Relating Inference and Missing Data by Rubin (1976) to Simple Random Sampling with Response Error Ed Stanek 1. INTRODUCTION

Size: px
Start display at page:

Download "Relating Inference and Missing Data by Rubin (1976) to Simple Random Sampling with Response Error Ed Stanek 1. INTRODUCTION"

Transcription

1 ferece ad Miig Data related to SRS wit Repoe Error - Relatig ferece ad Miig Data by Rubi (976) to Simple Radom Samplig wit Repoe Error Ed Staek NRODUON We ave dicovered we developig a BLUP of a realized ubject latet value elected via imple radom amplig i te preece of repoe error varyig by a ubject tat te BLUP i baed o average repoe error owever, a imple example illutrate tat a maller MSE ca be obtaied by lettig repoe error deped o te realized ubject i te rikage cotat u, a predictor tat ue te ubject pecific repoe error outperform te BLUP baed o average repoe error e predictor uig ubject pecific repoe error i give i tadard mixed model olutio to te problem, ad make ue of ome additioal iformatio tat i coditioal o te ubject, amely ubject pecific repoe error At te ame time, tere are ucoditioal apect to te predictio ee iclude te defiitio of bet ad ubiaed, alog wit te iteret i iferece about parameter defied over te etire populatio rater ta te obervatio o te ampled ubject e mixture of coditioal ad ucoditioal apect of te problem alog wit te couter-example illutratig te fiite populatio BLUP i ot optimal provide motivatio for furter tudy ere i a broad literature o iferece i te preece of miig data ivolvig coditioal ad ucoditioal cocept Little ad Rubi (00, d editio) refer to a earlier paper by Rubi (976) i referece to iferece wit miig data i a fiite populatio amplig cotext i ecod editio omit two ectio from te firt editio Little ad Rubi (986) tat dicu radomizatio iferece wit ad witout miig data, but iclude ome dicuio (ee Sectio etitled Weigted complete-cae aalyi i Little ad Rubi (00, d editio) tat dicu urvey o repoe) i cage ift te focu more toward Bayeia ad likeliood metod ere i a cloe coectio betwee fiite populatio mixed model approace uig idicator radom variable for ampled ubject, ad miig data metod tat ue idicator radom variable for miig data Wile imilar, tee metod ave ot bee formally coected Differece occur i otatio e juxtapoitio of idea i ot clearly defied We addre tee iue i ti paper, wit a ultimate purpoe of better udertadig te mixed model predictio problem wit repoe error We firt review te cotext ad otatio for te fiite populatio mixed model wit repoe error We ubequetly review te ettig ad otatio developed by Little ad Rubi, uig a a primary ource ectio of Little ad Rubi (00) FNE POPULAON MXED MODELS W RESPONSE ERROR e model for Subject wit Repoe Error i te Populatio 07ed58doc /9/007 :54 PM

2 ferece ad Miig Data related to SRS wit Repoe Error - We coider te ettig were a o-tocatic repoe i repreeted by y for N,, N We defie te average repoe a μ y ad te ubject deviatio a N β y μ o tat y μ + β t We aume tat a obervatio i made wit repoe error, ad repreet te k repoe for ubject a Yk y + Wk, μ + β + W were ER ( W k) 0 ad var R ( W k ) σ for,, N, ad te ubcript R deote expectatio wit repect to repoe error We tere are N ubject i te populatio, ad tere i a igle repoe o eac ubject, we repreet te vector of repoe a Yk y + W k Y Yk y + Wk () Y k y + W k Eac row i () correpod to a ubject Notice tat ti repreetatio doe ot iclude ad otio of amplig or miig data We aume tat repoe error for ubject i idepedet of repoe error for ay oter ubject, ad idepedet for differet meaure of repoe owever, we limit dicuio to ettig were k i ubequet dicuio We defie ome additioal otatio to implify expreio for a realizatio of Y Let u idex poible realizatio of Y k by y were,, L For implicity, we aume tat L L for all,, N ombiig tee idea for eac ubject, tere are Radom ariable tat detify te Sample N k N r,, R Π L L poible realizatio of Y We aume tat a imple radom ample of ubject (witout replacemet) i elected from te populatio, ad repoe i oberved for te elected ample Uually, a ample i repreeted a a proper et of ubject Practically, we ca defie a ample a te firt ubject i a permutatio of ubject Uig ti defiitio, te et of poible permutatio defie te et of poible ample, were eac ample i defied a a equece of ubject Eac elemet i a realized ample correpod to a ubject i a poitio i te permutatio Repreetig a ample by a equece eable ubject to be formally liked to radom variable repreetig ample elemet, ad model for tee radom variable, icludig mixed model Notice tat ti way of defiig a ample i differet from defiig a ample a a et of ubject, ice te poitio of te ubject i ot icluded ample defied a et We ote tat defiig poible ample i term of permutatio will iclude multiple of a ample defied by a equece of ubject, ice tere are ( N )! poible equece of te 07ed58doc /9/007 :54 PM

3 ferece ad Miig Data related to SRS wit Repoe Error - remaiig ubject i multiplicity i ot a complicatig factor ice it occur equally for all equece of ubject Defiig poible ample a a equece will alo iclude multiple of a ample defied a a et, ice eac permutatio of te et i coidered to be differet e umber of differet ample equece from permutatio correpodig to te ame et of ubject i! We ave ot accouted for te fact tat te ame ubject occur i differet poitio i ample equece i developig predictor We repreet te radom variable tat decribe a permutatio a idicator radom variable, U i, were i,, N idexe te poitio of te variable i te permutatio, ad,, N idexe te ubject e value of U i i oe we ubject i elected i poitio i, ad zero oterwie We repreet poible permutatio via a matrix of radom variable, were for example, we N, U U U U U U U U U U For eac radom variable i U tere i a poible repoe tat correpod to te value tat would occur if a ubject wa i a particular poitio i te permutatio For ti reao, te U i are miig data idicator radom variable ere are,, N! poible permutatio, were (we N ) te realizatio of te permutatio repreeted by te radom variable, U, are give by u 0 0, u, u, u 4, u 5 ad u For example, te repoe aociated wit We defie te ample aociated wit eac u uig te firt row of Subject u Poitio Poitio 0 0 Poitio y + W k i give by 0 y + Wk 0 e value i ti matrix tat are 0 idicate tat y + W k repoe i miig e et of repoe for te poible permutatio are give i able u 07ed58doc /9/007 :54 PM

4 ferece ad Miig Data related to SRS wit Repoe Error -4 able Poible Permutatio ad Repoe we N Permutatio Realizatio of Poible Radom ariable Permuted Repoe Aociated wit U u U u y + W k y + W k u y + Wk 0 y + Wk y + W k y W + k y + W k y + W k u y + Wk y + Wk y + Wk 0 y W + k y + Wk 0 y + Wk u y + W k y + W k y + W k y W + k yk + Wk 0 y + Wk u 4 y + Wk y + Wk y + W k y W + k 5 y + Wk y + Wk u 5 y + W k y + W k y + Wk 0 y W + k 6 y + Wk y + Wk u y + Wk 0 y + Wk y + W k y W + k Notice tat eac realizatio of U reult i a limited et of oberved radom variable, ad a relatively large et of miig value (correpodig to ( N ) radom variable) We coider tee broader et of radom variable to develop idea of iferece Permutatio ad Miig Data we tere i o Repoe Error We dicu repreetatio of te amplig problem via permutatio ad te idicator radom variable i ome more detail we tere i o repoe error, limitig te dicuio to te ettig were N Recall tat te permutatio are idexed by,, N! Let u defie a idicator radom variable,, tat a a value of if permutatio i elected, ad zero oterwie e et of radom variable,, for,, N! are multiomial, were P ( ) we eac permutatio i equally likely (wic we aume) We we elect a 07ed58doc /9/007 :54 PM 4

