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الاحصاء الحيوي
الاحصاء الحيوي
Uploaded by
الاقتصاد امين الدرباقCopyright:
Available Formats
–
Omar K. Al-beiruty
2009 3844
Mahmoud K. Okasha
ﻓﻬﺮﺱ ﺍﶈﺘﻮﻳﺎﺕ
6
6
11
14
18
18
21
21
22
24
26
30
30
31
32
٢
37 t
37 t
38 t
38 t
39
40
42 F
43
47
49
49
50
54
55
56 SPSS
٣
62
63
64
65
70
73
75 Odds
75 LogitOdds
76
80
82
82
85
86
٤
Descriptive Statistics
٥
5 4850
400
850950800
1350
٦
Valid Cumulative
Frequency Percent Percent Percent
Valid 800 18.4 18.4 18.4
1350 31.0 31.0 49.4
850 19.5 19.5 69.0
950 21.8 21.8 90.8
400 9.2 9.2 100.0
Total 4350 100.0 100.0
٧
٨
–
–
٩
120 200
90 190
30 20
70 80
55 25
–
١٠
i
ii
iii
77,69,91,73,87
= 77+69+91+73+87= 79.4
5
١١
Me
R
R = X max – X min
١٢
25 , 33 , 26 , 42 , 35 , 5065 , 78 , 73 , 92 , 69
85 = 7 – 92 –
25 = 25 – 50 –
Q = Q 3 – Q1
2
S
١٣
Box Plot
Q-Q Plot
45
50
١٤
2
Box Plot
Boxplot of C2
26
24
22
20
C2
18
16
14
12
10
١٥
Boxplot of C1
20
18
16
C1
14
12
10
SPSS
One-Sample Kolmogorov-Smirnov Test
اﻟﻌﻣر ﺑﺎﻟﺳﻧوات Sig
N 97
a,b
P-value
Normal Parameters Mean 39.99
Std. Deviation 10.251 0.05
Most Extreme Differences Absolute .087
Positive .087
Negative -.051-
Kolmogorov-Smirnov Z .859
Asymp. Sig. (2-tailed) .452
a. Test distribution is Normal.
b. Calculated from data.
١٦
Basic Principles of Statistical Inference
١٧
305
0.2267
950.5252
30
95
50.41460.0388
١٨
t
σ2
n<30
n-1t
µ
πP
π (1-πn
Z = P - π
√π1-π)
n
١٩
P = 320 / 400 = 0.80
Z = P - π
√π1-π)
n
P ± √P(1-p)
n
0.80 ± 1.96√ 0.80*0.20
400
0.80± 0.0392
( 0.7608 , 0.8392 )
٢٠
Hypothesis Testing
P-value
P-value
٢١
H0: µ = µ0
Ha: µ ≠ µ0
µ < µ0
µ > µ0
σ2
Z=Ẍ-µ
S/√n
σ2
Z=Ẍ-µ
σ/√n
2
σ
tn-t = Ẍ - µ
S/√n
٢٢
n=200 , Ẍ =60 , S = 10 , µ0= 60 , α = 0.05
H0: µ = 60
Ha: µ ≠ 60
Z=Ẍ-µ
S/√n
Z
Z =( 61-60) / (10/√200)
= 1.414
60
0.05
٢٣
Z = ( Ẍ 1 - Ẍ 2) – d
√ S 21 + S 22
n1 n2
σ22σ12
Z= ( Ẍ 1 - Ẍ 2) – d
√ σ21 + σ22
n1 n2
σ22σ12
S2 p = (n1 -1) S21+ (n2 – 1) S22
n1 + n2 – 2
Tn1+n2-2 = ( Ẍ1 - Ẍ2) – d
SP√ 1 + 1
n1 n2
٢٤
σ22σ12
tf = ( Ẍ1 - Ẍ2) – d
2 2
√ S 1+S 2
n1 n2
f t
80
10040250
45270
0.01
n1 = 80 , Ẍ1 =250 , S1= 40 , n2 = 100 , Ẍ2 =270 , S2= 45
