Statistics Lecture 14. Introduction to Inference. Administrative Notes. Hypothesis Tests. Last Class: Confidence Intervals
|
|
- Roberta Taylor
- 7 years ago
- Views:
Transcription
1 Statistics Lecture 14 Itroductio to Iferece Hypothesis Tests Admiistrative Notes Sprig Break! No lectures o Tuesday, March 8 th ad Thursday March 10 th Exteded Sprig Break! There is o Stat 111 recitatio this Friday, March 4 th. Midterm will be graded ad available i recitatio o Friday, March 18 th Homework 4 due i recitatio o Friday, March 18 th Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 1 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 2 Last Class: Cofidece Itervals We used the sample mea X as our best estimate of the populatio mea µ, but we realized that our sample mea will vary betwee differet samples Our solutio was to use our sample mea as the ceter of a etire cofidece iterval of likely values for our populatio mea µ 95% cofidece itervals are most commo, but we ca calculate iterval for ay cofidece level Also did cofidece iterval for populatio proportio p Formulas for cofidece itervals are based o results about samplig distributio of sample mea ad sample proportio (chapter 5) This Class: Hypothesis Testig Today, we will agai use our samplig distributio results for a differet type of iferece: testig a specific hypothesis I some problems, we are ot iterested i calculatig a cofidece iterval, but rather we wat to see whether our data cofirm a specific hypothesis This type of iferece is sometimes called statistical decisio makig, but the more commo term is hypothesis testig Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 3 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 4 Example: Blackout Baby Boom New York City experieced a major blackout o November 9, 1965 may people were trapped for hours i the dark ad o subways, i elevators, etc. Nie moths afterwards (August 10, 1966), the NY Times claimed that the umber of births were way up They attributed the icreased births to the blackout, ad this has sice become urba leged! Does the data actually support the claim of the NY Times? Usig data, we will test the hypothesis that the birth rate i August 1966 was differet tha the usual birth rate Number of Births i NYC, August 1966 Su Mo Tue Wed Thu Fri Sat First two weeks X = s = 39.4 =14 We wat to test this data agaist the usual birth rate i NYC, which is 430 births/day Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 5 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 6 1
2 Steps for Hypothesis Testig 1. Formulate your hypotheses: Need a Null Hypothesis ad a Alterative Hypothesis 2. Calculate the test statistic: Test statistic summarizes the differece betwee data ad your ull hypothesis 3. Fid the p-value for the test statistic: How probable is your data if the ull hypothesis is true? Null ad Alterative Hypotheses Null Hypothesis (H 0 ) is (usually) a assumptio that there is o effect or o chage i the populatio Alterative hypothesis (H a ) states that there is a real differece or real chage i the populatio If the ull hypothesis is true, there should be little discrepacy betwee the observed data ad the ull hypothesis If we fid there is a large discrepacy, the we will reject the ull hypothesis Both hypotheses are expressed i terms of differet values for populatio parameters Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 7 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 8 Example: NYC blackout ad birth rates Let µ be the mea birth rate i August 1966 Null Hypothesis: Blackout has o effect o birth rate, so August 1966 should be the same as ay other moth H 0 : µ = 430 (usual birth rate) Alterative Hypothesis: Blackout did have a effect o the birth rate H a : µ 430 This is a two-sided alterative, which meas that we are cosiderig a chage i either directio We could istead use a oe-sided alterative that oly cosiders chages i oe directio Eg. oly alterative is a icrease i birth rate H a : µ > 430 Test Statistic Now that we have a ull hypothesis, we ca calculate a test statistic The test statistic measures the differece betwee the observed data ad the ull hypothesis Specifically, the test statistic aswers the questio: How may stadard deviatios is our observed sample value from the hypothesized value? For our birth rate dataset, the observed sample mea is ad our hypothesized mea is 430 To calculate the test statistic, we eed the stadard deviatio of our sample mea Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 9 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 10 Test Statistic for Sample Mea Sample mea has a stadard deviatio of σ / our test statistic Z is: σ / Z is the umber of stadard deviatios betwee our sample mea ad the hypothesized mea µ 0 is the otatio we use for our hypothesized mea To calculate our test statistic Z, we eed to kow the populatio stadard deviatio σ For ow we will make the assumptio that σ is the same as our sample stadard deviatio s Later, we will correct this assumptio! Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 11 so Test Statistic for Birth Rate Example For our NYC births/day example, we have a sample mea of 433.6, a hypothesized mea of 430 ad a sample stadard deviatio of 39.4 Our test statistic is: = σ / 39.4 / 14 = So, our sample mea is stadard deviatios differet from what it should be if there was o blackout effect Is this differece statistically sigificat? Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 12 2
