7.5 Finding μ and σ - 教材内容

7.5.1 寻找未知均值和标准差的基本概念 / Basic Concepts of Finding Unknown Mean and Standard Deviation

在实际应用中,我们经常需要根据给定的概率条件来求解正态分布的未知参数μ(均值)和σ(标准差)。这是统计学中参数估计的重要技能。

In practical applications, we often need to solve for unknown parameters μ (mean) and σ (standard deviation) of a normal distribution based on given probability conditions. This is an important skill in parameter estimation in statistics.

基本思路:使用标准化公式 Z = (X - μ)/σ 将问题转化为标准正态分布问题

Basic approach: Use the standardization formula Z = (X - μ)/σ to transform the problem into a standard normal distribution problem

7.5.2 求解未知均值μ / Finding Unknown Mean μ

当正态分布的方差已知,但均值未知时,我们可以通过给定的概率条件来求解均值。

When the variance of a normal distribution is known but the mean is unknown, we can solve for the mean through given probability conditions.

例7.5.1 / Example 7.5.1

随机变量X ~ N(μ, 3²)

Random variable X ~ N(μ, 3²)

已知P(X > 20) = 0.20,求μ的值

Given P(X > 20) = 0.20, find the value of μ

解 / Solution:

1. 使用标准化公式:Z = (X - μ)/σ

1. Use standardization formula: Z = (X - μ)/σ

2. P(X > 20) = 0.20 → P(Z > (20 - μ)/3) = 0.20

3. 绘制Z的图表,p = 0.20

3. Draw a diagram for Z, p = 0.20

4. 由于P(Z > z) = 0.20 < 0.5,所以z > 0

4. Since P(Z > z) = 0.20 < 0.5, so z > 0

5. 在百分比点表中查找p = 0.20对应的z值

5. Look up the z-value corresponding to p = 0.20 in the percentage points table

6. z = 0.8416

7. 因此:(20 - μ)/3 = 0.8416

7. Therefore: (20 - μ)/3 = 0.8416

8. 解得:μ = 20 - 3 × 0.8416 = 17.4752

8. Solving: μ = 20 - 3 × 0.8416 = 17.4752

答案:μ = 17.5 (3 s.f.)

7.5.3 求解未知标准差σ / Finding Unknown Standard Deviation σ

当正态分布的均值已知,但标准差未知时,我们可以通过给定的概率条件来求解标准差。

When the mean of a normal distribution is known but the standard deviation is unknown, we can solve for the standard deviation through given probability conditions.

例7.5.2 / Example 7.5.2

机器制造的金属板宽度X ~ N(50, σ²),单位为厘米

A machine makes metal sheets with width X ~ N(50, σ²) in centimeters

a) 已知P(X < 46) = 0.2119,求σ的值

a) Given P(X < 46) = 0.2119, find the value of σ

b) 求宽度的第90百分位数

b) Find the 90th percentile of the widths

解 / Solution:

a) 求σ的值

a) Find the value of σ

1. P(X < 46) = 0.2119

2. 使用标准化公式:P(Z < (46 - 50)/σ) = 0.2119

2. Use standardization formula: P(Z < (46 - 50)/σ) = 0.2119

3. P(Z < -4/σ) = 0.2119

4. 绘制Z的图表,p = 0.2119

4. Draw a diagram for Z, p = 0.2119

5. 由于P(Z < z) = 0.2119 < 0.5,所以z < 0

5. Since P(Z < z) = 0.2119 < 0.5, so z < 0

6. 使用对称性:P(Z < -0.80) = 0.2119

6. Use symmetry: P(Z < -0.80) = 0.2119

7. 因此:-4/σ = -0.80

7. Therefore: -4/σ = -0.80

8. 解得:σ = 4/0.80 = 5

8. Solving: σ = 4/0.80 = 5

答案:σ = 5

Example 7.5.2 Diagram

b) 求第90百分位数

b) Find the 90th percentile

1. 设第90百分位数为a,则P(X < a) = 0.9

1. Let the 90th percentile be a, then P(X < a) = 0.9

2. 现在X ~ N(50, 5²)

2. Now X ~ N(50, 5²)

3. P(Z < (a - 50)/5) = 0.9

4. 在主表中查找0.9对应的z值

4. Look up the z-value corresponding to 0.9 in the main table

5. z = 1.2816

6. 因此:(a - 50)/5 = 1.2816

6. Therefore: (a - 50)/5 = 1.2816

7. 解得:a = 50 + 5 × 1.2816 = 56.408

7. Solving: a = 50 + 5 × 1.2816 = 56.408

答案:a = 56.4 cm (3 s.f.)

7.5.4 同时求解μ和σ / Simultaneously Finding μ and σ

当正态分布的均值和标准差都未知时,我们需要两个独立的概率条件来建立方程组求解。

When both the mean and standard deviation of a normal distribution are unknown, we need two independent probability conditions to establish a system of equations for solving.

例7.5.3 / Example 7.5.3

随机变量X ~ N(μ, σ²)

Random variable X ~ N(μ, σ²)

已知P(X > 35) = 0.025 和 P(X < 15) = 0.1469

Given P(X > 35) = 0.025 and P(X < 15) = 0.1469

求μ和σ的值

Find the values of μ and σ

解 / Solution:

1. 建立两个方程:

1. Establish two equations:

P(X > 35) = 0.025 → P(Z > (35 - μ)/σ) = 0.025

P(X < 15) = 0.1469 → P(Z < (15 - μ)/σ) = 0.1469

2. 查找对应的z值:

2. Find corresponding z-values:

P(Z > z₁) = 0.025 → z₁ = 1.96 (从百分比点表)

P(Z > z₁) = 0.025 → z₁ = 1.96 (from percentage points table)

P(Z < z₂) = 0.1469 → z₂ = -1.05 (使用对称性)

P(Z < z₂) = 0.1469 → z₂ = -1.05 (using symmetry)

Example 7.5.3 Diagram 1

3. 建立方程组:

3. Establish system of equations:

(35 - μ)/σ = 1.96 → 1.96σ + μ = 35 ... (1)

(15 - μ)/σ = -1.05 → -1.05σ + μ = 15 ... (2)

4. 解方程组:

4. Solve the system:

(1) - (2): 3.01σ = 20

σ = 20/3.01 = 6.6445...

