中心极限定律
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- | **标准误(standard of error)**,指样本均值分布的标准差,是反映样本均值分布变异性的指标。 | + | **标准误(standard of error)** |
+ | *指样本均值分布的标准差,是反映样本均值分布变异性的指标。 | ||
*定义式为σ/ | *定义式为σ/ | ||
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- | Standard error is the standard deviation of the sample mean distribution, | + | |
- | The definition formula is σ/√n, σ Is the standard deviation of the population, and n is the sample size. | + | |
- | + | **大数定律(law of large numbers)** | |
- | **大数定律(law of large numbers)**:随样本容量的的增大,样本均值与总体均值之间的误差会减小。 | + | *随样本容量的的增大,样本均值与总体均值之间的误差会减小。 |
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**中心极限定律(central limit theorem)** | **中心极限定律(central limit theorem)** | ||
*对于任何均值为μ,标准差为σ的总体, | *对于任何均值为μ,标准差为σ的总体, | ||
*应用条件:通常在n≥30时,我们认为样本均值的分布满足中心极限定律。 | *应用条件:通常在n≥30时,我们认为样本均值的分布满足中心极限定律。 | ||
*中心极限定律综合了样本均值的三个主要特性:形状、均值和方差。 | *中心极限定律综合了样本均值的三个主要特性:形状、均值和方差。 | ||
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+ | *For any population with a mean of μ and a standard deviation of σ, and a sample size of n, the distribution of the mean will approach a normal distribution with a mean of μ and a standard deviation of σ/√n as n approaches infinity. | ||
+ | *Application conditions: Usually, when n ≥ 30, we believe that the distribution of sample mean satisfies the central limit theorem. | ||
+ | *The central limit theorem combines the three main characteristics of sample mean: shape, mean, and variance. |
中心极限定律.1710478284.txt.gz · 最后更改: 2024/03/15 04:51 由 2104龚文滕