3 Probability values (p-values) Assumig the ull hypothesis is true, the p- value is the probability we get a value as far from the hypothesized value as our observed sample value The smaller the p-value is, the more urealistic our ull hypothesis appears For our NYC birth-rate example, Z=0.342 Assumig our populatio mea really is 430, what is the probability that we get a test statistic of or greater? Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 13 p-value for NYC dataset To calculate the p-value, we use the fact that the sample mea has a ormal distributio prob = Z = Z = prob = If our alterative hypothesis was oe-sided (H a :µ > 430), the our p-value would be Sice are alterative hypothesis was two-sided our p- value is the sum of both tail probabilities p-value = = Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 14 Statistical Sigificace If the p-value is smaller tha α, we say the data are statistically sigificat at level α The most commo α-level to use is α = 0.05 Later, we will see this relates to 95% cofidece itervals! The α-level is used as a threshold for rejectig the ull hypothesis If the p-value < α, we reject the ull hypothesis that there is o chage or differece Coclusios for NYC birth-rate data The p-value = for the NYC birth-rate data, so we ca ot reject the ull hypothesis at α-level of 0.05 Aother way of sayig this is that the differece betwee ull hypothesis ad our data is ot statistically sigificat So, we coclude that the data do ot support the idea that there was a differet birth rate tha usual for the first two weeks of August, No blackout baby boom effect! Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 15 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 16 Tests ad Itervals There is a close coectio betwee cofidece itervals ad two-sided hypothesis tests 100 C % cofidece iterval is cotais likely values for a populatio parameter, like the pop. mea µ Iterval is cetered aroud sample mea X Width of iterval is a multiple of SD(X ) = σ A α-level hypothesis test rejects the ull hypothesis that µ = µ 0 if the test statistic Z has a p-value less tha α σ / Tests ad Itervals If our cofidece level C is equal to 1 - α where α is the level of the hypothesis test, the we have the followig coectio betwee tests ad itervals: A two-sided hypothesis test rejects the ull hypothesis (µ =µ 0 ) if our hypothesized value µ 0 falls outside the cofidece iterval for µ So, if we have already calculated a cofidece iterval for µ, the we ca test ay hypothesized value µ 0 just by seeig whether or ot µ 0 is i the iterval! Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 17 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 18 3
4 Example: NYC blackout baby boom Births per day from two weeks i August 1966 X = s = 39.4 =14 Differece betwee our sample mea ad the populatio mea µ 0 = 430 had a p-value of 0.734, so we did ot reject the ull hypothesis at α-level of 0.05 Could have calculated 100 (1-α) % = 95 % cofidece iterval: % σ σ ( % ' X Z *, X + Z * * = , ( ' * & ) & ) = ( 413.0, 454.2) Sice our hypothesized µ 0 = 430 is withi our iterval of likely values, we do ot reject the ull hypothesis. If hypothesis was µ 0 = 410, the we would reject it! Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 19 Aother Example: Calcium i the Diet Calcium is a crucial elemet i body. Recommeded daily allowace (RDA) for adults is 850 mg/day Radom sample of 18 people below poverty level: X = mg =18 Does the data support claim that people below the poverty level have a differet calcium itake tha the recommeded daily allowace? Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 20 Hypothesis Test for Calcium Let µ be the mea calcium itake for people below the poverty lie Null hypothesis is that calcium itake for people below poverty lie is ot differet from RDA: µ 0 = 850 mg/day Two-sided alterative hypothesis: µ mg/day To calculate test statistic, we eed to kow the populatio stadard deviatio of daily calcium itake. From previous study, we kow σ = 188 mg = σ / 188/ 18 = 2.32 Need p-value: if µ 0 = 850, what is the probability we get a sample mea as extreme (or more) tha 747? Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 21 p-value for Calcium We have two-sided alterative, so p-value icludes stadard ormal probabilities o both sides: prob = Z = Z = 2.32 prob = Lookig up probability i table, we see that the twosided p-value is = 0.02 Sice the p-value is less tha 0.05, we ca reject the ull hypothesis Coclusio: people below the poverty lie have sigificatly (at a α=0.05 level) lower calcium itake tha the RDA Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 22 Cofidece Iterval for Calcium Alteratively, we calculate a cofidece iterval for the calcium itake of people below poverty lie Use cofidece level 100 C = 100 (1-α) = 95% 95% cofidece level meas critical value Z * =1.96 % ' X Z * & σ σ ( %, X + Z * * = ' ) & 18 = ( 660.1, 833.9), ( * 18 ) Sice our hypothesized value µ 0 = 850 mg is ot i the 95% cofidece iterval, we ca reject that hypothesis right away! Cautios about Hypothesis Tests Statistical sigificace does ot ecessarily mea real sigificace If sample size is large, eve very small differeces ca have a low p-value Lack of sigificace does ot ecessarily mea that the ull hypothesis is true If sample size is small, there could be a real differece, but we are ot able to detect it May assumptios wet ito our hypothesis tests Presece of outliers, low sample sizes, etc. make our assumptios less realistic We will try to address some of these problems ext class Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 23 Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 24 4
