Professional Documents
Culture Documents
Types 0f variables =
Quantiles
µ
Nominal (Nordet ) :
} Quantile Qlp) of a sample is the value
•
Sex, race , haire airline name Definition :
the P
-
,
CATEGORKAL
.
Ordinal (arder) level ofeduc rating passager class such that at mosta proportion
score ,
p is smaller than Qlp)
• :
,
,
Discrete canon / taire articula values but can be Infinite & at most ( ) of the data
larger than Qlp)
}
: is
/ tp
•
y ,
avant, #µ
.
,
Or
calcul .
_
) sort the data (
ascendingoider)
qq.nu, µ, ,,
ang.am, aaawn.in,, my ,,, ,, , gmpw.eu
,
an , =p ,n.gg ,
•
un , ,
,
ange
,
Measures of Center
)
Properties ( unimodal distribution)
Mode : mot frequent value (for discrete variables )
highest frequency (if classes of same width) médian
class interval with symmetric distrib mean
• : =
.
n
✗et + ✗n
☒ f-
- - -
Mean : or average : =
,
☒ =
n
, ✗n -
min ,
. . .
, Frequency f- Rel .
req .
Interquartile IQR Q3 Qd
range
• : = -
+
+
n
•
Variance : s' =
¥1 Et ;
✗i -
☒Î
"
• Standard deviation :
s = v52 Total fr9 .
Total 1
=
Height
"
is lqual to the
density
=
Boxplots Q Q plots
-
1) Box between quartiles 01=010,25) and ☒3=010,75) A Q-Q plot (quantile-quantile plot) is a graphical method to compare two
2) Line at the médian M -
-
QU' 5) probability distributions by plotting their quantiles against each other.
The two distribution to be compared can be either theoretical or empirical.
3) Lower bound LB =
A1 -
1.5 ( Q3 -
Q 1) Most often, one is interested to compare an empirical distribution (from the
1.5 (Q3 Q 1) sample) to a theoretical one.
4) Upper bound UB =
Q3 + -
of F- l 5) fort 1 in
"
whiskers biggest than LB =
: . . -
,
.
smaller than UB where F is the cumulative distribution function of the theoretical distribution.
highest datum If the two distributions being compared are similar, the points in the Q-Q plot
6) Data outside symbol
of Whiskers represented by a .
=
will approximately lie on the 45 degree line.
Sampling schèmes
•
Simple : random sampling with equal probabilités ( Ex age classes: with proportions of individuels
• Stratified wrt / one or more variables : then simple random
sampling within each stratum in each class
,
tatethatpvp.to obtain sample of
n °O° )
Clustered divide
sample the groups ( all the members vept in the sample )
:
•
into then
population groups , we
•
Systematic :
tatie observations at regular spacing
Estimatoire 1 E- (✗ 4) = ✗ -
ELU)
Properties : E- (E)
µ = =
EH Ê ) ? ÎE .ËH=±ÊEHil=âlµ+ÂÏ÷ˢ)
.
✗i -
-
En -
µ
=
µ 3 Var (XU) = à Var ( U )
Var =
=
,
✗n be iid ~ F. We demonstrated : E- (E) =
µ Val ,
= ¥ ,
with µ
= Et ✗i) and t' = Var ki) < •
,
i -1
-
, . . .
,
n
# N µ E)
À N / 0,1 ) À ( ( LT States that I benares like Normal random variable
Then µ therefore ifor large sample
a
sites :
-
:
,
oyrn •
× .
{
1 with prob p
Estimating proportions ×; Bin H , P)
-
=
Xi with n =L trial
prob d- p)
-
o with .
Î À
" "
=
is the sample proportion of 1 ,
and for large sample sites :
Îappîix N ( p PI ) P'
-
Ethel truncated -
or d- trimned meam : the meam after discording proportion a ✗ of the observations at the
high and low end distribution .
