Statistics Revision Solutions
|
|
- Alyson Bradford
- 6 years ago
- Views:
Transcription
1 Statistics Revisio Solutios (i) H ~N (00, ) ad W ~N (7, 9 ) P ( 7.<W < 7) 0.0 (ii) H + H W ~ (0, () + (8) ) N ( H + H W > 0) P (iii) H + W ~N (7, ) P ( H + W > A) > 0.9 P( H + W < A) < 0.0 A< ivnorm(0.0, 7, ) 0. 8 ad A 0 (i) M ~N (80, ) ad W ~N(, ) max T M + M + M + W + W + W + W ~ N(80 +, + 7) P ( T > 00) 0.08 (ii) T ( M + M + M ) ( W + W + W + W ) ~ (, ' N 7) P ( T ' > 0) P ( X > b) 0. P( X < b) 0. b ivnorm(0., 0, ). P ( X < a) 0. a ivnorm(0., 0, ) 0.7 ( a, b) (, ) (i) X ~N(0, ) P ( <X < ) 0.7 (ii) Y ~B(0, 0.) P ( Y ) 0. (i) S ~N(0,. ) ad T ~N(8, ) P ( S < 0) P( T < ) 0.
2 (ii) T S ~N (8, 8.) P ( T S > ) (iii) S T ~ N(,. +.) P S T > X ~N(, ) ad Y ~N(, ) X + X Y ~ N(, ) ( X + X Y < ) P( < X + X Y < ) P P X ~N(0, ) ad ~N(, P Y ( 8) 0) T 0 PX + P i Y ~ N( , ) i j j P ( T > 80) (i) X ~N(0, 0 ) [ P( X )] P ( X < m) P( X > m) < m P ( X < m) or P ( X <m) m ivnorm(, 0, 0) 0.8 (ii) Let Y be the rv deotig the umber of orages (out of 0) each havig mass more tha m grams. The Y ~B(0, ) 0 Sice p.7< ad p < 0., Y ~ P o (.7) approximately. P( more tha orages have mass less thamgrams) P( less tha orages have mass more thamgrams) P ( Y < ) P( Y ) 0.8
3 7(i) Possible digit combiatio Probability (icludig permutatio)!!!!!!!!! Total (ii) P( umbers are idetical sum of umbers is at least ) (Note that 888 ad 999 are the oly two combiatios which satisfy the umerator, ie the umbers are idetical ad their sum is at least ) 8 (i) Number of ways to seat childre (without ay restrictios) i a circle ( )! 0! Firstly, umber of ways to arrage the boys! Secodly, umber of ways to slot the girls betwee the boys C!! Required probability!! 0! (ii) Groupig J, C ad D together as a sigle uit, umber of ways to arrage the childre such that J sat betwee C ad D ( 9 )!! 8!! (ote that C ad D ca switch sides)
4 Number of ways to arrage the childre such that J, C ad D simply sat together ( )! 8!!! 9 (ote that J, C ad D ca be freely permutated withi the uit) Required probability 8! 8! 9 (i) Su(Y) Sat(Y) Su (N) Fri (Y) Sat(N) Su(Y) Su(N) Su(Y) Sat(Y) Su (N) Fri (N) Sat(N) Su(Y) Su(N) (Y): go o that day (N): ot goig o that day P(A goes o Su) (ii) P( A will go o Fri but ot o Su) +
5 P (A will go o Fri) Hece, P (A will ot go o Su A will go o Fri) (iii) P(A goes o both Fri ad Su) Hece, P( A goes o Fri A goes o Su) (i) Ubiased estimate of populatio mea Ubiased estimate of populatio variace (ii) Sice 00 is large, by CLT, X ~N.9, approx 00 P ( X <.7) 0.9 (iii) Sice 0 is large, by CLT, T X + X X 0 ~ N( ,. 0.) approx P ( T < 70) 0.. X ~ N( µ, σ ) µ P ( X < ) 0.07 PZ < 0.07 σ µ ivnorm(0.07).7 () σ. µ P ( X >.) 0.0 P( X <.) 0.9 PZ < 0.9 σ. µ ivnorm(0.9). () σ Solvig () ad () gives σ 0.9, µ.8kg P( exactly large, exactly small, exactly betwee large ad small)
6 ! (0.0)(0.07)( ) 0.08 (i) To test: H : µ 7. H : µ 7. 0 x.9, σ.8, 0 < Usig the Z test, by the GC, p 0.09> 0. 0 H 0 is ot rejected ad there is isufficiet evidece at the % level to suggest that the compay is overstatig the mass of coffee per jar. x µ (ii) Test statistic Z < ivnorm( 0.0). 07 σ x 7. <.07 x< (iii) Sice X ~ N µ σ,, the σ X µ ~ N 0, ( X µ < 0.) P( 0.< X < 0.) P < Z < P µ The above ca be re-iterpreted as P Z < ivnorm(0.0) 70.8 (iv) Sample Variace s.8 Hece ubiased estimate of the populatio variace s (.8) 8 0 9