5 Next Class - Lecture 15 Practice Problems i Chapter 6 Ejoy Sprig Break! Mar. 3, 2016 Stat Lecture 14 - Hyp.Test. 25 5
Hypothesis testing. Null and alternative hypotheses
Hypothesis testig Aother importat use of samplig distributios is to test hypotheses about populatio parameters, e.g. mea, proportio, regressio coefficiets, etc. For example, it is possible to stipulate
More informationInference on Proportion. Chapter 8 Tests of Statistical Hypotheses. Sampling Distribution of Sample Proportion. Confidence Interval
Chapter 8 Tests of Statistical Hypotheses 8. Tests about Proportios HT - Iferece o Proportio Parameter: Populatio Proportio p (or π) (Percetage of people has o health isurace) x Statistic: Sample Proportio
More informationOne-sample test of proportions
Oe-sample test of proportios The Settig: Idividuals i some populatio ca be classified ito oe of two categories. You wat to make iferece about the proportio i each category, so you draw a sample. Examples:
More information1. C. The formula for the confidence interval for a population mean is: x t, which was
s 1. C. The formula for the cofidece iterval for a populatio mea is: x t, which was based o the sample Mea. So, x is guarateed to be i the iterval you form.. D. Use the rule : p-value
More informationPractice Problems for Test 3
Practice Problems for Test 3 Note: these problems oly cover CIs ad hypothesis testig You are also resposible for kowig the samplig distributio of the sample meas, ad the Cetral Limit Theorem Review all
More informationZ-TEST / Z-STATISTIC: used to test hypotheses about. µ when the population standard deviation is unknown
Z-TEST / Z-STATISTIC: used to test hypotheses about µ whe the populatio stadard deviatio is kow ad populatio distributio is ormal or sample size is large T-TEST / T-STATISTIC: used to test hypotheses about
More information5: Introduction to Estimation
5: Itroductio to Estimatio Cotets Acroyms ad symbols... 1 Statistical iferece... Estimatig µ with cofidece... 3 Samplig distributio of the mea... 3 Cofidece Iterval for μ whe σ is kow before had... 4 Sample
More informationConfidence Intervals for One Mean
Chapter 420 Cofidece Itervals for Oe Mea Itroductio This routie calculates the sample size ecessary to achieve a specified distace from the mea to the cofidece limit(s) at a stated cofidece level for a
More informationConfidence Intervals. CI for a population mean (σ is known and n > 30 or the variable is normally distributed in the.
Cofidece Itervals A cofidece iterval is a iterval whose purpose is to estimate a parameter (a umber that could, i theory, be calculated from the populatio, if measuremets were available for the whole populatio).
More informationLesson 15 ANOVA (analysis of variance)
Outlie Variability -betwee group variability -withi group variability -total variability -F-ratio Computatio -sums of squares (betwee/withi/total -degrees of freedom (betwee/withi/total -mea square (betwee/withi
More informationDetermining the sample size
Determiig the sample size Oe of the most commo questios ay statisticia gets asked is How large a sample size do I eed? Researchers are ofte surprised to fid out that the aswer depeds o a umber of factors
More informationPSYCHOLOGICAL STATISTICS
UNIVERSITY OF CALICUT SCHOOL OF DISTANCE EDUCATION B Sc. Cousellig Psychology (0 Adm.) IV SEMESTER COMPLEMENTARY COURSE PSYCHOLOGICAL STATISTICS QUESTION BANK. Iferetial statistics is the brach of statistics
More informationCHAPTER 7: Central Limit Theorem: CLT for Averages (Means)
CHAPTER 7: Cetral Limit Theorem: CLT for Averages (Meas) X = the umber obtaied whe rollig oe six sided die oce. If we roll a six sided die oce, the mea of the probability distributio is X P(X = x) Simulatio:
More informationCenter, Spread, and Shape in Inference: Claims, Caveats, and Insights
Ceter, Spread, ad Shape i Iferece: Claims, Caveats, ad Isights Dr. Nacy Pfeig (Uiversity of Pittsburgh) AMATYC November 2008 Prelimiary Activities 1. I would like to produce a iterval estimate for the
More informationMath C067 Sampling Distributions
Math C067 Samplig Distributios Sample Mea ad Sample Proportio Richard Beigel Some time betwee April 16, 2007 ad April 16, 2007 Examples of Samplig A pollster may try to estimate the proportio of voters
More information0.7 0.6 0.2 0 0 96 96.5 97 97.5 98 98.5 99 99.5 100 100.5 96.5 97 97.5 98 98.5 99 99.5 100 100.5
Sectio 13 Kolmogorov-Smirov test. Suppose that we have a i.i.d. sample X 1,..., X with some ukow distributio P ad we would like to test the hypothesis that P is equal to a particular distributio P 0, i.e.