• if the distribution F is
sym metric then
µ
= EN :) = m where mis the population médian .
mediunli) ) )
, ,
À = médian ( Xi ,
. . .
,
✗n ) can also be used as am estimation of µ .
( similar / y ,
other estimation for t'exist : MADHI ,
. ._
Nn) medias (I Xi
-
_
-
.
Chi sq distribution .
.
:
if Ki , .
. .
,
Xn ~ N /
µ, o
'
) ,
we have
T' Van Xi )
Estimating Ê
"
2 alternative estimations ×
E)
=
/ ~
yn -
r
Êz
i
Ê
-1
-
s'
=p ? , ( Xi It and J' =L / ✗i À Voulx) 2d
nyj ECX) =D
- -
, If ✗ ,
then ,
-
-
=
#[ n ✗ 2- ni ] =
# { ✗ 2- j']
of and 52
'
There is result on the distribution
no
general s
Duyn?
( ) 52
isdistributedlitedozkn.se)
n l
From aboule Yn therefore s'
-
:
~
i with ,
oz
-
similar / : n J2
Ùn and Tis distribuée litre Dorln
y
~
,
p
.
Let ✗n , . .
,
✗ v. 6e kiidr.ir .
~ N ( µ , 02)
Propertg:* Ô=Ïç( ×
Youpi ,
→ ECQ~t.li-1
Consequence regarding the 5 estimated
Remind : chi -
square distribution
" Z, -2k iidr.VN N / 0,1)
From the about E( 5) 0 , ,
. . .
Proper tg
: =
Def : a =
ËZÎ is distribue d. according to I distrib with kdegenotlreebn
EIÂ)=E(¥Ê( x-p K
.
s'
Ë ai ☒Y ✗i 1 anti
- -
- -
= -
EIQ.tk
Properties
:
,
ÊEÇÊ ai x-p ) K 1
Var ( Q) -2k -
- -
-
-
Ets ) =P
[ # Épi À/
,
✗
=
0,05 ( n d / 21=0.975 and Zr 1.96
02 alz
- =
☒
-
=L - =
Values :
✗
=
0,01 ( 1- ✗ 12 ) :
0.995 and 2- 1- * =
2-58
Confidence Interval
Pf µ ☒ ≤
} 1. Ipe
-
2- ≤ 2- 1- ✗
Confidence Interval for µ Elxi) when O2 known
prob 1- ✗
=
µ with
-
-
-
,
Lovers .
Nrk
CI [☒ ± Ze E €] Xn , X , Xn EdF distrib P { -
Z -
Ê ≤
µ ☒ ≤ Z
Ê} 1- a /+ I
µ
-
=
E
-
=
-
- ..
,
.
INN / µ , E) →
Ê- NNIO 1) ,
PH -
z -
E ≤ µ ≤
x-tz.EE }
-
-
1- ✗
Covers
À =
f.Ê ✗i
P { [ ☒ ± z E ]ȵ } -
=
1- ✗ ☐☆
.
Replace
, ← >
CI =/ ☒ ± tn IH E) Fn ] ⇐ exact confidence
'
µ
-
,
.
, .
3 Confidence interval for a proportion p (Bernoulli distribution Blp)) Eki) =p , Varlxi) =p(tp)
[☒ ± P '^ P) ] P¥P)
-
'
e (I = 2- 1- ✗ if p known unbiased ELI) Var (5)
n
=p
=
p F- ,
CI =
[À ± -21 an ] if pis Unknown : ÙÂ matos I. ( LT :
Ifm »
N (
p , PÈN)
RE
-
✗ Ê density function
,
[0 HE
1) S2
)
'
J2 E (I (n
] ( 1- d) confidence level (" s' from pwpesty
-
=
,
~
aboie *
: , ( a)
S2 yn
(Knil i ËÊ]
l)
✗i. irai
n
T'
-
C- CI =
-
,
Xnx Fid Fx ,
Yn , - -
,
Ynx Faty
1) same variances µ ✗ =
ELXI) , peu =
ELY;) Var (Xi) -
_
Va /Yi ) = 02
,
c- CI ( I I) [ ± 2- 1- au
spa %) ] il t'× & Fy N then
replace the Ze alz normal
quantile
= ~
µ× µ , + we
-
-
-
where =
nxtny
-
2
2) diff . variances
À NN replacethe 2- nan normal
]
¥ if t'✗ & Fy then we
quantile
CI =
[ ( i 5) ± -
Zeon
nx
+
My with the
tminlnx.im,
,
-
i
) ( 1- N2) quantile .