7 x µ Test statistic Z. σ (i) Sice ( y) ( where σ 8) x, lie o the regressio lie ad it is give that x 00, The sample mea of weights y 0.09(00) 90 (ii) Sample variace for heights ( x x) [ ] 0 ( x x) 0 () Sample variace for weights ( y y) Also, b ( x x)( y y) ( x x) 0.09 [ ] ( y y) () Substitutig () ito the above gives ( x x)( y y) 0.09( 0 ) () Substitutig () ad () ito ( x x)( y y) ( y y) d gives ( ) d 9 Equatio of lie of regressio of x o yis x c+ dy c+ 9y Sice (00. ) lies o the lie, c 00 9() ad hece x + 9y (iii) r bd 0.8 r 0. 9 A strog value for the coefficiet r deotes a high degree of similarity (coicidece) betwee both regressio lies. (iv) y 0.09(00) 90 kg (a) 0)., 0 x (x ( 0) 797( 0.) ( x 0)( y 0) 97(0.) 9. 7 r S S xx xy S yy (.) (88)
8 It appears that there is a strog egative liear associatio betwee the scores o a fitess test ad the weights of the participatig studets. (b) L a+ bw () b S S LW WW LW W L ( W) W L 0.0, W Substitutig the above quatities ito (), a L bw (8.8). Hece, equatio of regressio lie is give by L W.. X ~ N, P ( X >.) < 0.0 P( X <.) > P Z.. < > 0.99 > ivnorm(0.99)... Solvig gives > Yes, cetral limit theorem (CLT) was used i approximatig X to a ormal distributio based o the fact that the sample size (umber of observatios) was large. (a) A B 0 x x x 0 (i) P ( A)
9 (ii) Number of boys that are shortsighted 0 (this is represeted by ( A B)' ) ( 0 x ) + ( x) + ( x) + x A B ( A B ) 0 + ( ) P P (iii) ( A B ) (iv) P( A B) P ( A B) P( B) 9 (b) (i) 9 77 (ii)!! (iii) (!) shortsighted o-shortsighted shortsighted girl girl boy 7(i) Let X be the radom variable deotig the umber of days a studet is late from Moday to Wedesday. The X ~B(, 0.09) Required probability P ( X ) (0.009) (ii) ( P studet is ot late o days) ( 0.009) 0. 9 Let Y be the radom variable deotig the umber of studets (out of a class of ) who are ot late for a stretch of days. The Y ~B(, 0.9) ad P ( Y ) 0.
10 (iii) P ( at least latecomer i a class of i a give school week of days) Let Y ' be the radom variable deotig the umber of weeks (out of 80 weeks) where there is at least oe latecomer. The Y ' ~ B(80, 0.77) Sice p.> ad q.8>, Y ' ~ N(., 7.9) approx. P ( Y ' > 0) P( Y' > 0.) (cotiuity correctio has to be used) 8 (a) X ~N(0, 0. ) T X + X + X + X + X ~ (0, 0. 0.) N P ( 0.<T <.) 0. (b) Y ~N(0, 0. ) S ~ N( 0 0, 0. 0.), W ~ N( 0 0, 0. 0.) ad S W ~N(0, 0.9) P ( S < W + ) P( S W < ) 0.97 (c) 0. L ~N 0,. 0 L 0 ~ N(0,. 0 ) P ( L 0 a) 0.0 P( L 0 a) + P( L 0 a) 0. 0 Sice the distributio of ( L 0) is cetred at zero, P ( L 0 a) 0. 0 P Z a P ( Z a) 0.0 a ivnorm(0.0). a 0.09
10-701/ Machine Learning Mid-term Exam Solution
0-70/5-78 Machie Learig Mid-term Exam Solutio Your Name: Your Adrew ID: True or False (Give oe setece explaatio) (20%). (F) For a cotiuous radom variable x ad its probability distributio fuctio p(x), it
More informationPearson 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 informationContinuous 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 informationBackground Information
Egieerig 33 Gayheart 5-63 1 Beautif ul Homework 5-63 Suppose t h a t whe t h e ph of a c e r t a i c h e m i c a l compoud i s 5.00, t h e ph measured by a radomly s e l e c t e d begiig chemistry studet
More information3/3/2014. CDS M Phil Econometrics. Types of Relationships. Types of Relationships. Types of Relationships. Vijayamohanan Pillai N.
