Lecture 24 Floods and flood frequency

Size: px
Start display at page:

Download "Lecture 24 Floods and flood frequency"

Transcription

1 Lecture 4 Floods ad flood frequecy Oe of the thigs we wat to kow most about rivers is what s the probability that a flood of size will happe this year? I 100 years? There are two ways to do this empirically, ad parametrically. First, empiricism. Let s take a buch of data. For ow, we ll take flood data the maimum flood for each year for some umber of years: Year Flow, cfs To plot this data empirically, we eed to order these accordig to rak. That is, the highest flow comes first, ad the the et highest, o dow. Year Flow, cfs Rak

2 Icidetally, you ca get Ecel to do this for you. Select the data, the go to Data Sort, ad it will order all the data! From here, use the formula: T +1 m Where T is the recurrece iterval, is the umber of years i the record, ad m is the rak. Thus, for our data: Year Flow, cfs Rak T

3 All that s left is to plot T o the horizotal ais ad Flow o the vertical, ad shoot a best-fit lie through the whole mess. Oh, ad typically we plot it o log-log paper: Flow, cfs T, years By etrapolatig the tred lie, you ca determie the 100-year or 500-year flood. What is actually meat by 100-year flood, by the way, is that it has a 1% chace of happeig every year, ot that it oly happes every 100 years. Here s a ifty formula for determiig frequecy or probability rather tha recurrece. F m I other words, F 1 1. T Here s the basic problem, though. Especially with small data sets, each ew data poit will sigificatly alter the rak of all the other poits, ad therefore chage the whole curve. As a result, it s ofte

4 easier to perform this aalysis parametrically, with a few importat statistics. Let s talk. Let s cosider the height of every perso i the room. The result of this (assumig we have adults ad we ve got eough people) is a oddly shaped curve. Most everyoe fits betwee about 150 cm ad 190 cm, with a proouced hump aroud 170 cm or so. However, the distributio tails off to iclude the Shaq s ad the Billy Bartletts of our populatio. This curve is called may thigs, ad is of vital importace to lots of the atural world. It s called the ormal distributio, the bell curve, the Gaussia distributio, or the biomial distributio (after a easy way to create it). Turs out lots of atural distributios look like this especially if there s some sort of cotrol makig a average. To talk about these distributios, we have a umber of parameters that describe ormal distributios. Here they are. Average (aka 1 st momet) the average value of all the idividual values. 1 Variace (aka d momet) the average of the differece betwee each idividual ad the mea. This is a measure of the spread of the data s 1 ( ) 1 where the square is placed to esure a positive umber. To regai the uits of the mea (e.g. the uits of variace i our height eample are cm ), we have Stadard deviatio which is just the positive square root of variace. At this poit we eed to make a little quibble. Wheever you measure a group of objects, like we just did with height, you are takig samples from some larger populatio. Although your sample may approimate the whole populatio, it may ot. Statisticias,

5 the, draw a distictio betwee the mythic populatio statistic ad the measurable sample statistic. Mea, for eample, is a populatio statistic; average is a sample statistic. As defied, we have sample stadard deviatio, ad we abbreviate it s. Populatio stadard deviatio is defied with N i place of -1, ad is abbreviated. Most of the time, however, geologists blithely igore this distictio, ad refer to average as mea, ad use for sample stadard deviatio. It s all good. These two parameters (mea ad stadard deviatio) suffice to eplai the ormal curve. The equatio for a ormal curve is: p ( ) ( η ) 1 e Oh, right, η is the populatio mea. Just as it s difficult to use fuctios of because they re hard to compare, so are ormal distributios hard to look at. As a result of the whole thig we came up with a set of skewed aes (log paper) that make fuctios of look like straight lies. So it is with the biomial distributio. If you take oe ad sum the compoets rather tha plottig them like a histogram you get somethig called a cumulative frequecy chart or s-curve. We ca also make skewed aes that plot s-curves as straight lies. This ais is called a probability ais. Plottig o probability paper makes thigs easy ormal distributios plot as straight lies, ad determiig stadard deviatio is easy it s the distace o the lie from 50% to 84% (or from 50% to 16%). This eplais the ormal curve icely, ad it would be ice if that were all there was. But there s more. It turs out that there are a umber of curves called quasi-ormal curves. These ivolve two other statistics skewess ad kurtosis. We ll talk about these ow. Skewess (aka 3 rd momet) this is a measure of lea o the curve. Curves that lea to the left are positively skewed, ad those that lea to the right are egatively skewed.