More informationLesson 17 Pearson s Correlation Coefficient
Outlie Measures of Relatioships Pearso s Correlatio Coefficiet (r) -types of data -scatter plots -measure of directio -measure of stregth Computatio -covariatio of X ad Y -uique variatio i X ad Y -measurig
More information15.075 Exam 3. Instructor: Cynthia Rudin TA: Dimitrios Bisias. November 22, 2011
15.075 Exam 3 Istructor: Cythia Rudi TA: Dimitrios Bisias November 22, 2011 Gradig is based o demostratio of coceptual uderstadig, so you eed to show all of your work. Problem 1 A compay makes high-defiitio
More informationThe following example will help us understand The Sampling Distribution of the Mean. C1 C2 C3 C4 C5 50 miles 84 miles 38 miles 120 miles 48 miles
The followig eample will help us uderstad The Samplig Distributio of the Mea Review: The populatio is the etire collectio of all idividuals or objects of iterest The sample is the portio of the populatio
More informationI. Chi-squared Distributions
1 M 358K Supplemet to Chapter 23: CHI-SQUARED DISTRIBUTIONS, T-DISTRIBUTIONS, AND DEGREES OF FREEDOM To uderstad t-distributios, we first eed to look at aother family of distributios, the chi-squared distributios.
More information1 Computing the Standard Deviation of Sample Means
Computig the Stadard Deviatio of Sample Meas Quality cotrol charts are based o sample meas ot o idividual values withi a sample. A sample is a group of items, which are cosidered all together for our aalysis.
More informationConfidence Intervals
Cofidece Itervals Cofidece Itervals are a extesio of the cocept of Margi of Error which we met earlier i this course. Remember we saw: The sample proportio will differ from the populatio proportio by more
More informationCase Study. Normal and t Distributions. Density Plot. Normal Distributions
Case Study Normal ad t Distributios Bret Halo ad Bret Larget Departmet of Statistics Uiversity of Wiscosi Madiso October 11 13, 2011 Case Study Body temperature varies withi idividuals over time (it ca
More informationSampling Distribution And Central Limit Theorem
() Samplig Distributio & Cetral Limit Samplig Distributio Ad Cetral Limit Samplig distributio of the sample mea If we sample a umber of samples (say k samples where k is very large umber) each of size,
More informationOutput Analysis (2, Chapters 10 &11 Law)
B. Maddah ENMG 6 Simulatio 05/0/07 Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should
More informationGCSE STATISTICS. 4) How to calculate the range: The difference between the biggest number and the smallest number.
GCSE STATISTICS You should kow: 1) How to draw a frequecy diagram: e.g. NUMBER TALLY FREQUENCY 1 3 5 ) How to draw a bar chart, a pictogram, ad a pie chart. 3) How to use averages: a) Mea - add up all
More informationMann-Whitney U 2 Sample Test (a.k.a. Wilcoxon Rank Sum Test)
No-Parametric ivariate Statistics: Wilcoxo-Ma-Whitey 2 Sample Test 1 Ma-Whitey 2 Sample Test (a.k.a. Wilcoxo Rak Sum Test) The (Wilcoxo-) Ma-Whitey (WMW) test is the o-parametric equivalet of a pooled
More informationMeasures of Spread and Boxplots Discrete Math, Section 9.4
Measures of Spread ad Boxplots Discrete Math, Sectio 9.4 We start with a example: Example 1: Comparig Mea ad Media Compute the mea ad media of each data set: S 1 = {4, 6, 8, 10, 1, 14, 16} S = {4, 7, 9,
More informationChapter 7: Confidence Interval and Sample Size
Chapter 7: Cofidece Iterval ad Sample Size Learig Objectives Upo successful completio of Chapter 7, you will be able to: Fid the cofidece iterval for the mea, proportio, ad variace. Determie the miimum
More informationUnit 8: Inference for Proportions. Chapters 8 & 9 in IPS
Uit 8: Iferece for Proortios Chaters 8 & 9 i IPS Lecture Outlie Iferece for a Proortio (oe samle) Iferece for Two Proortios (two samles) Cotigecy Tables ad the χ test Iferece for Proortios IPS, Chater
More informationOMG! Excessive Texting Tied to Risky Teen Behaviors
BUSIESS WEEK: EXECUTIVE EALT ovember 09, 2010 OMG! Excessive Textig Tied to Risky Tee Behaviors Kids who sed more tha 120 a day more likely to try drugs, alcohol ad sex, researchers fid TUESDAY, ov. 9
More informationSTA 2023 Practice Questions Exam 2 Chapter 7- sec 9.2. Case parameter estimator standard error Estimate of standard error
STA 2023 Practice Questios Exam 2 Chapter 7- sec 9.2 Formulas Give o the test: Case parameter estimator stadard error Estimate of stadard error Samplig Distributio oe mea x s t (-1) oe p ( 1 p) CI: prop.