3/3/04 CDS M Phil Old Least Squares (OLS) Vijayamohaa Pillai N CDS M Phil Vijayamoha CDS M Phil Vijayamoha Types of Relatioships Oly oe idepedet variable, Relatioship betwee ad is Liear relatioships Curviliear
More informationIf, for instance, we were required to test whether the population mean μ could be equal to a certain value μ
STATISTICAL INFERENCE INTRODUCTION Statistical iferece is that brach of Statistics i which oe typically makes a statemet about a populatio based upo the results of a sample. I oesample testig, we essetially
More informationProperties 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 informationSolutions to Odd Numbered End of Chapter Exercises: Chapter 4
Itroductio to Ecoometrics (3 rd Updated Editio) by James H. Stock ad Mark W. Watso Solutios to Odd Numbered Ed of Chapter Exercises: Chapter 4 (This versio July 2, 24) Stock/Watso - Itroductio to Ecoometrics
More informationDirection: 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 informationChapter 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 informationIntermediate Math Circles November 4, 2009 Counting II
Uiversity of Waterloo Faculty of Mathematics Cetre for Educatio i Mathematics ad Computig Itermediate Math Circles November 4, 009 Coutig II Last time, after lookig at the product rule ad sum rule, we
More informationChapter 13, Part A Analysis of Variance and Experimental Design
Slides Prepared by JOHN S. LOUCKS St. Edward s Uiversity Slide 1 Chapter 13, Part A Aalysis of Variace ad Eperimetal Desig Itroductio to Aalysis of Variace Aalysis of Variace: Testig for the Equality of
More informationSTATISTICAL 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 informationTopic 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 informationM1 for method for S xy. M1 for method for at least one of S xx or S yy. A1 for at least one of S xy, S xx, S yy correct. M1 for structure of r
Questio 1 (i) EITHER: 1 S xy = xy x y = 198.56 1 19.8 140.4 =.44 x x = 1411.66 1 19.8 = 15.657 1 S xx = y y = 1417.88 1 140.4 = 9.869 14 Sxy -.44 r = = SxxSyy 15.6579.869 = 0.76 1 S yy = 14 14 M1 for method
More informationCommon Large/Small Sample Tests 1/55
Commo Large/Small Sample Tests 1/55 Test of Hypothesis for the Mea (σ Kow) Covert sample result ( x) to a z value Hypothesis Tests for µ Cosider the test H :μ = μ H 1 :μ > μ σ Kow (Assume the populatio
More informationSampling Error. Chapter 6 Student Lecture Notes 6-1. Business Statistics: A Decision-Making Approach, 6e. Chapter Goals
Chapter 6 Studet Lecture Notes 6-1 Busiess Statistics: A Decisio-Makig Approach 6 th Editio Chapter 6 Itroductio to Samplig Distributios Chap 6-1 Chapter Goals After completig this chapter, you should
More informationLinear 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 informationModule 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 informationIntroduction to Econometrics (3 rd Updated Edition) Solutions to Odd- Numbered End- of- Chapter Exercises: Chapter 4
Itroductio to Ecoometrics (3 rd Updated Editio) by James H. Stock ad Mark W. Watso Solutios to Odd- Numbered Ed- of- Chapter Exercises: Chapter 4 (This versio August 7, 204) 205 Pearso Educatio, Ic. Stock/Watso
More information(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 informationJoint 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 informationTopic 10: Introduction to Estimation
Topic 0: Itroductio to Estimatio Jue, 0 Itroductio I the simplest possible terms, the goal of estimatio theory is to aswer the questio: What is that umber? What is the legth, the reactio rate, the fractio
More informationChapter 20. Comparing Two Proportions. BPS - 5th Ed. Chapter 20 1
Chapter 0 Comparig Two Proportios BPS - 5th Ed. Chapter 0 Case Study Machie Reliability A study is performed to test of the reliability of products produced by two machies. Machie A produced 8 defective
More informationMATH 320: Probability and Statistics 9. Estimation and Testing of Parameters. Readings: Pruim, Chapter 4
MATH 30: Probability ad Statistics 9. Estimatio ad Testig of Parameters Estimatio ad Testig of Parameters We have bee dealig situatios i which we have full kowledge of the distributio of a radom variable.
