Bivariate Sample Statistics Geog 210C Introduction to Spatial Data Analysis. Chris Funk. Lecture 7

Size: px
Start display at page:

Download "Bivariate Sample Statistics Geog 210C Introduction to Spatial Data Analysis. Chris Funk. Lecture 7"

Transcription

1 Bivariate Sample Statistics Geog 210C Itroductio to Spatial Data Aalysis Chris Fuk Lecture 7

2 Overview Real statistical applicatio: Remote moitorig of east Africa log rais Lead up to Lab 5-6 Review of bivariate/multivariate relatioships Defiitio of variace Defiitio of co-variace Etesio to multi-variate case 2 C. Fuk Geog 210C Sprig 2011

3 Food Isecurity 3 C. Fuk Geog 210C Sprig 2011

4 East Africa Food Isecurity 4 C. Fuk Geog 210C Sprig 2011

5 Nairobi Prices 5 C. Fuk Geog 210C Sprig 2011

6 Keya Livelihoods 6 C. Fuk Geog 210C Sprig 2011

7 Child Stutig 7 C. Fuk Geog 210C Sprig 2011

8 Keya Populatio ad Number of raidays, past 30 days as of April 17th Image o the left shows Ladsca populatio desity overlai with a blue mask. Regios ot masked are i Keya ad had less tha 9 rai days durig the past moth. Halfway through the seaso, a large populatio ceter appears to be at risk?

9 Percet of March-April Raifall 9 C. Fuk Geog 210C Sprig 2011

10 Cocers for Cetral & Easter Keya If the rest of the seasoal is ormal (which is probably ulikely), cetral Keya will have seasoal totals 24% below ormal. If the seaso is plays out like 2009, Cetral Keya might receive ~40% below ormal. If the rest of the seasoal is ormal (which is probably ulikely), cetral Keya will have seasoal totals 23% below ormal. If the seaso is plays out like 2009, Cetral Keya might receive ~50% of ormal. Cetral Provice } Easter Provice Short Term Mea } So far, the seaso matches 2009 eactly By 1 st Dekad of May, Raifall rates drop rapidly

11 Aomalies for March March RFE2 Aomalies Populatio Desity Area SE of Nairobi has ha +6-7 C LST Aomalies, ad ~ mm March raifall aomalies. Area NE of Nairobi has has +6-7 C LST Aomalies, ad ~-50 mm March raifall aomalies. March LST Aomalies

12 Number of Rai Days

13 Ma Cosecutive Dry Days

14 Settig Data pairs of two attributes X & Y, measured at N samplig uits: there are N pairs of attribute values {(, y ), = 1,..., N} Scatter plot: graph of y- versus -values i attribute space: y-values serve as coordiates i vertical ais, -values as coordiates i horizotal ais; -th poit i scatter-plot has coordiates (, y ) 1 4 Objective: provide a quatitative summary of the above scatter plot as a measure of associatio betwee - ad y-values C. Fuk Geog 210C Sprig 2011

15 Scatter Plot Quadrats (, y) Scatter plot ceter: poit with coordiates equal to the data meas: N 1 N 1 N, y N y 1 1 Scatter plot quadrats: The lie etedig from the mea- parallel to the y-ais ad the lie etedig from the mea-y parallel to the -ais defie 4 quadrats i the scatter-plot. Deviatios from the mea: ay measure associatio betwee X ad Y should be idepedet of where the sample scatter plot is cetered. Cosequetly, we ll be lookig at deviatios of the data from their respective meas: (, y y) quadrat I: quadrat II: quadrat III: quadrat IV: 0, 0, 0, 0, y y y y y y y y C. Fuk Geog 210C Sprig 2011

16 Products of Data Deviatios from their Meas Sice we are after a measure of associatio, we compute products of data deviatios from their meas. A large positive product idicates high - ad y-values of the same sig. A large egative product idicates high - ad y-values of differet sig. Product sigs i differet quadrats: 1 6 quadrat I: quadrat II: quadrat III: 0 & y 0 & y 0 & y y 0 y 0 y 0 )( y quadrat IV: 0 & y y 0 ( )( y y) 0 ( ( ( )( y )( y y) 0 y) 0 y) 0 C. Fuk Geog 210C Sprig 2011

17 Sample Covariace of a Scatter Plot Products of deviatios from meas: Average of N products: Sample covariace betwee data of attributes ad y: 1 7 Sample variace = covariace of a attribute with itself: y C. Fuk Geog 210C Sprig 2011

18 Iterpretig The Sample Covariace Sample covariace betwee data of attributes X ad Y : Iterpretatio: large positive covariace idicates data pairs predomiatly lyig i quadrats I ad III large egative covariace idicates data pairs predomiatly lyig i quadrats II ad IV small covariace idicates data pairs lyig i all quadrats, i which case positive ad egative products cacel out whe oe computes their mea 1 8 NOTE: The covariace is a measure of liear associatio betwee X ad Y, ad just a summary measure of the actual scatter plot C. Fuk Geog 210C Sprig 2011

19 Sample Covariace ad Correlatio Coefficiet Problems with sample covariace: ot easily iterpretable, sice - ad y-values ca have differet uits ad sample variaces sesitive to outliers; quatifies oly liear relatioships Sample correlatio coefficiet: Pearso s product momet correlatio: lies i [ 1, +1]; sesitive to outliers; quatifies oly liear relatioships Sample rak correlatio coefficiet: (Spearma s correlatio): rak trasform each sample data set, by assigig a rak of 1 to the smallest value ad a rak of N to the largest oe trasform each data pair {, y } ito a rak pair {r( ), r(y )}, where r( ) ad r(y ) is the rak of ad y compute the correlatio coefficiet of the rak pairs, as: ca detect o-liear mootoic relatioships 1 9 C. Fuk Geog 210C Sprig 2011