α = 0.01 , d = 0
H0: µ1 - µ2 = 0
Ha: µ1 - µ2 ≠ 0
σ22σ12
S22S21
٢٥
Z= ( Ẍ 1 - Ẍ 2) – d
√ S 21 + S 22
n1 n2
Z= ( 250 - 270) – 0
√ 1600 + 2025
80 100
= -20 / 6.344 = - 3.152
ZZ
0.01
H0: σ2 = σ02
H0: σ2 ≠ σ02
σ2 < σ02
σ2 > σ02
σ02σ2
٢٦
σ2
2
H0: σ = 36
H0: σ2 > 36
2 2
n=16 S =16 σ0 =36 α = 0.01
= 15 * 4936 = 20.417
16-1=15X2
20.417X2
30.578
0.01
٢٧
2 2
H0: σ1 = σ2
H0: σ12 ≠ σ22
σ12 < σ22
σ12 > σ22
F(n1-1,n2-1) = S12
S 22
S12 = 36
S22 = 27
H0: σ12 = σ22
H0: σ12 > σ22
0.05
F(15,11) = 36/27 = 1.333
FF
0.05
٢٨
Statistical Inference on Categorical Variables
٢٩
1-PP
Xn
X
X = 1,2,…,n
٣٠
n=5 , p = 0.5 , q = 0.5
P ( X = 3) = (5 3 ) (0.5)3 (0.5)2 = 0.3125
0.3
20100
40
30 100 * 0.3
= 0.9781
٣١
π
P0
n=900 , P0 = 0.8 , α = 0.05
P
P = 738 / 900 = 0.82
Z = 0.82 – 0.8 = 0.02 / 0.01333 = 1.5
√ 0.8 * 0.2
900
Z
0.050.8
٣٢
2
Z
0.05
٣٣
X2n-1 = ( n-1) S2
σ20
σ2
H0: σ2 = 36
H0: σ2 > 36
2
n=16 S =16 σ02=36 α = 0.01
= 15 * 4936 = 20.417
16 - 1=15 X2
20.417X2
30.578
0.01
٣٤
X 2
X 2
1/6
H0 = P1 = P2 =….= P6 = 1/6
Ha =
n*Pj = 600 * 1/6 = 100
X 2 = (100 – 100)2 + (94 – 100)2 +…… + (104 – 100 )2 = 2.82
100
15.0863
0.01
٣٥
Comparison of Means
t
t o
t o
t o
F
t
٣٦
Paired-Samples T-testt
SPSS
Paired Samples Test
Paired Differences
Sig. (2-
95% Confidence Interval t df
Std. Std. Error tailed)
Mean of the Difference
Deviation Mean
Lower Upper
before -
Pair 1 -10.100- 4.254 1.345 -13.143- -7.057- -7.507- 9 .000
after
0.05Sig p-value
٣٧
Independent-Samples T-testt
One-Sample T-test t
t
٣٨
t " T-test
Mean-Difference df Sig
Sig.
: df
.
Two means
are not significantly different
Two means are Sig.
Sig. significantly different
.
One sample sign test
t
–
–
t
٣٩
mo
X1, X2, …, Xn
mo
m o
m
Ho : m = m o
H1 : m≠m o
Wilcoxon ( one sample ) signed-rank test.
mo
X1 , X2 , … , Xn*
momo
٤٠
|di| |di|
1 2 3
2
3
45 67
5.5
4
Xi di = Xi - 2 |di| |di|
n = 14
T+ = 13 + 14 + 12 + 8.5 = 47.5
T- = 5.5 + 5.5 + 2 + 8.5 + 5.5 + 2 + 5.5 + 2 + 10 + 11 = 57.5
T-T+
14 15
105
2
٤١
T-
P* T = 57n = 14
P* = .380T = 58n = 14= 0.404
P*
P = 2 0.392 = 0.784
F
X X
X n
X n
S σ S σ
f