5 ferece ad Miig Data related to SRS wit Repoe Error -5 permutatio, we realize ( ) Oly oe radom variable i will ave a value of, wile te oter will ave value of zero, idicatig tat te oter permutatio are ot oberved Aociated wit a radom variable i a vector of value, ay x ( x x x N ), were te value i ti vector are repreeted by x i were i idexe te poitio i permutatio We aume tat tee value are o-tocatic We repreet te full radom permutatio radom variable via ( x x x ) i i a N matrix We coider ti to be te complete et of radom variable ' A a example, we N, te trapoe of ti matrix i give by, or x x x x 4 4 x 5 5 x 6 6 x x x x 4 4 x 5 5 x 6 6 x x x x 4 4 x 5 5 x 6 6 f tere i repoe error ad te value x i repreet a realized repoe, te it i poible tat all te value of x i may be differet i would occur, for example, if a differet realizatio of repoe occurred for differet permutatio ' All of te radom variable i are potetially obervable ice ay ca ave a ' value of oe a realizatio of, all of te radom variable, for,, are oberved but all but oe of teir oberved value are zero (correpodig to a realized value of of zero) We te realized value of i zero, altoug vx i 0, it will ot be poible to oberve te value of x i directly Let u refer to ti kid of miig data a directly miig Samplig, Permutatio ad Potetially Obervable Radom ariable We are itereted i ettig were a fixed ize ample i elected ad oly te value i te ample are oberved For eac, we defie te ample a te firt i,, value i x, x, ad partitio x ito two part correpodig to te ample ad remaider e value x, of te variable i te remaider, x i for i >, will ot be oberved, eve if te realized value of i oe Let u refer to ti type of miig data a itetioally miig Notice tat ' radom variable i tat are itetioally miig may ever be oberved, eve toug te value of may be oberved We ow coider te idea of potetially obervable i te cotext of amplig, ad ' dicu wat i potetially obervable e variable i tat are itetioally miig may ever be oberved, ad ece are ot potetially obervable t eem logical tat if a variable i ot potetially obervable, it ould play o role i iferece We do ot attempt to prove ti ituitio, but accept it a valid i idea may be related to Erico 988 commet o te limitatio of te uperpopulatio framework for iferece, ice e ee o reao to iclude 07ed58doc /9/007 :54 PM 5

6 ferece ad Miig Data related to SRS wit Repoe Error -6 itetioally miig variable i a model framework t alo may be related to te idea of acillary data ice it eem tat itetioally miig variable play o role i iferece t ' may be poible to partitio ito two part, ad ow uig te Rao-Belloue teorem tat te portio tat i itetioally miig doe ot cotribute to iferece about ay liear combiatio of potetially obervable radom variable All of tee area require more reearc ' We aume tat variable i tat are itetioally miig may ever be oberved, o tat te potetially obervable radom variable are give by x x x x 4 4 x 5 5 x 6 6 x x x x 4 4 x 5 5 x 6 6 omplete Data for Potetially Obervable Radom ariable We defie te complete data to be te value of te potetially obervable radom variable we eac i oberved We coider a radom variable to be oberved we it realized value i oe e complete data i te give by te value give by x x x x4 x5 x6 x x x x x4 x5 x6 We repreet colum i of x by x i o tat x ( x x ) Uig tee expreio, 0 ( N ) vec ( ) vec 0 N ( N ) ( x) 0 vec( ) ( N ) x 0 N vec( ) N x ( ) e potetially obervable radom variable are give by vec ( ) 0 vec( ) ( N ) x vec( ) x x x x 07ed58doc /9/007 :54 PM 6

7 ferece ad Miig Data related to SRS wit Repoe Error -7 Potetially Obervable Radom ariable ad omplete Data wit No Repoe Error We ow aume tat tere i o repoe error ti ettig, ome of te value of x i are te ame a value of x i for ad i i Notice tat ti ame ituatio may occur if te value of x i repreet te realized value for a ubject wit repoe error, ad te permutatio wa made after te value wa realized owever, if after te permutatio i made, te value are realized, te te value of x i are ot likely to be te ame a toe of x i for ad i i We tee i o repoe error, we ca repreet tee relatioip by defiig ubject label, ad keepig track of wic ubject i i wic poitio i a give permutatio We cooe te permutatio for to defie label for ubject uc tat x y, were elemet are defied uc tat xi y were i Baically, we ue te poitio label for to defie te ubject label Wit ti repreetatio, we ca repreet te patter implied by te permutatio for te x i i term of te value of y We N ad, te potetially obervable radom variable are give by y y y y 4 y 5 y 6 y y y y 4 y 5 y 6 e complete data i y y y y y y y y y y y y y t i poible to expre te relatioip betwee x ad y t i give by x ( y y y), were i i a N matrix tat map te relatioip betwee te value of x i ad y We N ad, ad 0 0 o tat ed58doc /9/007 :54 PM 7

8 ferece ad Miig Data related to SRS wit Repoe Error 07ed58doc /9/007 :54 PM -8 8 ( ) vec x y y were e matrix tat i multiplied by y i kow ad o-tocatic A a reult, te potetially obervable radom variable are give by ( ) ( ) vec vec x y We expre te product of i we N ad We i, We i, ee defiitio give rie to te potetially obervable radom variable

9 ferece ad Miig Data related to SRS wit Repoe Error -9 Propertie of te Radom ariable y y y y 4 y 5 y 6 y y y y 4 y 5 y 6 e radom variable are multiomial, wit eac var ( ), ad ( ) cov, var ( ) J, were N! Patter i Beroulli, uc tat ( ) A a reult ( ) E ad E, ere are patter i te variable i For example, tere are! permutatio wit te ame ample ubject i implie tat tere are permutatio wit uique et of! ubject Suppoe tat we order te ubject i a et from mallet to larget label Let g idex te permutatio for te et, were we, g ; we, g ; ad we 4, g e radom variable repreetig tee uique et are give by g e radom vector ( ) i multiomial, were E ( ) var ( ) J, were! y y 0 0 Notice tat y y, wile y y, were ad y 0 0 y ed58doc /9/007 :54 PM 9

10 ferece ad Miig Data related to SRS wit Repoe Error geeral, we repreet te matrix tat idetifie ow ubject correpod to c c c poitio i te implified et of permutatio by g, were g c c c e c c c vec ( ) g g y or vec ( ) y y g Liear ombiatio of Radom ariable We defie quatitie of iteret i term of liear combiatio of te vector of radom Lvec We dicu two poible liear combiatio variable give by ( ) vec, give by ( ) e firt i a liear combiatio formed by addig all radom variable e ecod, i a liear combiatio tat correpod to a ubject Firt, uppoe we are itereted i a liear combiatio tat correpod to te um of all P vec were radom variable oider te um of all radom variable, ( ) ( ) L ( ) Uig te expreio for vec( ), Now E ( ) y g y y ( ) P ( ) y were A a reult,! y E( P) ( ) y i y i e expreio i i a cotat vector of dimeio N Uig i ad ed58doc /9/007 :54 PM 0

11 ferece ad Miig Data related to SRS wit Repoe Error - 0 0, ( 0) ad ( ) 0, o tat i N A a i reult, E ( P ) N y Sice N ad,, ad E( P) μ More! ( N )! geerally, i ( N ) N A a reult, E( P) N y μ i ( N! )! Next, we coider a liear combiatio of radom variable tat correpod to a particular ubject We coider uc a liear combiatio we N ad Firt, recall tat g 0 0 vec ( ) y y 0 0 g f we are itereted i te firt ubject (ie te ubject labeled ), we defie a liear L vec were ( ) L f iteret i i te ecod ubject, combiatio equal to ( ) we defie L ( 0 0 ), ad for te tird ubject, we defie ( ) Uig Sice E ( ) 0 0, E( vec( )) 0 0, E ( L vec( )) y! L ( ) E L vec y L L y or ( ) Liear ombiatio wit a Populatio of Size N ad a Sample of ize 07ed58doc /9/007 :54 PM