20 Momet of Iertia of a Scatter Plot Motivatio: Istead of lookig at average product of deviatios from mea, we could look at the momet of iertia of a scatter plot; that is, the average squared distace betwee ay pair (, y ) ad the 45 lie; Note: such a lie does ot always make sese, but so be it for ow Momet of iertia = average deviatio of scatter plot poits from the 45 lie: Note: The momet of iertia for a scatter plot aliged with the 45 lie is always 0; that is, y, yy alteratively, the dissimilarity of a attribute with itself is 0 C. Fuk Geog 210C Sprig 2011

21 Lik Betwee Covariace ad Momet of Iertia Recall: Epadig: 2 1 What s the differece: To estimate the momet of iertia γxy you do ot eed to kow the mea values μ X ad μ Y ; these two mea values are required for estimatig the covariace σ XY C. Fuk Geog 210C Sprig 2011

22 Geometric Iterpretatio (I) Vector legth: legth = distace of poit with coordiates { 1,..., N } from origi Vector-scalar multiplicatio: Multiplicatio of a vector by a scalar c chages legth (ad directio, depedig o sig of c): Ier product of two vectors: a scalar quatity (could be egative, zero or positive) Vector legth: ier product of a vector with itself 2 2 Agle θ betwee two vectors y ad : C. Fuk Geog 210C Sprig 2011

23 Geometric Iterpretatio (II) ~ Let deote the vector of deviatios (cetered vector) Variace: Covariace: Correlatio Coefficiet Iterpretatio 2 3 C. Fuk Geog 210C Sprig 2011

24 Geometric Iterpretatio (III) Projectio vector: ( shadow ) of vector y oto vector : Projectio legth: Uit Vector The sample mea vector Regressio = projectio: 2 4 C. Fuk Geog 210C Sprig 2011

25 Computig Multivariate Sample Statistics (I) Multivariate data set: N measuremets o K attributes {X 1,..., X K } made at N samplig uits ad arraged i a (N K) matri X: k = -th measuremet for the k-th variable X k -th row cotais K measuremets of differet attributes at a sigle samplig uit k-th colum cotais N measuremets of a sigle attribute at all N samplig uits Multivariate sample mea: Coditioal multivariate mea vector: (K 1) vector of mea values for all K attributes, computed oly from those rows of X whose etries satisfy some coditio (or query) 2 5 C. Fuk Geog 210C Sprig 2011

26 Computig Multivariate Sample Statistics (II) Matri of meas: Matri of deviatios from meas: 2 6 C. Fuk Geog 210C Sprig 2011

27 Computig Multivariate Sample Statistics (III) Matri of squares ad cross-products: Sample covariace matri: 2 7 Note: I the presece of missig values, oe should compute all variace ad covariace values oly from those N < N rows of matri X with o missig values. This esures that the resultig covariace matri Σ is a valid oe. Coditioal covariace matri: (K K) covariace matri betwee all K 2 pairs of attributes, computed oly from those rows of X whose etries satisfy some coditio (or query) C. Fuk Geog 210C Sprig 2011

11 Correlation and Regression

11 Correlation and Regression 11 Correlatio Regressio 11.1 Multivariate Data Ofte we look at data where several variables are recorded for the same idividuals or samplig uits. For example, at a coastal weather statio, we might record

More information

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Explorig Data: Distributios Look for overall patter (shape, ceter, spread) ad deviatios (outliers). Mea (use a calculator): x = x 1 + x 2 + +

More information

1 Inferential Methods for Correlation and Regression Analysis

1 Inferential Methods for Correlation and Regression Analysis 1 Iferetial Methods for Correlatio ad Regressio Aalysis I the chapter o Correlatio ad Regressio Aalysis tools for describig bivariate cotiuous data were itroduced. The sample Pearso Correlatio Coefficiet

More information

Cov(aX, cy ) Var(X) Var(Y ) It is completely invariant to affine transformations: for any a, b, c, d R, ρ(ax + b, cy + d) = a.s. X i. as n.

Cov(aX, cy ) Var(X) Var(Y ) It is completely invariant to affine transformations: for any a, b, c, d R, ρ(ax + b, cy + d) = a.s. X i. as n. CS 189 Itroductio to Machie Learig Sprig 218 Note 11 1 Caoical Correlatio Aalysis The Pearso Correlatio Coefficiet ρ(x, Y ) is a way to measure how liearly related (i other words, how well a liear model

More information

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n,

n outcome is (+1,+1, 1,..., 1). Let the r.v. X denote our position (relative to our starting point 0) after n moves. Thus X = X 1 + X 2 + +X n, CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 9 Variace Questio: At each time step, I flip a fair coi. If it comes up Heads, I walk oe step to the right; if it comes up Tails, I walk oe

More information

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d

Linear regression. Daniel Hsu (COMS 4771) (y i x T i β)2 2πσ. 2 2σ 2. 1 n. (x T i β y i ) 2. 1 ˆβ arg min. β R n d Liear regressio Daiel Hsu (COMS 477) Maximum likelihood estimatio Oe of the simplest liear regressio models is the followig: (X, Y ),..., (X, Y ), (X, Y ) are iid radom pairs takig values i R d R, ad Y

More information

Chapter If n is odd, the median is the exact middle number If n is even, the median is the average of the two middle numbers

Chapter If n is odd, the median is the exact middle number If n is even, the median is the average of the two middle numbers Chapter 4 4-1 orth Seattle Commuity College BUS10 Busiess Statistics Chapter 4 Descriptive Statistics Summary Defiitios Cetral tedecy: The extet to which the data values group aroud a cetral value. Variatio:

More information

MCT242: Electronic Instrumentation Lecture 2: Instrumentation Definitions

MCT242: Electronic Instrumentation Lecture 2: Instrumentation Definitions Faculty of Egieerig MCT242: Electroic Istrumetatio Lecture 2: Istrumetatio Defiitios Overview Measuremet Error Accuracy Precisio ad Mea Resolutio Mea Variace ad Stadard deviatio Fiesse Sesitivity Rage

More information

STP 226 ELEMENTARY STATISTICS

STP 226 ELEMENTARY STATISTICS TP 6 TP 6 ELEMENTARY TATITIC CHAPTER 4 DECRIPTIVE MEAURE IN REGREION AND CORRELATION Liear Regressio ad correlatio allows us to examie the relatioship betwee two or more quatitative variables. 4.1 Liear

More information

Mathematical Notation Math Introduction to Applied Statistics

Mathematical Notation Math Introduction to Applied Statistics Mathematical Notatio Math 113 - Itroductio to Applied Statistics Name : Use Word or WordPerfect to recreate the followig documets. Each article is worth 10 poits ad ca be prited ad give to the istructor

More information

Continuous Data that can take on any real number (time/length) based on sample data. Categorical data can only be named or categorised

Continuous Data that can take on any real number (time/length) based on sample data. Categorical data can only be named or categorised Questio 1. (Topics 1-3) A populatio cosists of all the members of a group about which you wat to draw a coclusio (Greek letters (μ, σ, Ν) are used) A sample is the portio of the populatio selected for

More information

ECON 3150/4150, Spring term Lecture 3

ECON 3150/4150, Spring term Lecture 3 Itroductio Fidig the best fit by regressio Residuals ad R-sq Regressio ad causality Summary ad ext step ECON 3150/4150, Sprig term 2014. Lecture 3 Ragar Nymoe Uiversity of Oslo 21 Jauary 2014 1 / 30 Itroductio

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2016 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2018 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Topic 9: Sampling Distributions of Estimators

Topic 9: Sampling Distributions of Estimators Topic 9: Samplig Distributios of Estimators Course 003, 2018 Page 0 Samplig distributios of estimators Sice our estimators are statistics (particular fuctios of radom variables), their distributio ca be

More information

Correlation Regression

Correlation Regression Correlatio Regressio While correlatio methods measure the stregth of a liear relatioship betwee two variables, we might wish to go a little further: How much does oe variable chage for a give chage i aother

More information

5.1 Review of Singular Value Decomposition (SVD)

5.1 Review of Singular Value Decomposition (SVD) MGMT 69000: Topics i High-dimesioal Data Aalysis Falll 06 Lecture 5: Spectral Clusterig: Overview (cotd) ad Aalysis Lecturer: Jiamig Xu Scribe: Adarsh Barik, Taotao He, September 3, 06 Outlie Review of

More information

Algebra of Least Squares

Algebra of Least Squares October 19, 2018 Algebra of Least Squares Geometry of Least Squares Recall that out data is like a table [Y X] where Y collects observatios o the depedet variable Y ad X collects observatios o the k-dimesioal

More information

R is a scalar defined as follows:

R is a scalar defined as follows: Math 8. Notes o Dot Product, Cross Product, Plaes, Area, ad Volumes This lecture focuses primarily o the dot product ad its may applicatios, especially i the measuremet of agles ad scalar projectio ad

More information

Geometry of LS. LECTURE 3 GEOMETRY OF LS, PROPERTIES OF σ 2, PARTITIONED REGRESSION, GOODNESS OF FIT

Geometry of LS. LECTURE 3 GEOMETRY OF LS, PROPERTIES OF σ 2, PARTITIONED REGRESSION, GOODNESS OF FIT OCTOBER 7, 2016 LECTURE 3 GEOMETRY OF LS, PROPERTIES OF σ 2, PARTITIONED REGRESSION, GOODNESS OF FIT Geometry of LS We ca thik of y ad the colums of X as members of the -dimesioal Euclidea space R Oe ca

More information

Chapter 12 Correlation

Chapter 12 Correlation Chapter Correlatio Correlatio is very similar to regressio with oe very importat differece. Regressio is used to explore the relatioship betwee a idepedet variable ad a depedet variable, whereas correlatio

More information

II. Descriptive Statistics D. Linear Correlation and Regression. 1. Linear Correlation

II. Descriptive Statistics D. Linear Correlation and Regression. 1. Linear Correlation II. Descriptive Statistics D. Liear Correlatio ad Regressio I this sectio Liear Correlatio Cause ad Effect Liear Regressio 1. Liear Correlatio Quatifyig Liear Correlatio The Pearso product-momet correlatio

More information

Correlation. Two variables: Which test? Relationship Between Two Numerical Variables. Two variables: Which test? Contingency table Grouped bar graph

Correlation. Two variables: Which test? Relationship Between Two Numerical Variables. Two variables: Which test? Contingency table Grouped bar graph Correlatio Y Two variables: Which test? X Explaatory variable Respose variable Categorical Numerical Categorical Cotigecy table Cotigecy Logistic Grouped bar graph aalysis regressio Mosaic plot Numerical

More information

Parameter, Statistic and Random Samples

Parameter, Statistic and Random Samples Parameter, Statistic ad Radom Samples A parameter is a umber that describes the populatio. It is a fixed umber, but i practice we do ot kow its value. A statistic is a fuctio of the sample data, i.e.,

More information

Linear Regression Models

Linear Regression Models Liear Regressio Models Dr. Joh Mellor-Crummey Departmet of Computer Sciece Rice Uiversity johmc@cs.rice.edu COMP 528 Lecture 9 15 February 2005 Goals for Today Uderstad how to Use scatter diagrams to ispect

