Research Design - - Topic 2 Inferential Statistics: The t-test 2010 R.C. Gardner, Ph.D. Independent t-test

Size: px
Start display at page:

Download "Research Design - - Topic 2 Inferential Statistics: The t-test 2010 R.C. Gardner, Ph.D. Independent t-test"

Transcription

1 Research Desig - - Topic Ifereial aisics: The -es 00 R.C. Garer, Ph.D. Geeral Raioale Uerlyig he -es (Garer & Tremblay, 007, Ch. ) The Iepee -es The Correlae (paire) -es Effec ize a Power (Kirk, 995, pp 58-6; Cohe, 988, Ch. ) igle ample -es (Gosse, ue,908) Two sample -es (Fisher,95) ( X µ ) ( X µ ) saar error of he ifferece ( X Iepee -es µ ) ( X X X Whe H o : True X X µ ) X X X X X X X µ s / If variaces are heerogeeous X X a egrees of freeom are esimae usig he Welch esimae If variaces are homogeeous, compue a poole esimae ( )² ( )² X X X X p The: X P X P wih egrees of freeom - Tess for Heerogeeiy of Variace Levee s (960) es of Heerogeeiy of Variace ivolves a aalysis of variace of he absolue eviaios of each score from is group mea. If he mea absolue eviaios iffer sigificaly i his wo group case, i suggess ha he variaces iffer sigificaly. Uer his coiio, oe shoul use he -es for iepee variaces; oherwise, he -es wih poole esimaes shoul be use. Degrees of Freeom Welch (98) egrees of freeom for iepee variace esimaes f ( ) ( ) Degrees of freeom for poole variace esimae f

2 Daa for he Iepee -es Daa Eior for he Iepee -es Group 6 Mea aar Deviaio Usig CLOPE o ru P -es Clope Click a hope ha you o wha you wa o o. Eer P, Pu aa i he Daa Eior, Click o: Aalyze Compare Meas Iepee-amples T es. This preses he followig wiow Whe you specify he values ieifyig aa i groups a, he Coiue box will arke, a whe you click i, he program reurs o he previous wiow. Clickig o OK prouces he followig resuls. 7 8

3 P Ru for a Iepee -es GET FILE'F:\PYCH50\aaforiepeees.sav'. DATAET NAME Daae WINDOWFRONT. T-TET GROUP gp( ) /MIING ANALYI /VARIABLE x /CRITERIA CI(.95). x gp Group aisics. Error N Mea. Deviaio Mea Assumpios: Iepee -es Iepee Raom amplig: The samples are iepeely a raomly obaie from he populaios of ieres. Normaliy: The wo populaios are each ormally isribue. Homogeeiy of variace: The variaces are equal i he wo populaios. Iepee amples Tes x Equal variaces assume Equal variaces o assume Levee's Tes for Equaliy of Variaces -es for Equaliy of Meas 95% Cofiece Ierval of he Differece Mea. Error F ig. f ig. (-aile) Differece Differece Lower Upper Null Hypohesis: The populaio meas are ieical. Tha is: H 0 : µ µ 0 X X X X X Paire -es ( X Bu he aa are correlae, hus: Therefore X r r µ ) ( X X X XX X µ ) X Mea Daa for he Paire -es X X where f

4 Daa Eior for he Paire -es Usig CLOPE o ru he Paire -es Eer P, Pu aa i he Daa Eior, Click o: Aalyze Compare Meas Paire-amples T es. This preses he followig wiow P Ru for a Paire -es GET FILE'F:\PYCH50\aaforpairees.sav'. DATAET NAME Daae WINDOWFRONT. T-TET PAIR x WITH x (PAIRED) /CRITERIA CI(.95) /MIING ANALYI. Pair x x Paire amples aisics. Error Mea N. Deviaio Mea Pair x - x Paire amples Tes Paire Differeces 95% Cofiece Ierval of he. Error Differece ig. Mea. Deviaio Mea Lower Upper f (-aile) Paire amples Correlaios Pair x & x N Correlaio ig

