Unit 2 UNit 5:

A statistical hypothesis is a statement about a population parameter

that is tested using statistical methods. There are two types of
statistical hypotheses: null hypotheses and alternative hypotheses.
The null hypothesis (H0) is a statement that assumes that there is
no significant difference between the observed data and the
expected data. This hypothesis is used as the starting point in
statistical testing, and it is assumed to be true until it is proven
otherwise.
The alternative hypothesis (Ha) is the opposite of the null
hypothesis, and it states that there is a significant difference
between the observed data and the expected data. This hypothesis
is tested against the null hypothesis to determine if it can be
rejected or accepted.
For example, in a study to determine if there is a relationship
between education level and income, the null hypothesis might be
that there is no significant relationship between education level and
income. The alternative hypothesis would be that there is a
significant relationship between education level and income. The
statistical test would be used to determine if the null hypothesis can
be rejected or accepted based on the data collected.
Errors in hypothiesis testing :
Sometimes, our conclusions about an experiment may not match
reality. There can be errors in analysis. The two types of errors in
hypothesis testing are: Type I Error and Type II Error.
Type I Error
A Type I error is when the null hypothesis is true, but we reject it
in favor of the alternate. It is sometimes known as a false positive.
This means we falsely believe that differences before and after an
experiment are due to the treatment when that is not the case.
Type II Error
Type II error- when the null hypothesis is false, but we do not
reject it. It is sometimes known as a false negative. This means we
believe that differences before and after an experiment are only due
to chance and not treatment. This results in wastage of
experimental resources though the results have been achieved.

Level of significance :
The level of significance is defined as the fixed probability of
wrong elimination of null hypothesis when in fact, it is true. The
level of significance is stated to be the probability of type I error
and is preset by the researcher with the outcomes of error. The
level of significance is the measurement of the statistical
significance. It defines whether the null hypothesis is assumed to
be accepted or rejected. It is expected to identify if the result is
statistically significant for the null hypothesis to be false or
rejected.
Level of Significance Symbol
The level of significance is denoted by the Greek symbol α (alpha).
Therefore, the level of significance is defined as follows:
Significance Level = p (type I error) = α
The values or the observations are less likely when they are farther
than the mean. The results are written as “significant at x%”.
Example: The value significant at 5% refers to p-value is less than
0.05 or p < 0.05. Similarly, significant at the 1% means that the p-
value is less than 0.01.
The level of significance is taken at 0.05 or 5%. When the p-value
is low, it means that the recognised values are significantly
different from the population value that was hypothesised in the
beginning. The p-value is said to be more significant if it is as low
as possible. Also, the result would be highly significant if the p-
value is very less. But, most generally, p-values smaller than 0.05
are known as significant, since getting a p-value less than 0.05 is
quite a less practice.

Steps use in testing of hypotheisis :

There are several steps that are typically followed when testing a
hypothesis:
-Clearly define the hypothesis that you want to test. The hypothesis
should be specific and testable.
-Determine the appropriate statistical test to use. There are many
different statistical tests that can be used to test a hypothesis, and
the appropriate test depends on the specific characteristics of the
data and the nature of the hypothesis being tested.
-Collect and analyze the data. This typically involves collecting a
sample of data and using statistical techniques to analyze it.
-Calculate the p-value. The p-value is a measure of the probability
that the results of the statistical test occurred by chance. If the p-
value is below a certain threshold (usually 0.05), the results are
considered statistically significant and the hypothesis is accepted. If
the p-value is above the threshold, the hypothesis is rejected.
-Interpret the results. If the hypothesis is accepted, this suggests
that there is a statistically significant relationship between the
variables being tested. If the hypothesis is rejected, this suggests
that there is not a statistically significant relationship between the
variables.
-Report the results. It is important to report the results of the
hypothesis test in a clear and concise manner, including a
description of the statistical test used, the sample size, the p-value,
and a summary of the results.
Unit 6
Unit 1 :
Central Limit Theorem : The central limit theorem states that
whenever a random sample of size n is taken from any distribution
with mean and variance, then the sample mean will be approximately
normally distributed with mean and variance. The larger the value of
the sample size, the better the approximation to the normal.
Consider x1, x2, x3,……,xn are independent and
identically distributed with mean μ and finite variance σ2, then any
random variable Zn as,
Then the distribution function of Zn converges to the standard normal
distribution function as n increases without any bound.
Since xi are random independent variables, so Ui are also independent.
This implies,
ln(mu(t))=n ln (1 + x)=n(x –x22 + x33− ……..)
Multiply each term by n, and as n → ∞, all terms but the first go to
zero.
Which is the moment generating function for a standard normal
random variable.
Example: The record of weights of the female population follows a
normal distribution. Its mean and standard deviation are 65 kg and 14
kg, respectively. If a researcher considers the records of 50 females,
then what would be the standard deviation of the chosen sample?
Solution:
Mean of the population μ = 65 kg
Standard deviation of the population = 14 kg
sample size n = 50
Standard deviation is given by
= 14/√50
=14/7.071
= 1.97
Explain the statement “ The central limit theorem forms the basis
of inferential statistics ” : The central limit theorem states that,
given a sufficiently large sample size from a population with a finite
level of variance, the mean of all samples from the same population
will be approximately normally distributed. This result holds
regardless of the shape of the distribution of the population from
which the samples are drawn.
In inferential statistics, we are often interested in estimating the
value of a population parameter (such as the mean) based on a sample
from the population. The central limit theorem tells us that, as long as
the sample size is large enough, the distribution of the sample mean
will be approximately normal, which means we can use normal
distribution-based methods to make inferences about the population
parameter.
For example, if we want to estimate the mean income of a certain
population, we can take a sample of incomes from that population,
calculate the mean of the sample, and use the central limit theorem to
construct a confidence interval around that mean. This interval will
give us a range of values that we can be confident contains the true
mean of the population, based on the normal distribution of the sample
mean.
So the central limit theorem forms the basis of inferential statistics
because it provides a way to use the sample mean to make inferences
about the population mean, by assuming that the sample mean is
approximately normally distributed.
What do you mean by sampling distribution?Why this
study is important in statistics? A sampling distribution is
the distribution of a statistic (such as the mean) computed
from a sample of a population. It describes how the statistic is
likely to vary across different samples from the same
population.