More information

Correlation and Covariance

Correlation and Covariance Correlatio ad Covariace Tom Ilveto FREC 9 What is Next? Correlatio ad Regressio Regressio We specify a depedet variable as a liear fuctio of oe or more idepedet variables, based o co-variace Regressio

More information

a is some real number (called the coefficient) other

a is some real number (called the coefficient) other Precalculus Notes for Sectio.1 Liear/Quadratic Fuctios ad Modelig http://www.schooltube.com/video/77e0a939a3344194bb4f Defiitios: A moomial is a term of the form tha zero ad is a oegative iteger. a where

More information

Response Variable denoted by y it is the variable that is to be predicted measure of the outcome of an experiment also called the dependent variable

Response Variable denoted by y it is the variable that is to be predicted measure of the outcome of an experiment also called the dependent variable Statistics Chapter 4 Correlatio ad Regressio If we have two (or more) variables we are usually iterested i the relatioship betwee the variables. Associatio betwee Variables Two variables are associated

More information

Random Variables, Sampling and Estimation

Random Variables, Sampling and Estimation Chapter 1 Radom Variables, Samplig ad Estimatio 1.1 Itroductio This chapter will cover the most importat basic statistical theory you eed i order to uderstad the ecoometric material that will be comig

More information

Chapter 4 - Summarizing Numerical Data

Chapter 4 - Summarizing Numerical Data Chapter 4 - Summarizig Numerical Data 15.075 Cythia Rudi Here are some ways we ca summarize data umerically. Sample Mea: i=1 x i x :=. Note: i this class we will work with both the populatio mea µ ad the

More information

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics Explorig Data: Distributios Look for overall patter (shape, ceter, spread) ad deviatios (outliers). Mea (use a calculator): x = x 1 + x 2 + +

More information

Paired Data and Linear Correlation

Paired Data and Linear Correlation Paired Data ad Liear Correlatio Example. A group of calculus studets has take two quizzes. These are their scores: Studet st Quiz Score ( data) d Quiz Score ( data) 7 5 5 0 3 0 3 4 0 5 5 5 5 6 0 8 7 0

More information

Summary: CORRELATION & LINEAR REGRESSION. GC. Students are advised to refer to lecture notes for the GC operations to obtain scatter diagram.

Summary: CORRELATION & LINEAR REGRESSION. GC. Students are advised to refer to lecture notes for the GC operations to obtain scatter diagram. Key Cocepts: 1) Sketchig of scatter diagram The scatter diagram of bivariate (i.e. cotaiig two variables) data ca be easily obtaied usig GC. Studets are advised to refer to lecture otes for the GC operatios

More information

Axis Aligned Ellipsoid

Axis Aligned Ellipsoid Machie Learig for Data Sciece CS 4786) Lecture 6,7 & 8: Ellipsoidal Clusterig, Gaussia Mixture Models ad Geeral Mixture Models The text i black outlies high level ideas. The text i blue provides simple

More information

SIMPLE LINEAR REGRESSION AND CORRELATION ANALYSIS

SIMPLE LINEAR REGRESSION AND CORRELATION ANALYSIS SIMPLE LINEAR REGRESSION AND CORRELATION ANALSIS INTRODUCTION There are lot of statistical ivestigatio to kow whether there is a relatioship amog variables Two aalyses: (1) regressio aalysis; () correlatio

More information

Apply change-of-basis formula to rewrite x as a linear combination of eigenvectors v j.

Apply change-of-basis formula to rewrite x as a linear combination of eigenvectors v j. Eigevalue-Eigevector Istructor: Nam Su Wag eigemcd Ay vector i real Euclidea space of dimesio ca be uiquely epressed as a liear combiatio of liearly idepedet vectors (ie, basis) g j, j,,, α g α g α g α

More information

Properties and Hypothesis Testing

Properties and Hypothesis Testing Chapter 3 Properties ad Hypothesis Testig 3.1 Types of data The regressio techiques developed i previous chapters ca be applied to three differet kids of data. 1. Cross-sectioal data. 2. Time series data.

More information

Chapter Vectors

Chapter Vectors Chapter 4. Vectors fter readig this chapter you should be able to:. defie a vector. add ad subtract vectors. fid liear combiatios of vectors ad their relatioship to a set of equatios 4. explai what it

More information

Statistical Fundamentals and Control Charts

Statistical Fundamentals and Control Charts Statistical Fudametals ad Cotrol Charts 1. Statistical Process Cotrol Basics Chace causes of variatio uavoidable causes of variatios Assigable causes of variatio large variatios related to machies, materials,

More information

Session 5. (1) Principal component analysis and Karhunen-Loève transformation

Session 5. (1) Principal component analysis and Karhunen-Loève transformation 200 Autum semester Patter Iformatio Processig Topic 2 Image compressio by orthogoal trasformatio Sessio 5 () Pricipal compoet aalysis ad Karhue-Loève trasformatio Topic 2 of this course explais the image

More information

ECE 901 Lecture 12: Complexity Regularization and the Squared Loss

ECE 901 Lecture 12: Complexity Regularization and the Squared Loss ECE 90 Lecture : Complexity Regularizatio ad the Squared Loss R. Nowak 5/7/009 I the previous lectures we made use of the Cheroff/Hoeffdig bouds for our aalysis of classifier errors. Hoeffdig s iequality

More information

Chapters 5 and 13: REGRESSION AND CORRELATION. Univariate data: x, Bivariate data (x,y).

Chapters 5 and 13: REGRESSION AND CORRELATION. Univariate data: x, Bivariate data (x,y). Chapters 5 ad 13: REGREION AND CORRELATION (ectios 5.5 ad 13.5 are omitted) Uivariate data: x, Bivariate data (x,y). Example: x: umber of years studets studied paish y: score o a proficiecy test For each

More information

Dept. of maths, MJ College.

