Довірчий інтервал для коваріації випадкових величин

Нехай і  — незалежні вибірки з нормальних розподілів, де і  — відомі середні. Означемо довільне і побудуємо -довірчий інтервал для невідомої коваріації .

Твердження. Випадкова величина

має розподіл . Нехай  — -процентіль цього розподілу. Тоді маємо:

.

Після підстановки виразу для і неважких алгебраїчних перетворень отримуємо:

.

Див. також

Література

Посилання

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حصار دمياط جزء من الحملة الصليبية الخامسة    التاريخ وسيط property غير متوفر. بداية مايو 1218  نهاية 5 نوفمبر 1219  البلد مصر  الموقع دمياط  31°25′00″N 31°49′00″E / 31.416667°N 31.816667°E / 31.416667; 31.816667   تعديل مصدري - تعديل   الصليبيون الفريزية يهاجمون برج دمياط، ...