Studying the sampling distribution of a statistic
is important in statistics because it allows us to understand
the behavior of the statistic and to make inferences about the
population based on samples from the population. For
example, if we know the sampling distribution of the mean of
a certain population, we can use this information to construct
confidence intervals around the sample mean, which can be
used to make inferences about the population mean.
The sampling distribution of a statistic is often approximated
using the central limit theorem, which states that, given a
sufficiently large sample size, the distribution of the statistic
will be approximately normal, regardless of the shape of the
distribution of the population. This allows us to use normal
distribution-based methods to make inferences about the
population based on samples from the population.
Studying the sampling distribution of a statistic
is also important in hypothesis testing, where we use the
sampling distribution to determine the likelihood of
observing a particular sample statistic if a certain hypothesis
about the population is true.
The Sampling Distribution of the Mean is the mean of the
population from where the items are sampled. If the
population distribution is normal, then the sampling
distribution of the mean is likely to be normal for the samples
of all sizes.Following are the main properties of the sampling
distribution of the mean: 1.Its mean is
equal to the population mean, thus,
(?X͞ =sample mean and ?p Population
mean) 2.The population standard deviation divided
by the square root of the sample size is equal to the standard
deviation of the sampling distribution of the mean, thus:
(σ =
population standard deviation, n = sample size) 3.The
sampling distribution of the mean is normally distributed.
This means, the distribution of sample means for a large
sample size is normally distributed irrespective of the shape
of the universe, but provided the population standard
deviation (σ) is finite. Generally, the sample size 30 or more
is considered large for the statistical purposes. If the
population is normal, then the distribution of sample means
will be normal, irrespective of the sample size.
The Sampling Distribution of Proportion measures the
proportion of success, i.e. a chance of occurrence of certain
events, by dividing the number of successes i.e. chances by
the sample size ’n’. Thus, the sample proportion is defined
as p = x/n.
The sampling distribution of proportion obeys the binomial
probability law if the random sample of ‘n’ is obtained with
replacement. Such as, if the population is infinite and the
probability of occurrence of an event is ‘π’, then the
probability of non-occurrence of the event is (1-π). Now
consider all the possible sample size ‘n’ drawn from the
population and estimate the proportion ‘p’ of success for
each. Then the mean (?p) and the standard deviation (σp) of
the sampling distribution of proportion can be obtained as:
?p = mean of proportion
π = population proportion which is defined as π = X/N, where
X is the number of elements that possess a certain
characteristic and N is the total number of items in the
population.
σp = standard error of proportion that measures the success
(chance) variations of sample proportions from sample to
sample
n= sample size, If the sample size is large (n≥30), then the
sampling distribution of proportion is likely to be normally
distributed.
The following formula is used when population is finite, and
the sampling is made without the replacement:
Explain how sample size affects the margin of error with
examples : The margin of error is a measure of the
precision of an estimate. It is the amount by which an
estimate may differ from the true value of the parameter
being estimated. The margin of error is usually calculated as
a function of the sample size, the standard deviation of the
sample, and the desired level of confidence.
As the sample size increases, the margin of
error decreases. This is because a larger sample size
provides more information about the population, which
leads to a more precise estimate of the population parameter.
For example, consider a survey that aims to estimate the
proportion of a population that supports a particular
candidate in an election. The survey is conducted by
randomly sampling 1000 people from the population. The
sample shows that 55% of the people support the candidate.
The margin of error for this estimate can be calculated as
follows:
Margin of error = 1.96 * √(0.55 * 0.45 / 1000) = 0.04
This means that we can be 95% confident that
the true proportion of people in the population who support
the candidate is somewhere between 51% and 59%.
Now consider the same survey, but with a
sample size of 100 people instead of 1000. The sample
shows that 52% of the people support the candidate. The
margin of error for this estimate is now:
Margin of error = 1.96 * √(0.52 * 0.48 / 100) = 0.14
This means that we can be 95% confident that
the true proportion of people in the population who support
the candidate is somewhere between 38% and 66%.
As you can see, the margin of error is larger
when the sample size is smaller. This means that the
estimate is less precise when the sample size is smaller.
Explain different criteria of good estimator :There are
several criteria that can be used to evaluate the quality of an
estimator, including:
Unbiasedness: An unbiased estimator is one that has a mean
that is equal to the true value of the parameter being
estimated. An estimator that is biased consistently over- or
under-estimates the true value of the parameter.
Efficiency: An efficient estimator is one that has a small
variance, meaning it is less prone to producing extreme or
improbable estimates.
Consistency: A consistent estimator is one that becomes
increasingly accurate as the sample size increases.
Sufficiency: A sufficient estimator is one that makes use of
all of the information in the sample in order to produce the
estimate.
Robustness: A robust estimator is one that is not sensitive to
small deviations from the assumptions that were made in
deriving the estimator.
Range: The range of an estimator is the set of values that
the estimator can take on. An estimator with a narrow range
is preferred because it is less likely to produce extreme or
implausible estimates.
Interval estimator: An interval estimator is one that
provides a range of values within which the true value of the
parameter is likely to lie. An interval estimator that is
narrow and accurate is preferred.
Point estimator: A point estimator is one that provides a
single estimate of the value of the parameter. A point
estimator that is accurate and has a small variance is
preferred.
Unit 3:
Parametric Tests Non-Parametric Tests
Lower statistical power. Greater statistical power.
Applied to normal or Applied to categorical
interval variables. variables.
Used for large samples. Used for small samples.
Its data distribution is The form of data
normal. distribution is not known.
Don’t make many
Make a lot of assumptions.
assumptions.
Demand a higher condition Require a lower validity
of validity. condition.
Less chance of errors. Higher probability of errors.
The calculation is The calculation is less
complicated. complicated.
Hypotheses are based on
The hypotheses are based
ranges, median, and data
on numerical data.
frequency.
What do you mean by non parametric test? write down
advantages of non parametric test over parametric test:
Nonparametric tests are statistical tests that do not assume a particular
shape or distribution for the data. They are generally less powerful
than parametric tests, which do make assumptions about the data, but
they are more flexible and can be applied to a wider range of data sets.
There are several advantages of nonparametric tests over
parametric tests:
1.Nonparametric tests do not require assumptions about the underlying
distribution of the data, which makes them more robust and less
sensitive to deviations from these assumptions.
