样本数字特征
计算样本数据的数字特征,包括均值、方差、修正方差、标准差等。
x <- c(172.0, 173.9, 174.2, 177.2, 174.8, 177.2, 183.6, 170.1, 160.7, 166.5)
n <- length(x)
xbar <- mean(x)
sx2 <-
var(x)
sx <-
sd(x)
s2 <- (n-1)*var(x)/n
s <- sqrt(s2)
参数估计
一个正态总体中的均值和方差的区间估计。
x <- c(6.6, 4.6, 5.4, 5.8, 5.5)
n <- length(x)
xbar <- mean(x)
sx2 <-
var(x)
sx <-
sd(x)
alpha <- 0.05
temp <- sx/sqrt(n)*qt(1-alpha/2,n-1)
data.frame(miuMin=xbar-temp,miuMax=xbar+temp)
lower
<-
(n-1)*sx2/qchisq(1-alpha/2,n-1)
uper
<-
(n-1)*sx2/qchisq(alpha/2,n-1)
data.frame(sigma2Min=lower,sigma2Max=uper)
两个正态总体中的均值差和方差比的区间估计。
x <- c(2.10, 2.35, 2.39, 2.41, 2.44, 2.56)
y <- c(2.03, 2.28, 2.58, 2.71)
n <- length(x)
m <-
length(y)
xbar <- mean(x)
ybar <- mean(y)
sx2 <- var(x)
sy2 <- var(y)
sx
<-
sd(x)
sy
<-
sd(y)
alpha
<-
0.05
sw
<-
sqrt(((n-1)*sx2+(m-1)*sy2)/(n+m-2))
temp
<-
qt(1-alpha/2,n+m-2)*sw*sqrt(1/n+1/m)
data.frame(miuMin=xbar-ybar-temp,
miuMax=xbar-ybar+temp)
temp
<-
sx2/sy2
lower
<-
temp/qf(1-alpha/2,n-1,m-1)
uper
<-
temp/qf(alpha/2,n-1,m-1)
data.frame(sigma2Min=lower,
sigma2Max=uper)
假设检验
一个正态总体中均值的t检验。
x <- c(495, 510, 505, 498, 503, 492, 502, 505, 497, 506)
t.test(x,
alternative = "two.sided",
mu = 500)
t.test(x,
alternative = "less",
mu = 500)
t.test(x,
alternative = "greater",
mu = 500)
sigma0sq=25
n <- length(x)
sx2 <-
var(x)
ChisqStatistics <- (n-1)*sx2/sigma0sq
p <- pchisq(ChisqStatistics,df=n-1)
p_value <- 2*min(p,1-p)
data.frame(ChisqStatistics=ChisqStatistics,df=n-1,p_value=p_value)
p
<-
pchisq(ChisqStatistics,df=n-1)
p_value
<-
p
data.frame(ChisqStatistics=ChisqStatistics,df=n-1,p_value=p_value)
p
<-
pchisq(ChisqStatistics,df=n-1,lower.tail
= FALSE)
p_value
<-
p
data.frame(ChisqStatistics=ChisqStatistics,df=n-1,p_value=p_value)
两个正态总体中均值和方差的假设检验。
x <- c(495, 510, 505, 498, 503, 492, 502, 505, 497, 506)
y <- c(515, 509, 503, 488, 506, 498, 513, 504, 508, 492, 495, 507)
var.test(x,
y,
alternative = "two.sided")
t.test(x,
y,
alternative = "two.sided",
var.equal = TRUE)
单因素方差分析
单因素的方差分析,x为所有的各个水平下的样本观测值,group为分组变量。
x <- c(7.3, 8.3, 7.6, 8.4, 8.3,
5.4, 7.4, 7.1, 6.4,
7.9, 9.4, 10.0, 8.1,
7.1, 7.7, 7.4)
group = factor(c("A", "A", "A", "A","A",
"B", "B", "B", "B",
"C", "C", "C", "C",
"D", "D", "D"))
df <- data.frame(x,
group)
result <-
aov(x
~ group, data = df)
summary(result)
一元线性回归
x为自变量的观测值,y为因变量Y的观测值,Y对x进行一元线性回归分析。
x <- c(1.5, 1.8, 2.4, 3.0, 3.5, 3.9, 4.4, 4.8, 5.0)
y <- c(4.8, 5.7, 7.0, 8.3, 10.9, 12.4, 13.1, 13.6, 15.3)
model <-
lm(y ~
x)
summary(model)
plot(x, y)
lines(x, fitted(model))
fitted(model)