V2=n2- 1 V1=n1- 1
S F = S F
84 f
0.05
F( α , V1 , V2 )
F( 0.05 , 4 , 8 )
F F
٤٢
One Way Analyses of Variance
اﻟﻌﯿﻨﺔ اﻟﺜﺎﻟﺜﺔ اﻟﻌﯿﻨﺔ اﻷوﻟﻰ اﻟﻌﯿﻨﺔ اﻟﺜﺎﻧﯿﺔ
33 27 40
32 28 41
33.5 26.5 40.5
31.5 26.5 38.5
X3 = 32.5 X2= 27 X1 = 40
S3 = 0.91 S2 = 0.71 S1 = 1.08
اﻟﻌﯿﻨﺔ اﻷوﻟﻰ اﻟﻌﯿﻨﺔ اﻟﺜﺎﻧﯿﺔ اﻟﻌﯿﻨﺔ اﻟﺜﺎﻟﺜﺔ ﻓﺎﻟﺒﯿﺎﻧ ﺎت ھﻨ ﺎ ﻟﮭ ﺎ ﻧﻔ ﺲ اﻟﻤﺘﻮﺳ ﻄﺎت ﻓ ﻲ اﻟﺒﯿﺎﻧ ﺎت
10 50 40 اﻟﺴﺎﺑﻘﺔ وﻟﻜﻦ اﻟﺘﺸﺘﺖ )داﺧﻞ ﻟﻌﯿﻨﺎت( ﻛﺒﯿﺮاً ﺑﻤ ﺎ ھ ﻮ
60 20 15
27.5 11 65 .ﻋﻠﯿﮫ ﻓﻲ اﻟﻤﺘﻮﺳﻄﺎت
X3 = 32.5 X2= 27 X1 = 40
S3 =25.4 S2 =20.4 S1 = 25
ﻓﺎﻟﺪﻟﯿﻞ ﻋﻠﻰ وﺟﻮد اﻟﻔﺮق ﺑﯿﻦ ﻣﺘﻮﺳﻄﺎت اﻟﺠﺪول اﻷول واﺿﺢ وﻻ ﯾﻈﮭﺮ ذﻟﻚ ﺑﻮﺿﻮح ﻓﻲ ﺑﯿﺎﻧﺎت اﻟﺠﺪول اﻟﺜﺎﻧﻲ
ﺑﺎﻟﺮﻏﻢ ﻣﻦ ﺗﺴﺎوي اﻟﻤﺘﻮﺳﻄﺎت ﻓﻲ اﻟﺤﺎﻟﺘﯿﻦ وﻟﺬا ﯾﺘﺒ ﯿﻦ ﻟﻨ ﺎ اﻟﻘ ﺼﺪ ﻣ ﻦ ﺗﺤﻠﯿ ﻞ اﻟﺘﺒ ﺎﯾﻦ واﻟ ﺬي ﯾﻌﻨ ﻲ اﻟﻔ ﺮق ﺑ ﯿﻦ
.اﻟﻤﺘﻮﺳﻄﺎت واﻟﺬي ﯾﻘﺎس ﺑﺎﻟﺘﺸﺘﺖ داﺧﻞ اﻟﺒﯿﺎﻧﺎت
٤٣
α = 0.05
Class 1 Class 2 Class 3
66 96 58
65 87 62
88 66 77
92 55 90
60 78 80
:اﻟﺤﻞ
:اﻻﺧﺘﺒﺎر
H0 : µ1 = µ2 = µ3
Ha :
:ﻧﺴﺘﻜﻤﻞ اﻟﺠﺪول ﻛﺎﻵﺗﻲ
Class 1 Class 2 Class 3
2 2
X1 X1 X2 X2 X3 X32
66 4356 96 9216 58 3364
65 4225 87 7569 62 3844
88 7744 66 4356 77 5929
92 8464 55 3025 90 8100
60 3600 78 6084 80 6400
T1 = 371, T12 T2 = 382, T22 T3 = 367, T32
28389 30250 27637
= 137641 = 145924 = 134589
T = T1 + T2 + T3 = 371 +382 + 367 =1120 , T2 = 1254400 ,
n1 = n2 = n3 = 5 , N = 15
SSB = 137641 / 5 + 145924 / 5 + 134689 / 5 – 1254400 / 15
= 418254 / 5 – 1254400 / 15
= 83650.8 – 83626.7
= 24.1
٤٤
SSW = ∑X12 + ∑X22 + ∑X32 – 83650.5
= 28389 + 30250 + 27637 – 83650.5
= 86276 – 83650.5
= 2625.5
SB2 = 24.1 / (3 – 1) = 12.1
SW2 = 2625.5 / (15 – 3) = 218.8
F = SB2 / SW2
F = 12.05 / 218.8
F = 0.055 < 3.89 = Fα(2 , 12)
ﻣﺠﻤﻮع اﻟﻤﺮﺑﻌﺎت ﻣﺘﻮﺳﻂ ﻣﺠﻤﻮع اﻟﻤﺮﺑﻌﺎت أو
ﻣﺼﺪر اﻟﺘﺒﺎﯾﻦ درﺟﺎت اﻟﺤﺮﯾﺔ ( )اﻟﻤﺤﺴﻮﺑﺔF ( )اﻟﺠﺪوﻟﯿﺔF
Sum of squares اﻟﺘﺒﺎﯾﻦ
Source of Variance df Calculated Tabulated
(SS) Mean squares (MS)
ﺑﯿﻦ اﻟﻤﺠﻤﻮﻋﺎت K–1=3–
SSB = 24.1 SB2 = 24.1/2 = 12.05
Between Groups 1=2
داﺧﻞ اﻟﻤﺠﻤﻮﻋﺎت
N – K = 15 SW2 = 2625.5/12 = SB2 / SW2 Fα (K – 1) , (N – K)
Within Groups SSW = 2625.5
– 3 = 12 218.8 12.05/218.5 3.89
(Error)
0.055
SST = SSB +
اﻟﻤﺠﻤﻮع N – 1 = 15 –
SSW
Total 1 = 14
= 2649.6
αFF
٤٥
Correlation and Simple Linear Regression
٤٦
.