2.Nonparametric tests are generally easier to understand and interpret,
as they do not rely on complex statistical models or assumptions.
3.Nonparametric tests can be applied to data that are not normally
distributed, or to data that are ordinal (ranked) rather than continuous.
4.Nonparametric tests can be used when the sample size is small, as
they do not require large sample sizes to be effective.
5.Nonparametric tests are less sensitive to the presence of outliers or
extreme values in the data.
6.Nonparametric tests can be used when the data are collected in a
way that does not allow for calculation of means and standard
deviations (e.g., if the data are categorical rather than continuous).
Discuss assumptions of non parametric test :
There are generally fewer assumptions associated with nonparametric
tests than with parametric tests. However, there are still some
assumptions that are commonly made in nonparametric tests:
Independence: The observations in the sample should be independent
of one another.
Random sampling: The sample should be drawn randomly from the
population.
Equal sample sizes: Nonparametric tests often assume that the sample
sizes in each group being compared are equal. When the sample sizes
are not equal, the results of the test may not be reliable.
Normality: Some nonparametric tests assume that the underlying
distribution of the data is normal, even though they do not make this
assumption explicitly. This is because they are based on the normal
distribution in some way (e.g., the Wilcoxon rank sum test is based on
the normal distribution of the ranks of the observations).
Symmetry: Some nonparametric tests assume that the distribution of
the data is symmetrical. This assumption may be violated if the data
are heavily skewed.
Equal variances: Some nonparametric tests assume that the variances
of the groups being compared are equal. When the variances are not
equal, the results of the test may not be reliable.
It is important to carefully consider these assumptions when choosing
and applying a nonparametric test, as violations of these assumptions
can affect the reliability of the test results.
Write down steps of non parametric test :
The steps of a nonparametric test are generally similar to those of a
parametric test, with some key differences:
Define the research question and null hypothesis: As with any
statistical test, it is important to start by defining the research question
and the corresponding null hypothesis that you are testing.
Select the appropriate nonparametric test: Based on the research
question and the nature of the data, choose the appropriate
nonparametric test.
Check the assumptions of the nonparametric test: Make sure that the
assumptions of the nonparametric test are satisfied by the data. This
may include checking for independence, random sampling, equal
sample sizes, normality, symmetry, and equal variances, depending on
the specific test being used.
Calculate the test statistic: Use the formula for the chosen
nonparametric test to calculate the test statistic.
Determine the p-value: Use the test statistic to determine the p-value,
which is the probability of observing a result as extreme or more
extreme than the one observed, given that the null hypothesis is true.
Interpret the results: Compare the p-value to the chosen significance
level (usually 0.05). If the p-value is less than the significance level,
the null hypothesis can be rejected and the alternative hypothesis can
be accepted. If the p-value is greater than the significance level, the
null hypothesis cannot be rejected.
Advantages and disadvantages of non parametric test :
Nonparametric tests are statistical tests that do not assume a specific
distribution for the data. Here are some advantages and disadvantages
of nonparametric tests:
Advantages:
1.Nonparametric tests do not require assumptions about the underlying
distribution of the data, so they can be used with a variety of data
types.
2.They are often more robust than parametric tests, meaning they can
still be reliable even if the assumptions of the parametric test are not
met.
Disadvantages:
1.Nonparametric tests may have lower statistical power than
parametric tests, meaning they may be less able to detect differences
between groups.
2.Nonparametric tests usually have a fewer number of statistical tests
available, so there may be less flexibility in analyzing the data.
3.The interpretation of nonparametric tests can be more difficult than
parametric tests because the results are not presented in terms of the
familiar normal distribution.
What is binomial test? why is it used?
The binomial test is a statistical test used to determine
whether the probability of success in a binary outcome (such
as a "success" or "failure") is different from a hypothesized
value. It is based on the binomial distribution, which
describes the probability of a specific number of successes in
a fixed number of trials, given a probability of success on
each trial.
The binomial test is often used in situations where there are
two possible outcomes (e.g., "success" or "failure") and the
probability of success is known or can be estimated. For
example, the binomial test might be used to determine
whether the probability of winning a game is different from
50%, or to determine whether the probability of a product
defect is different from a certain value.
Method of binomial test :
To conduct a binomial test, the following steps are typically
followed:
Define the research question and null hypothesis: As with
any statistical test, it is important to start by defining the
research question and the corresponding null hypothesis that
you are testing.
Determine the hypothesized probability of success:
Determine the hypothesized probability of success that is
being tested against.
Collect the data: Collect data on the number of successes
and failures in a fixed number of trials.
Calculate the test statistic: Use the formula for the binomial
test to calculate the test statistic.
Determine the p-value: Use the test statistic to determine the
p-value, which is the probability of observing a result as
extreme or more extreme than the one observed, given that
the null hypothesis is true.
Interpret the results: Compare the p-value to the chosen
significance level (usually 0.05). If the p-value is less than
the significance level, the null hypothesis can be rejected and
the alternative hypothesis can be accepted. If the p-value is
greater than the significance level, the null hypothesis cannot
be rejected.
Discuss process of kolmogorov smirnov process.
The Kolmogorov-Smirnov (K-S) test is a nonparametric
statistical test used to determine whether two samples come
from the same population. It is often used when the
assumptions for parametric tests are not met, such as when
the data is not normally distributed.
To perform the K-S test, follow these steps:
1.Calculate the sample size for each group.
2.Calculate the cumulative distribution functions (CDFs) for
each sample. The CDF is a function that describes the
probability that a random 3.variable will be less than or equal
to a certain value.
4.Calculate the maximum absolute difference between the
two CDFs. This is known as the K-S statistic.
5.Use a table or computer software to determine the p-value
for the K-S statistic.
6.Compare the p-value to the alpha level (typically 0.05) to
determine whether the samples come from the same
population.
The K-S test is a powerful tool for comparing two samples,
but it is sensitive to sample size. When the sample sizes are
small, the test may not have enough power to detect a
difference between the samples. In this case, it may be
necessary to use a different statistical test or to increase the
sample size.
What do you mean by median test ? Describe procedure
of median test.
The median test is a nonparametric statistical test used to
determine whether two samples come from populations with
a common median. It is often used when the assumptions for
parametric tests are not met, such as when the data is not
normally distributed.
