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Probar que los datos X provienen de una distribucin normal con media "mu" y

desviacin estndar "stdv" desconocidas. Aplicar la prueba de Kolmogorov-Smirnoff.


mu=
stdv=

9.87
4.44

NOTAS: La prueba KS para Normal asume que los valores de


mu y stdv se calculan a partir de la muestra.

I. Construir la tabla:

i
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

X
-2.798
2.593
2.656
3.433
3.505
4.105
4.182
4.673
4.799
5.103
5.158
5.719
5.945
6.116
6.184
6.363
6.379
6.499
6.657
6.713
6.787
6.800
7.168
7.181
7.194
7.325
7.375
7.378
7.488
8.092
8.106
8.159
8.210
8.376
8.408
8.611
8.623
8.681
8.725
8.835

Para los primeros 3 valores y para los ltimos 3 se buscaron las probabilida
Para el resto, se aprovech la funcin Normal de Excel.
i/N
0.0125
0.025
0.0375
0.05
0.0625
0.075
0.0875
0.1
0.1125
0.125
0.1375
0.15
0.1625
0.175
0.1875
0.2
0.2125
0.225
0.2375
0.25
0.2625
0.275
0.2875
0.3
0.3125
0.325
0.3375
0.35
0.3625
0.375
0.3875
0.4
0.4125
0.425
0.4375
0.45
0.4625
0.475
0.4875
0.5

(i-1)/N
0
0.0125
0.025
0.0375
0.05
0.0625
0.075
0.0875
0.1
0.1125
0.125
0.1375
0.15
0.1625
0.175
0.1875
0.2
0.2125
0.225
0.2375
0.25
0.2625
0.275
0.2875
0.3
0.3125
0.325
0.3375
0.35
0.3625
0.375
0.3875
0.4
0.4125
0.425
0.4375
0.45
0.4625
0.475
0.4875

F(Xi)
0.0021
0.0505
0.0521
0.0735
0.0758
0.0970
0.1001
0.1209
0.1266
0.1415
0.1442
0.1749
0.1883
0.1989
0.2032
0.2148
0.2158
0.2238
0.2346
0.2385
0.2437
0.2446
0.2714
0.2724
0.2733
0.2832
0.2871
0.2873
0.2958
0.3444
0.3455
0.3500
0.3542
0.3683
0.3709
0.3884
0.3894
0.3944
0.3983
0.4078

Dif +
0.0104
-0.0255
-0.0146
-0.0235
-0.0133
-0.0220
-0.0126
-0.0209
-0.0141
-0.0165
-0.0067
-0.0249
-0.0258
-0.0239
-0.0157
-0.0148
-0.0033
0.0012
0.0029
0.0115
0.0188
0.0304
0.0161
0.0276
0.0392
0.0418
0.0504
0.0627
0.0667
0.0306
0.0420
0.0500
0.0583
0.0567
0.0666
0.0616
0.0731
0.0806
0.0892
0.0922

Dif 0.0021
0.0380
0.0271
0.0360
0.0258
0.0345
0.0251
0.0334
0.0266
0.0290
0.0192
0.0374
0.0383
0.0364
0.0282
0.0273
0.0158
0.0113
0.0096
0.0010
-0.0063
-0.0179
-0.0036
-0.0151
-0.0267
-0.0293
-0.0379
-0.0502
-0.0542
-0.0181
-0.0295
-0.0375
-0.0458
-0.0442
-0.0541
-0.0491
-0.0606
-0.0681
-0.0767
-0.0797

i/N

1.2
1
0.8
0.6
0.4
0.2
0
-3.000

2.000

7.000

P
1.00
0.90
0.80
0.70
0.60
Objetivo
0.50
0.40
0.30
0.20
0.10
0.00
0

0.1

0.2

0.3

41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
mu=
stdev=

8.950
9.046
9.392
10.037
10.108
10.420
10.554
10.607
10.746
11.025
11.115
11.321
11.527
11.650
11.942
12.391
12.619
12.934
12.961
13.004
13.113
13.165
13.388
13.687
13.795
14.869
14.979
15.090
15.218
15.222
15.661
15.704
15.790
16.350
16.367
17.381
17.781
18.683
18.819
20.663

