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大瓶子 · 2023年08月20日

为什么T分布检验比Z分布检验的可靠性更高呢?

NO.PZ2022123001000090

问题如下:

When an analyst is unsure of the underlying population distribution, which of the following is least likely to increase the reliability of parameter estimates?

选项:

A.Increase in the sample size B.Use of point estimates rather than confidence intervals C.Use of the t-distribution rather than the normal distribution to establish confidence intervals

解释:

Point estimates are not as reliable as confidence interval estimates. A conservative approach to confidence intervals relies on the t-distribution rather than the normal distribution, and use of the t-distribution will increase the reliability of the confidence interval. Increasing the sample size increases the reliability of the confidence interval.

请问这个的推导逻辑是什么样的?

1 个答案
已采纳答案

星星_品职助教 · 2023年08月22日

同学你好,

t分布要比z分布有更肥的尾部。所以t分布的关键值(reliability factor)要比同等条件下的z分布关键值大。由此使得t分布下的区间估计(置信区间)更宽,就更容易包含真实的总体参数。使得估计的可靠性更高。

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