theestimator is unbiased .
,
Xn) O) ,
=
EITIX , , . . .
,
✗ n) ) -
•
Elsa )=E( n
! Él Xi -
It ) =
n (Ë f) =
Es ln -
a) =
02 bias (s' p ) Eté) E- 0
'
-
-
-
unbiased (+ consistent)
• E- (5) =
¥02
=D bias (5,04--5-152) - t' =
02-02=-1--02 bias that deweases with n
• Val 5) =
Vain? ÊGIXI ,
-
il
'
) =
(m )
^
ator /È / ,
"
f) =µÎ un D= -
n
?, on
and similar by
Un 1)
Var ( J2 ) on
-
• =
h2
"" "
Given that n ? >
nn ( À) .
> À Vol < vols)
Meam Squared Error MSE (TIK , . .
.gl/n),0)=E(lTlXn...,Xn) -
O ))
MSE MSEIÔ O )
Decomposition Var IÔ) + biasio O) .
=
,
MSEIS F) Var / 5)
'
? T = =
"
"ᵈ
n , ,
( ¥04? n2 ton
« t'
MSE ( 52,02) Var (5) + biasls :o) !
2N n -
"
-
☐ = +
n2
we can check that ¥ > YÉ for V3 talwegs !) therefore MSE / 5,04 > n > , MSE (52,02)
E
bi / J' v2 )
as El J ) O2 E ( ÊQ)
=
¥ EIÔ) Ê( ) F k
'
-
= -
O
'
= - = K -
i - =
-
Ê " '
"
Var ( EE) (Ê ) UK 1) ¥
"
var / 54 vor O
= = -
=
=
-
2¥:"
1- E) 2k¥02 =
o
"
+ =
'"
É )
"°
Efficiency of estimation Twrt / u :
eff (IU) =
MSELT
( if both unbiaxd :
elf ( Tir) =
Var (T )
)
Bydel : most efficient estimation is the one with the Smallest MSE
/
constructions estimations • µ
-
-
EN =
% ✗ flxldx Maximum Likelihood
Method d- Moments ÈH)
• E-
www..jo?lx-peYfHldx--ElX ) -
Ëf f. (Xj) ,
where f. is the
probability density function .
( phi FNÈXÎ
A
) ( EIXIÎFCXIDX
-
oo
E- (X EIN)
"
centered moment ,Koidu
{Ênifo
pu x
-
- - -
-
as
1/01/11 , ✗n) =
Hit folk ) .
folk) .
.. .
-
folxn) : Xi continuous
ta :p ,
. . .
Poki ) Polk -
-
✗i
-
-
-
-
)
H :
'
Pdki ✗ ) n : xi discret
empirical sample of Koidu
. .
and .
- '
moment
I
Compute the moments needed of random variable 2) We talk the
log of the function
p a
First moment : EH
µ
= lol Xp / Xn ) log ( V01 Xp ✗ ))
. . . = . . .
,
n =
{ ËÊ log
second moment : EUH Vaut = + EÎX) = J' + pi = log fohi ) ( ) ✗i continuous
2) In the (Pol ✗i )) discrete
equations aboue replace ✗i
-
xi
-
, ,
{÷
ELXY by I
Ë XÎ
'
• • =
Âmn Sl / 01×1 , ✗ a) € so ✗i continuous
,
◦
. . .