0.5125
0.525
0.5375
0.55
0.5625
0.575
0.5875
0.6
0.6125
0.625
0.6375
0.65
0.6625
0.675
0.6875
0.7
0.7125
0.725
0.7375
0.75
0.7625
0.775
0.7875
0.8
0.8125
0.825
0.8375
0.85
0.8625
0.875
0.8875
0.9
0.9125
0.925
0.9375
0.95
0.9625
0.975
0.9875
1

0.5
0.5125
0.525
0.5375
0.55
0.5625
0.575
0.5875
0.6
0.6125
0.625
0.6375
0.65
0.6625
0.675
0.6875
0.7
0.7125
0.725
0.7375
0.75
0.7625
0.775
0.7875
0.8
0.8125
0.825
0.8375
0.85
0.8625
0.875
0.8875
0.9
0.9125
0.925
0.9375
0.95
0.9625
0.975
0.9875

9.87
4.44

0.4179
0.4264
0.4571
0.5151
0.5214
0.5493
0.5612
0.5660
0.5782
0.6027
0.6105
0.6281
0.6456
0.6558
0.6797
0.7150
0.7321
0.7550
0.7569
0.7599
0.7675
0.7711
0.7860
0.8051
0.8117
0.8700
0.8751
0.8802
0.8859
0.8860
0.9040
0.9056
0.9088
0.9278
0.9283
0.9547
0.9626
0.9764
0.9780
0.9925
D+
0.0986

II. Calcular el estadstico de prueba Dn.


Dn=

0.0986

0.0946
0.0986
0.0804
0.0349
0.0411
0.0257
0.0263
0.0340
0.0343
0.0223
0.0270
0.0219
0.0169
0.0192
0.0078
-0.0150
-0.0196
-0.0300
-0.0194
-0.0099
-0.0050
0.0039
0.0015
-0.0051
0.0008
-0.0450
-0.0376
-0.0302
-0.0234
-0.0110
-0.0165
-0.0056
0.0037
-0.0028
0.0092
-0.0047
-0.0001
-0.0014
0.0095
0.0075
D0.0575

-0.0821
-0.0861
-0.0679
-0.0224
-0.0286
-0.0132
-0.0138
-0.0215
-0.0218
-0.0098
-0.0145
-0.0094
-0.0044
-0.0067
0.0047
0.0275
0.0321
0.0425
0.0319
0.0224
0.0175
0.0086
0.0110
0.0176
0.0117
0.0575
0.0501
0.0427
0.0359
0.0235
0.0290
0.0181
0.0088
0.0153
0.0033
0.0172
0.0126
0.0139
0.0030
0.0050

III. Determinar el valor crtico Dalfa:


n=

80

k(80) =

9.0293

Calfa =

0.895

Dalfa =

0.099122

IV. Hacer la prueba de hiptesis.

D=
D alfa =

0.0986
0.0991

V. Conclusin:
Se acepta Ho, la muestra s se ajusta a una distribucin normal
con media 9.87 y desv estdrd 4.44

mu=
stdv=
i
1
2
3
78
79
80

e buscaron las probabilidades F(x) en las tablas.

i/N

F(Xi)

