BIOSTATISTICAL METHODS FOR TRANSLATIONAL & CLINICAL RESEARCH

Size: px
Start display at page:

Download "BIOSTATISTICAL METHODS FOR TRANSLATIONAL & CLINICAL RESEARCH"

Transcription

1 BIOSAISICAL MEHODS FOR RANSLAIONAL & CLINICAL RESEARCH Direct Bioassays: REGRESSION APPLICAIONS

2 COMPONENS OF A BIOASSAY he subject is usually a aimal, a huma tissue, or a bacteria culture, he aget is usually a drug, a chemical he resose is usually a chage i a articular characteristic or eve the death of a subject; resoses ca be biary or measured o cotiuous scale.

3 BASIC PROCESS For stochastic assays, our oly targets, we refer to the relatioshi betwee stimulus level ad the resose it roduces as a regressio model. A test rearatio of the stimulus - havig a ukow otecy - is assayed to fid the resose. We fid the dose of the stadard rearatio which roduces the same resose (as that by test rearatio.

4 here are two tyes of bioassays: ( direct assays ad ( idirect assays. hey are both stochastic

5 DIREC ASSAYS I direct assays, the doses of the stadard ad test rearatios are directly measured for (or util a evet of iterest. Resose is fixed (biary, dose is radom. Whe a evet of iterest occurs, e.g.. the death of the subject, ad the variable of iterest is the dose required to roduce that resose/evet for each subject. he value is called idividual effect dose (IED. For examle, we ca icrease the dose util the heart beat (of a aimal ceases to get IED.

6 yical Exerimet: A grou of subjects (e.g. aimals are radomly divided ito two subgrous ad the IED of a stadard rearatio is measured i each subject of grou ; the IED of the test or ukow rearatio is measured i each subject of grou. he aim is to estimate the relative otecy, that is the ratio of cocetratios of the test relative to stadard to roduce the same biological effect/evet.

7 Kee i mid that the cocetratio ad the dose are iversely roortioal - whe cocetratio is high, we eed a smaller dose to reach the same resose. I other words, we defie the relative otecy or the ratio of cocetratios of the test to stadard as the ratio of doses of the stadard to test: ρ Dose Dose S

8 Whe the relative otecy ρ >, the est Prearatio is stroger (we eed a larger dose of the est i order to roduce the same resose ad vice versa. Pairs of doses that give the same resose are termed equiotet, meaig same stregth.

9 Data are very simle: two ( ideedet samles, the tye you usually have for twosamle t-test or Wilcoxo test; but we will ot comare them usig a test of sigificace. We wat to estimate Relative Potecy.

10 he questio is: How to estimate the ratio of two arameters? he oit estimate ca be easily obtaied; the more difficult arts is the Stadard Error ad Cofidet Itervals here are a few more examles

11 RELAIVE RISK Relative Risk has bee a oular arameter i eidemiology studies; a cocet used for the comariso of two grous or oulatios with resect to a uwated evet. It is the ratio of icidece rates or disease revalece; usually, oe grou is uder stadard coditio agaist which the other grou (exosed is measured. Relative Risk is a ratio: Risk Ratio, a ratio of two roortios or robabilities.

12 ODDS RAIO Whe icidece ad revalece are low (rare diseases, the Relative Risk ad the Odds Ratio are aroximately equal. Odds Ratio is more oular because it is estimable i retrosective desigs; i ractice, we calculate Odds Ratio ad iterret it like Relative Risk. But Odds Ratio is still a ratio of arameters; maybe it s a differet kid of ratios a ratio of ratios Perhas it s the oly ratio that we have hadled roerly.

13 Ad the aalysis of Idirect Bioassays ivolves Ratio of Regressio Coefficiets. Other examles iclude Ratio of Sesitivities, Ratio of Secificities, ad Stadardized Mortality Ratio.

14 HE GAP Most teachig ad learig rograms i Statistics ad Biostatistics ours icluded - focus o the differeces (& the sums of arameters, statistics, or radom variables However, i may alicatios we have to deal with ratios of arameters, statistics, or radom variables Reaso? Statistics uts more emhasis o additive models ; most lausible biological ad biomedical models are multilicative.

15 Eve the Likelihood Fuctio L. he model is multilicative; the likelihood fuctio is a roduct. But we take the log to tur it ito a sum because it is easier to take derivative; however, we have o roblem i that case: we oly wat to maximize L ad logarithm is a mootoic fuctio L ad log of L are maximize at the same time.

16 he method we cover here is called Fieller s theorem. Fieller s theorem is ot a theorem; it s a historical ame. It should be called Fieller s method, a statistical method for the estimatio of a ratio of two arameters.

17 COMMON FORM r A B Both statistics, A ad B, are asymtotic ally distribute d as " ormal " with "estimable variaces "

18 r A B A ad B could be samle meas (direct assays, roortio s (relative risk, or regressio coefficiets (quatitat ive assays

19 If we do the usual way by takig logs: log r log A log B he, i formig cofidece itervals for ρ (r is a estimate of ρ, we assume that loga ad logb are (asymtotically/aroximately ormally distributed which cotradict the fact that A ad B themselves are ormally distributed. he result is based o iflated variaces (variace of logormal distributio is larger tha variace of ormal distributio which is iefficiet because cofidece itervals are too log uecessarily.