To perform the median test, follow these steps:
1.Determine the sample size for each group.
2.Rank the combined data from lowest to highest value.
3.Determine the median value for each group by selecting the
value at the middle position of the ranked data for that group.
4.Calculate the difference between the two medians.
5.Use a table or computer software to determine the p-value
for the difference between the medians.
6.Compare the p-value to the alpha level (typically 0.05) to
determine whether the difference between the medians is
statistically significant.
It is important to note that the median test can only be used to
compare the medians of two groups, not the means. If you
want to compare the means of two groups, you will need to
use a different statistical test.
Describe the function and procedure of chi square test for
goodness of fit. The chi-square test for goodness of fit is a
statistical test used to determine whether a sample comes from
a population with a specific distribution. It is often used to test
whether a sample is consistent with a hypothesis about the
population distribution.
To perform the chi-square test for goodness of fit, follow these
steps:
1.Determine the sample size and the number of categories or
bins in the data.
2.Calculate the expected frequency for each category or bin
based on the hypothesized population distribution.
3.Calculate the observed frequency for each category or bin
based on the sample data.
4.Calculate the chi-square statistic using the formula:
chi-square = sum((observed frequency - expected frequency)^2
/ expected frequency)
5.Use a table or computer software to determine the p-value for
the chi-square statistic.
6.Compare the p-value to the alpha level (typically 0.05) to
determine whether the sample comes from a population with
the hypothesized distribution.
It is important to note that the chi-square test for goodness of fit
assumes that the sample is a random and representative sample
from the population. If the sample is not representative, the test
may not be accurate. Additionally, the chi-square test is
sensitive to sample size, and may not be powerful when the
sample size is small. In these cases, it may be necessary to use a
different statistical test or to increase the sample size.
Discuss the rationale and method of chi square test for
independence of attributes.
The chi-square test for independence of attributes is a statistical
test used to determine whether there is a relationship between
two categorical variables. It is often used to test whether there
is an association between the two variables, or whether one
variable is independent of the other.
To perform the chi-square test for independence of attributes,
follow these steps:
1.Determine the sample size and the number of categories or
bins in each variable.
2.Construct a contingency table that shows the frequency of
each combination of categories or bins in the two variables.
3.Calculate the expected frequency for each combination of
categories or bins based on the assumption of independence
between the two variables.
4.Calculate the observed frequency for each combination of
categories or bins based on the sample data.
5.Calculate the chi-square statistic using the formula:
chi-square = sum((observed frequency - expected frequency)^2
/ expected frequency)
6.Use a table or computer software to determine the p-value for
the chi-square statistic.
7.Compare the p-value to the alpha level (typically 0.05) to
determine whether there is a relationship between the two
variables.
The chi-square test for independence of attributes is a powerful
tool for testing relationships between categorical variables, but
it is sensitive to sample size. When the sample size is small, the
test may not have enough power to detect a relationship
between the variables. In this case, it may be necessary to use a
different statistical test or to increase the sample size. It is also
important to note that the chi-square test assumes that the
sample is a random and representative sample from the
population. If the sample is not representative, the test may not
be accurate.
Differentiate between chi-square test and KS test for
uniformity. The Chi Square test is used to test whether the
distribution of nominal variables is same or not as well as for other
distribution matches and on the other hand the Kolmogorov Smirnov
(K-S) test is only used to test to the goodness of fit for a continuous
data. Kolmogorov Smirnov (K-
S) test compares the continuous cdf, F(X), of the uniform
distribution to the empirical cdf, SN(x), of the sample of N
observations. By definitionv,
If the sample from the random-
number generator is R1, R2,......,RN, then the empirical cdf, SN(X),
is defined by
As N
becomes larger, SN(X) should become a better approximation to
F(X), provided that the null hypothesis is true. The Kolmogorov-
Smirnov test is based on the largest absolute deviation or difference
between F(x) and SN(X) over the range of the random variable. I.e.
it is based on the statistic
The chi-square test uses the
sample statistic
Where Oi is the observed number in
the ith class, Ei is the expected number in the ith class, and n is the
number of classes. For the uniform distribution, Ei ist the expected
number in each class is given by: Ei = N/n, N is the total number of
observation.
Describe the function and procedure of mann whitney u test:
The Mann-Whitney U test, also known as the Mann-Whitney-
Wilcoxon (MWW) test or the Wilcoxon rank-sum test, is a
nonparametric statistical test used to determine whether two
independent samples come from the same population. It is often used
when the assumptions for parametric tests are not met, such as when
the data is not normally distributed or the variances of the two groups
are not equal.
To perform the Mann-Whitney U test, follow these steps:
1.Determine the sample size for each group.
2.Combine the data from both groups and rank the values from lowest
to highest.
3.Calculate the sum of the ranks for each group. These values are
known as the U statistics.
4.Use a table or computer software to determine the p-value for the U
statistics.
5.Compare the p-value to the alpha level (typically 0.05) to determine
whether the samples come from the same population.
The Mann-Whitney U test is a powerful tool for comparing two
samples, but it is sensitive to sample size. When the sample sizes are
small, the test may not have enough power to detect a difference
between the samples. In this case, it may be necessary to use a
different statistical test or to increase the sample size.
What is willcoxon matched pair signed rank test ? why is it
superior to sign test? The Wilcoxon matched-pairs signed-rank test is
a nonparametric statistical hypothesis test used to compare two related
samples. It is similar to the paired t-test, but is more robust and easier
to compute. The test is based on the ranks of the differences between
the pairs of observations, rather than the differences themselves.
The Wilcoxon test is superior to the sign test in several ways. First, the
Wilcoxon test takes into account the magnitude of the differences
between the pairs, while the sign test only looks at whether the
differences are positive or negative. This means that the Wilcoxon test
is more sensitive to differences between the pairs and is less likely to
produce a Type II error (failing to reject the null hypothesis when it is
actually false).
Second, the Wilcoxon test has more statistical power than the sign
test, which means that it is more likely to detect a difference between
the pairs when one exists. This is especially important when the
sample size is small.
Finally, the Wilcoxon test is more robust to departures from the
assumptions of the paired t-test (such as normality of the differences),
making it a more reliable test in practical situations.