= =
,
Jo
•
6g âµm
a
so
,
• T' 68 Ômm Illustration Xn , . . .
,
✗ n Ea
Exp (b) . f- (X) =
dexptbx) (PDF)
◦ Hain Âum =
ÊËÉXJ log( f-( x )) =
log ( d) -
DX
Fin =
I. Ë Xi ¥ ÊX;) -
?
=
ÊÏÉÇ ;
I)
-
'
l (d) ✗ii. →
✗n) =Ë( hogld) -
Hi ) nlogld)
= -
d. Ê ×:
În
.
Î Ê
,
.""station :
Doivative : -
✗i
=
°
,
=
ê÷ ¥ =
We have that
µn Elxi)
= : ± , therefore On = D= =
¥ =
¥
:
Ho :p -0.5
☒ we test the null
Hypothesis
-
on
against the alternative hypothesis Ha :p > 0.5
• The test statistic used is X .
The distribution of ✗ unde Ho is
Bin / n'-25 p -0.5 ) ( or NI 12.512.52 )
approximation by a
-
• The
sample value of the test statistic is v. dos .
)
,
( 5) Pto /
✗
[¥ ≥
> v.dos -12s
PHO / × ≥ v. 06s) =P µ Z>
.
=
.
≈ . . .
. . .
2.
2- NN / 0.1 )
Type I and Type I error • une conclusion : .
. .
TOTALITES
i p value the
propability under Ho of Observing Somethin
:
-
false positive at least as extreme as what has been observed in the sample
B
The conclusion :
leg < :
evidence
against Ho
we define probabilities associated with each situation
rejet Ho (testis significant )
:
against Ho
◦
bah no evidence
large value :
and
p =P (don't eject Hot Houot tue) PHA ( don't eject to) p
-
don't
eject (test is inconclusive)
Critica value
2ᵉ
"
if µ > ,
ka :(1- x) -
quantile .
,
K¥10 )
Zx Mrn
☒ ka PHOLI < ka) =P,"/ < a kx≈µo +
quantiles
PHOLILKÎ ) -42 -
and Ptidx > kà ) -
-
N2
Relation ship between
p value and ka
-
smaller values of ✗
larger values ofkx :
rejet Ho less often but reduce Type I error
with p value
:
} TMP
-
☆ if p value < ✗ -
then to is rejected -
value is the minimal value d- ✗ which
gives significant test
a .
• it p value ≥ ✗ -
Power d- atest la " d- test son to the ' et ' d- the s' aphiwhee points stat
]
-
[
: .
the right ,
left ) Small grows the slowest to
big giowsthefaskst (to the
n=Eû÷:)
n' : :
=p,→(rejette )
-
: ,
n
-
M' Ho
TypeIegor
)
_
Ne fix ✗ Ï
: -
1-01-21
: .
Z
-2ps
- _
, a
:p Ptaldoritejecf +62f
- -
-
x
Mrn
#
Type error =
Ka)
wedefinethepowoof.ae/-estas:power=1-p--1-PHn-ldoritejectHo)-- Ptnlreject Ho) =P HAUT >
level
For
prefer test with
large power
✗
a
given ,
we statistics
Tests
• Test
of location proportion Special case
:
☒ →
1)
°
✗
i~B.in/1.p),p--Iusedtoestinatep.Ho:p--po,TeststatisticT= po -
y
. .
'
B T test
-
: T known n
{
E- µ
2-
qq.Z~NIO.tl rejectionHoregion µ : Z > 2- 1.x ; QCZ , a) 1- x
.
>
=
, µ . -
=
( of )
tecteo : 2- C -
Z, -
✗ or 2- < 2- ✗ ; (Zx ) - X
µ =/ Moi 12-1>12-1 -
€1 ; QLZ , a) _
= 1- ✗ 12
↳ studentt test
for location ( T' Unknown)
-
K, . . .