20 Examle: Focusig o Risk Ratio (ratio of roortios, Lui (Cotemorary Cliical rials, 006 foud that the log trasformatio method could lead to itervals which are may times loger tha those by cometig methods - as much as 40 times i some cofiguratios a obvious loss of efficiecy.

21 FIELLER S HEOREM If r A/B is a estimate of ρ, we cosider the statistic (A- ρb which is distributed as ormal because both A ad B are ormally distributed ad is ρ a costat. We derive mea ad variace of that statistic which lead to cofidece limits for ρ. Let C A- ρb, distributed as ormal We first fid the mea & variace of C

22 Examle: I Direct Bioassays, r is the ratio of two samle meas; ad ρ - the (ukow Relative Potecy is the ratio of the two oulatio meas. I Eidemiology, r the Relative Risk is the ratio of two samle roortios.

23 Recall: C A- ρb is distributed as ormal We first fid the mea & variace of C E(C 0 Var(C V; V is estimated by v C/ v is distribute d as "t" Pr(-t Pr( C Pr( C / v vt C t / v t ;

24 Pr( C Pr{( Solve A the vt ρ B (A ρb.95 "quadratic to obtai lower ad vt vt.95; equatio" uer limits : for ρ

25 he two solutios (or roots of that equatio are the lower ad the uer edoit of the 95% Cofidece Iterval for the (ukow ratio ρ.

26 DIREC ASSAYS.95 ] ( } Pr[{ ( ( 0 ( + + S S S S S r s t X X X X Var X X E ρ ρ σ ρ ρ where t. 975 is the 97.5 th ercetile of the t distributio with ( S + - degrees of freedom. he two roots for obtaied by solvig the quadratic equatio i withi the robability statemet will yield the 95% cofidece limits r L ad r U.

27 Recall: Whe you have a quadratic equatio ax + bx + c 0; first ste is checkig b -4ac. If it s ositive, roots exist: x b ± b a 4ac

28 0 } ( { 4 } { exist because roots two for ρ : Solve 0 } ( { ( } { > S S S S S S S S r s t X X X X r s t X X X X r s t X X ρ ρ ρ

29 RESULS he first oe is the 95% CI directly from the Fieller s theorem, the secod oe is a aroximatio because the term g is ofte rather small. S S r x s t r x s t g r g x s t r g } ( { ( + ± + ± Exact Aroximatio

30 EXAC RESUL Stadard est otal Mea Variace { r ± ( g t g s g t (df x s {.8 ±.09 (0.95,.48 t.79 s. 975 ( g + } x S (6(.36 + (6(.65 (.79(.3464 { } ( r (.8 7 }

31 APPROXIMAE RESUL Stadard est otal Mea Variace t s g r (df ± t t x s s x.79 (6(.36 + (6( ± ( (0.9,.44 + S 7 + r ( } vs. (.95,.48

32 RAIO OF PROPORIONS ρ r C π π Var( C ρ π ( π + ρ π ( π

33 APPROACH # i last ste variace estimated use we : meas of o aroach i ratio (Similar t for ρ α00% C.I. form ( roots wo ( ( ( ( ( ( ( ( ( / ^ ^ + + α ρ π π ρ π π ρ z C Var C Var C Var C

34 APPROACH # 006 rials Cotemorary Cliical (Liu, for ρ α00% C.I. form ( roots wo ( ( ( ( ( / + α ρ π π ρ π π ρ z C Var C Var C

35 HE CHOICES It s ot clear if it s better to use the variace or the estimated variace (as i Biological Assays; Liu (CC, 006 used variace but gave o exlaatio/justificatio. But he got ito a ew roblem: the resultig quadratic equatio may have o real roots i some simulatio cofiguratios.

36 Lui (Cotemorary Cliical rials, 006 alied Fieller s heorem to study Risk Ratio ; showed that the use of Fieller s heorem/method would lead to more efficiecy (i.e. shorter itervals but, more imortat, it imroves coverage robability. I believe that the results aly to direct bioassays as well as quatitative bioassays e.g. ratio of regressio coefficiets.

37 ODDS RAIO Does Fieller s heorem work for Odds Ratio? Odds Ratio is a ratio of ratios ; its estimated umerator ad deomiator are ot ormally distributed more like log ormal; is Fieller s heorembased method robust i this case? Maybe ot, I do ot kow; at least I m ot sure. Perhas the log trasformatio method works well for Odds Ratio; ad it has bee oe of a few ratios that we hadle roerly.

PubH 7470: STATISTICS FOR TRANSLATIONAL & CLINICAL RESEARCH

PubH 7470: STATISTICS FOR TRANSLATIONAL & CLINICAL RESEARCH PubH 7470: AIIC FOR RANLAIONAL & CLINICAL REEARCH ulemet for Aalysis: Use of FIELLER HEOREM for HE EIMAION OF RAIO HE GAP Most teachig ad learig rograms i tatistics ad Biostatistics ours icluded - focus

More information

Confidence Intervals

Confidence Intervals Cofidece Itervals Berli Che Deartmet of Comuter Sciece & Iformatio Egieerig Natioal Taiwa Normal Uiversity Referece: 1. W. Navidi. Statistics for Egieerig ad Scietists. Chater 5 & Teachig Material Itroductio

More information

To make comparisons for two populations, consider whether the samples are independent or dependent.