Dept. of maths, MJ College. 8. CORRELATION Defiitios: 1. Correlatio Aalsis attempts to determie the degree of relatioship betwee variables- Ya-Ku-Chou.. Correlatio is a aalsis of the covariatio betwee two or more variables.- A.M.Tuttle.

More information

Regression, Inference, and Model Building

Regression, Inference, and Model Building Regressio, Iferece, ad Model Buildig Scatter Plots ad Correlatio Correlatio coefficiet, r -1 r 1 If r is positive, the the scatter plot has a positive slope ad variables are said to have a positive relatioship

More information

Linear Regression Demystified

Linear Regression Demystified Liear Regressio Demystified Liear regressio is a importat subject i statistics. I elemetary statistics courses, formulae related to liear regressio are ofte stated without derivatio. This ote iteds to

More information

Example: Find the SD of the set {x j } = {2, 4, 5, 8, 5, 11, 7}.

Example: Find the SD of the set {x j } = {2, 4, 5, 8, 5, 11, 7}. 1 (*) If a lot of the data is far from the mea, the may of the (x j x) 2 terms will be quite large, so the mea of these terms will be large ad the SD of the data will be large. (*) I particular, outliers

More information

CEE 522 Autumn Uncertainty Concepts for Geotechnical Engineering

CEE 522 Autumn Uncertainty Concepts for Geotechnical Engineering CEE 5 Autum 005 Ucertaity Cocepts for Geotechical Egieerig Basic Termiology Set A set is a collectio of (mutually exclusive) objects or evets. The sample space is the (collectively exhaustive) collectio

More information

Correlation and Regression

Correlation and Regression Correlatio ad Regressio Lecturer, Departmet of Agroomy Sher-e-Bagla Agricultural Uiversity Correlatio Whe there is a relatioship betwee quatitative measures betwee two sets of pheomea, the appropriate

More information

Joint Probability Distributions and Random Samples. Jointly Distributed Random Variables. Chapter { }

Joint Probability Distributions and Random Samples. Jointly Distributed Random Variables. Chapter { } UCLA STAT A Applied Probability & Statistics for Egieers Istructor: Ivo Diov, Asst. Prof. I Statistics ad Neurology Teachig Assistat: Neda Farziia, UCLA Statistics Uiversity of Califoria, Los Ageles, Sprig

More information

Chapter 6 Part 5. Confidence Intervals t distribution chi square distribution. October 23, 2008

Chapter 6 Part 5. Confidence Intervals t distribution chi square distribution. October 23, 2008 Chapter 6 Part 5 Cofidece Itervals t distributio chi square distributio October 23, 2008 The will be o help sessio o Moday, October 27. Goal: To clearly uderstad the lik betwee probability ad cofidece

More information

Median and IQR The median is the value which divides the ordered data values in half.

Median and IQR The median is the value which divides the ordered data values in half. STA 666 Fall 2007 Web-based Course Notes 4: Describig Distributios Numerically Numerical summaries for quatitative variables media ad iterquartile rage (IQR) 5-umber summary mea ad stadard deviatio Media

More information

Machine Learning Regression I Hamid R. Rabiee [Slides are based on Bishop Book] Spring

Machine Learning Regression I Hamid R. Rabiee [Slides are based on Bishop Book] Spring Machie Learig Regressio I Hamid R. Rabiee [Slides are based o Bishop Book] Sprig 015 http://ce.sharif.edu/courses/93-94//ce717-1 Liear Regressio Liear regressio: ivolves a respose variable ad a sigle predictor

More information

Statistics Lecture 27. Final review. Administrative Notes. Outline. Experiments. Sampling and Surveys. Administrative Notes

Statistics Lecture 27. Final review. Administrative Notes. Outline. Experiments. Sampling and Surveys. Administrative Notes Admiistrative Notes s - Lecture 7 Fial review Fial Exam is Tuesday, May 0th (3-5pm Covers Chapters -8 ad 0 i textbook Brig ID cards to fial! Allowed: Calculators, double-sided 8.5 x cheat sheet Exam Rooms:

More information

Inverse Matrix. A meaning that matrix B is an inverse of matrix A.

Inverse Matrix. A meaning that matrix B is an inverse of matrix A. Iverse Matrix Two square matrices A ad B of dimesios are called iverses to oe aother if the followig holds, AB BA I (11) The otio is dual but we ofte write 1 B A meaig that matrix B is a iverse of matrix

More information

MATH/STAT 352: Lecture 15

MATH/STAT 352: Lecture 15 MATH/STAT 352: Lecture 15 Sectios 5.2 ad 5.3. Large sample CI for a proportio ad small sample CI for a mea. 1 5.2: Cofidece Iterval for a Proportio Estimatig proportio of successes i a biomial experimet

More information

September 2012 C1 Note. C1 Notes (Edexcel) Copyright - For AS, A2 notes and IGCSE / GCSE worksheets 1

September 2012 C1 Note. C1 Notes (Edexcel) Copyright   - For AS, A2 notes and IGCSE / GCSE worksheets 1 September 0 s (Edecel) Copyright www.pgmaths.co.uk - For AS, A otes ad IGCSE / GCSE worksheets September 0 Copyright www.pgmaths.co.uk - For AS, A otes ad IGCSE / GCSE worksheets September 0 Copyright

More information

BIOSTATISTICS. Lecture 5 Interval Estimations for Mean and Proportion. dr. Petr Nazarov