12 ferece ad Miig Data related to SRS wit Repoe Error - oider a ettig were we ave imple radom ample witout replacemet of ize g g from a populatio of ize N ti cotext, we defie vec ( ) y, were te g ci ci ci i i i matrice c c c i are N matrice tat idetify te memberip of ci ci cin ubject,,, N, to ubet, g,,, were! Suppoe we are itereted i a liear combiatio tat correpod to te um of all radom variable give by P ( ) vec( ) were L ( ) Sice E ( ) were ( ), E vec( ) y o tat E( P) i y ti i expreio, repreet te umber of poible ubet of ubject i te ample We tere are N ubject i te populatio, ad te ample i of ize, te umber of poible ubet i e matrice i idetify for te implified et of poible ubet (correpodig to! collapig poible permutatio from poible permutatio to poible value) wic! ubet cotai wic ubject N ( N )! For example, wit N 4 ad, tere are 6 poible differet! ubet of ubject, correpodig to te ubet, g wit ( ), g wit ( 4) ad g 6 wit ( 4), g, 4 g wit ( ) g wit ( ), g 5 wit ( 4), We ca tik of a ample a te realizatio of a ubet of ubject dexig te poible realizatio by g,, wit idicator radom variable correpodig to g, ed58doc /9/007 :54 PM

13 ferece ad Miig Data related to SRS wit Repoe Error We N 4 ad, L ( 6) ad wile ece g wile g were vec ( ) g g y We predictig te total of all radom variable, E( P) i y ti i i N N i ettig, ( ), wile ( ) A a reult, ( ) 0 0 ( N ) or! i 4 A a reult, E( P) N y μ μ i ( N! )! A a reult, N 4 ad, E( P) μ Next, we coider a liear combiatio of radom variable tat correpod to a particular ubject f we are itereted i te ubject, we defie a liear combiatio equal to P vec L 0 For example, we N 4 ad ( ) L were ( ), ad if we are itereted i a liear combiatio correpodig to ubject, ice 6, L ( 0 ) 4! N 07ed58doc /9/007 :54 PM

14 ferece ad Miig Data related to SRS wit Repoe Error -4 We ca evaluate te expected value of P Lvec( ) uig E vec( ) y Multiplyig L by E vec( ) i equivalet to ummig te value i colum of i um i equal to te ame value for all,, N, ad i equal to te umber of differet ubet of ize tat ca be elected from te populatio, after omittig ubject from te N ( N! ) populatio i umber i equal to A a reult, (! ) ( N )! E L L y ( vec( )) We N 4 ad, ti i equal to ( N! ) ( ) ( N )!! y!! ( N )! ( ) ( ) y N!! N! y N ( ) ( ( )) N( N ) ( ) Predictio i te otext of Permutatio E L vec y y y! 4 4 e ext area tat we dicu i predictio of a liear combiatio of radom variable e baic pla for predictio i to repreet te radom variable i two et, oe of wic will be realized Uig te joit ditributio of te radom variable, we form te bet liear ubiaed predictor followig a pla imilar to Royall We coider te ettig were N ad to develop te predictor, ad te expad to more geeral ettig Recall tat we N ad, te radom variable tat repreet uique et of ubject are give by g 07ed58doc /9/007 :54 PM 4

15 ferece ad Miig Data related to SRS wit Repoe Error -5 e radom vector ( ) i multiomial, were E ( ) var ( ) J, were Let u repreet te elemet i te matrix by! gi uc tat e idice are iterpreted a te ubet ad te poitio Notice tat g 0 0 vec ( ) or alteratively, vec ( ) y y 0 0 g t i alo valuable to expre vec ( ), were y D y, y D y, ad y D y o tat D vec ( ) D y D We wi to repreet radom variable i te ample ad remaider Firt, uppoe tat te ample correpod to te ubet repreeted by g e ample ad remaider i give by 07ed58doc /9/007 :54 PM 5

16 ferece ad Miig Data related to SRS wit Repoe Error -6 wic i equal to vec ( ) K vec( ) K 0 0 We g, te ample ad remaider are give by K vec ( ) wic i equal to 0 0 vec( ) K We g, te ample ad remaider are give by K vec( ) ed58doc /9/007 :54 PM 6

17 ferece ad Miig Data related to SRS wit Repoe Error -7 wic i equal to vec ( ) 0 0 K Eac of tee repreetatio partitio radom variable i te uual maer ito toe tat will be realized via electio of a ample, ad toe tat will ot be realized D We ue te expreio for vec ( ) D y to re-expre te partitioed radom D variable Before doig o, let u expre y D y a 0 0 vec( ( )) vec vec (( Dy) ) ( yd ) For example, yd ( y y y ) 0 ( y y ) 0 A a reult, vec ( yd ) vec( yd ) 0 0 vec( ) vec( y D ) 0 vec( y D ) 0 vec ( ) vec( ) yd yd or vec( ) vec( g ) y D Our goal i to eparate te radom variable i vec ( ) ito et correpodig to te ample ad te remaider e ample will be te ubet correpodig to te permutatio elected, ad ca be idetified oly by kowig te realizatio of Wat are te remaiig radom variable after realizig? Perap a way of tikig of te remaiig radom variable i i term of We we realize, ome of te value of te remaiig radom variable will be kow, ad oter will be miig 07ed58doc /9/007 :54 PM 7

18 ferece ad Miig Data related to SRS wit Repoe Error -8 Now, we g, partitioig K 0 0 K K K vec( y Dg) vec( ) vec( g ) K y D K 0 0 K vec ( Similarly, partitioig K y Dg) K, Kvec ( ), K vec ( g ) K y D K vec ( wile partitioig K y Dg) K, Kvec ( ) K 0 vec 0 ( g ) K y D Kg vec ( y Dg ) geeral, Kgvec( ) g vec ( g ) K y D order to evaluate te BLUP of P vec( ) ( ) vec L L, we re-arrage te radom variable ito te ample ad te remaider Sice vec( ) correpod to a lit of all poible ubet of te populatio, ad oly oe ubet will correpod to te ample, te rearragemet will deped upo wic ubet i te ample ubet i correpod to te realizatio of For ti reao, te re-arragemet will deped o wic ubet i coe, ad ece te re-arragemet matrix will deped o g, te elected ubet We expre K g vec( y Dg ) P LK gvec( ) L K g vec ( y Dg ) dimeio, wile g vec( g ) L L L Notice tat g vec ( g ) K y D i of dimeio ( ) of are tocatic We expre ( ) K y D i of Oly te elemet 07ed58doc /9/007 :54 PM 8

19 ferece ad Miig Data related to SRS wit Repoe Error -9 We coider a example to illutrate tee idea Firt, uppoe tat P correpod to te um of all radom variable, uc tat P ti ettig, for all g,,, ( ) ( ) ( ) L L We N ad i gi, ( ) ( ) Lg L g 4 4 Summary of Fiite Populatio Miig Data Objective e mai objective of ti documet i to relate tee idea of miig data i te cotext of a fiite populatio mixed model to miig data cocept ad term ued i te literature wit a potetially obervable repoe (or couter-factual) miig data framework Suc a framework a bee developed ad popularized by Little ad Rubi (00) Before dicuig te miig data framework of Little ad Rubi i ti cotext, we metio te relatioip betwee uig a radom permutatio to repreet poible ample, ad odambe (955) dicuio of iue faced i amplig Sample ca be decribed a partial realizatio of permutatio of populatio ubject t i ot eceary tat eac permutatio be equally likely, altoug imple radom amplig a ti property f aociated wit eac permutatio we defie a idicator radom variable for te permutatio, tere will be idicator radom variable, ubject to te cotrait tat for ay ample, oly oe of te idicator radom variable a a value of oe (ie, teir um i oe) e cotrait implie tat repreetig amplig a poible permutatio of te populatio ca be accomplied by defiig idicator radom variable For example, we N, five correlated idicator radom variable defie a radom permutatio model We ca tik of ti a a multiomial model, were te categorie correpod to permutatio ere are N radom variable cotaied i U, or ie radom variable we N owever, tee radom variable pa oly a four dimeioal pace, ice te radom variable are ubject to te cotrait tat for all realizatio, eac row um to oe, ad eac colum um to oe A a reult, repreetig te radom permutatio model i term of te idicator radom variable defied i U iclude oly a ubet of te radom variable i te more geeral fully pecified radom permutatio model ued by odambe (955) We ave ot ivetigated uder wat coditio tere i iformatio lot i reducig te dimeio of te radom variable from to ( N ), but ti may be valuable to ivetigate i te future e begiig of uc a ivetigatio i give i c07ed59doc 07ed58doc /9/007 :54 PM 9