Discuss the rationale and method of willcoxon matched pair
signed rank test. The Wilcoxon matched-pairs signed-rank test is
used to compare two related samples, where each individual in one
sample is matched with an individual in the other sample. The test is
based on the ranks of the differences between the pairs of
observations, rather than the differences themselves.
The rationale for using the Wilcoxon test is that it is a nonparametric
test, which means that it makes no assumptions about the underlying
distribution of the data. This is especially useful when the data are not
normally distributed or when the sample size is small.
To conduct the Wilcoxon test, the following steps are typically
followed:
1.Calculate the difference between each pair of observations.
2.Determine the sign (positive or negative) of each difference.
3.Rank the differences, with ties ranked in the middle.
4.Calculate the sum of the ranks for the positive differences (W+) and
the sum of the ranks for the negative differences (W-).
5.Calculate the test statistic, which is the smaller of W+ and W-.
6.Compare the test statistic to the critical value from a table of the
Wilcoxon signed-rank test, or use a software package to calculate the
p-value.
7.If the p-value is less than the chosen level of significance (usually
0.05), then the null hypothesis can be rejected and it can be concluded
that there is a significant difference between the two samples.
What do you mean by Friedman two way ANOVA test?Describe
process of the test. The Friedman two-way analysis of variance
(ANOVA) is a nonparametric statistical test that is used to compare
the mean ranks of three or more groups on a single dependent variable.
It is an extension of the Friedman test, which is used to compare the
mean ranks of two groups.
The Friedman two-way ANOVA test is used when the independent
variable is a within-subjects (repeated measures) factor and the
dependent variable is a continuous or ordinal variable. It is used to
determine whether there are significant differences between the groups
in the dependent variable.
To conduct the Friedman two-way ANOVA test, you would first need
to collect data from a sample of subjects for each group. The data
should be collected in a way that allows you to determine the mean
ranks for each group.
Next, you would need to calculate the mean ranks for each group and
compare them using a statistical test. This can be done using a chi-
square test or a Kruskal-Wallis test.
If the results of the statistical test are significant, you would then need
to conduct post-hoc tests to determine which pairs of groups are
significantly different from each other. This can be done using the
Nemenyi test or the Conover test.
It's important to note that the Friedman two-way ANOVA test should
only be used when the assumptions of the test are met. These
assumptions include normality of the residuals and homogeneity of
variance. If these assumptions are not met, it may be necessary to use
a different statistical test.
Discuss the function and procedure for Kruskals Wallis H What do you mean by multiple correlation? Write down the
test. The Kruskal-Wallis H test is a nonparametric statistical relationship between multiple correlation coefficient and
hypothesis test used to compare the median of three or more simple correlation coefficient.
independent samples. It is similar to the one-way analysis of Multiple correlation refers to the correlation between multiple
variance (ANOVA), but is more robust and easier to compute. predictor variables and a single outcome variable. It can be
The test is based on the ranks of the observations within each represented by the multiple correlation coefficient, which is a
group, rather than the observations themselves. measure of the strength and direction of the relationship between
The Kruskal-Wallis H test is used to test the null hypothesis the predictor variables and the outcome variable.
that the medians of all groups are equal. If the p-value is less The multiple correlation coefficient is similar to the simple
than the chosen level of significance (usually 0.05), then the correlation coefficient, which measures the correlation between
null hypothesis can be rejected and it can be concluded that two variables. However, the multiple correlation coefficient
there is a significant difference between at least two of the takes into account the relationships between multiple predictor
groups. variables and the outcome variable, whereas the simple
To conduct the Kruskal-Wallis H test, the following steps are correlation coefficient only measures the relationship between
typically followed: two variables.
1.Rank all of the observations from all of the groups together. In general, the multiple correlation coefficient will be a stronger
2.Calculate the sum of the ranks for each group (Ri). measure of the relationship between the predictor variables and
3.Calculate the test statistic, which is the sum of the squared the outcome variable than any of the individual simple
ranks for each group divided by the number of observations in correlation coefficients between the predictor variables and the
the group (Hi). outcome variable. This is because the multiple correlation
4.Calculate the p-value using the test statistic and the number coefficient takes into account the relationships between all of the
of groups and observations. predictor variables and the outcome variable, whereas the simple
5.Compare the p-value to the chosen level of significance. correlation coefficient only considers the relationship between
two variables.
Differentiate between Kruskals Wallis one way ANOVA Write down the properties of multiple correlation coefficient
test and Friedman two way ANOVA test. Multiple correlation coefficient is a statistical measure that
The Kruskal-Wallis one-way analysis of variance (ANOVA) quantifies the strength of the relationship between multiple
test and the Friedman two-way ANOVA test are both predictor variables and a single criterion variable. Here are some
nonparametric statistical tests that are used to compare the properties of multiple correlation coefficient:
mean ranks of multiple groups on a single dependent variable. Range: The multiple correlation coefficient has a range of -1 to
However, there are a few key differences between these two 1, where -1 indicates a perfect negative correlation, 0 indicates
tests: no correlation, and 1 indicates a perfect positive correlation.
The number of groups: The Kruskal-Wallis test is used to Interpretation: A multiple correlation coefficient of 0.7, for
compare the mean ranks of two or more groups, while the example, indicates that the predictor variables are able to explain
Friedman test is used to compare the mean ranks of three or 70% of the variance in the criterion variable.
more groups. Statistical significance: The multiple correlation coefficient can
The type of independent variable: The Kruskal-Wallis test is be tested for statistical significance to determine whether the
used when the independent variable is a between-subjects relationship between the predictor variables and the criterion
factor (i.e., each subject is only in one group), while the variable is likely to be due to chance or whether it is a real
Friedman test is used when the independent variable is a relationship.
within-subjects (repeated measures) factor (i.e., each subject is Sensitivity: The multiple correlation coefficient is sensitive to
in multiple groups). the presence of outliers in the data.
The type of dependent variable: Both the Kruskal-Wallis test Multicollinearity: The multiple correlation coefficient can be
and the Friedman test can be used with continuous or ordinal affected by multicollinearity, which is the presence of strong
dependent variables. correlations between predictor variables. In such cases, it may be
Post-hoc tests: If the results of the Kruskal-Wallis test are difficult to interpret the individual contributions of the predictor
significant, you can use the Mann-Whitney U test to determine variables to the criterion variable.
which pairs of groups are significantly different from each Linearity: The multiple correlation coefficient assumes a linear
other. If the results of the Friedman test are significant, you relationship between the predictor variables and the criterion
can use the Nemenyi test or the Conover test to determine variable. If the relationship is non-linear, the multiple correlation
which pairs of groups are significantly different. coefficient may not accurately represent the strength of the
Unit 4 : relationship.