More informationCentral Limit Theorem the Meaning and the Usage
Cetral Limit Theorem the Meaig ad the Usage Covetio about otatio. N, We are usig otatio X is variable with mea ad stadard deviatio. i lieu of sayig that X is a ormal radom Assume a sample of measuremets
More informationConfidence Intervals for the Population Proportion p
Cofidece Itervals for the Populatio Proportio p The cocept of cofidece itervals for the populatio proportio p is the same as the oe for, the samplig distributio of the mea, x. The structure is idetical:
More informationThomas Whitham Form Centre
Thomas Whitham Form Cetre Statistics Module . The Uiform Distributio (or rectagular distributio) U(a, b) a b Pdf f x a x b a b otherwise cdf E F x a b var, b a x a, b a, by symmetry x a a x b x b (proof
More informationEcon 325/327 Notes on Sample Mean, Sample Proportion, Central Limit Theorem, Chi-square Distribution, Student s t distribution 1.
Eco 325/327 Notes o Sample Mea, Sample Proportio, Cetral Limit Theorem, Chi-square Distributio, Studet s t distributio 1 Sample Mea By Hiro Kasahara We cosider a radom sample from a populatio. Defiitio
More informationEstimation 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 informationWorksheet 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 informationSTP 226 EXAMPLE EXAM #1
STP 226 EXAMPLE EXAM #1 Istructor: Hoor Statemet: I have either give or received iformatio regardig this exam, ad I will ot do so util all exams have bee graded ad retured. PRINTED NAME: Siged Date: DIRECTIONS:
More informationST 305: Exam 3 ( ) = P(A)P(B A) ( ) = P(A) + P(B) ( ) = 1 P( A) ( ) = P(A) P(B) σ X 2 = σ a+bx. σ ˆp. σ X +Y. σ X Y. σ X. σ Y. σ n.
ST 305: Exam 3 By hadig i this completed exam, I state that I have either give or received assistace from aother perso durig the exam period. I have used o resources other tha the exam itself ad the basic
More informationMatrix Representation of Data in Experiment
Matrix Represetatio of Data i Experimet Cosider a very simple model for resposes y ij : y ij i ij, i 1,; j 1,,..., (ote that for simplicity we are assumig the two () groups are of equal sample size ) Y
More informationStatistical 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 informationLecture 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 informationPSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 9
Hypothesis testig PSYCHOLOGICAL RESEARCH (PYC 34-C Lecture 9 Statistical iferece is that brach of Statistics i which oe typically makes a statemet about a populatio based upo the results of a sample. I
More informationComparing 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 informationMath 152. Rumbos Fall Solutions to Review Problems for Exam #2. Number of Heads Frequency
Math 152. Rumbos Fall 2009 1 Solutios to Review Problems for Exam #2 1. I the book Experimetatio ad Measuremet, by W. J. Youde ad published by the by the Natioal Sciece Teachers Associatio i 1962, the
More informationMA Advanced Econometrics: Properties of Least Squares Estimators
MA Advaced Ecoometrics: Properties of Least Squares Estimators Karl Whela School of Ecoomics, UCD February 5, 20 Karl Whela UCD Least Squares Estimators February 5, 20 / 5 Part I Least Squares: Some Fiite-Sample
More informationSampling Distributions, Z-Tests, Power
Samplig Distributios, Z-Tests, Power We draw ifereces about populatio parameters from sample statistics Sample proportio approximates populatio proportio Sample mea approximates populatio mea Sample variace
More information7.1 Convergence of sequences of random variables
Chapter 7 Limit theorems Throughout this sectio we will assume a probability space (Ω, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite
More informationECONOMETRIC THEORY. MODULE XIII Lecture - 34 Asymptotic Theory and Stochastic Regressors
ECONOMETRIC THEORY MODULE XIII Lecture - 34 Asymptotic Theory ad Stochastic Regressors Dr. Shalabh Departmet of Mathematics ad Statistics Idia Istitute of Techology Kapur Asymptotic theory The asymptotic
More informationHYPOTHESIS TESTS FOR ONE POPULATION MEAN WORKSHEET MTH 1210, FALL 2018
HYPOTHESIS TESTS FOR ONE POPULATION MEAN WORKSHEET MTH 1210, FALL 2018 We are resposible for 2 types of hypothesis tests that produce ifereces about the ukow populatio mea, µ, each of which has 3 possible
More informationImportant Formulas. Expectation: E (X) = Σ [X P(X)] = n p q σ = n p q. P(X) = n! X1! X 2! X 3! X k! p X. Chapter 6 The Normal Distribution.
