Descriptive statistics

!
!
Variance =  ! (!! − !)! = ! [

k=n for population
k=n-1 for sample

!!! − !! ! ]

Coeff. of variation =

!.!.
!

* Vp/100 = Xk when k > np/100 if it is not an integer; Vp/100 = (Xnp/100 + Xnp/100+1)/2 when np/100 is an integer
Probability
!"  (!|!)
- Relative Risk = !"  (!|!)
- Bayes rules: Pr ! ! = !" ! !
Given +ve
PV+
1 – PV+

Disease
No disease

!" ! ! !"  (!)
!" ! ![!!!" ! ! ]!"  (!)

Given -ve
1 – PVPV-

+ve
Sensitivity
False +ve (1-SF)

Given disease
Given no disease

Probability distribution
- ! = ! !        ;        ! ! = !"# ! = !{ ! − ! ! }! = ! ! ! − [! ! ]!
- ! = !" ! ; ! ! = [(! − !)! ! ! ] = [! ! ! ! ] − !!
- ! = !" ! !" ; ! ! = [(! − !)! ! ! ]!" = [! ! ! ! ]!" − !!
Binomial (limited by n)
Pr ! = ! = !!! ! ! (1 − !)!!!
! !! !!
Poisson (not limited by n)
Pr(X = x) =
where ! = !"
Normal [for N(0,12)]
Normalization: ! =

! ! =

1
! 2!

!!

!

!

!
(!!!)!
!! !
[!(!; 0,1)

=

!

1
2!

!

!!

!

! !

Φ ! = Pr ! ≤ ! = !! ! !; 0,1 !"
Φ !! = Pr ! ≤ !! = !

!!!

(for all X)
Discrete X
Continuous X
!"#
!

!"
!

! !!! ]

!!!

-ve
False –ve (1-SS)
Specificity

!!!

* Φ −! = 1 − Φ(!) ; Pr ! ≤ ! ≤ ! = Pr !! ≤ Z ≤ !! = Φ ! − Φ( ! )
* Pr(X ≤ a) = Pr(X < a) for continuous random variables only (as Pr(X = a) =0)
* Approximation = equalize E(X) and Var(X) of different distribution
à Poisson approximation to binomial when np < 5 (remember to check values)
à Normal approximation to binomial when npq ≥ 5 (remember continuity correction)
à Pr ! ≤ ! ≤ ! ≈ Pr  (! − 0.5 < ! < ! + 0.5) ; Pr ! = ! ≈ Pr  (! − 0.5 < ! < ! + 0.5)
à special cases: !" ! = 0 ≈ !" ! < 0.5        ;        !"(! = !) ≈ Pr  (Y > n − 0.5)
Relationships between random variables
- ! !" = !"#\$(! = ! ∩ ! = !) ; E(XY) = E(X)E(Y) if X,Y are independent
- linear combination (l.c.) for all Xs : ! ! = !! !(!! ) = !! !!
- !"# !, ! = ! ! − !! ! − !! = ! !" − !! !!
à !"# !, ! = !"# !        ;        !"# !, −! = −!"# !        ;        !"# !, ! = 0 if X,Y are independent
à !"# !, !" + !" = !"#\$ !, ! + !"#\$(!, !)
!"#(!,!)
- !"## !, ! = !!" = ! !
! !

- l.c. for all Xs : !"# ! =

!!! !"# !! + 2
!

- (sample covariance) !!" = !!!

!
!!!(!!

!! !! !"# !! , !! =

!!! !!! + 2

!! !! !! !! !"##(!! , !! )

− !)(!! − !)

!

à !!! = !!! (!! − !)! =   !! (sample variance) when X = Y
à sample corr. coeff. = !!" = !

!!"

!! !!!

Point estimation
- Choice of estimator: ! ! = ! for unbiased; ! ! < !(! ∗ ) for minimum variance
!
- ! ! = !!! !!!!(!! − !)! is estimator for pop. variance σ2
- ! is the best estimator for pop. mean µ for N.D. à standard error = ! ! = !"# ! = !/ !
à !/ ! is estimator for standard error
- ! is the best estimator for pop. prop. p for N.D. à standard error = ! ! = !"# ! = !"/!
à !!/! is estimator for standard error
- !~! !,

!!
!

!ℎ!"  !~! !, ! !        ; ! ≈ ! !,

!!
!

!ℎ!"  ! ≥ 30 (central limit theorem)

Sampling
distribution
Sampling
distribution

No simple relationship ! between !!!!.Φ(χ2)] for ! ! > ! ! One sample (v.!/! and ! !!!!.!!" = 2.!" = 1.!!!/! ! !!!!.I. 2[1 .significance level = α (given) = Pr(Reject H0 | H0 is true) .Interval estimation: (1-α)100% C.s.!"# = 1.960 !!. t) one-sided = 1 – Φ (⏐test statistics⏐) . ! ! not valid for non-normal distribution −!!!!.sample size ! = ) (!!!! !!!!! )! ! ! One-­‐   sided   (!! !!)! .Power of test =  1 −  β = ϕ( !!! !!! !/√!    !!! !/√! .!! !!!.!!!/! Hypothesis testing (Given: H0: µ = µ0) Type I and Type II Error H1: μ0 > μ .!!!/! ! ! − 1 !! ! when σ is unknown valid for large n even not normally distributed ! − 1 !! !! ! ! !!!. two-sided = 2[1 – Φ(⏐test statistics⏐)] à (for χ2) two sided = 2[Φ(χ2)] for ! ! ≤ ! ! .576 ! ± !!!!. (two-sided) ! !! ! ± !!!!/! ! ± ! !!!/! ! ! when σ is known or n >200 if σ is unknown 90% 95% 99% (when !!! ≥ 5) !!.p-value = probability of obtaining test statistic as extreme as or more than that observed test statistics à p > α implies it is a ‘general case’ so not sufficient evidence to reject H0 (vice versa for p < α) à (for z.645 !!. !! ≈ !"#\$%&   compare  with   !! ≈ !"!#\$%&'"(   * Must clarify! . population) tests (two-sided) Two paired-samples test (two-sided) Two independent-samples tests (two-sided) For 2 sample test.! = !! .

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