To make comparisons for two populations, consider whether the samples are independent or dependent. Sociology 54 Testig for differeces betwee two samle meas Cocetually, comarig meas from two differet samles is the same as what we ve doe i oe-samle tests, ecet that ow the hyotheses focus o the arameters

More information

18. Two-sample problems for population means (σ unknown)

18. Two-sample problems for population means (σ unknown) 8. Two-samle roblems for oulatio meas (σ ukow) The Practice of Statistics i the Life Scieces Third Editio 04 W.H. Freema ad Comay Objectives (PSLS Chater 8) Comarig two meas (σ ukow) Two-samle situatios

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

The Hong Kong University of Science & Technology ISOM551 Introductory Statistics for Business Assignment 3 Suggested Solution

The Hong Kong University of Science & Technology ISOM551 Introductory Statistics for Business Assignment 3 Suggested Solution The Hog Kog Uiversity of ciece & Techology IOM55 Itroductory tatistics for Busiess Assigmet 3 uggested olutio Note All values of statistics i Q ad Q4 are obtaied by Excel. Qa. Let be the robability that

More information

Confidence Intervals for the Difference Between Two Proportions

Confidence Intervals for the Difference Between Two Proportions PASS Samle Size Software Chater 6 Cofidece Itervals for the Differece Betwee Two Proortios Itroductio This routie calculates the grou samle sizes ecessary to achieve a secified iterval width of the differece

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

Interval Estimation (Confidence Interval = C.I.): An interval estimate of some population parameter is an interval of the form (, ),

Interval Estimation (Confidence Interval = C.I.): An interval estimate of some population parameter is an interval of the form (, ), Cofidece Iterval Estimatio Problems Suppose we have a populatio with some ukow parameter(s). Example: Normal(,) ad are parameters. We eed to draw coclusios (make ifereces) about the ukow parameters. We

More information

Confidence intervals for proportions

Confidence intervals for proportions Cofidece itervals for roortios Studet Activity 7 8 9 0 2 TI-Nsire Ivestigatio Studet 60 mi Itroductio From revious activity This activity assumes kowledge of the material covered i the activity Distributio

More information

STAT-UB.0103 NOTES for Wednesday 2012.APR.25. Here s a rehash on the p-value notion:

STAT-UB.0103 NOTES for Wednesday 2012.APR.25. Here s a rehash on the p-value notion: STAT-UB.3 NOTES for Wedesday 22.APR.25 Here s a rehash o the -value otio: The -value is the smallest α at which H would have bee rejected, with these data. The -value is a measure of SHOCK i the data.

More information

Statistical Inference (Chapter 10) Statistical inference = learn about a population based on the information provided by a sample.

Statistical Inference (Chapter 10) Statistical inference = learn about a population based on the information provided by a sample. Statistical Iferece (Chapter 10) Statistical iferece = lear about a populatio based o the iformatio provided by a sample. Populatio: The set of all values of a radom variable X of iterest. Characterized

More information

1.010 Uncertainty in Engineering Fall 2008

1.010 Uncertainty in Engineering Fall 2008 MIT OpeCourseWare http://ocw.mit.edu.00 Ucertaity i Egieerig Fall 2008 For iformatio about citig these materials or our Terms of Use, visit: http://ocw.mit.edu.terms. .00 - Brief Notes # 9 Poit ad Iterval

More information

Exam II Covers. STA 291 Lecture 19. Exam II Next Tuesday 5-7pm Memorial Hall (Same place as exam I) Makeup Exam 7:15pm 9:15pm Location CB 234

Exam II Covers. STA 291 Lecture 19. Exam II Next Tuesday 5-7pm Memorial Hall (Same place as exam I) Makeup Exam 7:15pm 9:15pm Location CB 234 STA 291 Lecture 19 Exam II Next Tuesday 5-7pm Memorial Hall (Same place as exam I) Makeup Exam 7:15pm 9:15pm Locatio CB 234 STA 291 - Lecture 19 1 Exam II Covers Chapter 9 10.1; 10.2; 10.3; 10.4; 10.6

More information

Stat 421-SP2012 Interval Estimation Section

Stat 421-SP2012 Interval Estimation Section Stat 41-SP01 Iterval Estimatio Sectio 11.1-11. We ow uderstad (Chapter 10) how to fid poit estimators of a ukow parameter. o However, a poit estimate does ot provide ay iformatio about the ucertaity (possible

More information

Basics of Inference. Lecture 21: Bayesian Inference. Review - Example - Defective Parts, cont. Review - Example - Defective Parts

Basics of Inference. Lecture 21: Bayesian Inference. Review - Example - Defective Parts, cont. Review - Example - Defective Parts Basics of Iferece Lecture 21: Sta230 / Mth230 Coli Rudel Aril 16, 2014 U util this oit i the class you have almost exclusively bee reseted with roblems where we are usig a robability model where the model

More information

Hypothesis Testing. H 0 : θ 1 1. H a : θ 1 1 (but > 0... required in distribution) Simple Hypothesis - only checks 1 value

Hypothesis Testing. H 0 : θ 1 1. H a : θ 1 1 (but > 0... required in distribution) Simple Hypothesis - only checks 1 value Hyothesis estig ME's are oit estimates of arameters/coefficiets really have a distributio Basic Cocet - develo regio i which we accet the hyothesis ad oe where we reject it H - reresets all ossible values