,
✗ n Fa N ( µ , )
☒ -
Ho
{
1- T~tn.se T > Truc x )
if
:
Ho true µ> peu
=
s / rn ;
5- ¥1 .Ë( ✗i -
x-P Ka quantile of tn distrib , .
rejection region tuto :
T < -
Tn ka) -
str can also be replaced by Fa if Voris gives ( or standard deviation ) ttttlo :/Tl >
Tn, (E)
À Wilcoxon rank test for location Xp Anita . . -
F
,
Funknown , symmetiicaround µ=E( Xi)
Ë Ni
{
1-
Âw×N(◦ 1) itejectionHoregion 2- 2- 1.x ; (2- a)
=
> 1- ✗
' µ
>
Ho : =
nrlnrtykn.tl) ( of )
n
tecteo : 2- C -
Z, -
✗ oe 2- < 2- ✗ ; (Zx ) - X
; Q (Z , _
a) = 1- ✗ 12
✗i -
pho -8 -
G -
U -
3 0 3
Hi -
Mo / 8 6 4 3 3
tank / Xi Hot 4 1.5 1.5 meanof 1 & 2
5 3 ←
-
signcxi pro ) -
- - -
-
signed tankini -5 -
y -3 -1.5 l -5
is 5 be one is =
H
n,
fric)
{
'
02--002 %
"
Testing >
t
>
'
☐ µ unknown °
, ,
'
'
Ien 1) s
02<0! ;
# X < (1- ×)
-
✗ %
~
' rejection region
040!
; fn.im#cy'n-il1- E)
• 2 sample t test -
Xy . - -
✗ nx
,
%, . . .
Î 0>0
☒ or µ µ, -0
-
-
tn ,
{
1- x)
T
tnxtny
=
-2
tu µ -1
:
> (
rejection region
" no >
,
qing + n1 / , ,
µ
<
psy : TC tnxtng-r.CN
=/ nx 1) SÎ +1ns 1) si
✗
Sf
-
-
nxtny
-
2 µ✗ =/ ftp://T >
tnxmj-zlxc-bc.ua:{ + = ✗
}
SÎ=n± ÎÉCXI l'
dfwekh-salterwhailecorr.sy-nf-IE.LY
,
Êt (Ï
È
À } ;
-
Il
"
o : o :
{
I - I µ×> µ >
: T >
tmltl ni ( nx -
1)
+
njcny -
n¥yapptmincnxm.IN
' pej :
µ ✗
<
µ
: 1- <
tms)
+
µ, :/ Tl tmt )
=/ >
µ✗
continued :L
sample t test -
K ,
. . .
,Xnx~N(µ×i # j' ai YnyNN(plus ;h ) . . _ variances are known
I
{
I Z -21 Attia) ✗
N°11)
> 1-
t'× > µ]
- -
:
✗
z
-
-
= ~
rejection region
0¥ ÇI µx< fly Zx qlza) n x
2- : < - -
Xn ,
. . .
,Xn×~N(µ×i # j' y . . _
2- =
¥ Ésaü -
.
.
sÎ=n¥Ê:( ×; -
x-p
same
tej les -
as above
2
m "
Kaboul : mears are known
Sy ¥ ¥ ( y J)
- '
- -
, ,
,
test :
0×2=05 ,µ×,µy unknown K ,
. .
.im/~N(ttxi0x)jYy...YnyNNlpts;On )
Fisher
5×2 ←
{
À > Ty
'
F =
gyz
~
Fm , -1
; ng
-
,
whol SÎ >
si F >
T-nx-yny.IN
Sissy rejection region F4
T-ny-unx.tk )
Nicoya + =
§;
F > Fnmailinmin (E) -
'
Emoi
0×2 # OÙ f- =
F < F 4- E
5min
. "
• 2
comparing groups
:
testot proportions PEPY in and My we
big tensihundreds
,
..
.
