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    Francis Tan
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    This document contains snippets of code and statistical concepts. It discusses subtracting column means from a matrix to center the columns around zero. It also discusses type I and type II errors, generating random normal values, linear regression, plotting graphs, calculating skew and kurtosis, trimmed and winsorized means, z-tests, ANOVA, distributions like double exponential, Cauchy and Weibull, confidence intervals, hypothesis testing, and the efficient market hypothesis.

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    Data Analysis cheatsheet

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    This document contains snippets of code and statistical concepts. It discusses subtracting column means from a matrix to center the columns around zero. It also discusses type I and type II errors, generating random normal values, linear regression, plotting graphs, calculating skew and kurtosis, trimmed and winsorized means, z-tests, ANOVA, distributions like double exponential, Cauchy and Weibull, confidence intervals, hypothesis testing, and the efficient market hypothesis.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    45 views2 pages

    Cheat Sheet

    Uploaded by

    Francis Tan
    This document contains snippets of code and statistical concepts. It discusses subtracting column means from a matrix to center the columns around zero. It also discusses type I and type II errors, generating random normal values, linear regression, plotting graphs, calculating skew and kurtosis, trimmed and winsorized means, z-tests, ANOVA, distributions like double exponential, Cauchy and Weibull, confidence intervals, hypothesis testing, and the efficient market hypothesis.

    Copyright:

    © All Rights Reserved
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    of 2

    Matrix

    rm = apply(B; 1; mean) , 1: matrix 1 indicates rows, 2 indicates columns, c(1,


    2) indicates rows and columns

    Given a matrix A in R, write a program that subtracts each column of A by


    the column’s mean value to get a matrix with all column sums equal to
    zero.
    ➢ t(t(A)-apply(A,2,mean))
    Type I Error: P(H0 is rejected | H0 ) , Type II Error: P(H0 is not rejected | H1 )

    x=matrix(c(33,200712,115,201114),nc=2,
    dimnames=list(c("real","fake"),c("polio","no polio")))

    Chapter 3: Securities Market


    Generate 1000 random values from the standard normal distribution:
    x = rnorm(1000)

    *2
    represents that the regression model can explain only around 20% of the
    variation in the response Wind.

    If Wind and Temp were reversed in the regression, then the R2 would keep
    the same because in this simple linear regression model R2 is just the
    square of the correlation coefficient between Wind and Temp.

    Graph Accept Reject


    par(mfrow=c(2,1))
    plot(B[gender=="M"],A[gender=="M"], main="header",
    ylab="A",xlab="B",xlim=c(0,100), ylim=c(80,130))

    Skew,kurtosis,trimmed,winsorized
    #function for computing skewness
    skew=function(x) {n=length(x)
    m2=sum((x-mean(x))^2)/n
    m3=sum((x-mean(x))^3)/n
    m3/m2^(3/2)*sqrt(n*(n-1))/(n-2) }
    skew(wip1)
    skew(wip2)
    #kurtosis#
    kurt=function(x) {
    n=length(x)
    m4=sum((x-mean(x))^4)/n
    m2=sum((x-mean(x))^2)/n
    (n-1)/((n-2)*(n-3))*((n+1)*m4/m2^2-3*(n-1)) }
    kurt(wip1) z-test and ANOVA

    mean(days, trim=0.2)

    Distribution

    Solution

    double exponential cauchy

    weibull

    CI and Hypothesis testing Simulation


    1/M = probability of acceptance

    Chapter 8: The Efficient Market Hypotheisis

    Chapter 8: The Efficient Market Hypotheisis

    the

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