More information

1 Models for Matched Pairs

1 Models for Matched Pairs 1 Models for Matched Pairs Matched pairs occur whe we aalyse samples such that for each measuremet i oe of the samples there is a measuremet i the other sample that directly relates to the measuremet i

More information

Estimating Proportions

Estimating Proportions 3/1/018 Outlie for Today Remiders about Missig Values Iterretig Cofidece Itervals Cofidece About Proortios Proortios as Iterval Variables Cofidece Itervals Cofidece Coefficiets Examles Lab Exercise ( arts

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

( ) = is larger than. the variance of X V

( ) = is larger than. the variance of X V Stat 400, sectio 6. Methods of Poit Estimatio otes by Tim Pilachoski A oit estimate of a arameter is a sigle umber that ca be regarded as a sesible value for The selected statistic is called the oit estimator

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

Distribution of Sample Proportions

Distribution of Sample Proportions Distributio of Samle Proortios Probability ad statistics Aswers & Teacher Notes TI-Nsire Ivestigatio Studet 90 mi 7 8 9 10 11 12 Itroductio From revious activity: This activity assumes kowledge of the

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

Math 140 Introductory Statistics

Math 140 Introductory Statistics 8.2 Testig a Proportio Math 1 Itroductory Statistics Professor B. Abrego Lecture 15 Sectios 8.2 People ofte make decisios with data by comparig the results from a sample to some predetermied stadard. These

More information

tests 17.1 Simple versus compound

tests 17.1 Simple versus compound PAS204: Lecture 17. tests UMP ad asymtotic I this lecture, we will idetify UMP tests, wherever they exist, for comarig a simle ull hyothesis with a comoud alterative. We also look at costructig tests based

More information

Econ 325 Notes on Point Estimator and Confidence Interval 1 By Hiro Kasahara

Econ 325 Notes on Point Estimator and Confidence Interval 1 By Hiro Kasahara Poit Estimator Eco 325 Notes o Poit Estimator ad Cofidece Iterval 1 By Hiro Kasahara Parameter, Estimator, ad Estimate The ormal probability desity fuctio is fully characterized by two costats: populatio

More information

Empirical likelihood for parametric model under imputation for missing

Empirical likelihood for parametric model under imputation for missing Emirical likelihood for arametric model uder imutatio for missig data Lichu Wag Ceter for Statistics Limburgs Uiversitair Cetrum Uiversitaire Camus B-3590 Dieebeek Belgium Qihua Wag Istitute of Alied Mathematics

More information

7-1. Chapter 4. Part I. Sampling Distributions and Confidence Intervals

7-1. Chapter 4. Part I. Sampling Distributions and Confidence Intervals 7-1 Chapter 4 Part I. Samplig Distributios ad Cofidece Itervals 1 7- Sectio 1. Samplig Distributio 7-3 Usig Statistics Statistical Iferece: Predict ad forecast values of populatio parameters... Test hypotheses

More information

Resampling Methods. X (1/2), i.e., Pr (X i m) = 1/2. We order the data: X (1) X (2) X (n). Define the sample median: ( n.

Resampling Methods. X (1/2), i.e., Pr (X i m) = 1/2. We order the data: X (1) X (2) X (n). Define the sample median: ( n. Jauary 1, 2019 Resamplig Methods Motivatio We have so may estimators with the property θ θ d N 0, σ 2 We ca also write θ a N θ, σ 2 /, where a meas approximately distributed as Oce we have a cosistet estimator

More information

Direction: This test is worth 250 points. You are required to complete this test within 50 minutes.

Direction: This test is worth 250 points. You are required to complete this test within 50 minutes. Term Test October 3, 003 Name Math 56 Studet Number Directio: This test is worth 50 poits. You are required to complete this test withi 50 miutes. I order to receive full credit, aswer each problem completely

More information

ECE534, Spring 2018: Final Exam

ECE534, Spring 2018: Final Exam ECE534, Srig 2018: Fial Exam Problem 1 Let X N (0, 1) ad Y N (0, 1) be ideedet radom variables. variables V = X + Y ad W = X 2Y. Defie the radom (a) Are V, W joitly Gaussia? Justify your aswer. (b) Comute

More information

Direction: This test is worth 150 points. You are required to complete this test within 55 minutes.

Direction: This test is worth 150 points. You are required to complete this test within 55 minutes. Term Test 3 (Part A) November 1, 004 Name Math 6 Studet Number Directio: This test is worth 10 poits. You are required to complete this test withi miutes. I order to receive full credit, aswer each problem

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

Nuclear Physics Worksheet

Nuclear Physics Worksheet Nuclear Physics Worksheet The ucleus [lural: uclei] is the core of the atom ad is comosed of articles called ucleos, of which there are two tyes: rotos (ositively charged); the umber of rotos i a ucleus

More information

Chapter 6 Sampling Distributions

Chapter 6 Sampling Distributions Chapter 6 Samplig Distributios 1 I most experimets, we have more tha oe measuremet for ay give variable, each measuremet beig associated with oe radomly selected a member of a populatio. Hece we eed to

More information

The Blood Testing Problem

The Blood Testing Problem Teachig Cotemorary Mathematics Coferece Feb 6-7, 00 The Blood Testig Problem Suose that you have a large oulatio that you wish to test for a certai characteristic i their blood or urie (for examle, testig