6 S k 1 1 s ( )( ) ( ) 3 3 Notice that this effectively takes the ratio of stadard deviatio to stadard deviatio, but allows for a sig (because it s cubed), thus allowig for cotributios o oe side to outweigh those o the other, ad force the parameter to be positive or egative. Note that a ormal distributio has a skewess of zero. A sidebar o media. Media ( ˆ ) is like mea i that it shows somethig about where the bulk of the data lie. It is determied, however, by fidig the middle value of the distributio, rather tha averagig all values. That is, if we take our heights from lowest to highest, ad there s 11 of us i the room, the 6 th value coutig up (or dow) is the media value. Why do we care? I a ormal distributio, the mea ad media must lie at the same poit. If the media is to the left of the mea, the bulk of the data is also to the left of the mea, ad the distributio is positively skewed. There you have it. Kurtosis (aka 4 th momet) this somewhat ebulous statistic says somethig about how peaked the curve is. High values of kurtosis represet curves more peaked tha ormal, ad low values flatter. K 1 1 s ( )( )( 3) ( ) 4 4 Note that because these parameters are themselves oly recombiatios of average ad stadard deviatio, effectively these are oly variats of the ormal curve. Why do we care about all this? It turs out that there is o particular reaso why flood data should be ormally distributed, so we may have to use some OTHER distributio. What do I mea by this? Remember that I gave you a mathematical statemet of the ormal distributio: p ( ) ( η ) 1 e

7 Meaig that if you re give η ad you ca work out the probability of a evet yourself. There are other distributios, though oe of the most popular i flood aalysis is the gamma-3 or Pearso 3 distributio: f ( ) α 1 β α e Γ β ( α ) although the etreme value distributio (EV1 or Gumbel) is ofte used as well: f ( ) e u γ e To use these, simply determie your statistical parameters (amely mea ad stadard deviatio), the covert these to the parameters used i the distributios. Here: α β γ 6 π u 0.577γ While I m here, it s worth talkig about Gamma 3 ad parameters. Most probability distributios (ad there are lots) have two or three parameters that are i tur fuctios of the elemetary statistics we talked about. I Gamma 3, α is called a shape factor, ad β is called a scale factor. This is because varyig β just stretches the fuctio o the y ais, but chagig α chages the shape of the distributio as a whole. {graphs} You could also iclude a parameter that moves the whole distributio back ad forth o the -ais that would be a locatio parameter. The importat thig is that if you read about some other distributio, you may be able to determie (or be told) what the parameters do.

8 Eough about this. Back to floods. Oe quick solutio would be to take the average ad stadard deviatio of your flood data (or the log of your flood data) ad use these theoretical curves to estimate peak flow istead. For eample, usig the data above, I got: s So α 1. 97, β 1410.

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

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

Economics 250 Assignment 1 Suggested Answers. 1. We have the following data set on the lengths (in minutes) of a sample of long-distance phone calls

Economics 250 Assignment 1 Suggested Answers. 1. We have the following data set on the lengths (in minutes) of a sample of long-distance phone calls Ecoomics 250 Assigmet 1 Suggested Aswers 1. We have the followig data set o the legths (i miutes) of a sample of log-distace phoe calls 1 20 10 20 13 23 3 7 18 7 4 5 15 7 29 10 18 10 10 23 4 12 8 6 (1)

More information

Chapter 22. Comparing Two Proportions. Copyright 2010, 2007, 2004 Pearson Education, Inc.

Chapter 22. Comparing Two Proportions. Copyright 2010, 2007, 2004 Pearson Education, Inc. Chapter 22 Comparig Two Proportios Copyright 2010, 2007, 2004 Pearso Educatio, Ic. Comparig Two Proportios Read the first two paragraphs of pg 504. Comparisos betwee two percetages are much more commo

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

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

Chapter 22. Comparing Two Proportions. Copyright 2010 Pearson Education, Inc.

