全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
2941 4
2005-09-26

伍德.里奇《现代观点》第四章中提到F检验的备择假设是“双侧”假设,F分布不是单侧的吗?

请问如何理解??

在线等!

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2005-9-27 07:37:00

F Test

In comparing two independent samples of size N1 and N2 the F Test provides a measure for the probability that they have the same variance. The estimators of the variance are s12 and s22. We define as test statistic their ratio T = s12/ s22, which follows an F Distribution with f1= N1-1 and f2= N2-1 degrees of freedom. One can formulate the F test for three different hypotheses, defined by:

Tables of the quantiles , etc., of the F distribution can be found in the literature

[此贴子已经被作者于2005-9-27 7:44:43编辑过]

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2005-9-27 07:41:00

The test of a given statistical hypothesis in which only a value of the statistic that is, for example, sufficiently large will lead to rejection of the hypothesis tested.

The statistical tables for F, for [S-squared x over Sigma squared x] and for Chi. Sq. provide the critical values for a one-tailed test in which the entire alpha region is assigned to the upper end of the sampling distribution when the hypothesis tested is true.

The test of a given statistical hypothesis in which a value of the statistic that is either sufficiently small or sufficiently large will lead to rejection of the hypothesis tested.

The statistical tables for Z and for t provide criticaal values for both one and two tailed tests. That is, they provide the critical values that cut off an entire alpha region at one or the other end of the sampling distribution as well as the critical vfalues that cut off the 1/2 alpha regions at both ends of the sampling distribution

[此贴子已经被作者于2005-9-27 7:43:25编辑过]

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2005-9-27 07:49:00

One-Tailed versus Two-Tailed Tests

If you are interested in testing two directional parameter hypotheses against each other (e.g., H0: mu1 <= mu2; H1: mu1 > mu2), a one-tailed test is more appropriate than a two- tailed test. Limiting the region of rejection to one tail of the sampling distributions of H1 provides greater power with respect to an alternative hypothesis in the direction of that tail. The figure below tries to illustrate this.

[此贴子已经被作者于2005-9-27 7:50:16编辑过]

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

2007-3-12 04:23:00
要是用中文讲解会更好。
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群