Importat Formulas Chapter 3 Data Descriptio Mea for idividual data: X = _ ΣX Mea for grouped data: X= _ Σf X m Stadard deviatio for a sample: _ s = Σ(X _ X ) or s = 1 (Σ X ) (Σ X ) ( 1) Stadard deviatio
More informationExpectation and Variance of a random variable
Chapter 11 Expectatio ad Variace of a radom variable The aim of this lecture is to defie ad itroduce mathematical Expectatio ad variace of a fuctio of discrete & cotiuous radom variables ad the distributio
More informationChapters 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 informationINTRODUCTORY MATHEMATICS AND STATISTICS FOR ECONOMISTS
UNIVERSITY OF EAST ANGLIA School of Ecoomics Mai Series UG Examiatio 04-5 INTRODUCTORY MATHEMATICS AND STATISTICS FOR ECONOMISTS ECO-400Y Time allowed: 3 hours Aswer ALL questios. Show all workig icludig
More informationMathematical 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 informationMA238 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 information2 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 informationLinear 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 informationChapter 1 (Definitions)
FINAL EXAM REVIEW Chapter 1 (Defiitios) Qualitative: Nomial: Ordial: Quatitative: Ordial: Iterval: Ratio: Observatioal Study: Desiged Experimet: Samplig: Cluster: Stratified: Systematic: Coveiece: Simple
More information11 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 informationStat 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 information1 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 informationTMA4245 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 informationDistribution of Random Samples & Limit theorems
STAT/MATH 395 A - PROBABILITY II UW Witer Quarter 2017 Néhémy Lim Distributio of Radom Samples & Limit theorems 1 Distributio of i.i.d. Samples Motivatig example. Assume that the goal of a study is to
More informationBinomial Distribution
0.0 0.5 1.0 1.5 2.0 2.5 3.0 0 1 2 3 4 5 6 7 0.0 0.5 1.0 1.5 2.0 2.5 3.0 Overview Example: coi tossed three times Defiitio Formula Recall that a r.v. is discrete if there are either a fiite umber of possible
More informationLecture 11 Simple Linear Regression
Lecture 11 Simple Liear Regressio Fall 2013 Prof. Yao Xie, yao.xie@isye.gatech.edu H. Milto Stewart School of Idustrial Systems & Egieerig Georgia Tech Midterm 2 mea: 91.2 media: 93.75 std: 6.5 2 Meddicorp
More informationData 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 informationIE 230 Probability & Statistics in Engineering I. Closed book and notes. No calculators. 120 minutes.
Closed book ad otes. No calculators. 120 miutes. Cover page, five pages of exam, ad tables for discrete ad cotiuous distributios. Score X i =1 X i / S X 2 i =1 (X i X ) 2 / ( 1) = [i =1 X i 2 X 2 ] / (
More information7-1. 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 informationChapter 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 information4. Hypothesis testing (Hotelling s T 2 -statistic)
4. Hypothesis testig (Hotellig s T -statistic) Cosider the test of hypothesis H 0 : = 0 H A = 6= 0 4. The Uio-Itersectio Priciple W accept the hypothesis H 0 as valid if ad oly if H 0 (a) : a T = a T 0
More informationStatistics 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(all terms are scalars).the minimization is clearer in sum notation:
7 Multiple liear regressio: with predictors) Depedet data set: y i i = 1, oe predictad, predictors x i,k i = 1,, k = 1, ' The forecast equatio is ŷ i = b + Use matrix otatio: k =1 b k x ik Y = y 1 y 1
More informationApproximations and more PMFs and PDFs
Approximatios ad more PMFs ad PDFs Saad Meimeh 1 Approximatio of biomial with Poisso Cosider the biomial distributio ( b(k,,p = p k (1 p k, k λ: k Assume that is large, ad p is small, but p λ at the limit.