Chapter 22. Comparing Two Proportions. Copyright 2010 Pearson Education, Inc. Chapter 22 Comparig Two Proportios Copyright 2010 Pearso Educatio, Ic. Comparig Two Proportios Comparisos betwee two percetages are much more commo tha questios about isolated percetages. Ad they are more

More information

Sampling Error. Chapter 6 Student Lecture Notes 6-1. Business Statistics: A Decision-Making Approach, 6e. Chapter Goals

Sampling 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 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

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

Elementary Statistics

Elementary Statistics Elemetary Statistics M. Ghamsary, Ph.D. Sprig 004 Chap 0 Descriptive Statistics Raw Data: Whe data are collected i origial form, they are called raw data. The followig are the scores o the first test of

More information

Understanding Samples

Understanding Samples 1 Will Moroe CS 109 Samplig ad Bootstrappig Lecture Notes #17 August 2, 2017 Based o a hadout by Chris Piech I this chapter we are goig to talk about statistics calculated o samples from a populatio. We

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

Sampling Distributions, Z-Tests, Power

Sampling 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 information

Confidence Intervals for the Population Proportion p

Confidence 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 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

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

Infinite Sequences and Series

Infinite Sequences and Series Chapter 6 Ifiite Sequeces ad Series 6.1 Ifiite Sequeces 6.1.1 Elemetary Cocepts Simply speakig, a sequece is a ordered list of umbers writte: {a 1, a 2, a 3,...a, a +1,...} where the elemets a i represet

More information

MATH 320: Probability and Statistics 9. Estimation and Testing of Parameters. Readings: Pruim, Chapter 4

MATH 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 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

Frequentist Inference

Frequentist Inference Frequetist Iferece The topics of the ext three sectios are useful applicatios of the Cetral Limit Theorem. Without kowig aythig about the uderlyig distributio of a sequece of radom variables {X i }, for

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

a. For each block, draw a free body diagram. Identify the source of each force in each free body diagram.

a. For each block, draw a free body diagram. Identify the source of each force in each free body diagram. Pre-Lab 4 Tesio & Newto s Third Law Refereces This lab cocers the properties of forces eerted by strigs or cables, called tesio forces, ad the use of Newto s third law to aalyze forces. Physics 2: Tipler

More information

Introduction There are two really interesting things to do in statistics.

Introduction There are two really interesting things to do in statistics. ECON 497 Lecture Notes E Page 1 of 1 Metropolita State Uiversity ECON 497: Research ad Forecastig Lecture Notes E: Samplig Distributios Itroductio There are two really iterestig thigs to do i statistics.

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

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

Discrete Mathematics for CS Spring 2007 Luca Trevisan Lecture 22

Discrete Mathematics for CS Spring 2007 Luca Trevisan Lecture 22 CS 70 Discrete Mathematics for CS Sprig 2007 Luca Trevisa Lecture 22 Aother Importat Distributio The Geometric Distributio Questio: A biased coi with Heads probability p is tossed repeatedly util the first

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

Homework 5 Solutions

Homework 5 Solutions Homework 5 Solutios p329 # 12 No. To estimate the chace you eed the expected value ad stadard error. To do get the expected value you eed the average of the box ad to get the stadard error you eed the

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

ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 1 MATH00030 SEMESTER / Statistics

ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 1 MATH00030 SEMESTER / Statistics ACCESS TO SCIENCE, ENGINEERING AND AGRICULTURE: MATHEMATICS 1 MATH00030 SEMESTER 1 018/019 DR. ANTHONY BROWN 8. Statistics 8.1. Measures of Cetre: Mea, Media ad Mode. If we have a series of umbers the

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

2 Definition of Variance and the obvious guess

2 Definition of Variance and the obvious guess 1 Estimatig Variace Statistics - Math 410, 11/7/011 Oe of the mai themes of this course is to estimate the mea µ of some variable X of a populatio. We typically do this by collectig a sample of idividuals

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

Chapter 2 Descriptive Statistics

Chapter 2 Descriptive Statistics Chapter 2 Descriptive Statistics Statistics Most commoly, statistics refers to umerical data. Statistics may also refer to the process of collectig, orgaizig, presetig, aalyzig ad iterpretig umerical data

More information

AP Calculus BC Review Applications of Derivatives (Chapter 4) and f,

AP Calculus BC Review Applications of Derivatives (Chapter 4) and f, AP alculus B Review Applicatios of Derivatives (hapter ) Thigs to Kow ad Be Able to Do Defiitios of the followig i terms of derivatives, ad how to fid them: critical poit, global miima/maima, local (relative)

More information

Power and Type II Error

Power and Type II Error Statistical Methods I (EXST 7005) Page 57 Power ad Type II Error Sice we do't actually kow the value of the true mea (or we would't be hypothesizig somethig else), we caot kow i practice the type II error

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

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

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

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

1 Approximating Integrals using Taylor Polynomials

1 Approximating Integrals using Taylor Polynomials Seughee Ye Ma 8: Week 7 Nov Week 7 Summary This week, we will lear how we ca approximate itegrals usig Taylor series ad umerical methods. Topics Page Approximatig Itegrals usig Taylor Polyomials. Defiitios................................................

