ( y i − yˆ i )

n n n
2 2 2

i =1 i =1 i =1

SSR / 1 MSR SSE

31. H 0 : β 1 = 0 F0 = = 32. r 2 = 1 −
SSE / (n − 2 ) MSE SST

Nemlineáris regresszió

∑ y i = nb0 + b1 ∑ x i + b2 ∑ x i2
33. yˆ = b0 + b1 x + b2 x 2 34. ∑ x i y i = b0 ∑ x i + b1 ∑ x i + b2 ∑ x i
2 3

∑ x i2 y i = b0 ∑ x i2 + b1 ∑ x i3 + b2 ∑ x i4
 14

35. yˆ = b0 ⋅ x b1 36. yˆ ∗ = b0∗ + b1 x ∗

∑ log y = n log b0 + b1 ∑ log x

37.
∑ log x log y = log b0 ∑ log x + b1 ∑ (log x) 2

38. b1 =
∑( x∗ − x∗ )( y∗ − y∗ ) ∑dlogxdlog y log x ⋅ log y − log x ⋅ log y
= =
∑(x∗ − x∗ ) ∑dlog2 x σ log
2 2
x

39. b0∗ = y ∗ − b1 x ∗ = log b0 = log y − b1 ⋅ log x 40. Eˆ ( yˆ x ) = b1

41. yˆ = b0 ⋅ b1x 42. yˆ ∗ = b0∗ + b1∗ x

∑ log y = n log b0 + log b1 ∑ x

43.
∑ x log y = log b0 ∑ x + log b1 ∑ x 2

44. b1∗ =
∑ ( x − x )( y ∗ − y ∗ ) = log b = ∑ d x d log y = x log y − x ⋅ log y
∑ (x − x ) ∑ d x2 σ x2
2 1

45. b0∗ = y ∗ − b1∗ ⋅ x = log b0 = log y − (log b1 ) ⋅ x

10. A többváltozós korreláció- és regressziószámítás

A háromváltozós lineáris regressziófüggvény

∑ y i = nb0 + b1 ∑ x i1 + b2 ∑ x i 2
1. yˆ = b0 + b1 x1 + b 2 x 2 2. ∑ x i1 y i = b0 ∑ x i1 + b1 ∑ x i21 + b2 ∑ x i1 x i 2
∑ x i 2 y i = b0 ∑ x i 2 + b1 ∑ x i1 x i 2 + b2 ∑ x i22

∑ d i1 d yi = b1 ∑ d i21 + b2 ∑ d i1 d i 2
3. 4. b0 = y − b1 x1 − b 2 x 2
∑ d i 2 d yi = b1 ∑ d i1 d i 2 + b2 ∑ d i22
 15

bj xj  
5. Eˆ ( yˆ ; x j ) = 6. β i : bi ± t  α  ⋅ s bi 
b0 + b1 x1 + b2 x 2   1− 
 2 

SSR
bi m
7. H 0 : β i = 0 t0 = 8. H 0 : β 1 = β 2 = ... = β m = 0 F0 =
s bi SSE
n − m −1

Többváltozós korrelációszámítás

 ryy r y1 L rym 
r r11 L r1m 
9. R = 
1y

L L L L
 
rmy rm1 L rmm 

∑ d1d y ∑ d2d y ∑ d1d 2

10. ry1 = 11. ry 2 = 12. r12 =
∑ d 12 ∑ d y2 ∑ d 22 ∑ d y2 ∑ d 12 ∑ d 22

ry1 − ry 2 ⋅ r12 ry 2 − ry1 ⋅ r12 r12 − ry1 ⋅ ry 2

13. ry1• 2 = 14. ry 2•1 = 15. r12• y =
(1 − r )(1 − r )
2
y2
2
12
(1 − r )(1 − r )
2
y1
2
12
(1 − r )(1 − r )
2
y1
2
y2

ry21 + ry22 − 2 ⋅ ry1 ry 2 r12

( )
2
16. R y •12 = 17. M = R y2•12 − ∑ R y2•12 − ryj2
1 − r122 j =1

C y1 C y2
18. R 2 = b1 2
+ b2 2
s ∗y s ∗y
 16

11. Az idősorok összetevőinek vizsgálata

Trendszámítás

1. yˆ t = b0 + b1 t 2. t=1,2,…,n 3. ∑ t = 0

n n n n

∑ y t = n ⋅ b0 + b1 ∑ t ∑ yt ∑ t ⋅ yt
n
t =1
n
t =1
n b0 = t =1
b1 = t =1
n
∑ t ⋅ y t = b0 ∑ t + b1 ∑ t 2 n
∑t2
t =1 t =1 t =1 t1

∑ ( y t − yˆ t )
n n
∑ et2
2

se
4. s e2 = t =1
= t =1
5. Ve =
n n y

6. yˆ t = b0 ⋅ b1t 7. t=1,2,…,n

n n
∑ log y t = n ⋅ log b0 + log b1 ∑ t
t =1 t =1
n n n
∑ t ⋅ log y t = log b0 ∑ t + log b1 ∑ t 2
t =1 t =1 t =1

8. ∑ t = 0

n n
∑ log y t ∑ t ⋅ log y t
log b0 = t =1
log b1 = t =1
n
n
∑t2
t =1

A szezonalitás vizsgálata

∑ ( y ij − yˆ ij )
p m
∑sj
11. s ′j = s j −
j =1
9. y ij = yˆ ij + s j + v ij 10. s j = i =1

p m

p y ij ′ m
12. y ij = yˆ ij ⋅ s *j ⋅ v ij* 13. s *j = p ∏ 14. s ∗j = s ∗j : m ∏ s ∗j
i =1 yˆ ij j =1

Előrejelzés az eredmények alapján

15. y (′n + k ) j = yˆ ( n + k ) j + s j 16. y (′n + k ) j = yˆ ( n + k ) j ⋅ s *j