More informationChapter 7 Student Lecture Notes 7-1
Chapter 7 Studet Lecture otes 7-1 Basic Busiess Statistics (9 th Editio) Chapter 7 Samplig Distributios 24 Pretice-Hall, Ic. Chap 7-1 Chapter Topics Samplig Distributio of the Mea The Cetral Limit Theorem
More informationFinal Review. Fall 2013 Prof. Yao Xie, H. Milton Stewart School of Industrial Systems & Engineering Georgia Tech
Fial Review Fall 2013 Prof. Yao Xie, yao.xie@isye.gatech.edu H. Milto Stewart School of Idustrial Systems & Egieerig Georgia Tech 1 Radom samplig model radom samples populatio radom samples: x 1,..., x
More informationAlgebra 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 informationApril 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 information7.1 Convergence of sequences of random variables
Chapter 7 Limit Theorems Throughout this sectio we will assume a probability space (, F, P), i which is defied a ifiite sequece of radom variables (X ) ad a radom variable X. The fact that for every ifiite
More informationRegression, 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 informationKLMED8004 Medical statistics. Part I, autumn Estimation. We have previously learned: Population and sample. New questions
We have previously leared: KLMED8004 Medical statistics Part I, autum 00 How kow probability distributios (e.g. biomial distributio, ormal distributio) with kow populatio parameters (mea, variace) ca give
More informationLecture 7: Properties of Random Samples
Lecture 7: Properties of Radom Samples 1 Cotiued From Last Class Theorem 1.1. Let X 1, X,...X be a radom sample from a populatio with mea µ ad variace σ
More informationStatistics 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 informationOpen book and notes. 120 minutes. Cover page and six pages of exam. No calculators.
IE 330 Seat # Ope book ad otes 120 miutes Cover page ad six pages of exam No calculators Score Fial Exam (example) Schmeiser Ope book ad otes No calculator 120 miutes 1 True or false (for each, 2 poits
More informationStatistics 203 Introduction to Regression and Analysis of Variance Assignment #1 Solutions January 20, 2005
Statistics 203 Itroductio to Regressio ad Aalysis of Variace Assigmet #1 Solutios Jauary 20, 2005 Q. 1) (MP 2.7) (a) Let x deote the hydrocarbo percetage, ad let y deote the oxyge purity. The simple liear
More informationLecture 22: Review for Exam 2. 1 Basic Model Assumptions (without Gaussian Noise)
Lecture 22: Review for Exam 2 Basic Model Assumptios (without Gaussia Noise) We model oe cotiuous respose variable Y, as a liear fuctio of p umerical predictors, plus oise: Y = β 0 + β X +... β p X p +
More informationCHAPTER 8 FUNDAMENTAL SAMPLING DISTRIBUTIONS AND DATA DESCRIPTIONS. 8.1 Random Sampling. 8.2 Some Important Statistics
CHAPTER 8 FUNDAMENTAL SAMPLING DISTRIBUTIONS AND DATA DESCRIPTIONS 8.1 Radom Samplig The basic idea of the statistical iferece is that we are allowed to draw ifereces or coclusios about a populatio based
More informationAMS570 Lecture Notes #2
AMS570 Lecture Notes # Review of Probability (cotiued) Probability distributios. () Biomial distributio Biomial Experimet: ) It cosists of trials ) Each trial results i of possible outcomes, S or F 3)
More informationStatistics 3. Revision Notes
Statistics 3 Revisio Notes Jue 016 S3 JUNE 016 SDB Statistics 3 1 Combiatios of radom variables... 3 Expected mea ad variace for X ± Y... 3 Remider... 3 Combiig idepedet ormal radom variables Y... 3 Samplig...