More informationChapter 14 Nonparametric Statistics
Chapter 14 Noparametric Statistics A.K.A. distributio-free statistics! Does ot deped o the populatio fittig ay particular type of distributio (e.g, ormal). Sice these methods make fewer assumptios, they
More informationDescriptive Statistics
Descriptive Statistics We leared to describe data sets graphically. We ca also describe a data set umerically. Measures of Locatio Defiitio The sample mea is the arithmetic average of values. We deote
More informationA Test of Normality. 1 n S 2 3. n 1. Now introduce two new statistics. The sample skewness is defined as:
A Test of Normality Textbook Referece: Chapter. (eighth editio, pages 59 ; seveth editio, pages 6 6). The calculatio of p values for hypothesis testig typically is based o the assumptio that the populatio
More informationConfidence intervals and hypothesis tests
Chapter 2 Cofidece itervals ad hypothesis tests This chapter focuses o how to draw coclusios about populatios from sample data. We ll start by lookig at biary data (e.g., pollig), ad lear how to estimate
More informationChapter 7 - Sampling Distributions. 1 Introduction. What is statistics? It consist of three major areas:
Chapter 7 - Samplig Distributios 1 Itroductio What is statistics? It cosist of three major areas: Data Collectio: samplig plas ad experimetal desigs Descriptive Statistics: umerical ad graphical summaries
More informationhp calculators HP 12C Statistics - average and standard deviation Average and standard deviation concepts HP12C average and standard deviation
HP 1C Statistics - average ad stadard deviatio Average ad stadard deviatio cocepts HP1C average ad stadard deviatio Practice calculatig averages ad stadard deviatios with oe or two variables HP 1C Statistics
More informationOverview. Learning Objectives. Point Estimate. Estimation. Estimating the Value of a Parameter Using Confidence Intervals
Overview Estimatig the Value of a Parameter Usig Cofidece Itervals We apply the results about the sample mea the problem of estimatio Estimatio is the process of usig sample data estimate the value of
More informationThis document contains a collection of formulas and constants useful for SPC chart construction. It assumes you are already familiar with SPC.
SPC Formulas ad Tables 1 This documet cotais a collectio of formulas ad costats useful for SPC chart costructio. It assumes you are already familiar with SPC. Termiology Geerally, a bar draw over a symbol
More informationIn nite Sequences. Dr. Philippe B. Laval Kennesaw State University. October 9, 2008
I ite Sequeces Dr. Philippe B. Laval Keesaw State Uiversity October 9, 2008 Abstract This had out is a itroductio to i ite sequeces. mai de itios ad presets some elemetary results. It gives the I ite Sequeces
More informationHypothesis testing using complex survey data
Hypotesis testig usig complex survey data A Sort Course preseted by Peter Ly, Uiversity of Essex i associatio wit te coferece of te Europea Survey Researc Associatio Prague, 5 Jue 007 1 1. Objective: Simple
More informationStatistical inference: example 1. Inferential Statistics
Statistical iferece: example 1 Iferetial Statistics POPULATION SAMPLE A clothig store chai regularly buys from a supplier large quatities of a certai piece of clothig. Each item ca be classified either
More informationSoving Recurrence Relations
Sovig Recurrece Relatios Part 1. Homogeeous liear 2d degree relatios with costat coefficiets. Cosider the recurrece relatio ( ) T () + at ( 1) + bt ( 2) = 0 This is called a homogeeous liear 2d degree
More informationUniversity of California, Los Angeles Department of Statistics. Distributions related to the normal distribution
Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Istructor: Nicolas Christou Three importat distributios: Distributios related to the ormal distributio Chi-square (χ ) distributio.
More informationRepeating Decimals are decimal numbers that have number(s) after the decimal point that repeat in a pattern.
5.5 Fractios ad Decimals Steps for Chagig a Fractio to a Decimal. Simplify the fractio, if possible. 2. Divide the umerator by the deomiator. d d Repeatig Decimals Repeatig Decimals are decimal umbers
More informationNormal Distribution.
Normal Distributio www.icrf.l Normal distributio I probability theory, the ormal or Gaussia distributio, is a cotiuous probability distributio that is ofte used as a first approimatio to describe realvalued
More informationSECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES
SECTION 1.5 : SUMMATION NOTATION + WORK WITH SEQUENCES Read Sectio 1.5 (pages 5 9) Overview I Sectio 1.5 we lear to work with summatio otatio ad formulas. We will also itroduce a brief overview of sequeces,
More informationLECTURE 13: Cross-validation
LECTURE 3: Cross-validatio Resampli methods Cross Validatio Bootstrap Bias ad variace estimatio with the Bootstrap Three-way data partitioi Itroductio to Patter Aalysis Ricardo Gutierrez-Osua Texas A&M
More informationMaximum Likelihood Estimators.
Lecture 2 Maximum Likelihood Estimators. Matlab example. As a motivatio, let us look at oe Matlab example. Let us geerate a radom sample of size 00 from beta distributio Beta(5, 2). We will lear the defiitio
More informationDefinition. A variable X that takes on values X 1, X 2, X 3,...X k with respective frequencies f 1, f 2, f 3,...f k has mean
1 Social Studies 201 October 13, 2004 Note: The examples i these otes may be differet tha used i class. However, the examples are similar ad the methods used are idetical to what was preseted i class.
