T

1908
W. S. Gosset

Student T distribution .T
T
-1 T
.m

-2 T
.

-3 T
E(T ) = 0 < . < T

-4 m T m
.

-5 m T

T ) t ( ; m ) = t (1 ; m

)(1

)( ) t (0.05 ;10

)( ) t (0.025 ; 20

)( T m = 10

= 0.05 t (0.05 ; 10 ) = 1.812

)( t (0.025 ; 20) = 2.086

)(2

)( t ( ; 25) = 1.708

)( t ( ; 20 ) = 2.528

)( T m = 25

= 0.05

)(

1 = 0.01 = 0.99
1

1.708

t ( ; 20 ) = 2.528

-1

-2
m ) . (2m
-3
.

-4 .

.

)(3

) 2 (0.05 , 20

m = 20

m = 20

= 0.05

= 0.05

2 (0.05 , 20 ) = 31.41
)(4

2
)( ) 2 ( 0.005;15

m = 20 :

)( ) 2 ( 0.05;15

)( 2 m = 20 = 0.005 2 (0.005 , 15 ) = 32.801

)( 2
2
. (0.05 ; 15 ) = 24.996

m = 20 = 0.05

F
F

.Ronald Fisher
F

-1 F

) ( m1 , m 2

F ) ( m1 , m 2 ) . F ( m1 , m 2
-2 F
.

F ) ( m1 , m 2
< 0 F

) ( m1 , m 2

) F ( ; m1 , m 2

F F

1
) F (1 ; m 2 , m1

= ) F ( ; m 1 , m 2

)(5

)( ) F ( 0.01; 4,10

)( ) F ( 0.05; 4,10

)( ) F ( 0.99;5,15

)( ) F ( 0.95;7, 20

F :

)( F ( 0.05; 4,10 ) = 3.48

)( F ( 0.01; 4,10 ) = 5.99
1
1
=
)( = 0.2907
F ( 0.05; 20, 7 ) 3.44
1
1
=
)( = 0.1029
F ( 0.01;15,5 ) 9.72

= ) F ( 0.95;7, 20

= ) F ( 0.99;5,15

 )(6

F :

)( F [ ;3,10] = 6.55

)( F [ ;10 , 5] = 0.3

)( F m1 = 3, m 2 = 10

6.55

. = 0.01
) (
1
= 0.3
3.33

F m1 = 5, m 2 = 10

1 = 0.05 = 0.95

]F [1 ;5,10

= ]F [ ;10,5

3.33