5 Assumpios: Paire -es Iepee raom samplig: The pairs of observaios are iepeely a raomly obaie from he populaio of ieres. Normaliy: The iffereces bewee he pairs of observaios are ormally isribue i he populaio of iffereces. Null Hypohesis: The mea ifferece i he populaio is 0. Tha is: H 0 : µ 0 Or is equivale: H 0 : µ -µ 0 7 Effec ize a Power Cohe (988) saes i is coveie o use he erm effec size o mea he egree o which he pheomeo is prese i he populaio or he egree o which he ull hypohesis is false. (p.0-). Wih respec o he -es, he propose: µ µ σ Esimae for he Iepee -es Esimae for he paire -es Where: mall.0 Meium.50 Large.80 X X X X poole 8 Power esimaes ca be obaie usig he Cohe (988) Tex or compue usig he GPower. program which ca be owloae from: hp:// GPower. calculaes power esimaes for mos saisics of ieres o psychologiss. I has wo ypes of applicaio:. Poshoc permis oe o eermie he power associae wih a give sample a effec size.. A priori permis oe o eermie he sample size for a give power a effec size (o available for all proceures). 9 Refereces Cohe, J. (988). aisical Power for he Behavioral cieces ( e.) Hillsale, NJ: Lawrece Erlbaum. Fisher, R.A. (95). Applicaios of ue s isribuio. Mero, 5, Levee, H. (960). Robus ess for equaliy of variaces. I I. Olkis (e.) Coribuios o probabiliy a saisics. afor, CA: afor Uiversiy Press. ue (908) The probable error of a mea. Biomerika, 6, -5. Welch, B.L. (98). The sigificace of he ifferece bewee wo meas whe he populaio variaces are uequal. Biomerika, 9,

Chapter Chapter 10 Two-Sample Tests X 1 X 2. Difference Between Two Means: Different data sources Unrelated. Learning Objectives

Chapter Chapter 10 Two-Sample Tests X 1 X 2. Difference Between Two Means: Different data sources Unrelated. Learning Objectives Chaper 0 0- Learig Objecives I his chaper, you lear how o use hypohesis esig for comparig he differece bewee: Chaper 0 Two-ample Tess The meas of wo idepede populaios The meas of wo relaed populaios The

More information

t = s D Overview of Tests Two-Sample t-test: Independent Samples Independent Samples t-test Difference between Means in a Two-sample Experiment

t = s D Overview of Tests Two-Sample t-test: Independent Samples Independent Samples t-test Difference between Means in a Two-sample Experiment Overview of Te Two-Sample -Te: Idepede Sample Chaper 4 z-te Oe Sample -Te Relaed Sample -Te Idepede Sample -Te Compare oe ample o a populaio Compare wo ample Differece bewee Mea i a Two-ample Experime

More information

Statistical Estimation

Statistical Estimation Learig Objecives Cofidece Levels, Iervals ad T-es Kow he differece bewee poi ad ierval esimaio. Esimae a populaio mea from a sample mea f large sample sizes. Esimae a populaio mea from a sample mea f small

More information

Review - Week 10. There are two types of errors one can make when performing significance tests:

Review - Week 10. There are two types of errors one can make when performing significance tests: Review - Week Read: Chaper -3 Review: There are wo ype of error oe ca make whe performig igificace e: Type I error The ull hypohei i rue, bu we miakely rejec i (Fale poiive) Type II error The ull hypohei

More information

Modified Ratio and Product Estimators for Estimating Population Mean in Two-Phase Sampling

Modified Ratio and Product Estimators for Estimating Population Mean in Two-Phase Sampling America Joural of Operaioal esearch 06, 6(3): 6-68 DOI: 0.593/j.ajor.060603.0 Moifie aio a Prouc Esimaors for Esimaig Populaio Mea i Two-Phase Samplig Subhash Kumar Yaav, Sa Gupa, S. S. Mishra 3,, Alok

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

DETERMINATION OF PARTICULAR SOLUTIONS OF NONHOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS BY DISCRETE DECONVOLUTION

DETERMINATION OF PARTICULAR SOLUTIONS OF NONHOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS BY DISCRETE DECONVOLUTION U.P.B. ci. Bull. eries A Vol. 69 No. 7 IN 3-77 DETERMINATION OF PARTIULAR OLUTION OF NONHOMOGENEOU LINEAR DIFFERENTIAL EQUATION BY DIRETE DEONVOLUTION M. I. ÎRNU e preziă o ouă meoă e eermiare a soluţiilor

More information

Page 1. Before-After Control-Impact (BACI) Power Analysis For Several Related Populations. Richard A. Hinrichsen. March 3, 2010

Page 1. Before-After Control-Impact (BACI) Power Analysis For Several Related Populations. Richard A. Hinrichsen. March 3, 2010 Page Before-Afer Corol-Impac BACI Power Aalysis For Several Relaed Populaios Richard A. Hirichse March 3, Cavea: This eperimeal desig ool is for a idealized power aalysis buil upo several simplifyig assumpios

More information

OLS bias for econometric models with errors-in-variables. The Lucas-critique Supplementary note to Lecture 17

OLS bias for econometric models with errors-in-variables. The Lucas-critique Supplementary note to Lecture 17 OLS bias for ecoomeric models wih errors-i-variables. The Lucas-criique Supplemeary oe o Lecure 7 RNy May 6, 03 Properies of OLS i RE models I Lecure 7 we discussed he followig example of a raioal expecaios