More information

Department of Mathematics

Department of Mathematics Departmet of Mathematics Ma 3/103 KC Border Itroductio to Probability ad Statistics Witer 2017 Lecture 19: Estimatio II Relevat textbook passages: Larse Marx [1]: Sectios 5.2 5.7 19.1 The method of momets

More information

Lecture 2: Poisson Sta*s*cs Probability Density Func*ons Expecta*on and Variance Es*mators

Lecture 2: Poisson Sta*s*cs Probability Density Func*ons Expecta*on and Variance Es*mators Lecture 2: Poisso Sta*s*cs Probability Desity Fuc*os Expecta*o ad Variace Es*mators Biomial Distribu*o: P (k successes i attempts) =! k!( k)! p k s( p s ) k prob of each success Poisso Distributio Note

More information

Economics Spring 2015

Economics Spring 2015 1 Ecoomics 400 -- Sprig 015 /17/015 pp. 30-38; Ch. 7.1.4-7. New Stata Assigmet ad ew MyStatlab assigmet, both due Feb 4th Midterm Exam Thursday Feb 6th, Chapters 1-7 of Groeber text ad all relevat lectures

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

Read through these prior to coming to the test and follow them when you take your test.

Read through these prior to coming to the test and follow them when you take your test. Math 143 Sprig 2012 Test 2 Iformatio 1 Test 2 will be give i class o Thursday April 5. Material Covered The test is cummulative, but will emphasize the recet material (Chapters 6 8, 10 11, ad Sectios 12.1

More information

ENGI 4421 Probability and Statistics Faculty of Engineering and Applied Science Problem Set 1 Solutions Descriptive Statistics. None at all!

ENGI 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 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

Anna Janicka Mathematical Statistics 2018/2019 Lecture 1, Parts 1 & 2

Anna Janicka Mathematical Statistics 2018/2019 Lecture 1, Parts 1 & 2 Aa Jaicka Mathematical Statistics 18/19 Lecture 1, Parts 1 & 1. Descriptive Statistics By the term descriptive statistics we will mea the tools used for quatitative descriptio of the properties of a sample

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

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

f(x i ; ) L(x; p) = i=1 To estimate the value of that maximizes L or equivalently ln L we will set =0, for i =1, 2,...,m p x i (1 p) 1 x i i=1

f(x i ; ) L(x; p) = i=1 To estimate the value of that maximizes L or equivalently ln L we will set =0, for i =1, 2,...,m p x i (1 p) 1 x i i=1 Parameter Estimatio Samples from a probability distributio F () are: [,,..., ] T.Theprobabilitydistributio has a parameter vector [,,..., m ] T. Estimator: Statistic used to estimate ukow. Estimate: Observed

More information

Simulation. Two Rule For Inverting A Distribution Function

Simulation. Two Rule For Inverting A Distribution Function Simulatio Two Rule For Ivertig A Distributio Fuctio Rule 1. If F(x) = u is costat o a iterval [x 1, x 2 ), the the uiform value u is mapped oto x 2 through the iversio process. Rule 2. If there is a jump

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

Lecture 1. Statistics: A science of information. Population: The population is the collection of all subjects we re interested in studying.

Lecture 1. Statistics: A science of information. Population: The population is the collection of all subjects we re interested in studying. Lecture Mai Topics: Defiitios: Statistics, Populatio, Sample, Radom Sample, Statistical Iferece Type of Data Scales of Measuremet Describig Data with Numbers Describig Data Graphically. Defiitios. Example

More information

A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence

A sequence of numbers is a function whose domain is the positive integers. We can see that the sequence Sequeces A sequece of umbers is a fuctio whose domai is the positive itegers. We ca see that the sequece,, 2, 2, 3, 3,... is a fuctio from the positive itegers whe we write the first sequece elemet as

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

The standard deviation of the mean

The standard deviation of the mean Physics 6C Fall 20 The stadard deviatio of the mea These otes provide some clarificatio o the distictio betwee the stadard deviatio ad the stadard deviatio of the mea.. The sample mea ad variace Cosider

More information

Polynomial Functions and Their Graphs

Polynomial Functions and Their Graphs Polyomial Fuctios ad Their Graphs I this sectio we begi the study of fuctios defied by polyomial expressios. Polyomial ad ratioal fuctios are the most commo fuctios used to model data, ad are used extesively

More information

SYDE 112, LECTURE 2: Riemann Sums

SYDE 112, LECTURE 2: Riemann Sums SYDE, LECTURE : Riema Sums Riema Sums Cosider the problem of determiig the area below the curve f(x) boud betwee two poits a ad b. For simple geometrical fuctios, we ca easily determie this based o ituitio.