20 ferece ad Miig Data related to SRS wit Repoe Error -0 Referece ocra, W (96) Survey Samplig, Jo Wiley ad So, New York Erico, (988) odambe, P (955) A uified teory of amplig from fiite populatio, Joural of te Royal Statitical Society B7: Little, RA, ad Rubi, D B (986) Statitical Aalyi wit Miig Data, Firt Editio Jo Wiley ad So, New York Little, RA ad Rubi, DB (00) Statitical Aalyi wit Miig Data, Secod Editio Jo Wiley ad So, New York Royall, R (970) O fiite populatio amplig teory uder certai liear regreio model, Biometrika 57: Royall, RM 988) e predictio approac to amplig teory : adbook of Statitic olume 6 Samplig (Kriaia, PR, ad Rao, R, Ed), 99-4 Nort-ollad, Amterdam Rubi, DB (975) Bayeia iferece for cauality: e importace of radomizatio Proc Social Statitic Sectio, Am Statitic Aoc pp-9 Rubi, D B (976) ferece ad miig data, Biometrika 6, Särdal, -E, Sweo, B, ad Wretma, J (99) Model Aited Survey Samplig, Spriger-erlag Staek, EJ ad Siger, JM (004) Predictig radom effect from fiite populatio clutered ample wit repoe error, Joural of te America Staittical Aociatio, 99: 9-0 Staek, EJ, Siger, JM ad Lecia, B(004) A uified approac to etimatio ad predictio uder imple radom amplig, Joural of Statitical Plaig ad ferece, : ed58doc /9/007 :54 PM 0

Further Investigation of alternative Formulation of RP Model with Response Error. Ed Stanek

Further Investigation of alternative Formulation of RP Model with Response Error. Ed Stanek Further vetigatio of alterative Formulatio of RP odel with Repoe Error Ed Staek TRODCTO We explore the predictor that will reult i a imple radom ample with repoe error whe a differet model i potulated

More information

x z Increasing the size of the sample increases the power (reduces the probability of a Type II error) when the significance level remains fixed.

x z Increasing the size of the sample increases the power (reduces the probability of a Type II error) when the significance level remains fixed. ] z-tet for the mea, μ If the P-value i a mall or maller tha a pecified value, the data are tatitically igificat at igificace level. Sigificace tet for the hypothei H 0: = 0 cocerig the ukow mea of a populatio

More information

Statistical Inference Procedures

Statistical Inference Procedures Statitical Iferece Procedure Cofidece Iterval Hypothei Tet Statitical iferece produce awer to pecific quetio about the populatio of iteret baed o the iformatio i a ample. Iferece procedure mut iclude a

More information

TESTS OF SIGNIFICANCE

TESTS OF SIGNIFICANCE TESTS OF SIGNIFICANCE Seema Jaggi I.A.S.R.I., Library Aveue, New Delhi eema@iari.re.i I applied ivetigatio, oe i ofte itereted i comparig ome characteritic (uch a the mea, the variace or a meaure of aociatio

More information

JOURNAL OF THE INDIAN SOCIETY OF AGRICULTURAL STATISTICS

JOURNAL OF THE INDIAN SOCIETY OF AGRICULTURAL STATISTICS Available olie at www.ia.org.i/jia JOURA OF THE IDIA OIETY OF AGRIUTURA TATITI 64() 00 55-60 Variace Etimatio for te Regreio Etimator of te Mea i tratified amplig UMMARY at Gupta * ad Javid abbir Departmet

More information

8.6 Order-Recursive LS s[n]

8.6 Order-Recursive LS s[n] 8.6 Order-Recurive LS [] Motivate ti idea wit Curve Fittig Give data: 0,,,..., - [0], [],..., [-] Wat to fit a polyomial to data.., but wic oe i te rigt model?! Cotat! Quadratic! Liear! Cubic, Etc. ry

More information

SOLUTION: The 95% confidence interval for the population mean µ is x ± t 0.025; 49

SOLUTION: The 95% confidence interval for the population mean µ is x ± t 0.025; 49 C22.0103 Sprig 2011 Homework 7 olutio 1. Baed o a ample of 50 x-value havig mea 35.36 ad tadard deviatio 4.26, fid a 95% cofidece iterval for the populatio mea. SOLUTION: The 95% cofidece iterval for the

More information

LECTURE 13 SIMULTANEOUS EQUATIONS

LECTURE 13 SIMULTANEOUS EQUATIONS NOVEMBER 5, 26 Demad-upply ytem LETURE 3 SIMULTNEOUS EQUTIONS I thi lecture, we dicu edogeeity problem that arie due to imultaeity, i.e. the left-had ide variable ad ome of the right-had ide variable are

More information

Optimal Estimator for a Sample Set with Response Error. Ed Stanek

Optimal Estimator for a Sample Set with Response Error. Ed Stanek Optial Estiator for a Saple Set wit Respose Error Ed Staek Itroductio We develop a optial estiator siilar to te FP estiator wit respose error tat was cosidered i c08ed63doc Te first 6 pages of tis docuet

More information

State space systems analysis

State space systems analysis State pace ytem aalyi Repreetatio of a ytem i tate-pace (tate-pace model of a ytem To itroduce the tate pace formalim let u tart with a eample i which the ytem i dicuio i a imple electrical circuit with

More information

Chapter 9. Key Ideas Hypothesis Test (Two Populations)

Chapter 9. Key Ideas Hypothesis Test (Two Populations) Chapter 9 Key Idea Hypothei Tet (Two Populatio) Sectio 9-: Overview I Chapter 8, dicuio cetered aroud hypothei tet for the proportio, mea, ad tadard deviatio/variace of a igle populatio. However, ofte

More information

STA 4032 Final Exam Formula Sheet

STA 4032 Final Exam Formula Sheet Chapter 2. Probability STA 4032 Fial Eam Formula Sheet Some Baic Probability Formula: (1) P (A B) = P (A) + P (B) P (A B). (2) P (A ) = 1 P (A) ( A i the complemet of A). (3) If S i a fiite ample pace

More information

Comments on Discussion Sheet 18 and Worksheet 18 ( ) An Introduction to Hypothesis Testing

Comments on Discussion Sheet 18 and Worksheet 18 ( ) An Introduction to Hypothesis Testing Commet o Dicuio Sheet 18 ad Workheet 18 ( 9.5-9.7) A Itroductio to Hypothei Tetig Dicuio Sheet 18 A Itroductio to Hypothei Tetig We have tudied cofidece iterval for a while ow. Thee are method that allow

More information

Inference for Two Stage Cluster Sampling: Equal SSU per PSU. Projections of SSU Random Variables on Each SSU selection.

Inference for Two Stage Cluster Sampling: Equal SSU per PSU. Projections of SSU Random Variables on Each SSU selection. Inference for Two Stage Cluter Sampling: Equal SSU per PSU Projection of SSU andom Variable on Eac SSU election By Ed Stanek Introduction We review etimating equation for PSU mean in a two tage cluter

More information

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM

STRONG DEVIATION THEOREMS FOR THE SEQUENCE OF CONTINUOUS RANDOM VARIABLES AND THE APPROACH OF LAPLACE TRANSFORM Joural of Statitic: Advace i Theory ad Applicatio Volume, Number, 9, Page 35-47 STRONG DEVIATION THEORES FOR THE SEQUENCE OF CONTINUOUS RANDO VARIABLES AND THE APPROACH OF LAPLACE TRANSFOR School of athematic

More information

Société de Calcul Mathématique, S. A. Algorithmes et Optimisation

Société de Calcul Mathématique, S. A. Algorithmes et Optimisation Société de Calcul Mathématique S A Algorithme et Optimiatio Radom amplig of proportio Berard Beauzamy Jue 2008 From time to time we fid a problem i which we do ot deal with value but with proportio For

More information

STUDENT S t-distribution AND CONFIDENCE INTERVALS OF THE MEAN ( )

STUDENT S t-distribution AND CONFIDENCE INTERVALS OF THE MEAN ( ) STUDENT S t-distribution AND CONFIDENCE INTERVALS OF THE MEAN Suppoe that we have a ample of meaured value x1, x, x3,, x of a igle uow quatity. Aumig that the meauremet are draw from a ormal ditributio