More informationCHAPTER 11 Financial mathematics
CHAPTER 11 Fiacial mathematics I this chapter you will: Calculate iterest usig the simple iterest formula ( ) Use the simple iterest formula to calculate the pricipal (P) Use the simple iterest formula
More informationAnalyzing Longitudinal Data from Complex Surveys Using SUDAAN
Aalyzig Logitudial Data from Complex Surveys Usig SUDAAN Darryl Creel Statistics ad Epidemiology, RTI Iteratioal, 312 Trotter Farm Drive, Rockville, MD, 20850 Abstract SUDAAN: Software for the Statistical
More informationResearch Method (I) --Knowledge on Sampling (Simple Random Sampling)
Research Method (I) --Kowledge o Samplig (Simple Radom Samplig) 1. Itroductio to samplig 1.1 Defiitio of samplig Samplig ca be defied as selectig part of the elemets i a populatio. It results i the fact
More informationTopic 5: Confidence Intervals (Chapter 9)
Topic 5: Cofidece Iterval (Chapter 9) 1. Itroductio The two geeral area of tatitical iferece are: 1) etimatio of parameter(), ch. 9 ) hypothei tetig of parameter(), ch. 10 Let X be ome radom variable with
More information5.4 Amortization. Question 1: How do you find the present value of an annuity? Question 2: How is a loan amortized?
5.4 Amortizatio Questio 1: How do you fid the preset value of a auity? Questio 2: How is a loa amortized? Questio 3: How do you make a amortizatio table? Oe of the most commo fiacial istrumets a perso
More information1 Correlation and Regression Analysis
1 Correlatio ad Regressio Aalysis I this sectio we will be ivestigatig the relatioship betwee two cotiuous variable, such as height ad weight, the cocetratio of a ijected drug ad heart rate, or the cosumptio
More informationSAMPLE QUESTIONS FOR FINAL EXAM. (1) (2) (3) (4) Find the following using the definition of the Riemann integral: (2x + 1)dx
SAMPLE QUESTIONS FOR FINAL EXAM REAL ANALYSIS I FALL 006 3 4 Fid the followig usig the defiitio of the Riema itegral: a 0 x + dx 3 Cosider the partitio P x 0 3, x 3 +, x 3 +,......, x 3 3 + 3 of the iterval
More informationChapter 7 Methods of Finding Estimators
Chapter 7 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 011 Chapter 7 Methods of Fidig Estimators Sectio 7.1 Itroductio Defiitio 7.1.1 A poit estimator is ay fuctio W( X) W( X1, X,, X ) of
More informationBasic Elements of Arithmetic Sequences and Series
MA40S PRE-CALCULUS UNIT G GEOMETRIC SEQUENCES CLASS NOTES (COMPLETED NO NEED TO COPY NOTES FROM OVERHEAD) Basic Elemets of Arithmetic Sequeces ad Series Objective: To establish basic elemets of arithmetic
More information, a Wishart distribution with n -1 degrees of freedom and scale matrix.
UMEÅ UNIVERSITET Matematisk-statistiska istitutioe Multivariat dataaalys D MSTD79 PA TENTAMEN 004-0-9 LÖSNINGSFÖRSLAG TILL TENTAMEN I MATEMATISK STATISTIK Multivariat dataaalys D, 5 poäg.. Assume that
More informationNow here is the important step
LINEST i Excel The Excel spreadsheet fuctio "liest" is a complete liear least squares curve fittig routie that produces ucertaity estimates for the fit values. There are two ways to access the "liest"
More informationApproximating Area under a curve with rectangles. To find the area under a curve we approximate the area using rectangles and then use limits to find
1.8 Approximatig Area uder a curve with rectagles 1.6 To fid the area uder a curve we approximate the area usig rectagles ad the use limits to fid 1.4 the area. Example 1 Suppose we wat to estimate 1.
More informationCHAPTER 3 THE TIME VALUE OF MONEY
CHAPTER 3 THE TIME VALUE OF MONEY OVERVIEW A dollar i the had today is worth more tha a dollar to be received i the future because, if you had it ow, you could ivest that dollar ad ear iterest. Of all
More informationDiscrete Mathematics and Probability Theory Spring 2014 Anant Sahai Note 13
EECS 70 Discrete Mathematics ad Probability Theory Sprig 2014 Aat Sahai Note 13 Itroductio At this poit, we have see eough examples that it is worth just takig stock of our model of probability ad may
More informationTHE REGRESSION MODEL IN MATRIX FORM. For simple linear regression, meaning one predictor, the model is. for i = 1, 2, 3,, n
We will cosider the liear regressio model i matrix form. For simple liear regressio, meaig oe predictor, the model is i = + x i + ε i for i =,,,, This model icludes the assumptio that the ε i s are a sample
More information.04. This means $1000 is multiplied by 1.02 five times, once for each of the remaining sixmonth
Questio 1: What is a ordiary auity? Let s look at a ordiary auity that is certai ad simple. By this, we mea a auity over a fixed term whose paymet period matches the iterest coversio period. Additioally,
More informationMulti-server Optimal Bandwidth Monitoring for QoS based Multimedia Delivery Anup Basu, Irene Cheng and Yinzhe Yu
Multi-server Optimal Badwidth Moitorig for QoS based Multimedia Delivery Aup Basu, Iree Cheg ad Yizhe Yu Departmet of Computig Sciece U. of Alberta Architecture Applicatio Layer Request receptio -coectio
More informationHypergeometric Distributions
7.4 Hypergeometric Distributios Whe choosig the startig lie-up for a game, a coach obviously has to choose a differet player for each positio. Similarly, whe a uio elects delegates for a covetio or you
More informationSolving Logarithms and Exponential Equations
Solvig Logarithms ad Epoetial Equatios Logarithmic Equatios There are two major ideas required whe solvig Logarithmic Equatios. The first is the Defiitio of a Logarithm. You may recall from a earlier topic:
More informationProperties of MLE: consistency, asymptotic normality. Fisher information.