BIOSTATISTICS. Lecture 5 Interval Estimations for Mean and Proportion. dr. Petr Nazarov Microarray Ceter BIOSTATISTICS Lecture 5 Iterval Estimatios for Mea ad Proportio dr. Petr Nazarov 15-03-013 petr.azarov@crp-sate.lu Lecture 5. Iterval estimatio for mea ad proportio OUTLINE Iterval estimatios

More information

Lecture 3. Properties of Summary Statistics: Sampling Distribution

Lecture 3. Properties of Summary Statistics: Sampling Distribution Lecture 3 Properties of Summary Statistics: Samplig Distributio Mai Theme How ca we use math to justify that our umerical summaries from the sample are good summaries of the populatio? Lecture Summary

More information

32 estimating the cumulative distribution function

32 estimating the cumulative distribution function 32 estimatig the cumulative distributio fuctio 4.6 types of cofidece itervals/bads Let F be a class of distributio fuctios F ad let θ be some quatity of iterest, such as the mea of F or the whole fuctio

More information

Stat 139 Homework 7 Solutions, Fall 2015

Stat 139 Homework 7 Solutions, Fall 2015 Stat 139 Homework 7 Solutios, Fall 2015 Problem 1. I class we leared that the classical simple liear regressio model assumes the followig distributio of resposes: Y i = β 0 + β 1 X i + ɛ i, i = 1,...,,

More information

Ray-triangle intersection

Ray-triangle intersection Ray-triagle itersectio ria urless October 2006 I this hadout, we explore the steps eeded to compute the itersectio of a ray with a triagle, ad the to compute the barycetric coordiates of that itersectio.

More information

Number of fatalities X Sunday 4 Monday 6 Tuesday 2 Wednesday 0 Thursday 3 Friday 5 Saturday 8 Total 28. Day

Number of fatalities X Sunday 4 Monday 6 Tuesday 2 Wednesday 0 Thursday 3 Friday 5 Saturday 8 Total 28. Day LECTURE # 8 Mea Deviatio, Stadard Deviatio ad Variace & Coefficiet of variatio Mea Deviatio Stadard Deviatio ad Variace Coefficiet of variatio First, we will discuss it for the case of raw data, ad the

More information

BHW #13 1/ Cooper. ENGR 323 Probabilistic Analysis Beautiful Homework # 13

BHW #13 1/ Cooper. ENGR 323 Probabilistic Analysis Beautiful Homework # 13 BHW # /5 ENGR Probabilistic Aalysis Beautiful Homework # Three differet roads feed ito a particular freeway etrace. Suppose that durig a fixed time period, the umber of cars comig from each road oto the

More information

Efficient GMM LECTURE 12 GMM II

Efficient GMM LECTURE 12 GMM II DECEMBER 1 010 LECTURE 1 II Efficiet The estimator depeds o the choice of the weight matrix A. The efficiet estimator is the oe that has the smallest asymptotic variace amog all estimators defied by differet

More information

UCLA STAT 110B Applied Statistics for Engineering and the Sciences

UCLA STAT 110B Applied Statistics for Engineering and the Sciences UCLA SA 0B Applied Statistics for Egieerig ad the Scieces Istructor: Ivo Diov, Asst. Prof. I Statistics ad Neurology eachig Assistats: Bria Ng, UCLA Statistics Uiversity of Califoria, Los Ageles, Sprig

More information

Simple Linear Regression

Simple Linear Regression Simple Liear Regressio 1. Model ad Parameter Estimatio (a) Suppose our data cosist of a collectio of pairs (x i, y i ), where x i is a observed value of variable X ad y i is the correspodig observatio

More information

Investigating the Significance of a Correlation Coefficient using Jackknife Estimates

Investigating the Significance of a Correlation Coefficient using Jackknife Estimates Iteratioal Joural of Scieces: Basic ad Applied Research (IJSBAR) ISSN 2307-4531 (Prit & Olie) http://gssrr.org/idex.php?joural=jouralofbasicadapplied ---------------------------------------------------------------------------------------------------------------------------

More information

The z-transform. 7.1 Introduction. 7.2 The z-transform Derivation of the z-transform: x[n] = z n LTI system, h[n] z = re j

The z-transform. 7.1 Introduction. 7.2 The z-transform Derivation of the z-transform: x[n] = z n LTI system, h[n] z = re j The -Trasform 7. Itroductio Geeralie the complex siusoidal represetatio offered by DTFT to a represetatio of complex expoetial sigals. Obtai more geeral characteristics for discrete-time LTI systems. 7.

More information

Simple Linear Regression

Simple Linear Regression Chapter 2 Simple Liear Regressio 2.1 Simple liear model The simple liear regressio model shows how oe kow depedet variable is determied by a sigle explaatory variable (regressor). Is is writte as: Y i

More information

STATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS. Comments:

STATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS. Comments: Recall: STATISTICAL PROPERTIES OF LEAST SQUARES ESTIMATORS Commets:. So far we have estimates of the parameters! 0 ad!, but have o idea how good these estimates are. Assumptio: E(Y x)! 0 +! x (liear coditioal

More information

UNIVERSITY OF TORONTO Faculty of Arts and Science APRIL/MAY 2009 EXAMINATIONS ECO220Y1Y PART 1 OF 2 SOLUTIONS

UNIVERSITY OF TORONTO Faculty of Arts and Science APRIL/MAY 2009 EXAMINATIONS ECO220Y1Y PART 1 OF 2 SOLUTIONS PART of UNIVERSITY OF TORONTO Faculty of Arts ad Sciece APRIL/MAY 009 EAMINATIONS ECO0YY PART OF () The sample media is greater tha the sample mea whe there is. (B) () A radom variable is ormally distributed

