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Data Analysis - Statistics - An Introduction to Statistical Inference and Data Analysis

# Data Analysis - Statistics - An Introduction to Statistical Inference and Data Analysis

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Published by: @leph on Jul 14, 2008
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An Introduction to StatisticalInference and Data Analysis
Michael W. Trosset
1
April 3, 2001
1
Department of Mathematics, College of William & Mary, P.O. Box 8795,Williamsburg, VA 23187-8795.

Contents
1 Mathematical Preliminaries 5
1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.2 Counting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91.3 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.4 Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2 Probability 17
2.1 Interpretations of Probability . . . . . . . . . . . . . . . . . . 172.2 Axioms of Probability . . . . . . . . . . . . . . . . . . . . . . 182.3 Finite Sample Spaces . . . . . . . . . . . . . . . . . . . . . . . 262.4 Conditional Probability . . . . . . . . . . . . . . . . . . . . . 322.5 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . 432.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3 Discrete Random Variables 55
3.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . 553.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563.3 Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613.4 Binomial Distributions . . . . . . . . . . . . . . . . . . . . . . 723.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4 Continuous Random Variables 81
4.1 A Motivating Example . . . . . . . . . . . . . . . . . . . . . . 814.2 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . 854.3 Elementary Examples . . . . . . . . . . . . . . . . . . . . . . 884.4 Normal Distributions . . . . . . . . . . . . . . . . . . . . . . . 934.5 Normal Sampling Distributions . . . . . . . . . . . . . . . . . 971

2
CONTENTS
4.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
5 Quantifying Population Attributes 105
5.1 Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1055.2 Quantiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1075.2.1 The Median of a Population . . . . . . . . . . . . . . . 1115.2.2 The Interquartile Range of a Population . . . . . . . . 1125.3 The Method of Least Squares . . . . . . . . . . . . . . . . . . 1125.3.1 The Mean of a Population . . . . . . . . . . . . . . . . 1135.3.2 The Standard Deviation of a Population . . . . . . . . 1145.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
6 Sums and Averages of Random Variables 117
6.1 The Weak Law of Large Numbers . . . . . . . . . . . . . . . . 1186.2 The Central Limit Theorem . . . . . . . . . . . . . . . . . . . 1206.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
7 Data 129
7.1 The Plug-In Principle . . . . . . . . . . . . . . . . . . . . . . 1307.2 Plug-In Estimates of Mean and Variance . . . . . . . . . . . . 1327.3 Plug-In Estimates of Quantiles . . . . . . . . . . . . . . . . . 1347.3.1 Box Plots . . . . . . . . . . . . . . . . . . . . . . . . . 1357.3.2 Normal Probability Plots . . . . . . . . . . . . . . . . 1377.4 Density Estimates . . . . . . . . . . . . . . . . . . . . . . . . 1407.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
8 Inference 147
8.1 A Motivating Example . . . . . . . . . . . . . . . . . . . . . . 1488.2 Point Estimation . . . . . . . . . . . . . . . . . . . . . . . . . 1508.2.1 Estimating a Population Mean . . . . . . . . . . . . . 1508.2.2 Estimating a Population Variance . . . . . . . . . . . 1528.3 Heuristics of Hypothesis Testing . . . . . . . . . . . . . . . . 1528.4 Testing Hypotheses About a Population Mean . . . . . . . . . 1628.5 Set Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . 1708.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
9 1-Sample Location Problems 179
9.1 The Normal 1-Sample Location Problem . . . . . . . . . . . . 1819.1.1 Point Estimation . . . . . . . . . . . . . . . . . . . . . 181

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