More information

10-716: Advanced Machine Learning Spring Lecture 13: March 5

10-716: Advanced Machine Learning Spring Lecture 13: March 5 10-716: Advaced Machie Learig Sprig 019 Lecture 13: March 5 Lecturer: Pradeep Ravikumar Scribe: Charvi Ratogi, Hele Zhou, Nicholay opi Note: Lae template courtey of UC Berkeley EECS dept. Diclaimer: hee

More information

20. CONFIDENCE INTERVALS FOR THE MEAN, UNKNOWN VARIANCE

20. CONFIDENCE INTERVALS FOR THE MEAN, UNKNOWN VARIANCE 20. CONFIDENCE INTERVALS FOR THE MEAN, UNKNOWN VARIANCE If the populatio tadard deviatio σ i ukow, a it uually will be i practice, we will have to etimate it by the ample tadard deviatio. Sice σ i ukow,

More information

ALLOCATING SAMPLE TO STRATA PROPORTIONAL TO AGGREGATE MEASURE OF SIZE WITH BOTH UPPER AND LOWER BOUNDS ON THE NUMBER OF UNITS IN EACH STRATUM

ALLOCATING SAMPLE TO STRATA PROPORTIONAL TO AGGREGATE MEASURE OF SIZE WITH BOTH UPPER AND LOWER BOUNDS ON THE NUMBER OF UNITS IN EACH STRATUM ALLOCATING SAPLE TO STRATA PROPORTIONAL TO AGGREGATE EASURE OF SIZE WIT BOT UPPER AND LOWER BOUNDS ON TE NUBER OF UNITS IN EAC STRATU Lawrece R. Erst ad Cristoper J. Guciardo Erst_L@bls.gov, Guciardo_C@bls.gov

More information

Brief Review of Linear System Theory

Brief Review of Linear System Theory Brief Review of Liear Sytem heory he followig iformatio i typically covered i a coure o liear ytem theory. At ISU, EE 577 i oe uch coure ad i highly recommeded for power ytem egieerig tudet. We have developed

More information

VIII. Interval Estimation A. A Few Important Definitions (Including Some Reminders)

VIII. Interval Estimation A. A Few Important Definitions (Including Some Reminders) VIII. Iterval Etimatio A. A Few Importat Defiitio (Icludig Some Remider) 1. Poit Etimate - a igle umerical value ued a a etimate of a parameter.. Poit Etimator - the ample tatitic that provide the poit

More information

Tables and Formulas for Sullivan, Fundamentals of Statistics, 2e Pearson Education, Inc.

Tables and Formulas for Sullivan, Fundamentals of Statistics, 2e Pearson Education, Inc. Table ad Formula for Sulliva, Fudametal of Statitic, e. 008 Pearo Educatio, Ic. CHAPTER Orgaizig ad Summarizig Data Relative frequecy frequecy um of all frequecie Cla midpoit: The um of coecutive lower

More information

Erick L. Oberstar Fall 2001 Project: Sidelobe Canceller & GSC 1. Advanced Digital Signal Processing Sidelobe Canceller (Beam Former)

Erick L. Oberstar Fall 2001 Project: Sidelobe Canceller & GSC 1. Advanced Digital Signal Processing Sidelobe Canceller (Beam Former) Erick L. Obertar Fall 001 Project: Sidelobe Caceller & GSC 1 Advaced Digital Sigal Proceig Sidelobe Caceller (Beam Former) Erick L. Obertar 001 Erick L. Obertar Fall 001 Project: Sidelobe Caceller & GSC

More information

Applied Mathematical Sciences, Vol. 9, 2015, no. 3, HIKARI Ltd,

Applied Mathematical Sciences, Vol. 9, 2015, no. 3, HIKARI Ltd, Applied Mathematical Sciece Vol 9 5 o 3 7 - HIKARI Ltd wwwm-hiaricom http://dxdoiorg/988/am54884 O Poitive Defiite Solutio of the Noliear Matrix Equatio * A A I Saa'a A Zarea* Mathematical Sciece Departmet

More information

Isolated Word Recogniser

Isolated Word Recogniser Lecture 5 Iolated Word Recogitio Hidde Markov Model of peech State traitio ad aligmet probabilitie Searchig all poible aligmet Dyamic Programmig Viterbi Aligmet Iolated Word Recogitio 8. Iolated Word Recogier

More information

Confidence Intervals: Three Views Class 23, Jeremy Orloff and Jonathan Bloom

Confidence Intervals: Three Views Class 23, Jeremy Orloff and Jonathan Bloom Cofidece Iterval: Three View Cla 23, 18.05 Jeremy Orloff ad Joatha Bloom 1 Learig Goal 1. Be able to produce z, t ad χ 2 cofidece iterval baed o the correpodig tadardized tatitic. 2. Be able to ue a hypothei

More information

Statistics and Chemical Measurements: Quantifying Uncertainty. Normal or Gaussian Distribution The Bell Curve

Statistics and Chemical Measurements: Quantifying Uncertainty. Normal or Gaussian Distribution The Bell Curve Statitic ad Chemical Meauremet: Quatifyig Ucertaity The bottom lie: Do we trut our reult? Should we (or ayoe ele)? Why? What i Quality Aurace? What i Quality Cotrol? Normal or Gauia Ditributio The Bell

More information

u t u 0 ( 7) Intuitively, the maximum principles can be explained by the following observation. Recall

u t u 0 ( 7) Intuitively, the maximum principles can be explained by the following observation. Recall Oct. Heat Equatio M aximum priciple I thi lecture we will dicu the maximum priciple ad uiquee of olutio for the heat equatio.. Maximum priciple. The heat equatio alo ejoy maximum priciple a the Laplace

More information

Generalized Likelihood Functions and Random Measures

Generalized Likelihood Functions and Random Measures Pure Mathematical Sciece, Vol. 3, 2014, o. 2, 87-95 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/pm.2014.437 Geeralized Likelihood Fuctio ad Radom Meaure Chrito E. Koutzaki Departmet of Mathematic

More information

11/19/ Chapter 10 Overview. Chapter 10: Two-Sample Inference. + The Big Picture : Inference for Mean Difference Dependent Samples

11/19/ Chapter 10 Overview. Chapter 10: Two-Sample Inference. + The Big Picture : Inference for Mean Difference Dependent Samples /9/0 + + Chapter 0 Overview Dicoverig Statitic Eitio Daiel T. Laroe Chapter 0: Two-Sample Iferece 0. Iferece for Mea Differece Depeet Sample 0. Iferece for Two Iepeet Mea 0.3 Iferece for Two Iepeet Proportio

More information

REVIEW OF SIMPLE LINEAR REGRESSION SIMPLE LINEAR REGRESSION

REVIEW OF SIMPLE LINEAR REGRESSION SIMPLE LINEAR REGRESSION REVIEW OF SIMPLE LINEAR REGRESSION SIMPLE LINEAR REGRESSION I liear regreio, we coider the frequecy ditributio of oe variable (Y) at each of everal level of a ecod variable (X). Y i kow a the depedet variable.