More information

a b c d e f g h Supplementary Information

a b c d e f g h Supplementary Information Supplemetary Iformatio a b c d e f g h Supplemetary Figure S STM images show that Dark patters are frequetly preset ad ted to accumulate. (a) mv, pa, m ; (b) mv, pa, m ; (c) mv, pa, m ; (d) mv, pa, m ;

More information

Sample Size Determination (Two or More Samples)

Sample Size Determination (Two or More Samples) Sample Sie Determiatio (Two or More Samples) STATGRAPHICS Rev. 963 Summary... Data Iput... Aalysis Summary... 5 Power Curve... 5 Calculatios... 6 Summary This procedure determies a suitable sample sie

More information

1 of 7 7/16/2009 6:06 AM Virtual Laboratories > 6. Radom Samples > 1 2 3 4 5 6 7 6. Order Statistics Defiitios Suppose agai that we have a basic radom experimet, ad that X is a real-valued radom variable

More information

Pearson Edexcel Level 3 Advanced Subsidiary and Advanced GCE in Statistics

Pearson Edexcel Level 3 Advanced Subsidiary and Advanced GCE in Statistics Pearso Edecel Level 3 Advaced Subsidiary ad Advaced GCE i Statistics Statistical formulae ad tables For first certificatio from Jue 018 for: Advaced Subsidiary GCE i Statistics (8ST0) For first certificatio

More information

Goodness-of-Fit Tests and Categorical Data Analysis (Devore Chapter Fourteen)

Goodness-of-Fit Tests and Categorical Data Analysis (Devore Chapter Fourteen) Goodess-of-Fit Tests ad Categorical Data Aalysis (Devore Chapter Fourtee) MATH-252-01: Probability ad Statistics II Sprig 2019 Cotets 1 Chi-Squared Tests with Kow Probabilities 1 1.1 Chi-Squared Testig................

More information

Outline. Linear regression. Regularization functions. Polynomial curve fitting. Stochastic gradient descent for regression. MLE for regression

Outline. Linear regression. Regularization functions. Polynomial curve fitting. Stochastic gradient descent for regression. MLE for regression REGRESSION 1 Outlie Liear regressio Regularizatio fuctios Polyomial curve fittig Stochastic gradiet descet for regressio MLE for regressio Step-wise forward regressio Regressio methods Statistical techiques

More information

Analysis of Experimental Data

Analysis of Experimental Data Aalysis of Experimetal Data 6544597.0479 ± 0.000005 g Quatitative Ucertaity Accuracy vs. Precisio Whe we make a measuremet i the laboratory, we eed to kow how good it is. We wat our measuremets to be both

More information

Chapter 6. Sampling and Estimation

Chapter 6. Sampling and Estimation Samplig ad Estimatio - 34 Chapter 6. Samplig ad Estimatio 6.. Itroductio Frequetly the egieer is uable to completely characterize the etire populatio. She/he must be satisfied with examiig some subset

More information

MA238 Assignment 4 Solutions (part a)

MA238 Assignment 4 Solutions (part a) (i) Sigle sample tests. Questio. MA38 Assigmet 4 Solutios (part a) (a) (b) (c) H 0 : = 50 sq. ft H A : < 50 sq. ft H 0 : = 3 mpg H A : > 3 mpg H 0 : = 5 mm H A : 5mm Questio. (i) What are the ull ad alterative

More information

Orthogonal transformations

Orthogonal transformations Orthogoal trasformatios October 12, 2014 1 Defiig property The squared legth of a vector is give by takig the dot product of a vector with itself, v 2 v v g ij v i v j A orthogoal trasformatio is a liear

More information

Linear Regression Analysis. Analysis of paired data and using a given value of one variable to predict the value of the other

Linear Regression Analysis. Analysis of paired data and using a given value of one variable to predict the value of the other Liear Regressio Aalysis Aalysis of paired data ad usig a give value of oe variable to predict the value of the other 5 5 15 15 1 1 5 5 1 3 4 5 6 7 8 1 3 4 5 6 7 8 Liear Regressio Aalysis E: The chirp rate

More information

Problem Cosider the curve give parametrically as x = si t ad y = + cos t for» t» ß: (a) Describe the path this traverses: Where does it start (whe t =

Problem Cosider the curve give parametrically as x = si t ad y = + cos t for» t» ß: (a) Describe the path this traverses: Where does it start (whe t = Mathematics Summer Wilso Fial Exam August 8, ANSWERS Problem 1 (a) Fid the solutio to y +x y = e x x that satisfies y() = 5 : This is already i the form we used for a first order liear differetial equatio,

More information

Output Analysis (2, Chapters 10 &11 Law)

Output Analysis (2, Chapters 10 &11 Law) B. Maddah ENMG 6 Simulatio Output Aalysis (, Chapters 10 &11 Law) Comparig alterative system cofiguratio Sice the output of a simulatio is radom, the comparig differet systems via simulatio should be doe

More information

(6) Fundamental Sampling Distribution and Data Discription

(6) Fundamental Sampling Distribution and Data Discription 34 Stat Lecture Notes (6) Fudametal Samplig Distributio ad Data Discriptio ( Book*: Chapter 8,pg5) Probability& Statistics for Egieers & Scietists By Walpole, Myers, Myers, Ye 8.1 Radom Samplig: Populatio:

More information

Final Examination Solutions 17/6/2010

Final Examination Solutions 17/6/2010 The Islamic Uiversity of Gaza Faculty of Commerce epartmet of Ecoomics ad Political Scieces A Itroductio to Statistics Course (ECOE 30) Sprig Semester 009-00 Fial Eamiatio Solutios 7/6/00 Name: I: Istructor:

More information

Introduction to Machine Learning DIS10

Introduction to Machine Learning DIS10 CS 189 Fall 017 Itroductio to Machie Learig DIS10 1 Fu with Lagrage Multipliers (a) Miimize the fuctio such that f (x,y) = x + y x + y = 3. Solutio: The Lagragia is: L(x,y,λ) = x + y + λ(x + y 3) Takig

More information

Worksheet 23 ( ) Introduction to Simple Linear Regression (continued)

Worksheet 23 ( ) Introduction to Simple Linear Regression (continued) Worksheet 3 ( 11.5-11.8) Itroductio to Simple Liear Regressio (cotiued) This worksheet is a cotiuatio of Discussio Sheet 3; please complete that discussio sheet first if you have ot already doe so. This

More information

AP Calculus BC 2011 Scoring Guidelines Form B

AP Calculus BC 2011 Scoring Guidelines Form B AP Calculus BC Scorig Guidelies Form B The College Board The College Board is a ot-for-profit membership associatio whose missio is to coect studets to college success ad opportuity. Fouded i 9, the College

More information

Statistics 511 Additional Materials

Statistics 511 Additional Materials Cofidece Itervals o mu Statistics 511 Additioal Materials This topic officially moves us from probability to statistics. We begi to discuss makig ifereces about the populatio. Oe way to differetiate probability

More information

MOST PEOPLE WOULD RATHER LIVE WITH A PROBLEM THEY CAN'T SOLVE, THAN ACCEPT A SOLUTION THEY CAN'T UNDERSTAND.

MOST PEOPLE WOULD RATHER LIVE WITH A PROBLEM THEY CAN'T SOLVE, THAN ACCEPT A SOLUTION THEY CAN'T UNDERSTAND. XI-1 (1074) MOST PEOPLE WOULD RATHER LIVE WITH A PROBLEM THEY CAN'T SOLVE, THAN ACCEPT A SOLUTION THEY CAN'T UNDERSTAND. R. E. D. WOOLSEY AND H. S. SWANSON XI-2 (1075) STATISTICAL DECISION MAKING Advaced

More information

FFTs in Graphics and Vision. The Fast Fourier Transform

FFTs in Graphics and Vision. The Fast Fourier Transform FFTs i Graphics ad Visio The Fast Fourier Trasform 1 Outlie The FFT Algorithm Applicatios i 1D Multi-Dimesioal FFTs More Applicatios Real FFTs 2 Computatioal Complexity To compute the movig dot-product

More information

Probability and statistics: basic terms

Probability and statistics: basic terms Probability ad statistics: basic terms M. Veeraraghava August 203 A radom variable is a rule that assigs a umerical value to each possible outcome of a experimet. Outcomes of a experimet form the sample

More information

Agenda: Recap. Lecture. Chapter 12. Homework. Chapt 12 #1, 2, 3 SAS Problems 3 & 4 by hand. Marquette University MATH 4740/MSCS 5740

Agenda: Recap. Lecture. Chapter 12. Homework. Chapt 12 #1, 2, 3 SAS Problems 3 & 4 by hand. Marquette University MATH 4740/MSCS 5740 Ageda: Recap. Lecture. Chapter Homework. Chapt #,, 3 SAS Problems 3 & 4 by had. Copyright 06 by D.B. Rowe Recap. 6: Statistical Iferece: Procedures for μ -μ 6. Statistical Iferece Cocerig μ -μ Recall yes

More information

Section 14. Simple linear regression.

Section 14. Simple linear regression. Sectio 14 Simple liear regressio. Let us look at the cigarette dataset from [1] (available to dowload from joural s website) ad []. The cigarette dataset cotais measuremets of tar, icotie, weight ad carbo

More information

Lecture 5: Parametric Hypothesis Testing: Comparing Means. GENOME 560, Spring 2016 Doug Fowler, GS

Lecture 5: Parametric Hypothesis Testing: Comparing Means. GENOME 560, Spring 2016 Doug Fowler, GS Lecture 5: Parametric Hypothesis Testig: Comparig Meas GENOME 560, Sprig 2016 Doug Fowler, GS (dfowler@uw.edu) 1 Review from last week What is a cofidece iterval? 2 Review from last week What is a cofidece

More information

Overview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions

Overview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions Chapter 9 Slide Ifereces from Two Samples 9- Overview 9- Ifereces about Two Proportios 9- Ifereces about Two Meas: Idepedet Samples 9-4 Ifereces about Matched Pairs 9-5 Comparig Variatio i Two Samples

More information

Chapter 13: Tests of Hypothesis Section 13.1 Introduction

Chapter 13: Tests of Hypothesis Section 13.1 Introduction Chapter 13: Tests of Hypothesis Sectio 13.1 Itroductio RECAP: Chapter 1 discussed the Likelihood Ratio Method as a geeral approach to fid good test procedures. Testig for the Normal Mea Example, discussed

More information

Soo King Lim Figure 1: Figure 2: Figure 3: Figure 4: Figure 5: Figure 6: Figure 7:

Soo King Lim Figure 1: Figure 2: Figure 3: Figure 4: Figure 5: Figure 6: Figure 7: 0 Multivariate Cotrol Chart 3 Multivariate Normal Distributio 5 Estimatio of the Mea ad Covariace Matrix 6 Hotellig s Cotrol Chart 6 Hotellig s Square 8 Average Value of k Subgroups 0 Example 3 3 Value

More information

Lecture Note 8 Point Estimators and Point Estimation Methods. MIT Spring 2006 Herman Bennett

Lecture Note 8 Point Estimators and Point Estimation Methods. MIT Spring 2006 Herman Bennett Lecture Note 8 Poit Estimators ad Poit Estimatio Methods MIT 14.30 Sprig 2006 Herma Beett Give a parameter with ukow value, the goal of poit estimatio is to use a sample to compute a umber that represets

More information