{
-
I "" " > :
Z > 2- ta (tra) -
t -
✗
px py
ÊÉ
-2 = "
Px =/ Py : 12-1>12-1 %) QLZI.sn/z)-- 1- %
Îtngy
-
Â
m'
=
nxtny
← Mann Whitney Wilcoxon Xn , about of the data
rank test Xnxifdt-x.Yy.in> Faty Strong assumption the distribution
'
no
-
- -
- i.
Étape N ( MEI
nxnylnxtny +1)
)
nx
N' [(Ri -
-
i ) -
_
ËRI -
2
,
12
i -1- l' =\
Riront of Xi . in combine d
sample k×=n¥ˢ+ -211 -
x ) F -
testing
:
Ho :
µ , -_µz= . .
.
-
-
µ,
=
µ Yij =
µ + ai +
Eij i=1 , . . -
I , j' 1 ,
. . .
,
]
meam group random
or ✗ n' ✗ 2ᵉ -
. . _
=✗I= 0 effect effect error Eij~NLO.tt ) ,
Edi =D ( all di -
-
O )
]
Ê
I
( /
numeiato' ( top )
SSB ✗
Yij € § Iii
I -1 %# = '
; ✗** = ,
È FI
,
F =
-
1. Il ] y
-
y 1. y
( 1))
Ssw
Il ]
group meam
general meam
denominator (left )
-
ÉE Y# * [ JËIY } ÈÊ( y
ÎËJÊYÏÎLÎËË IÀ
i ï»"*
i
( Yij -
=
:*
- "
** + ;
sspi →
g.
-
ç
= ,
:p -1
*
qu
.
J I -
J
total variation between inside each
group
IËLÈYÏÎ groups
vor var
Igg yig?
. .
ECJ 1) si
adf.tt] l)
ggw =
trick : ssw =
- -
.
-
÷, , i :|
{
]
FI (N
F >
rejet Ho
SST=Êz yij ËËÊYÏ) df :( 1) Il] rejection region ; :( ] 1)
-
I -
I. + -1)
1) (X) do
÷,
F < FEI ; Il] not
eject to
-
,
I J
-
rejection region
interval
:
if -0.05
d-
[FI-i.us v10.95 )
,
-
ksi-FI-i.IU-yk.SI )
; ta
] therefore wea -0.05
- ! !! ËÎ
F K
Goodness of fit - -
À test K categoriaalvars.lk ,
with
apiobability Pj associated to each Cj / Épi =L , sample size n
/
. .
. . .
Éloi Et
?
☒ Éloi
z
eil ifth.is tue ✗ tends totale high positive values
×?
-
appuyez
~
-
= > ,
Ho
in ei i"
Ê ande ≥ g-
,
( otherwisemerge categories
(i 1. K) ↳
XE.ilo.SN
-
"
pi ¥ e.
# with ntotalnoofikns
-
_
=
sample ) in size n
"
, we observe 011,0m . . .
D= ] items incategoriescn.cn C ,
. .
. ,,
Qi)
? £2 ( Q; ° '
Dii Ei;)
ÉÉ
' -
,
✗
-
jappwtf-T-D.CI
= ~
Oit -1)
i=1j= , Eij i- l
j =/
-
Aj
154.95=2826 ;]
"
E;
;
- n
sumol-allcells.in table
Econometrics relevant notes
More random Stoff
( ou ( X 4) ,
= E -
END /Y EH . -
]
↳ car ( × , 4) =
E- (XY) -
Ecx) Et )
if X,Y are
independent : cou / ×, 4) =D
Vork + 7) =
ta ✗ + Va y +2calXY )
Distribution density
FI (
→¥ËË ,
f- ✗ ( x) =
x )
Properties
•
f- (x) ≥ 0
OÇ -1-1×1<1 f- × =
P(✗ < x )
• Place ✗ ≤
✗
6) =
) fcxldx
a
•
Flx ) =
-
f fltldt
o
FÉE À Â FÊTE
{ Efxu
Elu] =
EIY Po A. ×] =D -
-
→ -
-
=
0 a)
] =
EIXIY po FX)] =D -
n'
§
" " ? 0 (2)
pion ? yi p
-
→
xiyi n × =
- -
from (1) À =
g- _
PÎI (3) •
Il ✗ and Y aie positive'y Willard Slope will 6e positive
← sample
:
"
§ Ë
"
Replace Blink) :
↳✓ ( × ,
y, •
If X and Y negativdywielated Slope Will
are : be
négative
fris sample
=
=
cou
ÇÎ Weneed ✗
touareg au" the sample
" "
2
par / × ,
.