More information

Analysis of Analytical and Numerical Methods of Epidemic Models

Analysis of Analytical and Numerical Methods of Epidemic Models Iteratioal Joural of Egieerig Reearc ad Geeral Sciece Volue, Iue, Noveber-Deceber, 05 ISSN 09-70 Aalyi of Aalytical ad Nuerical Metod of Epideic Model Pooa Kuari Aitat Profeor, Departet of Mateatic Magad

More information

IntroEcono. Discrete RV. Continuous RV s

IntroEcono. Discrete RV. Continuous RV s ItroEcoo Aoc. Prof. Poga Porchaiwiekul, Ph.D... ก ก e-mail: Poga.P@chula.ac.th Homepage: http://pioeer.chula.ac.th/~ppoga (c) Poga Porchaiwiekul, Chulalogkor Uiverity Quatitative, e.g., icome, raifall

More information

UNIVERSITY OF CALICUT

UNIVERSITY OF CALICUT Samplig Ditributio 1 UNIVERSITY OF CALICUT SCHOOL OF DISTANCE EDUCATION BSc. MATHEMATICS COMPLEMENTARY COURSE CUCBCSS 2014 Admiio oward III Semeter STATISTICAL INFERENCE Quetio Bak 1. The umber of poible

More information

M227 Chapter 9 Section 1 Testing Two Parameters: Means, Variances, Proportions

M227 Chapter 9 Section 1 Testing Two Parameters: Means, Variances, Proportions M7 Chapter 9 Sectio 1 OBJECTIVES Tet two mea with idepedet ample whe populatio variace are kow. Tet two variace with idepedet ample. Tet two mea with idepedet ample whe populatio variace are equal Tet

More information

A criterion for easiness of certain SAT-problems

A criterion for easiness of certain SAT-problems A criterio for eaie of certai SAT-problem Berd R. Schuh Dr. Berd Schuh, D-50968 Köl, Germay; berd.chuh@etcologe.de keyword: compleity, atifiability, propoitioal logic, P, NP, -i-3sat, eay/hard itace Abtract.

More information

Fig. 1: Streamline coordinates

Fig. 1: Streamline coordinates 1 Equatio of Motio i Streamlie Coordiate Ai A. Soi, MIT 2.25 Advaced Fluid Mechaic Euler equatio expree the relatiohip betwee the velocity ad the preure field i ivicid flow. Writte i term of treamlie coordiate,

More information

COMPARISONS INVOLVING TWO SAMPLE MEANS. Two-tail tests have these types of hypotheses: H A : 1 2

COMPARISONS INVOLVING TWO SAMPLE MEANS. Two-tail tests have these types of hypotheses: H A : 1 2 Tetig Hypothee COMPARISONS INVOLVING TWO SAMPLE MEANS Two type of hypothee:. H o : Null Hypothei - hypothei of o differece. or 0. H A : Alterate Hypothei hypothei of differece. or 0 Two-tail v. Oe-tail

More information

Performance-Based Plastic Design (PBPD) Procedure

Performance-Based Plastic Design (PBPD) Procedure Performace-Baed Platic Deig (PBPD) Procedure 3. Geeral A outlie of the tep-by-tep, Performace-Baed Platic Deig (PBPD) procedure follow, with detail to be dicued i ubequet ectio i thi chapter ad theoretical

More information

Explicit scheme. Fully implicit scheme Notes. Fully implicit scheme Notes. Fully implicit scheme Notes. Notes

Explicit scheme. Fully implicit scheme Notes. Fully implicit scheme Notes. Fully implicit scheme Notes. Notes Explicit cheme So far coidered a fully explicit cheme to umerically olve the diffuio equatio: T + = ( )T + (T+ + T ) () with = κ ( x) Oly table for < / Thi cheme i ometime referred to a FTCS (forward time

More information

Heat Equation: Maximum Principles

Heat Equation: Maximum Principles Heat Equatio: Maximum Priciple Nov. 9, 0 I thi lecture we will dicu the maximum priciple ad uiquee of olutio for the heat equatio.. Maximum priciple. The heat equatio alo ejoy maximum priciple a the Laplace

More information

ELEC 372 LECTURE NOTES, WEEK 4 Dr. Amir G. Aghdam Concordia University

ELEC 372 LECTURE NOTES, WEEK 4 Dr. Amir G. Aghdam Concordia University ELEC 37 LECTURE NOTES, WEE 4 Dr Amir G Aghdam Cocordia Uiverity Part of thee ote are adapted from the material i the followig referece: Moder Cotrol Sytem by Richard C Dorf ad Robert H Bihop, Pretice Hall

More information

LECTURE 2 LEAST SQUARES CROSS-VALIDATION FOR KERNEL DENSITY ESTIMATION

LECTURE 2 LEAST SQUARES CROSS-VALIDATION FOR KERNEL DENSITY ESTIMATION Jauary 3 07 LECTURE LEAST SQUARES CROSS-VALIDATION FOR ERNEL DENSITY ESTIMATION Noparametric kerel estimatio is extremely sesitive to te coice of badwidt as larger values of result i averagig over more

More information

Generalized Fibonacci Like Sequence Associated with Fibonacci and Lucas Sequences

Generalized Fibonacci Like Sequence Associated with Fibonacci and Lucas Sequences Turkih Joural of Aalyi ad Number Theory, 4, Vol., No. 6, 33-38 Available olie at http://pub.ciepub.com/tjat//6/9 Sciece ad Educatio Publihig DOI:.69/tjat--6-9 Geeralized Fiboacci Like Sequece Aociated

More information

On the Signed Domination Number of the Cartesian Product of Two Directed Cycles

On the Signed Domination Number of the Cartesian Product of Two Directed Cycles Ope Joural of Dicrete Mathematic, 205, 5, 54-64 Publihed Olie July 205 i SciRe http://wwwcirporg/oural/odm http://dxdoiorg/0426/odm2055005 O the Siged Domiatio Number of the Carteia Product of Two Directed

More information

It should be unbiased, or approximately unbiased. Variance of the variance estimator should be small. That is, the variance estimator is stable.

It should be unbiased, or approximately unbiased. Variance of the variance estimator should be small. That is, the variance estimator is stable. Chapter 10 Variace Estimatio 10.1 Itroductio Variace estimatio is a importat practical problem i survey samplig. Variace estimates are used i two purposes. Oe is the aalytic purpose such as costructig

More information

On The Computation Of Weighted Shapley Values For Cooperative TU Games

On The Computation Of Weighted Shapley Values For Cooperative TU Games O he Computatio Of Weighted hapley Value For Cooperative U Game Iriel Draga echical Report 009-0 http://www.uta.edu/math/preprit/ Computatio of Weighted hapley Value O HE COMPUAIO OF WEIGHED HAPLEY VALUE

More information

A Tail Bound For Sums Of Independent Random Variables And Application To The Pareto Distribution

A Tail Bound For Sums Of Independent Random Variables And Application To The Pareto Distribution Applied Mathematic E-Note, 9009, 300-306 c ISSN 1607-510 Available free at mirror ite of http://wwwmaththuedutw/ ame/ A Tail Boud For Sum Of Idepedet Radom Variable Ad Applicatio To The Pareto Ditributio

More information

CHAPTER 6. Confidence Intervals. 6.1 (a) y = 1269; s = 145; n = 8. The standard error of the mean is = s n = = 51.3 ng/gm.

CHAPTER 6. Confidence Intervals. 6.1 (a) y = 1269; s = 145; n = 8. The standard error of the mean is = s n = = 51.3 ng/gm. } CHAPTER 6 Cofidece Iterval 6.1 (a) y = 1269; = 145; = 8. The tadard error of the mea i SE ȳ = = 145 8 = 51.3 g/gm. (b) y = 1269; = 145; = 30. The tadard error of the mea i ȳ = 145 = 26.5 g/gm. 30 6.2

More information

Chapter 6 Principles of Data Reduction

Chapter 6 Principles of Data Reduction Chapter 6 for BST 695: Special Topics i Statistical Theory. Kui Zhag, 0 Chapter 6 Priciples of Data Reductio Sectio 6. Itroductio Goal: To summarize or reduce the data X, X,, X to get iformatio about a

More information

EULER-MACLAURIN SUM FORMULA AND ITS GENERALIZATIONS AND APPLICATIONS

EULER-MACLAURIN SUM FORMULA AND ITS GENERALIZATIONS AND APPLICATIONS EULER-MACLAURI SUM FORMULA AD ITS GEERALIZATIOS AD APPLICATIOS Joe Javier Garcia Moreta Graduate tudet of Phyic at the UPV/EHU (Uiverity of Baque coutry) I Solid State Phyic Addre: Practicate Ada y Grijalba

More information

Chapter 1 Econometrics

Chapter 1 Econometrics Chapter Ecoometric There are o exercie or applicatio i Chapter. 0 Pearo Educatio, Ic. Publihig a Pretice Hall Chapter The Liear Regreio Model There are o exercie or applicatio i Chapter. 0 Pearo Educatio,