1.2
1
0.8
0.6
0.4
0.2
0

3.000

2.000

7.000

12.000

17.000

22.000

P-P Chart
1.00
0.90
0.80
0.70
0.60
Objetivo
0.50
0.40
0.30
0.20
0.10
0.00
0

0.1

0.2

0.3

0.4

0.5

0.6

M ues tra

0.7

0.8

0.9

9.870
4.439
X
-2.798
2.593
2.656
18.683
18.819
20.663

z
-2.853559
-1.639217
-1.625154
1.985287
2.016019
2.431503

rea Tablas
0.99785
0.9495
0.9479
0.9764
0.978
0.9925

F(x)
0.00215
0.0505
0.0521
0.9764
0.978
0.9925

79

9474
9484
9479

Probar que los datos X provienen de una distribucin normal con media "mu" y
desviacin estndar "stdv" desconocidas. Aplicar la prueba de Chi Squared.
mu=
stdv=
Mean=
Std Dev=

0.00
0.00
9.87
4.44

En este ejemplo no se asumen de antemano los


parmetros mu y sigma de la poblacin, sino que
se estiman a partir de la muestra.
La probabilidad acumulada terica se busc en la tabla Normal.
Prob
Frec Acum
Frec
Frec Obs Acum
Ter.
Esperada
Terica
-infinito
0
1
0.0131
1.048
1.048
0
3
2
0.061
4.88
3.832
3
6
10
0.1922
15.376
10.496
6
9
28
0.4227
33.816
18.44
9
12
14
0.6844
54.752
20.936
12
15
12
0.876
70.08
15.328
15
18
10
0.9664
77.312
7.232
18
21
3
0.9939
79.512
2.2
21 +infinito
0
1
80
0.488
Chi Cuad:
Nivel de confianza = 0.05
ChiSqrd(.05,6) =
GL = Nm de clases - 1 - 2
Intervalo

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

-2.798
2.593
2.656
3.433
3.505
4.105
4.182
4.673
4.799
5.103
5.158
5.719
5.945
6.116
6.184
6.363
6.379
6.499
6.657
6.713
6.787
6.800
7.168
7.181
7.194
7.325
7.375
7.378
7.488
8.092
8.106
8.159
8.210
8.376
8.408
8.611
8.623
8.681

La hiptesis nula se rechaza cuando Chi Cuadrada calculada (en este caso 10.71) es
mayor que la Chi Cuadrada crtica (en este caso 12.59).
En este ejemplo, se acepta Ho, ya que el valor calculado es menor que el valor
crtico.

En general el nmero de grados de libertad es igual


a k-1-s, donde "k" es el nmero de clases, y "s"
es el nmero de parmetros a estimar en la distribucin.
En este caso no se conocen de antemano mu y sigma
y utilizamos los que calculamos de la muestra, por lo
que se estn estimando 2 parmetros de la poblacin.
Por lo tanto el valor de s = 2, y el nmero de grados de
libertad es entonces 9 - 1 - 2 = 6.
parmetro de la distribucin.

Histogram
30
25
20
Frequency
15
10
5
0

Histogram
30
25

39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

8.725
8.835
8.950
9.046
9.392
10.037
10.108
10.420
10.554
10.607
10.746
11.025
11.115
11.321
11.527
11.650
11.942
12.391
12.619
12.934
12.961
13.004
13.113
13.165
13.388
13.687
13.795
14.869
14.979
15.090
15.218
15.222
15.661
15.704
15.790
16.350
16.367
17.381
17.781
18.683
18.819
20.663

20
Frequency
15
10
5
0

30
25
20
15

Frec Obs

10
5
0
1

Mean=
Std Dev=

X
0
3
6
9

Z
-2.223359
-1.54755
-0.87174
-0.195931

rea Tabla
0.9869
0.939
0.8078
0.5773

(fo - fe)2/fe

12

0.479879

0.6844

0.0021984733
0.8758413361
0.0234390244
4.9562689805
2.2978647306
0.7225720251
1.0594336283
0.2909090909
0.488
10.7165272892

15
18
21

1.155688
1.831497
2.507307

0.876
0.9664
0.9939

12.5915872437

n este caso 10.71) es

nor que el valor

9.87
4.44

Frec Obs

F(x)
0.0131
0.061
0.1922
0.4227
0.6844
0.876
0.9664
0.9939