Lecture 3 Properties of MLE: cosistecy, asymptotic ormality. Fisher iformatio. I this sectio we will try to uderstad why MLEs are good. Let us recall two facts from probability that we be used ofte throughout
More informationPresent Value Factor To bring one dollar in the future back to present, one uses the Present Value Factor (PVF): Concept 9: Present Value
Cocept 9: Preset Value Is the value of a dollar received today the same as received a year from today? A dollar today is worth more tha a dollar tomorrow because of iflatio, opportuity cost, ad risk Brigig
More informationIncremental calculation of weighted mean and variance
Icremetal calculatio of weighted mea ad variace Toy Fich faf@cam.ac.uk dot@dotat.at Uiversity of Cambridge Computig Service February 009 Abstract I these otes I eplai how to derive formulae for umerically
More informationCentral Limit Theorem and Its Applications to Baseball
Cetral Limit Theorem ad Its Applicatios to Baseball by Nicole Aderso A project submitted to the Departmet of Mathematical Scieces i coformity with the requiremets for Math 4301 (Hoours Semiar) Lakehead
More informationFM4 CREDIT AND BORROWING
FM4 CREDIT AND BORROWING Whe you purchase big ticket items such as cars, boats, televisios ad the like, retailers ad fiacial istitutios have various terms ad coditios that are implemeted for the cosumer
More informationMEI Structured Mathematics. Module Summary Sheets. Statistics 2 (Version B: reference to new book)
MEI Mathematics i Educatio ad Idustry MEI Structured Mathematics Module Summary Sheets Statistics (Versio B: referece to ew book) Topic : The Poisso Distributio Topic : The Normal Distributio Topic 3:
More informationCHAPTER 3 DIGITAL CODING OF SIGNALS
CHAPTER 3 DIGITAL CODING OF SIGNALS Computers are ofte used to automate the recordig of measuremets. The trasducers ad sigal coditioig circuits produce a voltage sigal that is proportioal to a quatity
More informationCS103X: Discrete Structures Homework 4 Solutions
CS103X: Discrete Structures Homewor 4 Solutios Due February 22, 2008 Exercise 1 10 poits. Silico Valley questios: a How may possible six-figure salaries i whole dollar amouts are there that cotai at least
More informationQuadrat Sampling in Population Ecology
Quadrat Samplig i Populatio Ecology Backgroud Estimatig the abudace of orgaisms. Ecology is ofte referred to as the "study of distributio ad abudace". This beig true, we would ofte like to kow how may
More informationConfidence Intervals for Linear Regression Slope
Chapter 856 Cofidece Iterval for Liear Regreio Slope Itroductio Thi routie calculate the ample ize eceary to achieve a pecified ditace from the lope to the cofidece limit at a tated cofidece level for
More informationTHE TWO-VARIABLE LINEAR REGRESSION MODEL
THE TWO-VARIABLE LINEAR REGRESSION MODEL Herma J. Bieres Pesylvaia State Uiversity April 30, 202. Itroductio Suppose you are a ecoomics or busiess maor i a college close to the beach i the souther part
More informationTime Value of Money. First some technical stuff. HP10B II users
Time Value of Moey Basis for the course Power of compoud iterest $3,600 each year ito a 401(k) pla yields $2,390,000 i 40 years First some techical stuff You will use your fiacial calculator i every sigle
More informationChapter 6: Variance, the law of large numbers and the Monte-Carlo method
Chapter 6: Variace, the law of large umbers ad the Mote-Carlo method Expected value, variace, ad Chebyshev iequality. If X is a radom variable recall that the expected value of X, E[X] is the average value
More informationDepartment of Computer Science, University of Otago
Departmet of Computer Sciece, Uiversity of Otago Techical Report OUCS-2006-09 Permutatios Cotaiig May Patters Authors: M.H. Albert Departmet of Computer Sciece, Uiversity of Otago Micah Colema, Rya Fly
More informationA Mathematical Perspective on Gambling
A Mathematical Perspective o Gamblig Molly Maxwell Abstract. This paper presets some basic topics i probability ad statistics, icludig sample spaces, probabilistic evets, expectatios, the biomial ad ormal
More information3. Greatest Common Divisor - Least Common Multiple
3 Greatest Commo Divisor - Least Commo Multiple Defiitio 31: The greatest commo divisor of two atural umbers a ad b is the largest atural umber c which divides both a ad b We deote the greatest commo gcd
More informationSTATISTICAL METHODS FOR BUSINESS
STATISTICAL METHODS FOR BUSINESS UNIT 7: INFERENTIAL TOOLS. DISTRIBUTIONS ASSOCIATED WITH SAMPLING 7.1.- Distributios associated with the samplig process. 7.2.- Iferetial processes ad relevat distributios.