.
x , y
:
1995
2002
1995 1996 1997 1998 1999 2000 2001 2002
305 313 297 289 233 214 240 217
592 603 662 607 635 699 719 747
٤٧
( y) (x)
( y , x )
x x 2108 263.5 , y y 5264 658
n 8 n 8
x y x x ( x x ) 2 y y ( y y ) 2 ( x x )( y y )
305 592 41.5 1722.25 -66 4356 -2739
313 603 49.5 2450.25 -55 3025 -2722.5
297 662 33.5 1122.25 4 16 134
289 607 25.5 650.25 -51 2601 -1300.5
233 635 -30.5 930.25 -23 529 701.5
214 699 -49.5 2450.25 41 1681 -2029.5
240 719 -23.5 552.25 61 3721 -1433.5
217 747 -46.5 2162.25 89 7921 -4138.5
2108 5264 0 12040 0 23850 -13528
( x x ) 2 12040 , ( y y ) 2 23850 ,
( x x )( y y ) 13528
r ( x x )( y y ) 13528
12040 23850
( x x )2 ( y y) 2
13528 13528
0.798
(109.727)(154.434) 16945.619
٤٨
Simple Regression
y
x
y 0
x 0 x
y ( 0 1 x) 1
x
y e
e y ( 0 1 x) yˆ 0 1 x
٤٩
( , )
1 0
e 2 y ( x)2
0 1
y x x
yˆ ˆ ˆ x y
0 1
x y
10
10 11 14 15 20 25 46 50 59 70
10 10 12 12 13 13 19 15 16 20
50
٥٠
y
x
y x
ﻛﻤﻴﺔ اﻟﺒﺮوﺗﻴﻦ اﻟﺰﻳﺎدة ﻓﻲ اﻟﻮزن
x y x y x2 اﻟﻤﺠﺎﻣﻴﻊ اﻟﻤﻄﻠﻮﺑﺔ
10 10 100 100 x 320
11 10 110 121
14 12 168 196
y 140
15 12 180 225 xy 5111
20 13 260 400 x 2 14664
25 13 325 625
46 19 874 2116
50 15 750 2500 : إذا اﻟﻮﺳﻂ اﻟﺤﺴﺎﺑﻲ
x
59
70
16
20
944
1400
3481
4900
x 320 32
n 10
x
320 140 5111 14664 y 140 14
n 10
٥١
n xy x y (10)(5111) (320)(140)
ˆ1 2 2 2
n x ( x) (10)(14664) (320)
6310
0.1426
44240
ˆ0 y ˆ1 x 14 (0.1426)(32) 9.4368
yˆ 9.44 0.143x
ˆ 9.44
0
9.44
ˆ 0.143
1
0.143
143
x 50
yˆ 9.44 0.143(50) 16.59
eˆ x 50 y x 50 yˆ x 50 15 16.59 1.59
٥٢
Multiple Linear Regression
SPSS
٥٣
( Y)
X 1 , X 2 , ... , X K
. Multiple Linear Regression
U i, X 1 , X 2 , ... , X KYi
k n
Y 1 = B 0 + B 0X 11 + B 2X 12 + … + B KX 1K + U 1
Y 2 = B 0 + B 1X 21 + B 2X 22 + … + B KX 2K + U 2
. . .. .. … … … ..
…. .. .. .. … … … ..
Y n = B 0 + B 1X n1 + B 2X n2 + … + B KX nK + U n
k
B0
٥٤
nY
X
B
nU
N=16 , Σ X1 = 116 , Σ X2 = 48 , Σ X12 = 928
Σ X22 , Σ X1X2 = 352 , ΣY = 1308 , Σ X1Y = 9862
Σ X2Y = 3994 .