More information

Confidence Intervals. Confidence Intervals

Confidence Intervals. Confidence Intervals A overview Mot probability ditributio are idexed by oe me parameter. F example, N(µ,σ 2 ) B(, p). I igificace tet, we have ued poit etimat f parameter. F example, f iid Y 1,Y 2,...,Y N(µ,σ 2 ), Ȳ i a poit

More information

Discrete-Time Systems, LTI Systems, and Discrete-Time Convolution

Discrete-Time Systems, LTI Systems, and Discrete-Time Convolution EEL5: Discrete-Time Sigals ad Systems. Itroductio I this set of otes, we begi our mathematical treatmet of discrete-time s. As show i Figure, a discrete-time operates or trasforms some iput sequece x [

More information

Chapter 9: Hypothesis Testing

Chapter 9: Hypothesis Testing Chapter 9: Hypothei Tetig Chapter 5 dicued the cocept of amplig ditributio ad Chapter 8 dicued how populatio parameter ca be etimated from a ample. 9. Baic cocept Hypothei Tetig We begi by makig a tatemet,

More information

5.1 Review of Singular Value Decomposition (SVD)

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

More information

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

On the Positive Definite Solutions of the Matrix Equation X S + A * X S A = Q

On the Positive Definite Solutions of the Matrix Equation X S + A * X S A = Q The Ope Applied Mathematic Joural 011 5 19-5 19 Ope Acce O the Poitive Defiite Solutio of the Matrix Equatio X S + A * X S A = Q Maria Adam * Departmet of Computer Sciece ad Biomedical Iformatic Uiverity

More information

A tail bound for sums of independent random variables : application to the symmetric Pareto distribution

A tail bound for sums of independent random variables : application to the symmetric Pareto distribution A tail boud for um of idepedet radom variable : applicatio to the ymmetric Pareto ditributio Chritophe Cheeau To cite thi verio: Chritophe Cheeau. A tail boud for um of idepedet radom variable : applicatio

More information

100(1 α)% confidence interval: ( x z ( sample size needed to construct a 100(1 α)% confidence interval with a margin of error of w:

100(1 α)% confidence interval: ( x z ( sample size needed to construct a 100(1 α)% confidence interval with a margin of error of w: Stat 400, ectio 7. Large Sample Cofidece Iterval ote by Tim Pilachowki a Large-Sample Two-ided Cofidece Iterval for a Populatio Mea ectio 7.1 redux The poit etimate for a populatio mea µ will be a ample

More information

Statistical Intervals Based on a Single Sample (Devore Chapter Seven)

Statistical Intervals Based on a Single Sample (Devore Chapter Seven) Statitical Iterval Baed o a Sigle Sample Devore Chapter Seve MATH-252-01: robability ad Statitic II Sprig 2018 Cotet 0 Itroductio 1 0.1 Motivatio...................... 1 0.2 Remider of Notatio................

More information

Chapter 1 ASPECTS OF MUTIVARIATE ANALYSIS

Chapter 1 ASPECTS OF MUTIVARIATE ANALYSIS Chapter ASPECTS OF MUTIVARIATE ANALYSIS. Itroductio Defiitio Wiipedia: Multivariate aalyi MVA i baed o the tatitical priciple of multivariate tatitic which ivolve obervatio ad aalyi of more tha oe tatitical

More information

Sequences, Mathematical Induction, and Recursion. CSE 2353 Discrete Computational Structures Spring 2018

Sequences, Mathematical Induction, and Recursion. CSE 2353 Discrete Computational Structures Spring 2018 CSE 353 Discrete Computatioal Structures Sprig 08 Sequeces, Mathematical Iductio, ad Recursio (Chapter 5, Epp) Note: some course slides adopted from publisher-provided material Overview May mathematical

More information

Questions about the Assignment. Describing Data: Distributions and Relationships. Measures of Spread Standard Deviation. One Quantitative Variable

Questions about the Assignment. Describing Data: Distributions and Relationships. Measures of Spread Standard Deviation. One Quantitative Variable Quetio about the Aigmet Read the quetio ad awer the quetio that are aked Experimet elimiate cofoudig variable Decribig Data: Ditributio ad Relatiohip GSS people attitude veru their characteritic ad poue

More information

ME 410 MECHANICAL ENGINEERING SYSTEMS LABORATORY REGRESSION ANALYSIS

ME 410 MECHANICAL ENGINEERING SYSTEMS LABORATORY REGRESSION ANALYSIS ME 40 MECHANICAL ENGINEERING REGRESSION ANALYSIS Regreio problem deal with the relatiohip betwee the frequec ditributio of oe (depedet) variable ad aother (idepedet) variable() which i (are) held fied

More information

Reasons for Sampling. Forest Sampling. Scales of Measurement. Scales of Measurement. Sampling Error. Sampling - General Approach

Reasons for Sampling. Forest Sampling. Scales of Measurement. Scales of Measurement. Sampling Error. Sampling - General Approach Foret amplig Aver & Burkhart, Chpt. & Reao for amplig Do NOT have the time or moe to do a complete eumeratio Remember that the etimate of the populatio parameter baed o a ample are ot accurate, therefore

More information

Collective Support Recovery for Multi-Design Multi-Response Linear Regression

Collective Support Recovery for Multi-Design Multi-Response Linear Regression IEEE TRANACTION ON INFORMATION THEORY, VOL XX, NO XX, XX 4 Collective upport Recovery for Multi-Deig Multi-Repoe Liear Regreio eiguag ag, Yigbi Liag, Eric P Xig Abtract The multi-deig multi-repoe MDMR

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

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 16 11/04/2013. Ito integral. Properties

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 16 11/04/2013. Ito integral. Properties MASSACHUSES INSIUE OF ECHNOLOGY 6.65/15.7J Fall 13 Lecture 16 11/4/13 Ito itegral. Propertie Cotet. 1. Defiitio of Ito itegral. Propertie of Ito itegral 1 Ito itegral. Exitece We cotiue with the cotructio

More information

Grant MacEwan University STAT 151 Formula Sheet Final Exam Dr. Karen Buro

Grant MacEwan University STAT 151 Formula Sheet Final Exam Dr. Karen Buro Grat MacEwa Uiverity STAT 151 Formula Sheet Fial Exam Dr. Kare Buro Decriptive Statitic Sample Variace: = i=1 (x i x) 1 = Σ i=1x i (Σ i=1 x i) 1 Sample Stadard Deviatio: = Sample Variace = Media: Order

More information

Statistical treatment of test results

Statistical treatment of test results SCAN-G :07 Revied 007 Pulp, paper ad board Statitical treatmet of tet reult 0 Itroductio The value of tatitical method lie i the fact that they make it poible to iterpret tet reult accordig to trictly

More information

Math 475, Problem Set #12: Answers

Math 475, Problem Set #12: Answers Math 475, Problem Set #12: Aswers A. Chapter 8, problem 12, parts (b) ad (d). (b) S # (, 2) = 2 2, sice, from amog the 2 ways of puttig elemets ito 2 distiguishable boxes, exactly 2 of them result i oe

More information

On the 2-Domination Number of Complete Grid Graphs

On the 2-Domination Number of Complete Grid Graphs Ope Joural of Dicrete Mathematic, 0,, -0 http://wwwcirporg/oural/odm ISSN Olie: - ISSN Prit: - O the -Domiatio Number of Complete Grid Graph Ramy Shahee, Suhail Mahfud, Khame Almaea Departmet of Mathematic,

More information

Formula Sheet. December 8, 2011

Formula Sheet. December 8, 2011 Formula Sheet December 8, 2011 Abtract I type thi for your coveice. There may be error. Ue at your ow rik. It i your repoible to check it i correct or ot before uig it. 1 Decriptive Statitic 1.1 Cetral

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

The Random Walk For Dummies

The Random Walk For Dummies The Radom Walk For Dummies Richard A Mote Abstract We look at the priciples goverig the oe-dimesioal discrete radom walk First we review five basic cocepts of probability theory The we cosider the Beroulli

More information

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function.