More informationThe Stable Marriage Problem
The Stable Marriage Problem William Hut Lae Departmet of Computer Sciece ad Electrical Egieerig, West Virgiia Uiversity, Morgatow, WV William.Hut@mail.wvu.edu 1 Itroductio Imagie you are a matchmaker,
More informationLearning objectives. Duc K. Nguyen - Corporate Finance 21/10/2014
1 Lecture 3 Time Value of Moey ad Project Valuatio The timelie Three rules of time travels NPV of a stream of cash flows Perpetuities, auities ad other special cases Learig objectives 2 Uderstad the time-value
More informationChapter 5: Inner Product Spaces
Chapter 5: Ier Product Spaces Chapter 5: Ier Product Spaces SECION A Itroductio to Ier Product Spaces By the ed of this sectio you will be able to uderstad what is meat by a ier product space give examples
More informationExample 2 Find the square root of 0. The only square root of 0 is 0 (since 0 is not positive or negative, so those choices don t exist here).
BEGINNING ALGEBRA Roots ad Radicals (revised summer, 00 Olso) Packet to Supplemet the Curret Textbook - Part Review of Square Roots & Irratioals (This portio ca be ay time before Part ad should mostly
More informationFinding the circle that best fits a set of points
Fidig the circle that best fits a set of poits L. MAISONOBE October 5 th 007 Cotets 1 Itroductio Solvig the problem.1 Priciples............................... Iitializatio.............................
More informationA probabilistic proof of a binomial identity
A probabilistic proof of a biomial idetity Joatho Peterso Abstract We give a elemetary probabilistic proof of a biomial idetity. The proof is obtaied by computig the probability of a certai evet i two
More information5.3. Generalized Permutations and Combinations
53 GENERALIZED PERMUTATIONS AND COMBINATIONS 73 53 Geeralized Permutatios ad Combiatios 53 Permutatios with Repeated Elemets Assume that we have a alphabet with letters ad we wat to write all possible
More informationINVESTMENT PERFORMANCE COUNCIL (IPC)
INVESTMENT PEFOMANCE COUNCIL (IPC) INVITATION TO COMMENT: Global Ivestmet Performace Stadards (GIPS ) Guidace Statemet o Calculatio Methodology The Associatio for Ivestmet Maagemet ad esearch (AIM) seeks
More informationMathematical goals. Starting points. Materials required. Time needed
Level A1 of challege: C A1 Mathematical goals Startig poits Materials required Time eeded Iterpretig algebraic expressios To help learers to: traslate betwee words, symbols, tables, ad area represetatios
More informationAgenda. Outsourcing and Globalization in Software Development. Outsourcing. Outsourcing here to stay. Outsourcing Alternatives
Outsourcig ad Globalizatio i Software Developmet Jacques Crocker UW CSE Alumi 2003 jc@cs.washigto.edu Ageda Itroductio The Outsourcig Pheomeo Leadig Offshore Projects Maagig Customers Offshore Developmet
More informationGOOD PRACTICE CHECKLIST FOR INTERPRETERS WORKING WITH DOMESTIC VIOLENCE SITUATIONS
GOOD PRACTICE CHECKLIST FOR INTERPRETERS WORKING WITH DOMESTIC VIOLENCE SITUATIONS I the sprig of 2008, Stadig Together agaist Domestic Violece carried out a piece of collaborative work o domestic violece
More informationWeek 3 Conditional probabilities, Bayes formula, WEEK 3 page 1 Expected value of a random variable
Week 3 Coditioal probabilities, Bayes formula, WEEK 3 page 1 Expected value of a radom variable We recall our discussio of 5 card poker hads. Example 13 : a) What is the probability of evet A that a 5
More informationPROCEEDINGS OF THE YEREVAN STATE UNIVERSITY AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM
PROCEEDINGS OF THE YEREVAN STATE UNIVERSITY Physical ad Mathematical Scieces 2015, 1, p. 15 19 M a t h e m a t i c s AN ALTERNATIVE MODEL FOR BONUS-MALUS SYSTEM A. G. GULYAN Chair of Actuarial Mathematics
More information