What do mean by partial correlation? Write down the Differentiate between multiple and partial correlation
relationship between partial and simple correlation coefficient.
coefficients. Multiple correlation coefficient is a measure of the strength and
Partial correlation is a statistical measure that quantifies the direction of the relationship between multiple predictor variables
strength of the relationship between two variables while and a single outcome variable. It takes into account the
controlling for (or partialing out) the effects of one or more relationships between all of the predictor variables and the
other variables. It can be used to determine whether the outcome variable.
relationship between two variables is independent of the On the other hand, partial correlation coefficient is a measure of
relationships between each of those variables and one or more the strength and direction of the relationship between two
other variables. variables, while controlling for the effects of one or more other
Simple correlation, on the other hand, is a measure of the variables. It is used to identify the unique contribution of each
strength of the relationship between two variables without predictor variable to the prediction of the outcome variable,
controlling for any other variables. while controlling for the effects of the other predictor variables.
The relationship between partial and simple correlation For example, consider three predictor variables X1, X2, and X3,
coefficients is that partial correlation allows you to control for and an outcome variable Y. The multiple correlation coefficient
the effects of other variables on the relationship between two would measure the relationship between X1, X2, and X3, and Y,
variables, while simple correlation does not. This can be useful taking into account the relationships between all of the predictor
when you want to understand the unique relationship between variables and the outcome variable. The partial correlation
two variables, rather than the relationship that is influenced by coefficient between X1 and Y, controlling for X2 and X3, would
other variables. measure the relationship between X1 and Y while controlling for
the effects of X2 and X3 on the relationship. This allows us to
What do you mean by multiple correlation? Write down identify the unique contribution of X1 to the prediction of Y,
the relationship between multiple correlation coefficient while controlling for the effects of X2 and X3.
and simple correlation coefficient. What is multiple regression? Write down the method of
Multiple correlation refers to the correlation between multiple obtaining regression line
predictor variables and a single outcome variable. It can be Multiple regression is a statistical technique used to predict the
represented by the multiple correlation coefficient, which is a value of a criterion or dependent variable based on the values
measure of the strength and direction of the relationship of two or more predictor or independent variables. It is used to
between the predictor variables and the outcome variable. model the relationship between multiple predictor variables
The multiple correlation coefficient is similar to the simple and a single criterion variable.
correlation coefficient, which measures the correlation
Multiple regression analysis involves the following steps:
between two variables. However, the multiple correlation
1.Collect data on the predictor variables and the criterion
coefficient takes into account the relationships between
multiple predictor variables and the outcome variable, whereas variable.
the simple correlation coefficient only measures the 2.Determine the regression model that best fits the data.
relationship between two variables. 3.Estimate the regression coefficients for the predictor
In general, the multiple correlation coefficient will be a variables.
stronger measure of the relationship between the predictor 4.Test the significance of the regression coefficients.
variables and the outcome variable than any of the individual 5.Use the regression equation to predict the value of the
simple correlation coefficients between the predictor variables criterion variable for given values of the predictor variables.
and the outcome variable. This is because the multiple The regression equation for a multiple regression model is:
correlation coefficient takes into account the relationships y = b0 + b1x1 + b2x2 + ... + bn*xn
between all of the predictor variables and the outcome where y is the criterion variable, b0 is the intercept term, and
variable, whereas the simple correlation coefficient only b1, b2, ..., bn are the regression coefficients for the predictor
considers the relationship between two variables. variables x1, x2, ..., xn, respectively.
Describe the function and procedure of mann whitney u test:
The Mann-Whitney U test, also known as the Mann-Whitney-
Wilcoxon (MWW) test or the Wilcoxon rank-sum test, is a
nonparametric statistical test used to determine whether two
independent samples come from the same population. It is often used
when the assumptions for parametric tests are not met, such as when
the data is not normally distributed or the variances of the two groups
are not equal.
To perform the Mann-Whitney U test, follow these steps:
1.Determine the sample size for each group.
2.Combine the data from both groups and rank the values from lowest
to highest.
3.Calculate the sum of the ranks for each group. These values are
known as the U statistics.
4.Use a table or computer software to determine the p-value for the U
statistics.
5.Compare the p-value to the alpha level (typically 0.05) to determine
whether the samples come from the same population.
The Mann-Whitney U test is a powerful tool for comparing two
samples, but it is sensitive to sample size. When the sample sizes are
small, the test may not have enough power to detect a difference
between the samples. In this case, it may be necessary to use a
different statistical test or to increase the sample size.
What is willcoxon matched pair signed rank test ? why is it
superior to sign test? The Wilcoxon matched-pairs signed-rank test is
a nonparametric statistical hypothesis test used to compare two related
samples. It is similar to the paired t-test, but is more robust and easier
to compute. The test is based on the ranks of the differences between
the pairs of observations, rather than the differences themselves.
The Wilcoxon test is superior to the sign test in several ways. First, the
Wilcoxon test takes into account the magnitude of the differences
between the pairs, while the sign test only looks at whether the
differences are positive or negative. This means that the Wilcoxon test
is more sensitive to differences between the pairs and is less likely to
produce a Type II error (failing to reject the null hypothesis when it is
actually false).
Second, the Wilcoxon test has more statistical power than the sign
test, which means that it is more likely to detect a difference between
the pairs when one exists. This is especially important when the
sample size is small.
Finally, the Wilcoxon test is more robust to departures from the
assumptions of the paired t-test (such as normality of the differences),
making it a more reliable test in practical situations.
Discuss the rationale and method of willcoxon matched pair
signed rank test. The Wilcoxon matched-pairs signed-rank test is
used to compare two related samples, where each individual in one
sample is matched with an individual in the other sample. The test is
based on the ranks of the differences between the pairs of
observations, rather than the differences themselves.
The rationale for using the Wilcoxon test is that it is a nonparametric
test, which means that it makes no assumptions about the underlying
distribution of the data. This is especially useful when the data are not
normally distributed or when the sample size is small.
