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Statistical Intro
Statistical Intro
WORKED EXAMPLES 6
x 0.0
10.71 0.0
=
= 2.00.
s/ n
14.19/ 7
2
EXAMPLE 2: TWO SAMPLE TESTS
The efficacy of a treatment for hypertension (high blood pressure) is to be studied using a small
clinical trial. Thirty-eight hypertensive patients were randomly allocated to either Group 0 (placebo
control) or Group 1 (treatment) and a three-month follow-up study was carried out. At the end of
the study, the difference in blood pressure was measured for patients in each group and recorded.
A summary of the results is presented below:
Group
0
1
n
21
17
x
-0.208
3.953
s2
4.1012
4.6302
Is there evidence of significant improvement in the treatment group? Use a significance level of
= 0.05.
SOLUTION: We will assume that the two data sets are two independent random samples from
two normal models with the same (unknown) variance, 2 , that is
X1 , . . . , X21 N (0 , 2 ),
Y1 , . . . , Y17 N (1 , 2 ).
Here we want to test
H0 : 0 = 1 ,
H1 : 0 6= 1 .
In the two-sample T-test, we have test statistic t given by
t=
yx
r
1
1
sP
+
n0 n1
t=
3.953 (0.208)
r
= 2.936.
1
1
4.344
+
21 17
3
MAXIMUM LIKELIHOOD ESTIMATION
Suppose a sample x1 , ..., xn is modelled by a Poisson distribution with parameter denoted , so
that
x
fX (x; ) fX (x; ) =
e , x = 0, 1, 2, ...,
x!
for some > 0. To estimate by maximum likelihood, proceed as follows.
STEP 1 Calculate the likelihood function L() for = R+
L() =
n
Y
fX (xi ; ) =
i=1
n xi
Y
i=1
xi !
x1 +...+xn n
.
e
x1 !....xn !
n
X
i=1
xi log n
n
X
log(xi !).
i=1
STEP 3 Differentiate log L() with respect to , and equate the derivative to zero to find the
m.l.e..
n
n
X
d
xi
1X
b
xi = x
n=0=
{log L()} =
d
n
i=1
i=1
b=x
Thus the maximum likelihood estimate of is
.
b
STEP 4 Check that the second derivative of log L() with respect to is negative at = .
n
d2
1 X
{log
L()}
=
xi < 0
d2
2 i=1
b
at = .
4
EXAMPLE 3. Consider the following Accident Statistics Data that record the counts of the
number of accidents in each of 647 households during a one year period. The Poisson distribution
model is deemed appropriate for these count data.
We wish to estimate the accident rate parameter . We have n = 647 observations as follows for
the frequency with which a given number of accidents occurred in a given time period:
Number of accidents
Frequency
0
447
1
132
2
42
3
21
4
3
5
2
1X
(447 0) + (132 1) + (42 2) + (21 3) + (3 4) + (2 5)
bM L = x
= 0.465.
=
xi =
n
647
i=1
A plot of log L(), with the maximum value and ordinate identified, is depicted below:
Log-Likelihood
-2000 -1800 -1600 -1400 -1200 -1000
-800
-600
0.0
0.5
1.0
Lambda
1.5
2.0