More informationClass 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 informationMidtermII Review. Sta Fall Office Hours Wednesday 12:30-2:30pm Watch linear regression videos before lab on Thursday
Aoucemets MidtermII Review Sta 101 - Fall 2016 Duke Uiversity, Departmet of Statistical Sciece Office Hours Wedesday 12:30-2:30pm Watch liear regressio videos before lab o Thursday Dr. Abrahamse Slides
More informationComparing your lab results with the others by one-way ANOVA
Comparig your lab results with the others by oe-way ANOVA You may have developed a ew test method ad i your method validatio process you would like to check the method s ruggedess by coductig a simple
More informationDS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10
DS 00: Priciples ad Techiques of Data Sciece Date: April 3, 208 Name: Hypothesis Testig Discussio #0. Defie these terms below as they relate to hypothesis testig. a) Data Geeratio Model: Solutio: A set
More informationMBACATÓLICA. Quantitative Methods. Faculdade de Ciências Económicas e Empresariais UNIVERSIDADE CATÓLICA PORTUGUESA 9. SAMPLING DISTRIBUTIONS
MBACATÓLICA Quatitative Methods Miguel Gouveia Mauel Leite Moteiro Faculdade de Ciêcias Ecoómicas e Empresariais UNIVERSIDADE CATÓLICA PORTUGUESA 9. SAMPLING DISTRIBUTIONS MBACatólica 006/07 Métodos Quatitativos
More informationTopic 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 informationMATHEMATICAL SCIENCES PAPER-II
MATHEMATICAL SCIENCES PAPER-II. Let {x } ad {y } be two sequeces of real umbers. Prove or disprove each of the statemets :. If {x y } coverges, ad if {y } is coverget, the {x } is coverget.. {x + y } coverges
More information[ 11 ] z of degree 2 as both degree 2 each. The degree of a polynomial in n variables is the maximum of the degrees of its terms.
[ 11 ] 1 1.1 Polyomial Fuctios 1 Algebra Ay fuctio f ( x) ax a1x... a1x a0 is a polyomial fuctio if ai ( i 0,1,,,..., ) is a costat which belogs to the set of real umbers ad the idices,, 1,...,1 are atural
More informationENGI 4421 Probability and Statistics Faculty of Engineering and Applied Science Problem Set 1 Solutions Descriptive Statistics. None at all!
ENGI 44 Probability ad Statistics Faculty of Egieerig ad Applied Sciece Problem Set Solutios Descriptive Statistics. If, i the set of values {,, 3, 4, 5, 6, 7 } a error causes the value 5 to be replaced
More informationn 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 informationSTAT 516 Answers Homework 6 April 2, 2008 Solutions by Mark Daniel Ward PROBLEMS
STAT 56 Aswers Homework 6 April 2, 28 Solutios by Mark Daiel Ward PROBLEMS Chapter 6 Problems 2a. The mass p(, correspods to either o the irst two balls beig white, so p(, 8 7 4/39. The mass p(, correspods
More information5. A formulae page and two tables are provided at the end of Part A of the examination PART A
Istructios: 1. You have bee provided with: (a) this questio paper (Part A ad Part B) (b) a multiple choice aswer sheet (for Part A) (c) Log Aswer Sheet(s) (for Part B) (d) a booklet of tables. (a) I PART
More informationStatistical inference: example 1. Inferential Statistics
Statistical iferece: example 1 Iferetial Statistics POPULATION SAMPLE A clothig store chai regularly buys from a supplier large quatities of a certai piece of clothig. Each item ca be classified either
More informationUNIVERSITY 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 informationCombining. random variables
7 Combiig radom variables If you kow the average height of a brick, the it is fairly easy to guess the average height of two bricks, or the average height of half of a brick. What is less obvious is the
More informationIntroduction to Econometrics (3 rd Updated Edition) Solutions to Odd- Numbered End- of- Chapter Exercises: Chapter 3
Itroductio to Ecoometrics (3 rd Updated Editio) by James H. Stock ad Mark W. Watso Solutios to Odd- Numbered Ed- of- Chapter Exercises: Chapter 3 (This versio August 17, 014) 015 Pearso Educatio, Ic. Stock/Watso
More information3sin A 1 2sin B. 3π x is a solution. 1. If A and B are acute positive angles satisfying the equation 3sin A 2sin B 1 and 3sin 2A 2sin 2B 0, then A 2B
1. If A ad B are acute positive agles satisfyig the equatio 3si A si B 1 ad 3si A si B 0, the A B (a) (b) (c) (d) 6. 3 si A + si B = 1 3si A 1 si B 3 si A = cosb Also 3 si A si B = 0 si B = 3 si A Now,
More information