To conduct the Wilcoxon test, the following steps are typically
followed:
1.Calculate the difference between each pair of observations.
2.Determine the sign (positive or negative) of each difference.
3.Rank the differences, with ties ranked in the middle.
4.Calculate the sum of the ranks for the positive differences (W+) and
the sum of the ranks for the negative differences (W-).
5.Calculate the test statistic, which is the smaller of W+ and W-.
6.Compare the test statistic to the critical value from a table of the
Wilcoxon signed-rank test, or use a software package to calculate the
p-value.
7.If the p-value is less than the chosen level of significance (usually
0.05), then the null hypothesis can be rejected and it can be concluded
that there is a significant difference between the two samples.
What do you mean by Friedman two way ANOVA test?Describe
process of the test. The Friedman two-way analysis of variance
(ANOVA) is a nonparametric statistical test that is used to compare
the mean ranks of three or more groups on a single dependent variable.
It is an extension of the Friedman test, which is used to compare the
mean ranks of two groups.
The Friedman two-way ANOVA test is used when the independent
variable is a within-subjects (repeated measures) factor and the
dependent variable is a continuous or ordinal variable. It is used to
determine whether there are significant differences between the groups
in the dependent variable.
To conduct the Friedman two-way ANOVA test, you would first need
to collect data from a sample of subjects for each group. The data
should be collected in a way that allows you to determine the mean
ranks for each group.
Next, you would need to calculate the mean ranks for each group and
compare them using a statistical test. This can be done using a chi-
square test or a Kruskal-Wallis test.
If the results of the statistical test are significant, you would then need
to conduct post-hoc tests to determine which pairs of groups are
significantly different from each other. This can be done using the
Nemenyi test or the Conover test.
It's important to note that the Friedman two-way ANOVA test should
only be used when the assumptions of the test are met. These
assumptions include normality of the residuals and homogeneity of
variance. If these assumptions are not met, it may be necessary to use
a different statistical test.
Discuss the function and procedure for Kruskals Wallis H
test. The Kruskal-Wallis H test is a nonparametric statistical
hypothesis test used to compare the median of three or more
independent samples. It is similar to the one-way analysis of
variance (ANOVA), but is more robust and easier to compute.
The test is based on the ranks of the observations within each
group, rather than the observations themselves.
The Kruskal-Wallis H test is used to test the null hypothesis
that the medians of all groups are equal. If the p-value is less
than the chosen level of significance (usually 0.05), then the
null hypothesis can be rejected and it can be concluded that
there is a significant difference between at least two of the
groups.
To conduct the Kruskal-Wallis H test, the following steps are
typically followed:
1.Rank all of the observations from all of the groups together.
2.Calculate the sum of the ranks for each group (Ri).
3.Calculate the test statistic, which is the sum of the squared
ranks for each group divided by the number of observations in
the group (Hi).
4.Calculate the p-value using the test statistic and the number
of groups and observations.
5.Compare the p-value to the chosen level of significance.
Differentiate between Kruskals Wallis one way ANOVA
test and Friedman two way ANOVA test.
The Kruskal-Wallis one-way analysis of variance (ANOVA)
test and the Friedman two-way ANOVA test are both
nonparametric statistical tests that are used to compare the
mean ranks of multiple groups on a single dependent variable.
However, there are a few key differences between these two
tests:
The number of groups: The Kruskal-Wallis test is used to
compare the mean ranks of two or more groups, while the
Friedman test is used to compare the mean ranks of three or
more groups.
The type of independent variable: The Kruskal-Wallis test is
used when the independent variable is a between-subjects
factor (i.e., each subject is only in one group), while the
Friedman test is used when the independent variable is a
within-subjects (repeated measures) factor (i.e., each subject
is in multiple groups).
The type of dependent variable: Both the Kruskal-Wallis test
and the Friedman test can be used with continuous or ordinal
dependent variables.
Post-hoc tests: If the results of the Kruskal-Wallis test are
significant, you can use the Mann-Whitney U test to
determine which pairs of groups are significantly different
from each other. If the results of the Friedman test are
significant, you can use the Nemenyi test or the Conover test
to determine which pairs of groups are significantly different.
Unit 4 :
What do mean by partial correlation? Write down the
relationship between partial and simple correlation
coefficients.
Partial correlation is a statistical measure that quantifies the
strength of the relationship between two variables while
controlling for (or partialing out) the effects of one or more
other variables. It can be used to determine whether the
relationship between two variables is independent of the
relationships between each of those variables and one or more
other variables.
Simple correlation, on the other hand, is a measure of the
strength of the relationship between two variables without
controlling for any other variables.
The relationship between partial and simple correlation
coefficients is that partial correlation allows you to control for
the effects of other variables on the relationship between two
variables, while simple correlation does not. This can be
useful when you want to understand the unique relationship
between two variables, rather than the relationship that is
influenced by other variables.
What do you mean by multiple correlation? Write down
the relationship between multiple correlation coefficient
and simple correlation coefficient.
Multiple correlation refers to the correlation between multiple
predictor variables and a single outcome variable. It can be
represented by the multiple correlation coefficient, which is a
measure of the strength and direction of the relationship
between the predictor variables and the outcome variable.
The multiple correlation coefficient is similar to the simple
correlation coefficient, which measures the correlation
between two variables. However, the multiple correlation
coefficient takes into account the relationships between
multiple predictor variables and the outcome variable,
whereas the simple correlation coefficient only measures the
relationship between two variables.
In general, the multiple correlation coefficient will be a
stronger measure of the relationship between the predictor
variables and the outcome variable than any of the individual
simple correlation coefficients between the predictor variables
and the outcome variable. This is because the multiple
correlation coefficient takes into account the relationships
between all of the predictor variables and the outcome
variable, whereas the simple correlation coefficient only
considers the relationship between two variables.
What do you mean by multiple correlation? Write down the
relationship between multiple correlation coefficient and
simple correlation coefficient.
Multiple correlation refers to the correlation between multiple
predictor variables and a single outcome variable. It can be
represented by the multiple correlation coefficient, which is a
measure of the strength and direction of the relationship
between the predictor variables and the outcome variable.
The multiple correlation coefficient is similar to the simple
correlation coefficient, which measures the correlation between
two variables. However, the multiple correlation coefficient
takes into account the relationships between multiple predictor
variables and the outcome variable, whereas the simple
correlation coefficient only measures the relationship between
two variables.