It is always the case that unions, intersections, complements, and set differences are preserved by the inverse image of a function. MATH 532 Measurable Fuctios Dr. Neal, WKU Throughout, let ( X, F, µ) be a measure space ad let (!, F, P ) deote the special case of a probability space. We shall ow begi to study real-valued fuctios defied

More information

Last time: Completed solution to the optimum linear filter in real-time operation

Last time: Completed solution to the optimum linear filter in real-time operation 6.3 tochatic Etimatio ad Cotrol, Fall 4 ecture at time: Completed olutio to the oimum liear filter i real-time operatio emi-free cofiguratio: t D( p) F( p) i( p) dte dp e π F( ) F( ) ( ) F( p) ( p) 4444443

More information

(3) If you replace row i of A by its sum with a multiple of another row, then the determinant is unchanged! Expand across the i th row:

(3) If you replace row i of A by its sum with a multiple of another row, then the determinant is unchanged! Expand across the i th row: Math 50-004 Tue Feb 4 Cotiue with sectio 36 Determiats The effective way to compute determiats for larger-sized matrices without lots of zeroes is to ot use the defiitio, but rather to use the followig

More information

Lecture 30: Frequency Response of Second-Order Systems

Lecture 30: Frequency Response of Second-Order Systems Lecture 3: Frequecy Repoe of Secod-Order Sytem UHTXHQF\ 5HVSRQVH RI 6HFRQGUGHU 6\VWHPV A geeral ecod-order ytem ha a trafer fuctio of the form b + b + b H (. (9.4 a + a + a It ca be table, utable, caual

More information

Economics 241B Relation to Method of Moments and Maximum Likelihood OLSE as a Maximum Likelihood Estimator

Economics 241B Relation to Method of Moments and Maximum Likelihood OLSE as a Maximum Likelihood Estimator Ecoomics 24B Relatio to Method of Momets ad Maximum Likelihood OLSE as a Maximum Likelihood Estimator Uder Assumptio 5 we have speci ed the distributio of the error, so we ca estimate the model parameters

More information

Tools Hypothesis Tests

Tools Hypothesis Tests Tool Hypothei Tet The Tool meu provide acce to a Hypothei Tet procedure that calculate cofidece iterval ad perform hypothei tet for mea, variace, rate ad proportio. It i cotrolled by the dialog box how

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

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015

University of Washington Department of Chemistry Chemistry 453 Winter Quarter 2015 Uiversity of Wasigto Departmet of Cemistry Cemistry 453 Witer Quarter 15 Lecture 14. /11/15 Recommeded Text Readig: Atkis DePaula: 9.1, 9., 9.3 A. Te Equipartitio Priciple & Eergy Quatizatio Te Equipartio

More information

Statistical Equations

Statistical Equations Statitical Equatio You are permitted to ue the iformatio o thee page durig your eam. Thee page are ot guarateed to cotai all the iformatio you will eed. If you fid iformatio which you believe hould be

More information

Optimal Search for Efficient Estimator of Finite Population Mean Using Auxiliary Information

Optimal Search for Efficient Estimator of Finite Population Mean Using Auxiliary Information America Joural of Operatioal Reearch 04, 4(): 8-34 DOI: 0.593/j.ajor.04040.03 Optimal Search for Efficiet Etimator of Fiite Populatio Mea Uig Auiliary Iformatio Subhah Kumar Yadav, S. S. Mihra,*, Suredra

More information

Chapter 8.2. Interval Estimation

Chapter 8.2. Interval Estimation Chapter 8.2. Iterval Etimatio Baic of Cofidece Iterval ad Large Sample Cofidece Iterval 1 Baic Propertie of Cofidece Iterval Aumptio: X 1, X 2,, X are from Normal ditributio with a mea of µ ad tadard deviatio.

More information

Fractional parts and their relations to the values of the Riemann zeta function

Fractional parts and their relations to the values of the Riemann zeta function Arab. J. Math. (08) 7: 8 http://doi.org/0.007/40065-07-084- Arabia Joural of Mathematic Ibrahim M. Alabdulmohi Fractioal part ad their relatio to the value of the Riema zeta fuctio Received: 4 Jauary 07

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

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

Widely used? average out effect Discrete Prior. Examplep. More than one observation. using MVUE (sample mean) yy 1 = 3.2, y 2 =2.2, y 3 =3.6, y 4 =4.

Widely used? average out effect Discrete Prior. Examplep. More than one observation. using MVUE (sample mean) yy 1 = 3.2, y 2 =2.2, y 3 =3.6, y 4 =4. Dicrete Prior for (μ Widely ued? average out effect Dicrete Prior populatio td i kow equally likely or ubjective weight π ( μ y ~ π ( μ l( y μ π ( μ e Examplep ( μ y Set a ubjective prior ad a gueig value

More information

1it is said to be overdamped. When 1, the roots of

1it is said to be overdamped. When 1, the roots of Homework 3 AERE573 Fall 8 Due /8(M) SOLUTIO PROBLEM (4pt) Coider a D order uderdamped tem trafer fuctio H( ) ratio The deomiator i the tem characteritic polomial P( ) (a)(5pt) Ue the quadratic formula,

More information

EE 508 Lecture 6. Dead Networks Scaling, Normalization and Transformations

EE 508 Lecture 6. Dead Networks Scaling, Normalization and Transformations EE 508 Lecture 6 Dead Network Scalig, Normalizatio ad Traformatio Filter Cocept ad Termiology 2-d order polyomial characterizatio Biquadratic Factorizatio Op Amp Modelig Stability ad Itability Roll-off

More information

Assignment 1 - Solutions. ECSE 420 Parallel Computing Fall November 2, 2014

Assignment 1 - Solutions. ECSE 420 Parallel Computing Fall November 2, 2014 Aigmet - Solutio ECSE 420 Parallel Computig Fall 204 ovember 2, 204. (%) Decribe briefly the followig term, expoe their caue, ad work-aroud the idutry ha udertake to overcome their coequece: (i) Memory

More information

Chapter 7 COMBINATIONS AND PERMUTATIONS. where we have the specific formula for the binomial coefficients:

Chapter 7 COMBINATIONS AND PERMUTATIONS. where we have the specific formula for the binomial coefficients: Chapter 7 COMBINATIONS AND PERMUTATIONS We have see i the previous chapter that (a + b) ca be writte as 0 a % a & b%þ% a & b %þ% b where we have the specific formula for the biomial coefficiets: '!!(&)!

More information

Atomic Physics 4. Name: Date: 1. The de Broglie wavelength associated with a car moving with a speed of 20 m s 1 is of the order of. A m.

Atomic Physics 4. Name: Date: 1. The de Broglie wavelength associated with a car moving with a speed of 20 m s 1 is of the order of. A m. Name: Date: Atomic Pysics 4 1. Te de Broglie wavelegt associated wit a car movig wit a speed of 0 m s 1 is of te order of A. 10 38 m. B. 10 4 m. C. 10 4 m. D. 10 38 m.. Te diagram below sows tree eergy

More information

A New Estimator Using Auxiliary Information in Stratified Adaptive Cluster Sampling

A New Estimator Using Auxiliary Information in Stratified Adaptive Cluster Sampling Ope Jourl of ttitic, 03, 3, 78-8 ttp://d.doi.org/0.436/oj.03.3403 Publied Olie eptember 03 (ttp://www.cirp.org/jourl/oj) New Etimtor Uig uilir Iformtio i trtified dptive Cluter mplig Nippor Cutim *, Moc

More information

Lecture 2: April 3, 2013

Lecture 2: April 3, 2013 TTIC/CMSC 350 Mathematical Toolkit Sprig 203 Madhur Tulsiai Lecture 2: April 3, 203 Scribe: Shubhedu Trivedi Coi tosses cotiued We retur to the coi tossig example from the last lecture agai: Example. Give,

More information

DESIGN BASED PREDICTION IN SIMPLE RANDOM SAMPLING WITH APPLICATION TO RANDOM EFFECTS

DESIGN BASED PREDICTION IN SIMPLE RANDOM SAMPLING WITH APPLICATION TO RANDOM EFFECTS DEIG BAED PREDICTIO I IMPLE RADOM AMPLIG WITH APPLICATIO TO RADOM EFFECT Edward J. taek III Departmet of Biostatistics ad Epidemiology, PH Uiversity of Massachusetts at Amherst, UA Julio da Motta iger

More information