between ✗ &Y E) ( ✗i -
← sample •
Po ft i =\ ;
, ;
{§ ÊÊÛÎ =
ÇÎ ( yi -
i "
solve : same esti matois as MM
→ .
S
Û ÊÛÎ =
% ÇÎXI / yi § PÎX;) =D - -
Assomptions : o ' const , µ ~ Nco , ☐ 2)
SPÎ i = ,
MLE OLS = =
MM
Maximum Livelihood Approach Must seek the value of the parameter function fly / )
rector
p that maximises the livelihood ×
04K ) )
'
If we assume that Y ~ N ( ✗
p , ,
we maximise
Max : ln f- 191×1 =
€ 1- ln (21704×1)
,
-
204k)
^
.
( Yi -
Po p x ;)
-
,
?
Note ifhomoskedasticu &
:
normalityof
MLE =
as = MM
{§ / f- (YIN) =D dim ( )
il-u~NHHY-MLE-l-OLS-MMPe.ir
ln of
no equations =
p
farming a test
In the common case where Ho :
pi
=
O
( Ha usually =/ 0 : twosided ,
unless spécifie
Two -
sided test C :
tn ki ✗%
Ê
•
level
-
rejet to at the a
Rejet toit t stat ≤ -
-
C or t -
stat ≥ c • If we ,
we
Sag is Statistical
y significant .
* we toi eject Ho is
rejet toit wesaj
.
,
g
Lower tail p;
< 0 :
rejet Ho if t stat ≤
-
- C
P -
value :
if p
-
value < level of test eject
selfs;) ; Ê selfs;)]
"
A- d) % CI :
[ §; -
a)
where tn
✗[
✗ 12
C
percentile of distrib
:
1- k 2K
E :k
i
var
-
:
-
Ho stat
significant
-
Poisson E :b Var d
Bernoulli E :P Var :
pls pt
-
-
pq
"
Generic faim forte moment et
Ufa b)
IË ai 6k
- i ,
mk
m ,
=
{ (atb )
Mz
=
§ (à tab +62 )
tab 63 )
'
Ê(
> tab +
m> =
a
)
?
(oîtâbtàb tabs
"
ma + 6
Power of a test
Example 's
5=22 n=8
0=10
✗= 0.05
Ho :
µ -30
-
HA µ 30 Ha µ -25
: < : -
if Ha :
µ
> 30
1) Hoist rue critica value kx : :
=
flot ZM En =
30-1.645 =
24.20
≤ -0.22 )
-
1- plz
2h20 25 and use -21
/ -0.2261=0.409
✗
-
-
2) under Ha :
10158
=
-0.226 P 2- ≤
Ai niid N( µ ,
02 )
onesided t test Ho :µ☐=0 (no effect ) H tes > 0 (
positive effet )
:
2=0.05
-
:
,
In O
NN / ) In f- ÊDI Â / Tn
st.ovr.jnlarge-sweappwx.bz
normal
-
µ >, À
:
Tn where =
=
qqn i. |
Tn 1.64 -20.95
Rejection region : > =
Pna ( In -0+0>1.64)
ÔD / Tn
Ë) horloge n' -
Ê• NNIO 1) ,