5. 代入(1)式:

5. Substitute into equation (1):

μ = 35 - 1.96 × 6.6445... = 21.976...

Example 7.5.3 Diagram 2

答案:σ = 6.64, μ = 22.0 (3 s.f.)

7.5.5 解题步骤总结 / Summary of Problem-Solving Steps

求解未知参数的标准步骤:

Standard steps for finding unknown parameters:

  1. 识别问题类型 / Identify problem type:
    • 只求μ(σ已知)/ Only find μ (σ known)
    • 只求σ(μ已知)/ Only find σ (μ known)
    • 同时求μ和σ / Find both μ and σ
  2. 建立方程 / Establish equations:
    • 使用标准化公式Z = (X - μ)/σ
    • Use standardization formula Z = (X - μ)/σ
    • 将概率条件转化为标准正态分布问题
    • Transform probability conditions into standard normal distribution problems
  3. 查找z值 / Find z-values:
    • 使用百分比点表或主表
    • Use percentage points table or main table
    • 注意z值的符号
    • Pay attention to the sign of z-values
  4. 求解参数 / Solve for parameters:
    • 单个参数:直接求解
    • Single parameter: solve directly
    • 两个参数:建立方程组求解
    • Two parameters: establish system of equations and solve
  5. 验证答案 / Verify answer:
    • 检查答案的合理性
    • Check reasonableness of answers
    • 代入原条件验证
    • Substitute back into original conditions to verify
7.5.6 特殊情况的处理 / Handling Special Cases
对称性问题 / Symmetry Problems

当给定的概率条件具有对称性时,可以利用对称性简化计算:

When given probability conditions have symmetry, we can use symmetry to simplify calculations:

• 如果P(X > a) = P(X < b) = p,则μ = (a + b)/2

• If P(X > a) = P(X < b) = p, then μ = (a + b)/2

• 利用对称性可以快速确定均值的位置

• Using symmetry can quickly determine the position of the mean

例7.5.4 / Example 7.5.4

随机变量X ~ N(μ, σ²)

Random variable X ~ N(μ, σ²)

已知P(X > 15) = 0.20 和 P(X < 9) = 0.20

Given P(X > 15) = 0.20 and P(X < 9) = 0.20

求μ和σ的值

Find the values of μ and σ

解 / Solution:

1. 由于P(X > 15) = P(X < 9) = 0.20,具有对称性

1. Since P(X > 15) = P(X < 9) = 0.20, there is symmetry

2. 利用对称性:μ = (15 + 9)/2 = 12

2. Use symmetry: μ = (15 + 9)/2 = 12

3. 现在求σ:P(X > 15) = 0.20

3. Now find σ: P(X > 15) = 0.20

4. P(Z > (15 - 12)/σ) = 0.20

5. P(Z > 3/σ) = 0.20

6. 3/σ = 0.8416

7. σ = 3/0.8416 = 3.57

答案:μ = 12, σ = 3.57 (3 s.f.)

7.5.7 分位数问题 / Quantile Problems

分位数问题是指给定某个百分位数,求对应的参数值。这类问题在实际应用中很常见。

Quantile problems refer to finding corresponding parameter values given a certain percentile. These problems are common in practical applications.

例7.5.5 / Example 7.5.5

随机变量X ~ N(μ, σ²)

Random variable X ~ N(μ, σ²)

X的下四分位数是25,上四分位数是45

The lower quartile of X is 25 and the upper quartile is 45

求μ和σ的值

Find the values of μ and σ

解 / Solution:

1. 下四分位数:P(X < 25) = 0.25

1. Lower quartile: P(X < 25) = 0.25

2. 上四分位数:P(X < 45) = 0.75

2. Upper quartile: P(X < 45) = 0.75

3. 建立方程组:

3. Establish system of equations:

P(Z < (25 - μ)/σ) = 0.25 → (25 - μ)/σ = -0.6745

P(Z < (45 - μ)/σ) = 0.75 → (45 - μ)/σ = 0.6745

4. 解方程组:

4. Solve the system:

(25 - μ)/σ = -0.6745 → -0.6745σ + μ = 25 ... (1)

(45 - μ)/σ = 0.6745 → 0.6745σ + μ = 45 ... (2)

5. (2) - (1): 1.349σ = 20

6. σ = 20/1.349 = 14.83

7. μ = 45 - 0.6745 × 14.83 = 35.0

答案:μ = 35.0, σ = 14.8 (3 s.f.)

7.5.8 常见错误与注意事项 / Common Mistakes and Precautions
常见错误 / Common Mistakes
重要提醒 / Important Reminder

在求解未知参数时,一定要确保有足够的信息来唯一确定参数值。对于两个未知参数,通常需要两个独立的概率条件。

When solving for unknown parameters, make sure there is sufficient information to uniquely determine the parameter values. For two unknown parameters, two independent probability conditions are usually needed.

7.5.9 实际应用 / Practical Applications

寻找未知参数μ和σ的技能在实际生活中有广泛应用:

The skill of finding unknown parameters μ and σ has wide applications in real life: