设总体Xsim N(0,2),(X_(1),X_(2),... X_(9))为来自总体X的简单随机样本,则k=( )时,(ksum_(i=1)^3X_(i)^2)/(sum_(i=4)^9X_{i)^2}sim F(3,6).A. (sqrt(2))/(2);B. 2;C. sqrt(2);D. (1)/(2).
A. $\frac{\sqrt{2}}{2}$;
B. 2;
C. $\sqrt{2}$;
D. $\frac{1}{2}$.
题目解答
答案
解析
本题考查正态分布、卡方分布以及$F$分布的性质和定义,解题的关键在于将给定的统计量转化为符合$F$分布定义的形式。
步骤一:明确相关分布的性质
- 已知总体$X\sim N(0,2)$,根据正态分布的性质,若$X\sim N(\mu,\sigma^{2})$,则$\frac{X - \mu}{\sigma}\sim N(0,1)$,所以$\frac{X_{i}-0}{\sqrt{2}}=\frac{X_{i}}{\sqrt{2}}\sim N(0,1)$,$i = 1,2,\cdots,9$。
- 由卡方分布的定义:若$Z_{1},Z_{2},\cdots,Z_{n}$相互独立且都服从标准正态分布$N(0,1)$,则$\sum_{i = 1}^{n}Z_{i}^{2}\sim\chi^{2}(n)$。
- 对于$\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}$,因为$\frac{X_{i}}{\sqrt{2}}\sim N(0,1)$且相互独立,所以$\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}\sim\chi^{2}(3)$。
- 对于$\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}$,同理可得$\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}\sim\chi^{2}(6)$。
- 再根据$F$分布的定义:若$U\sim\chi^{2}(n_{1})$,$V\sim\chi^{2}(n_{2})$,且$U$与$V$相互独立,则$\frac{U/n_{1}}{V/n_{2}}\sim F(n_{1},n_{2})$。
步骤二:将给定统计量转化为$F$分布形式
已知$\frac{k\sum_{i = 1}^{3}X_{i}^{2}}{\sum_{i = 4}^{9}X_{i}^{2}}\sim F(3,6)$,我们将其变形为符合$F$分布定义的形式。
$\frac{k\sum_{i = 1}^{3}X_{i}^{2}}{\sum_{i = 4}^{9}X_{i}^{2}}=\frac{k\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}\times2}{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}\times2}=\frac{2k\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}}{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}}$
因为$\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}\sim\chi^{2}(3)$,$\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}\sim\chi^{2}(6)$,且它们相互独立,根据$F$分布的定义$\frac{\frac{\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}}{3}}{\frac{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}}{6}}\sim F(3,6)$,即$\frac{2\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}}{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}}\sim F(3,6)$。
步骤三:确定$k$的值
对比$\frac{2k\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}}{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}}$与$\frac{2\sum_{i = 1}^{3}(\frac{X_{i}}{\sqrt{2}})^{2}}{\sum_{i = 4}^{9}(\frac{X_{i}}{\sqrt{2}})^{2}}$,可得$2k = 2$,解得$k = 1$。