More information

Stat 200 -Testing Summary Page 1

Stat 200 -Testing Summary Page 1 Stat 00 -Testig Summary Page 1 Mathematicias are like Frechme; whatever you say to them, they traslate it ito their ow laguage ad forthwith it is somethig etirely differet Goethe 1 Large Sample Cofidece

More information

April 18, 2017 CONFIDENCE INTERVALS AND HYPOTHESIS TESTING, UNDERGRADUATE MATH 526 STYLE

April 18, 2017 CONFIDENCE INTERVALS AND HYPOTHESIS TESTING, UNDERGRADUATE MATH 526 STYLE April 18, 2017 CONFIDENCE INTERVALS AND HYPOTHESIS TESTING, UNDERGRADUATE MATH 526 STYLE TERRY SOO Abstract These otes are adapted from whe I taught Math 526 ad meat to give a quick itroductio to cofidece

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

Estimation for Complete Data

Estimation for Complete Data Estimatio for Complete Data complete data: there is o loss of iformatio durig study. complete idividual complete data= grouped data A complete idividual data is the oe i which the complete iformatio of

More information

Module 1 Fundamentals in statistics

Module 1 Fundamentals in statistics Normal Distributio Repeated observatios that differ because of experimetal error ofte vary about some cetral value i a roughly symmetrical distributio i which small deviatios occur much more frequetly

More information

THE INTEGRAL TEST AND ESTIMATES OF SUMS

THE INTEGRAL TEST AND ESTIMATES OF SUMS THE INTEGRAL TEST AND ESTIMATES OF SUMS. Itroductio Determiig the exact sum of a series is i geeral ot a easy task. I the case of the geometric series ad the telescoig series it was ossible to fid a simle

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

TMA4245 Statistics. Corrected 30 May and 4 June Norwegian University of Science and Technology Department of Mathematical Sciences.

TMA4245 Statistics. Corrected 30 May and 4 June Norwegian University of Science and Technology Department of Mathematical Sciences. Norwegia Uiversity of Sciece ad Techology Departmet of Mathematical Scieces Corrected 3 May ad 4 Jue Solutios TMA445 Statistics Saturday 6 May 9: 3: Problem Sow desity a The probability is.9.5 6x x dx

More information

BIOS 4110: Introduction to Biostatistics. Breheny. Lab #9

BIOS 4110: Introduction to Biostatistics. Breheny. Lab #9 BIOS 4110: Itroductio to Biostatistics Brehey Lab #9 The Cetral Limit Theorem is very importat i the realm of statistics, ad today's lab will explore the applicatio of it i both categorical ad cotiuous

More information

Statistics 20: Final Exam Solutions Summer Session 2007

Statistics 20: Final Exam Solutions Summer Session 2007 1. 20 poits Testig for Diabetes. Statistics 20: Fial Exam Solutios Summer Sessio 2007 (a) 3 poits Give estimates for the sesitivity of Test I ad of Test II. Solutio: 156 patiets out of total 223 patiets

More information

This is an introductory course in Analysis of Variance and Design of Experiments.

This is an introductory course in Analysis of Variance and Design of Experiments. 1 Notes for M 384E, Wedesday, Jauary 21, 2009 (Please ote: I will ot pass out hard-copy class otes i future classes. If there are writte class otes, they will be posted o the web by the ight before class

More information

STA6938-Logistic Regression Model

STA6938-Logistic Regression Model Dr. Yig Zhag STA6938-Logistic Regressio Model Topic -Simple (Uivariate) Logistic Regressio Model Outlies:. Itroductio. A Example-Does the liear regressio model always work? 3. Maximum Likelihood Curve

More information

Comparing Two Populations. Topic 15 - Two Sample Inference I. Comparing Two Means. Comparing Two Pop Means. Background Reading

Comparing Two Populations. Topic 15 - Two Sample Inference I. Comparing Two Means. Comparing Two Pop Means. Background Reading Topic 15 - Two Sample Iferece I STAT 511 Professor Bruce Craig Comparig Two Populatios Research ofte ivolves the compariso of two or more samples from differet populatios Graphical summaries provide visual

More information

Discrete Mathematics for CS Spring 2008 David Wagner Note 22

Discrete Mathematics for CS Spring 2008 David Wagner Note 22 CS 70 Discrete Mathematics for CS Sprig 2008 David Wager Note 22 I.I.D. Radom Variables Estimatig the bias of a coi Questio: We wat to estimate the proportio p of Democrats i the US populatio, by takig

More information

University of California, Los Angeles Department of Statistics. Hypothesis testing

University of California, Los Angeles Department of Statistics. Hypothesis testing Uiversity of Califoria, Los Ageles Departmet of Statistics Statistics 100B Elemets of a hypothesis test: Hypothesis testig Istructor: Nicolas Christou 1. Null hypothesis, H 0 (claim about µ, p, σ 2, µ

More information

ON THE SCALE PARAMETER OF EXPONENTIAL DISTRIBUTION

ON THE SCALE PARAMETER OF EXPONENTIAL DISTRIBUTION Review of the Air Force Academy No. (34)/7 ON THE SCALE PARAMETER OF EXPONENTIAL DISTRIBUTION Aca Ileaa LUPAŞ Military Techical Academy, Bucharet, Romaia (lua_a@yahoo.com) DOI:.96/84-938.7.5..6 Abtract:

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

p we will use that fact in constructing CI n for population proportion p. The approximation gets better with increasing n.

p we will use that fact in constructing CI n for population proportion p. The approximation gets better with increasing n. Estimatig oulatio roortio: We will cosider a dichotomous categorical variable(s) ( classes: A, ot A) i a large oulatio(s). Poulatio(s) should be at least 0 times larger tha the samle(s). We will discuss

More information

Statistical Intervals for a Single Sample

Statistical Intervals for a Single Sample 3/5/06 Applied Statistics ad Probability for Egieers Sixth Editio Douglas C. Motgomery George C. Ruger Chapter 8 Statistical Itervals for a Sigle Sample 8 CHAPTER OUTLINE 8- Cofidece Iterval o the Mea

More information

Let us give one more example of MLE. Example 3. The uniform distribution U[0, θ] on the interval [0, θ] has p.d.f.

Let us give one more example of MLE. Example 3. The uniform distribution U[0, θ] on the interval [0, θ] has p.d.f. Lecture 5 Let us give oe more example of MLE. Example 3. The uiform distributio U[0, ] o the iterval [0, ] has p.d.f. { 1 f(x =, 0 x, 0, otherwise The likelihood fuctio ϕ( = f(x i = 1 I(X 1,..., X [0,

More information

Hybridized Heredity In Support Vector Machine

Hybridized Heredity In Support Vector Machine Hybridized Heredity I Suort Vector Machie May 2015 Hybridized Heredity I Suort Vector Machie Timothy Idowu Yougmi Park Uiversity of Wiscosi-Madiso idowu@stat.wisc.edu yougmi@stat.wisc.edu May 2015 Abstract

More information

STAC51: Categorical data Analysis

STAC51: Categorical data Analysis STAC51: Categorical data Aalysis Mahida Samarakoo Jauary 28, 2016 Mahida Samarakoo STAC51: Categorical data Aalysis 1 / 35 Table of cotets Iferece for Proportios 1 Iferece for Proportios Mahida Samarakoo

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

Chapter 23: Inferences About Means

Chapter 23: Inferences About Means Chapter 23: Ifereces About Meas Eough Proportios! We ve spet the last two uits workig with proportios (or qualitative variables, at least) ow it s time to tur our attetios to quatitative variables. For

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

2 1. The r.s., of size n2, from population 2 will be. 2 and 2. 2) The two populations are independent. This implies that all of the n1 n2

2 1. The r.s., of size n2, from population 2 will be. 2 and 2. 2) The two populations are independent. This implies that all of the n1 n2 Chapter 8 Comparig Two Treatmets Iferece about Two Populatio Meas We wat to compare the meas of two populatios to see whether they differ. There are two situatios to cosider, as show i the followig examples:

More information

Classification of DT signals

Classification of DT signals Comlex exoetial A discrete time sigal may be comlex valued I digital commuicatios comlex sigals arise aturally A comlex sigal may be rereseted i two forms: jarg { z( ) } { } z ( ) = Re { z ( )} + jim {

More information

Logit regression Logit regression

Logit regression Logit regression Logit regressio Logit regressio models the probability of Y= as the cumulative stadard logistic distributio fuctio, evaluated at z = β 0 + β X: Pr(Y = X) = F(β 0 + β X) F is the cumulative logistic distributio

More information

Confidence Intervals QMET103

Confidence Intervals QMET103 Cofidece Itervals QMET103 Library, Teachig ad Learig CONFIDENCE INTERVALS provide a iterval estimate of the ukow populatio parameter. What is a cofidece iterval? Statisticias have a habit of hedgig their

More information

Since X n /n P p, we know that X n (n. Xn (n X n ) Using the asymptotic result above to obtain an approximation for fixed n, we obtain

Since X n /n P p, we know that X n (n. Xn (n X n ) Using the asymptotic result above to obtain an approximation for fixed n, we obtain Assigmet 9 Exercise 5.5 Let X biomial, p, where p 0, 1 is ukow. Obtai cofidece itervals for p i two differet ways: a Sice X / p d N0, p1 p], the variace of the limitig distributio depeds oly o p. Use the

More information

6.3 Testing Series With Positive Terms

6.3 Testing Series With Positive Terms 6.3. TESTING SERIES WITH POSITIVE TERMS 307 6.3 Testig Series With Positive Terms 6.3. Review of what is kow up to ow I theory, testig a series a i for covergece amouts to fidig the i= sequece of partial

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

Chapter 8: STATISTICAL INTERVALS FOR A SINGLE SAMPLE. Part 3: Summary of CI for µ Confidence Interval for a Population Proportion p

Chapter 8: STATISTICAL INTERVALS FOR A SINGLE SAMPLE. Part 3: Summary of CI for µ Confidence Interval for a Population Proportion p Chapter 8: STATISTICAL INTERVALS FOR A SINGLE SAMPLE Part 3: Summary of CI for µ Cofidece Iterval for a Populatio Proportio p Sectio 8-4 Summary for creatig a 100(1-α)% CI for µ: Whe σ 2 is kow ad paret

More information

Recall the study where we estimated the difference between mean systolic blood pressure levels of users of oral contraceptives and non-users, x - y.