More information

4.3 Growth Rates of Solutions to Recurrences

4.3 Growth Rates of Solutions to Recurrences 4.3. GROWTH RATES OF SOLUTIONS TO RECURRENCES 81 4.3 Growth Rates of Solutios to Recurreces 4.3.1 Divide ad Coquer Algorithms Oe of the most basic ad powerful algorithmic techiques is divide ad coquer.

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

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

Lecture 8: Non-parametric Comparison of Location. GENOME 560, Spring 2016 Doug Fowler, GS

Lecture 8: Non-parametric Comparison of Location. GENOME 560, Spring 2016 Doug Fowler, GS Lecture 8: No-parametric Compariso of Locatio GENOME 560, Sprig 2016 Doug Fowler, GS (dfowler@uw.edu) 1 Review What do we mea by oparametric? What is a desirable locatio statistic for ordial data? What

More information

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman:

Problems from 9th edition of Probability and Statistical Inference by Hogg, Tanis and Zimmerman: Math 224 Fall 2017 Homework 4 Drew Armstrog Problems from 9th editio of Probability ad Statistical Iferece by Hogg, Tais ad Zimmerma: Sectio 2.3, Exercises 16(a,d),18. Sectio 2.4, Exercises 13, 14. Sectio

More information

Chapter 18: Sampling Distribution Models

Chapter 18: Sampling Distribution Models Chater 18: Samlig Distributio Models This is the last bit of theory before we get back to real-world methods. Samlig Distributios: The Big Idea Take a samle ad summarize it with a statistic. Now take aother

More information

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1

PH 425 Quantum Measurement and Spin Winter SPINS Lab 1 PH 425 Quatum Measuremet ad Spi Witer 23 SPIS Lab Measure the spi projectio S z alog the z-axis This is the experimet that is ready to go whe you start the program, as show below Each atom is measured

More information

1 Lesson 6: Measure of Variation

1 Lesson 6: Measure of Variation 1 Lesso 6: Measure of Variatio 1.1 The rage As we have see, there are several viable coteders for the best measure of the cetral tedecy of data. The mea, the mode ad the media each have certai advatages

More information

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

Eco411 Lab: Central Limit Theorem, Normal Distribution, and Journey to Girl State

Eco411 Lab: Central Limit Theorem, Normal Distribution, and Journey to Girl State Eco411 Lab: Cetral Limit Theorem, Normal Distributio, ad Jourey to Girl State 1. Some studets may woder why the magic umber 1.96 or 2 (called critical values) is so importat i statistics. Where do they

More information

Continuous Functions

Continuous Functions Cotiuous Fuctios Q What does it mea for a fuctio to be cotiuous at a poit? Aswer- I mathematics, we have a defiitio that cosists of three cocepts that are liked i a special way Cosider the followig defiitio

More information

STAT 515 fa 2016 Lec Sampling distribution of the mean, part 2 (central limit theorem)

STAT 515 fa 2016 Lec Sampling distribution of the mean, part 2 (central limit theorem) STAT 515 fa 2016 Lec 15-16 Samplig distributio of the mea, part 2 cetral limit theorem Karl B. Gregory Moday, Sep 26th Cotets 1 The cetral limit theorem 1 1.1 The most importat theorem i statistics.............

More information

ENGI 4421 Confidence Intervals (Two Samples) Page 12-01

ENGI 4421 Confidence Intervals (Two Samples) Page 12-01 ENGI 44 Cofidece Itervals (Two Samples) Page -0 Two Sample Cofidece Iterval for a Differece i Populatio Meas [Navidi sectios 5.4-5.7; Devore chapter 9] From the cetral limit theorem, we kow that, for sufficietly

More information

CHAPTER 2. Mean This is the usual arithmetic mean or average and is equal to the sum of the measurements divided by number of measurements.

CHAPTER 2. Mean This is the usual arithmetic mean or average and is equal to the sum of the measurements divided by number of measurements. CHAPTER 2 umerical Measures Graphical method may ot always be sufficiet for describig data. You ca use the data to calculate a set of umbers that will covey a good metal picture of the frequecy distributio.

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

Big Picture. 5. Data, Estimates, and Models: quantifying the accuracy of estimates.

