题目
记F_(1-alpha)(m, n)为自由度m与n的F分布的1-alpha分位数,则有( )。A. F_(alpha)(n, m) = (1)/(F_(1-alpha)(m, n))B. F_(1-alpha)(n, m) = (1)/(F_(1-alpha)(m, n))C. F_(alpha)(n, m) = (1)/(F_(alpha)(m, n))D. F_(alpha)(n, m) = (1)/(F_(1-alpha)(n, m))
记$F_{1-\alpha}(m, n)$为自由度$m$与$n$的$F$分布的$1-\alpha$分位数,则有( )。
A. $F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
B. $F_{1-\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
C. $F_{\alpha}(n, m) = \frac{1}{F_{\alpha}(m, n)}$
D. $F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(n, m)}$
题目解答
答案
A. $F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
解析
本题考查F分布分位数的性质,核心在于理解分位数与自由度交换后的倒数关系。关键点如下:
- 若随机变量$X \sim F(m, n)$,则$\frac{1}{X} \sim F(n, m)$;
- 分位数的定义:$F_{\alpha}(m, n)$表示$F(m, n)$分布的$\alpha$分位数,即$P(X \ge F_{\alpha}(m, n)) = \alpha$;
- 分位数的互补关系:$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$,即交换自由度后,分位数取倒数且概率变为补集。
选项分析
选项A:$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
- 正确性:正确。
- 推导:
设$X \sim F(m, n)$,则$\frac{1}{X} \sim F(n, m)$。根据分位数定义:
$P\left(X \ge F_{1-\alpha}(m, n)\right) = 1 - \alpha$
两边取倒数并交换自由度:
$P\left(\frac{1}{X} \le \frac{1}{F_{1-\alpha}(m, n)}\right) = 1 - \alpha$
即:
$P\left(Y \ge \frac{1}{F_{1-\alpha}(m, n)}\right) = \alpha \quad \text{(其中$Y \sim F(n, m)$)}$
因此,$\frac{1}{F_{1-\alpha}(m, n)}$是$F(n, m)$的$\alpha$分位数,即:
$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
选项B:$F_{1-\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$
- 错误原因:分位数的概率未调整。正确关系应为$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$,而非$1-\alpha$分位数。
选项C:$F_{\alpha}(n, m) = \frac{1}{F_{\alpha}(m, n)}$
- 错误原因:未考虑概率的互补关系。分位数的倒数需对应概率的补集,即$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(m, n)}$,而非$F_{\alpha}(m, n)$。
选项D:$F_{\alpha}(n, m) = \frac{1}{F_{1-\alpha}(n, m)}$
- 错误原因:自由度未交换。分位数的倒数需交换自由度,而非保持自由度不变。