In general, the multiple correlation coefficient will be a stronger
measure of the relationship between the predictor variables and
the outcome variable than any of the individual simple
correlation coefficients between the predictor variables and the
outcome variable. This is because the multiple correlation
coefficient takes into account the relationships between all of
the predictor variables and the outcome variable, whereas the
simple correlation coefficient only considers the relationship
between two variables.
Write down the properties of multiple correlation
coefficient
Multiple correlation coefficient is a statistical measure that
quantifies the strength of the relationship between multiple
predictor variables and a single criterion variable. Here are
some properties of multiple correlation coefficient:
Range: The multiple correlation coefficient has a range of -1 to
1, where -1 indicates a perfect negative correlation, 0 indicates
no correlation, and 1 indicates a perfect positive correlation.
Interpretation: A multiple correlation coefficient of 0.7, for
example, indicates that the predictor variables are able to
explain 70% of the variance in the criterion variable.
Statistical significance: The multiple correlation coefficient can
be tested for statistical significance to determine whether the
relationship between the predictor variables and the criterion
variable is likely to be due to chance or whether it is a real
relationship.
Sensitivity: The multiple correlation coefficient is sensitive to
the presence of outliers in the data.
Multicollinearity: The multiple correlation coefficient can be
affected by multicollinearity, which is the presence of strong
correlations between predictor variables. In such cases, it may
be difficult to interpret the individual contributions of the
predictor variables to the criterion variable.
Linearity: The multiple correlation coefficient assumes a linear
relationship between the predictor variables and the criterion
variable. If the relationship is non-linear, the multiple
correlation coefficient may not accurately represent the strength
of the relationship.
Differentiate between multiple and partial correlation
coefficient.
Multiple correlation coefficient is a measure of the strength and
direction of the relationship between multiple predictor
variables and a single outcome variable. It takes into account
the relationships between all of the predictor variables and the
outcome variable.
On the other hand, partial correlation coefficient is a measure of
the strength and direction of the relationship between two
variables, while controlling for the effects of one or more other
variables. It is used to identify the unique contribution of each
predictor variable to the prediction of the outcome variable,
while controlling for the effects of the other predictor variables.
For example, consider three predictor variables X1, X2, and X3,
and an outcome variable Y. The multiple correlation coefficient
would measure the relationship between X1, X2, and X3, and
Y, taking into account the relationships between all of the
predictor variables and the outcome variable. The partial
correlation coefficient between X1 and Y, controlling for X2
and X3, would measure the relationship between X1 and Y
while controlling for the effects of X2 and X3 on the
relationship. This allows us to identify the unique contribution
of X1 to the prediction of Y, while controlling for the effects of
X2 and X3.
What is multiple regression? Write down the method of
obtaining regression line
Multiple regression is a statistical technique used to predict
the value of a criterion or dependent variable based on the
values of two or more predictor or independent variables. It is
used to model the relationship between multiple predictor
variables and a single criterion variable.
Multiple regression analysis involves the following steps:
1.Collect data on the predictor variables and the criterion
variable.
2.Determine the regression model that best fits the data.
3.Estimate the regression coefficients for the predictor
variables.
4.Test the significance of the regression coefficients.
5.Use the regression equation to predict the value of the
criterion variable for given values of the predictor variables.
The regression equation for a multiple regression model is:
y = b0 + b1x1 + b2x2 + ... + bn*xn
where y is the criterion variable, b0 is the intercept term, and
b1, b2, ..., bn are the regression coefficients for the predictor
variables x1, x2, ..., xn, respectively.
What are underlying assumptions of linear regression model?
Linear regression is a statistical method used to model the linear
relationship between a dependent variable and one or more
independent variables. There are several underlying assumptions of
the linear regression model:
Linearity: There is a linear relationship between the dependent
variable and the independent variables.
Independence of errors: The errors (residuals) of the model are
independent of each other.
Homoscedasticity: The errors have constant variance
(homoscedasticity).
Normality of errors: The errors are normally distributed.
Absence of multicollinearity: There is no multicollinearity among the
independent variables.
It is important to check whether these assumptions are met before
fitting a linear regression model to the data, as violating these
assumptions can lead to incorrect model estimates and predictions.

What do you mean by standard error of estimate? Write down the

role of it in regression analysis.
The standard error of estimate is a measure of the variability of the
predicted values around the true value of the criterion variable. It is an
estimate of the standard deviation of the error or difference between
the observed values of the criterion variable and the predicted values.
The standard error of estimate plays an important role in regression
analysis because it helps to determine the accuracy of the predictions
made by the regression model. A low standard error of estimate
indicates that the predicted values are close to the true values, while a
high standard error of estimate indicates that the predicted values are
far from the true values.
The standard error of estimate is also used to construct confidence
intervals around the predicted values. This allows researchers to
estimate the range of values within which the true value of the
criterion variable is likely to fall with a certain level of confidence.
The standard error of estimate can be used to compare the
performance of different regression models and to choose the model
that provides the best prediction accuracy. It can also be used to test
the statistical significance of the regression coefficients and to
determine whether the predictor variables have a significant effect on
the criterion variable.

What do you mean by coefficient of determination? How is it

different from correlation coefficient?
The coefficient of determination, also known as the R-squared or the
squared correlation coefficient, is a measure of the strength of the
relationship between a predictor variable and a criterion variable. It is
a statistical measure that indicates the proportion of the variance in the
criterion variable that is explained by the predictor variable.
The coefficient of determination is calculated as the square of the
Pearson correlation coefficient, which is a measure of the strength and
direction of the linear relationship between two variables. The Pearson
correlation coefficient can range from -1 to 1, where -1 indicates a
strong negative relationship, 0 indicates no relationship, and 1
indicates a strong positive relationship.
The coefficient of determination can range from 0 to 1, where 0
indicates that the predictor variable does not explain any of the
variance in the criterion variable, and 1 indicates that the predictor
variable explains all of the variance in the criterion variable.
The coefficient of determination is different from the Pearson
correlation coefficient in that it represents the proportion of variance
explained, rather than the strength and direction of the relationship. It
is a useful measure of the fit of the regression model because it
provides a single value that summarizes the overall goodness of fit of
the model.