P. 1
IntroductionStatistics_v13

IntroductionStatistics_v13

|Views: 171|Likes:

See more
See less

07/24/2011

pdf

text

original

Sections

• Descriptive Statistics
• Describing data
• Quartile
• Variance, S.D. of a Sample
• Skewness
• Box-whisker plots
• Quality of a sampling estimate
• Distributions
• The Normal Distribution
• A Normal Distribution . .
• What Does a Normal Distribution Describe?
• How Do You Use The Normal Distribution?
• Integration
• How Do You Get Qand W?
• The Standard Normal Distribution
• What Does the Binomial Distribution Describe?
• The Binomial Distribution
• The Shape of the Binomial Distribution
• Exercise 3
• Poisson distribution
• Exercise 4
• Exercise 5
• Fisher¶s Exact Test
• Sampling Distribution
• Sampling Distribution of the Mean
• Properties of Sample Mean as Estimator of
• Population Mean
• When the Population is Normal then the Sampling
• Distribution is Also Normal
• Central Limit Theorem
• Large
• Enough
• When The Population is Not Normal
• W=10
• Example: t-Distribution
• Types of Errors«
• Example. Rejection Region«
• Example The Big Picture«
• Standardized Test Statistic«
• p-Value
• Right-Tail Testing«
• Left-Tail Testing«
• Two±Tail Testing«
• Summary of One-and Two-Tail Tests«
• Effects on of Changing
• Error Rates and Power
• Factors Affecting Power
• Exercises
• Recall t distribution
• Confidence Intervals
• Overview of the t-test
• One-sample t-test
• One-sample t-test example
• One-sample t-test Example
• Two-sample t-test
• Sampling Distribution of Mean Differences
• Example of the Standard Error of the Difference in
• Means
• Estimating the Standard Error of Mean Differences
• Pooled Standard Error
• Back to the Two-Sample t
• Example of the two-sample t, Empathy by College
• Major
• Empathy Scores
• Empathy
• Exercise
• The logic of ANOVA
• Two Sources of Variability
• Variability Between Groups
• Variability Within Groups
• The FRatio
• The FRatio: SS Between
• The FRatio: SS Within
• The FRatio: SS Total
• Nondirectional Test
• Degrees of Freedom
• After the FTest
• Exercise 6: ANOVA
• Linear models
• Intermezzo: minimum of function
• Linear and nonlinear models 1
• Linear and nonlinear models 2
• Linear and nonlinear models 3
• Linear and nonlinear models 4
• Significance testing and multiple testing
• correction
• Bonferroni correction
• The False Discovery Rate (FDR) criterion
• Does it make sense?
• FDR controlling proceures
• FDR example
• FDR and p-value

Multiple testing

Say that you perform a statistical test with a 0.05 threshold,

but you repeat the test on twenty different observations.

Assume that all of the observations are explainable by the

null hypothesis.

 What is the chance that at least one of the observations will

receive a p-value less than 0.05?

Multiple testing

Say that you perform a statistical test with a 0.05 threshold, but you repeat

the test on twenty different observations. Assuming that all of the

observations are explainable by the null hypothesis, what is the chance

that at least one of the observations will receive a p-value less than 0.05?

Pr(making a mistake) = 0.05

Pr(not making a mistake) = 0.95

Pr(not making any mistake) = 0.9520

= 0.358

Pr(making at least one mistake) = 1 -0.358 = 0.642

 There is a 64.2% chance of making at least one mistake.

100 candy bars

Percentage

sugar in candy (process 1)

Percentage

sugar in candy (process 2)

100 candy bars

no difference

statistical

test (alpha=0.05)

5% change of finding a difference

Suppose the company is required to do an expensive tuning of process 2 if a

difference is found. They are willing to accept an Type 1 error of 5%. Thus only 5%

of making wrong decision.

Percentage

sugar in candy (process 1)

Percentage

sugar in candy (process 2)

no difference

statistical test (alpha=0.05)

Day 1

statistical test (alpha=0.05)

Day 2

statistical test (alpha=0.05)

Day 20

Change of 64.2%

of finding at least one

significant difference

Overall Type 1

error = 64.2%

scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->