
20.4 Mathematical statistics
Problem:
Perform the following calculations for the given sample \( X_{i} \).
a) plot a histogram, a polygon, a sample distribution function;
b) calculate the sample moments and associated quantities (the first, second and third moments, variance, standard deviation, kurtosis and skewness);
c) assuming that the sample is obtained from a normal distribution, test the hypothesis that the mean is equal to null when the variance is unknown; the mean is equal to null, when the variance is equal to the sample.
\begin{tabular}{|l|r|}
\hline\( i \) & \multicolumn{1}{|c|}{\( X_{i} \)} \\
\hline 1 & 0,15 \\
\hline 2 & \( -3,28 \) \\
\hline 3 & 5,13 \\
\hline 4 & 0,19 \\
\hline 5 & \( -40,44 \) \\
\hline 6 & 11,06 \\
\hline 7 & \( -2,17 \) \\
\hline 8 & 0 \\
\hline 9 & 0,26 \\
\hline 10 & \( -7,68 \) \\
\hline
\end{tabular}
\begin{tabular}{|c|c|}
\hline\( i \) & \( X_{i} \) \\
\hline 11 & 0,33 \\
\hline 12 & \( -8,03 \) \\
\hline 13 & 0,37 \\
\hline 14 & 23,67 \\
\hline 15 & 44,56 \\
\hline 16 & \( -1,62 \) \\
\hline 17 & 42,31 \\
\hline 18 & 2,62 \\
\hline 19 & 21,84 \\
\hline 20 & \( -1,7 \) \\
\hline
\end{tabular}
\begin{tabular}{|r|r|}
\hline\( i \) & \multicolumn{1}{|c|}{\( X_{i} \)} \\
\hline 21 & \( -0,49 \) \\
\hline & \( -0,2 \) \\
\hline 23 & 0,35 \\
\hline 23 & \( -32,11 \) \\
\hline 25 & 13,72 \\
\hline 26 & \( -0,02 \) \\
\hline 27 & \( -1,95 \) \\
\hline 28 & \( -12,02 \) \\
\hline 29 & \( -7,96 \) \\
\hline 30 & \( -2,97 \) \\
\hline
\end{tabular}