Big Picture. 5. Data, Estimates, and Models: quantifying the accuracy of estimates. 5. Data, Estimates, ad Models: quatifyig the accuracy of estimates. 5. Estimatig a Normal Mea 5.2 The Distributio of the Normal Sample Mea 5.3 Normal data, cofidece iterval for, kow 5.4 Normal data, 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

(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

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

Tests of Hypotheses Based on a Single Sample (Devore Chapter Eight)

Tests of Hypotheses Based on a Single Sample (Devore Chapter Eight) Tests of Hypotheses Based o a Sigle Sample Devore Chapter Eight MATH-252-01: Probability ad Statistics II Sprig 2018 Cotets 1 Hypothesis Tests illustrated with z-tests 1 1.1 Overview of Hypothesis Testig..........

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

( 1) n (4x + 1) n. n=0

( 1) n (4x + 1) n. n=0 Problem 1 (10.6, #). Fid the radius of covergece for the series: ( 1) (4x + 1). For what values of x does the series coverge absolutely, ad for what values of x does the series coverge coditioally? Solutio.

More information

DS 100: Principles and Techniques of Data Science Date: April 13, Discussion #10

DS 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 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

CURRICULUM INSPIRATIONS: INNOVATIVE CURRICULUM ONLINE EXPERIENCES: TANTON TIDBITS:

CURRICULUM INSPIRATIONS:  INNOVATIVE CURRICULUM ONLINE EXPERIENCES:  TANTON TIDBITS: CURRICULUM INSPIRATIONS: wwwmaaorg/ci MATH FOR AMERICA_DC: wwwmathforamericaorg/dc INNOVATIVE CURRICULUM ONLINE EXPERIENCES: wwwgdaymathcom TANTON TIDBITS: wwwjamestatocom TANTON S TAKE ON MEAN ad VARIATION

More information

Class 27. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

Class 27. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700 Class 7 Daiel B. Rowe, Ph.D. Departmet of Mathematics, Statistics, ad Computer Sciece Copyright 013 by D.B. Rowe 1 Ageda: Skip Recap Chapter 10.5 ad 10.6 Lecture Chapter 11.1-11. Review Chapters 9 ad 10

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

Common Large/Small Sample Tests 1/55

Common 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 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

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

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

Final Review for MATH 3510

Final Review for MATH 3510 Fial Review for MATH 50 Calculatio 5 Give a fairly simple probability mass fuctio or probability desity fuctio of a radom variable, you should be able to compute the expected value ad variace of the variable

More information

Sampling, Sampling Distribution and Normality

Sampling, Sampling Distribution and Normality 4/17/11 Tools of Busiess Statistics Samplig, Samplig Distributio ad ormality Preseted by: Mahedra Adhi ugroho, M.Sc Descriptive statistics Collectig, presetig, ad describig data Iferetial statistics Drawig

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

Lecture 2: Monte Carlo Simulation

Lecture 2: Monte Carlo Simulation STAT/Q SCI 43: Itroductio to Resamplig ethods Sprig 27 Istructor: Ye-Chi Che Lecture 2: ote Carlo Simulatio 2 ote Carlo Itegratio Assume we wat to evaluate the followig itegratio: e x3 dx What ca we do?

More information

Lecture 5. Materials Covered: Chapter 6 Suggested Exercises: 6.7, 6.9, 6.17, 6.20, 6.21, 6.41, 6.49, 6.52, 6.53, 6.62, 6.63.

Lecture 5. Materials Covered: Chapter 6 Suggested Exercises: 6.7, 6.9, 6.17, 6.20, 6.21, 6.41, 6.49, 6.52, 6.53, 6.62, 6.63. STT 315, Summer 006 Lecture 5 Materials Covered: Chapter 6 Suggested Exercises: 67, 69, 617, 60, 61, 641, 649, 65, 653, 66, 663 1 Defiitios Cofidece Iterval: A cofidece iterval is a iterval believed to

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

Chapter 18 Summary Sampling Distribution Models

Chapter 18 Summary Sampling Distribution Models Uit 5 Itroductio to Iferece Chapter 18 Summary Samplig Distributio Models What have we leared? Sample proportios ad meas will vary from sample to sample that s samplig error (samplig variability). Samplig

More information

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6)

STAT 350 Handout 19 Sampling Distribution, Central Limit Theorem (6.6) STAT 350 Hadout 9 Samplig Distributio, Cetral Limit Theorem (6.6) A radom sample is a sequece of radom variables X, X 2,, X that are idepedet ad idetically distributed. o This property is ofte abbreviated

More information