Recall the study where we estimated the difference between mean systolic blood pressure levels of users of oral contraceptives and non-users, x - y. Testig Statistical Hypotheses Recall the study where we estimated the differece betwee mea systolic blood pressure levels of users of oral cotraceptives ad o-users, x - y. Such studies are sometimes viewed

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

CS284A: Representations and Algorithms in Molecular Biology

CS284A: Representations and Algorithms in Molecular Biology CS284A: Represetatios ad Algorithms i Molecular Biology Scribe Notes o Lectures 3 & 4: Motif Discovery via Eumeratio & Motif Represetatio Usig Positio Weight Matrix Joshua Gervi Based o presetatios by

More information

SAMPLE CHAPTERS UNESCO EOLSS CATEGORICAL DATA ANALYSIS. S.R. Lipsitz Medical University of the South Carolina, USA

SAMPLE CHAPTERS UNESCO EOLSS CATEGORICAL DATA ANALYSIS. S.R. Lipsitz Medical University of the South Carolina, USA CATEGORICA DATA ANAYSIS S.R. isitz Medical Uiversity of the South Carolia, USA G.M. Fitzmaurice Harvard School of Public Health, Bosto, MA, U.S.A Keywords: Beroulli exerimet, roortio, cotigecy table, likelihood

More information

Hypothesis Testing, Model Selection, and Prediction in Least Squares and Maximum Likelihood Estimation

Hypothesis Testing, Model Selection, and Prediction in Least Squares and Maximum Likelihood Estimation Hyothesis Testig, Model Selectio, ad Predictio i Least Squares ad Maximum Likelihood Estimatio Greee Ch.5, 4; Keedy Ch. 4 R scrit mod3sa, mod3sb, mod3sc Testig for Restrictios i a LS Model Liear Restrictios

More information

Sample Size Estimation in the Proportional Hazards Model for K-sample or Regression Settings Scott S. Emerson, M.D., Ph.D.

Sample Size Estimation in the Proportional Hazards Model for K-sample or Regression Settings Scott S. Emerson, M.D., Ph.D. ample ie Estimatio i the Proportioal Haards Model for K-sample or Regressio ettigs cott. Emerso, M.D., Ph.D. ample ie Formula for a Normally Distributed tatistic uppose a statistic is kow to be ormally

More information

Mathacle. PSet Stats, Concepts In Statistics Level Number Name: Date:

Mathacle. PSet Stats, Concepts In Statistics Level Number Name: Date: PSet ----- Stats, Cocepts I Statistics 7.3. Cofidece Iterval for a Mea i Oe Sample [MATH] The Cetral Limit Theorem. Let...,,, be idepedet, idetically distributed (i.i.d.) radom variables havig mea µ ad

More information

Round-off Errors and Computer Arithmetic - (1.2)

Round-off Errors and Computer Arithmetic - (1.2) Roud-off Errors ad Comuter Arithmetic - (1.) 1. Roud-off Errors: Roud-off errors is roduced whe a calculator or comuter is used to erform real umber calculatios. That is because the arithmetic erformed

More information

Confidence Interval for one population mean or one population proportion, continued. 1. Sample size estimation based on the large sample C.I.

Confidence Interval for one population mean or one population proportion, continued. 1. Sample size estimation based on the large sample C.I. Cofidece Iterval for oe populatio mea or oe populatio proportio, cotiued 1. ample size estimatio based o the large sample C.I. for p ˆ(1 ˆ) ˆ(1 ˆ) From the iterval ˆ p p Z p ˆ, p Z p p L legh of your 100(1

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

Class 23. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

Class 23. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700 Class 23 Daiel B. Rowe, Ph.D. Departmet of Mathematics, Statistics, ad Computer Sciece Copyright 2017 by D.B. Rowe 1 Ageda: Recap Chapter 9.1 Lecture Chapter 9.2 Review Exam 6 Problem Solvig Sessio. 2

More information

FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING. Lectures

FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING. Lectures FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING Lectures MODULE 5 STATISTICS II. Mea ad stadard error of sample data. Biomial distributio. Normal distributio 4. Samplig 5. Cofidece itervals

More information

A statistical method to determine sample size to estimate characteristic value of soil parameters

A statistical method to determine sample size to estimate characteristic value of soil parameters A statistical method to determie sample size to estimate characteristic value of soil parameters Y. Hojo, B. Setiawa 2 ad M. Suzuki 3 Abstract Sample size is a importat factor to be cosidered i determiig

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

Chapter 8: Estimating with Confidence

Chapter 8: Estimating with Confidence Chapter 8: Estimatig with Cofidece Sectio 8.2 The Practice of Statistics, 4 th editio For AP* STARNES, YATES, MOORE Chapter 8 Estimatig with Cofidece 8.1 Cofidece Itervals: The Basics 8.2 8.3 Estimatig

More information

Confidence Intervals รศ.ดร. อน นต ผลเพ ม Assoc.Prof. Anan Phonphoem, Ph.D. Intelligent Wireless Network Group (IWING Lab)

Confidence Intervals รศ.ดร. อน นต ผลเพ ม Assoc.Prof. Anan Phonphoem, Ph.D. Intelligent Wireless Network Group (IWING Lab) Cofidece Itervals รศ.ดร. อน นต ผลเพ ม Assoc.Prof. Aa Phophoem, Ph.D. aa.p@ku.ac.th Itelliget Wireless Network Group (IWING Lab) http://iwig.cpe.ku.ac.th Computer Egieerig Departmet Kasetsart Uiversity,