٥٥
SPSS
Y
X2X1
X3
X2 X1 Y
X3
10 400 9 40 1981
14 500 8 45 1982
12 600 9 50 1983
13 700 8 55 1984
11 800 7 60 1985
15 900 6 70 1986
16 1000 6 65 1987
17 1100 8 65 1988
22 1200 5 75 1989
19 1300 5 75 1990
20 1400 5 80 1991
23 1500 3 100 1992
18 1600 4 90 1993
24 1700 3 95 1994
21 1800 4 85 1995
٥٦
Y = f (X1, X2 , X3)
Y = a + bX1 + cX2 + dX3 + u
a
d c b
U
٥٧
٥٨
Enter
R 2 R
R 2
Y
F
>P F
b
ANOVA
Model Sum of Squares df Mean Square F Sig.
a
1 Regression 4374.508 3 1458.169 71.133 .000
Residual 225.492 11 20.499
Total 4600.000 14
a. Predictors: (Constant), اﻟﺑدﯾﻠﺔ, اﻟدﺧل, اﻟﺳﻌر
b. Dependent Variable: اﻟﻛﻣﯾﺔ
٥٩
a
Coefficients
Model Standardized
Unstandardized Coefficients Coefficients
B Std. Error Beta t Sig.
1 (Constant) 79.106 19.782 3.999 .002
اﻟﺳﻌر -4.928- 1.611 -.563- -3.059- .011
اﻟدﺧل .016 .007 .392 2.146 .055
اﻟﺑدﯾﻠﺔ .175 .637 .043 .275 .789
a. Dependent Variable: اﻟﻜﻤﯿﺔ
P ≤ 0.05 t
P ≤ 0.05.
t
٦٠
Design and Analysis of Experiments
٦١
basic concept in experimental design
:
Experimental unit :
.
treatment :
.
. factor :
Experimental Error :
٦٢
:
.
.
: Experimental design
.
:
observations
factors
mathematical model
:
uni factor
multi factors
.
٦٣
Randomization
unbiased .
:
Replication
.
.
٦٤
٦٥
٦٦
٦٧
٦٨
Logistic Regression
Odds
LogitOdds
٦٩
Logistic Regression
٧٠
٧١
٧٢
٧٣
٧٤
٧٥
٧٦
٧٧
٧٨
Survival Analysis
.١
.٢
.٣
٧٩
Survival Analysis
Fox, 2002
Time
Event
٨٠
6013
Rodriguez, 2001
Censored Data
٨١
Filler,
2003
Censoring Mechanisms
.
Type I Censoring
٨٢
Right Censoring (Suspended)
-١
-٢
-٣
Left Censoring
Interval Censoring
٨٣
Type II Censoring
Random Censoring (Hybrid)
Ci
Ti
Yi = min: (Ci, Ti)
di
٨٤
T
T >= 0
Tt
t = 5 5
T > 5
0 , 1
1
0
٨٥
Basic Survival Functions
T
F(t)ft
The Survival Function
The Reliability function
tS(t)
t
S (t) = P (T t) = 1 – F (t) = f ( x ) dx
t
dF ( t ) d
f (t) = (1 – S (t)) = - S' (t)
dt dt
dS ( t ) dS ( t )
f ( t ) [= ]
dt dt
The Hazard Function
Hazard Rate
h(t)
P (t T t t | T t ) f (t ) S '(t )
h(t) = Lim = =
t 0 t S (t ) S (t )
t(t, tt
٨٦
The Cumulative Hazard Function
t
t
= h ( x ) dx H(t)
0
t
f (x)
= dx
0
S (x)
t
1 d
=- S ( x ) dx
0
S ( x ) dx
S (t ) = - Ln
S (t) = exp (-H (t))
F(t) = 1 – exp (- H (t))
f (t) = h (t). exp (- H (t))
The Expectation of Life
T
= t . f ( t ) dt
0
= S ( t ) dt ; S(0) = 1 & S(∞) = 0
0
ﻫـﻲE(t) ﺑﯾﻧﻣـﺎ،t ﺗﻌطﻲ اﻻﺣﺗﻣﺎل ﺑﺄن اﻟﻣﻔردة ﺗﺑﻘـﻰ ﻋﻠـﻰ ﻗﯾـد اﻟﺣﯾـﺎة ﺑﻌـدS(t) ﺣﯾث أن
.ﺗوﻗﻊ اﻟﺣﯾﺎة ﻟﻠﻣﻔردة
٨٧
h(t)S(t)
S(t)
S(t)
h(t)
My Name is: Omar k. Al-beiruty, I'm Statistician
٨٨
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