More information

Lesson 2. Projects and Hand-ins. Hypothesis testing Chaptre 3. { } x=172.0 = 3.67

Lesson 2. Projects and Hand-ins. Hypothesis testing Chaptre 3. { } x=172.0 = 3.67 Lesso 7--7 Chaptre 3 Projects ad Had-is Project I: latest ovember Project I: latest december Laboratio Measuremet systems aalysis I: latest december Project - are volutary. Laboratio is obligatory. Give

More information

Review Questions, Chapters 8, 9. f(y) = 0, elsewhere. F (y) = f Y(1) = n ( e y/θ) n 1 1 θ e y/θ = n θ e yn

Review Questions, Chapters 8, 9. f(y) = 0, elsewhere. F (y) = f Y(1) = n ( e y/θ) n 1 1 θ e y/θ = n θ e yn Stat 366 Lab 2 Solutios (September 2, 2006) page TA: Yury Petracheko, CAB 484, yuryp@ualberta.ca, http://www.ualberta.ca/ yuryp/ Review Questios, Chapters 8, 9 8.5 Suppose that Y, Y 2,..., Y deote a radom

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

AP Statistics Review Ch. 8

AP Statistics Review Ch. 8 AP Statistics Review Ch. 8 Name 1. Each figure below displays the samplig distributio of a statistic used to estimate a parameter. The true value of the populatio parameter is marked o each samplig distributio.

More information

Confidence intervals summary Conservative and approximate confidence intervals for a binomial p Examples. MATH1005 Statistics. Lecture 24. M.

Confidence intervals summary Conservative and approximate confidence intervals for a binomial p Examples. MATH1005 Statistics. Lecture 24. M. MATH1005 Statistics Lecture 24 M. Stewart School of Mathematics ad Statistics Uiversity of Sydey Outlie Cofidece itervals summary Coservative ad approximate cofidece itervals for a biomial p The aïve iterval

More information

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam.

This exam contains 19 pages (including this cover page) and 10 questions. A Formulae sheet is provided with the exam. Probability ad Statistics FS 07 Secod Sessio Exam 09.0.08 Time Limit: 80 Miutes Name: Studet ID: This exam cotais 9 pages (icludig this cover page) ad 0 questios. A Formulae sheet is provided with the

More information

SDS 321: Introduction to Probability and Statistics

SDS 321: Introduction to Probability and Statistics SDS 321: Itroductio to Probability ad Statistics Lecture 23: Cotiuous radom variables- Iequalities, CLT Puramrita Sarkar Departmet of Statistics ad Data Sciece The Uiversity of Texas at Austi www.cs.cmu.edu/

More information

Data Analysis and Statistical Methods Statistics 651

Data Analysis and Statistical Methods Statistics 651 Data Aalysis ad Statistical Methods Statistics 651 http://www.stat.tamu.edu/~suhasii/teachig.html Suhasii Subba Rao Review of testig: Example The admistrator of a ursig home wats to do a time ad motio

More information

[ 47 ] then T ( m ) is true for all n a. 2. The greatest integer function : [ ] is defined by selling [ x]

[ 47 ] then T ( m ) is true for all n a. 2. The greatest integer function : [ ] is defined by selling [ x] [ 47 ] Number System 1. Itroductio Pricile : Let { T ( ) : N} be a set of statemets, oe for each atural umber. If (i), T ( a ) is true for some a N ad (ii) T ( k ) is true imlies T ( k 1) is true for all

More information

The variance of a sum of independent variables is the sum of their variances, since covariances are zero. Therefore. V (xi )= n n 2 σ2 = σ2.

The variance of a sum of independent variables is the sum of their variances, since covariances are zero. Therefore. V (xi )= n n 2 σ2 = σ2. SAMPLE STATISTICS A radom sample x 1,x,,x from a distributio f(x) is a set of idepedetly ad idetically variables with x i f(x) for all i Their joit pdf is f(x 1,x,,x )=f(x 1 )f(x ) f(x )= f(x i ) The sample

More information

October 25, 2018 BIM 105 Probability and Statistics for Biomedical Engineers 1

October 25, 2018 BIM 105 Probability and Statistics for Biomedical Engineers 1 October 25, 2018 BIM 105 Probability ad Statistics for Biomedical Egieers 1 Populatio parameters ad Sample Statistics October 25, 2018 BIM 105 Probability ad Statistics for Biomedical Egieers 2 Ifereces

More information

(7 One- and Two-Sample Estimation Problem )

(7 One- and Two-Sample Estimation Problem ) 34 Stat Lecture Notes (7 Oe- ad Two-Sample Estimatio Problem ) ( Book*: Chapter 8,pg65) Probability& Statistics for Egieers & Scietists By Walpole, Myers, Myers, Ye Estimatio 1 ) ( ˆ S P i i Poit estimate:

More information

Lecture 6 Chi Square Distribution (χ 2 ) and Least Squares Fitting

Lecture 6 Chi Square Distribution (χ 2 ) and Least Squares Fitting Lecture 6 Chi Square Distributio (χ ) ad Least Squares Fittig Chi Square Distributio (χ ) Suppose: We have a set of measuremets {x 1, x, x }. We kow the true value of each x i (x t1, x t, x t ). We would

More information