More information

xp (X = x) = P (X = 1) = θ. Hence, the method of moments estimator of θ is

xp (X = x) = P (X = 1) = θ. Hence, the method of moments estimator of θ is Exercise 7 / page 356 Noe ha X i are ii from Beroulli(θ where 0 θ a Meho of momes: Sice here is oly oe parameer o be esimae we ee oly oe equaio where we equae he rs sample mome wih he rs populaio mome,

More information

FOR 496 / 796 Introduction to Dendrochronology. Lab exercise #4: Tree-ring Reconstruction of Precipitation

FOR 496 / 796 Introduction to Dendrochronology. Lab exercise #4: Tree-ring Reconstruction of Precipitation FOR 496 Iroducio o Dedrochroology Fall 004 FOR 496 / 796 Iroducio o Dedrochroology Lab exercise #4: Tree-rig Recosrucio of Precipiaio Adaped from a exercise developed by M.K. Cleavelad ad David W. Sahle,

More information

ON THE AUTOREGRESSIVE FRACTIONAL UNIT INTEGRATED MOVING AVERAGE (ARFUIMA) PROCESS

ON THE AUTOREGRESSIVE FRACTIONAL UNIT INTEGRATED MOVING AVERAGE (ARFUIMA) PROCESS Joural of Susaiable Developme i Africa (Volume 3, No.5, 2) ISSN: 52-559 Clario Uiversiy of Pesylvaia, Clario, Pesylvaia ON THE AUTOREGRESSIVE FRACTIONAL UNIT INTEGRATED MOVING AVERAGE (ARFUIMA) PROCESS

More information

Institute of Actuaries of India

Institute of Actuaries of India Isiue of cuaries of Idia Subjec CT3-robabiliy ad Mahemaical Saisics May 008 Eamiaio INDICTIVE SOLUTION Iroducio The idicaive soluio has bee wrie by he Eamiers wih he aim of helig cadidaes. The soluios

More information

Comparing Means: t-tests for One Sample & Two Related Samples

Comparing Means: t-tests for One Sample & Two Related Samples Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion

More information

Delta Method on Bootstrapping of Autoregressive Process. Abstract

Delta Method on Bootstrapping of Autoregressive Process. Abstract Proceeigs 59h ISI Worl Saisics Cogress 5-30 Augus 03 Hog Kog (Sessio CPS04) p.3959 Dela Meho o Boosrappig of Auoregressive Process Bambag Suprihai Suryo Gurio 3 Sri Haryami 4 Uiversiy of Sriwijaya Palembag

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

Samuel Sindayigaya 1, Nyongesa L. Kennedy 2, Adu A.M. Wasike 3

Samuel Sindayigaya 1, Nyongesa L. Kennedy 2, Adu A.M. Wasike 3 Ieraioal Joural of Saisics ad Aalysis. ISSN 48-9959 Volume 6, Number (6, pp. -8 Research Idia Publicaios hp://www.ripublicaio.com The Populaio Mea ad is Variace i he Presece of Geocide for a Simple Birh-Deah-

More information

Local Influence Diagnostics of Replicated Data with Measurement Errors

Local Influence Diagnostics of Replicated Data with Measurement Errors ISSN 76-7659 Eglad UK Joural of Iformaio ad Compuig Sciece Vol. No. 8 pp.7-8 Local Ifluece Diagosics of Replicaed Daa wih Measureme Errors Jigig Lu Hairog Li Chuzheg Cao School of Mahemaics ad Saisics

More information

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests

Hypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests ECONOMICS 35* -- NOTE 8 M.G. Abbo ECON 35* -- NOTE 8 Hypohesis Tesing in he Classical Normal Linear Regression Model. Componens of Hypohesis Tess. A esable hypohesis, which consiss of wo pars: Par : a

More information

Comparisons Between RV, ARV and WRV

Comparisons Between RV, ARV and WRV Comparisos Bewee RV, ARV ad WRV Cao Gag,Guo Migyua School of Maageme ad Ecoomics, Tiaji Uiversiy, Tiaji,30007 Absrac: Realized Volailiy (RV) have bee widely used sice i was pu forward by Aderso ad Bollerslev

More information

Stationarity and Unit Root tests

Stationarity and Unit Root tests Saioari ad Ui Roo ess Saioari ad Ui Roo ess. Saioar ad Nosaioar Series. Sprios Regressio 3. Ui Roo ad Nosaioari 4. Ui Roo ess Dicke-Fller es Agmeed Dicke-Fller es KPSS es Phillips-Perro Tes 5. Resolvig

More information

A Note on Prediction with Misspecified Models

A Note on Prediction with Misspecified Models ITB J. Sci., Vol. 44 A, No. 3,, 7-9 7 A Noe o Predicio wih Misspecified Models Khresha Syuhada Saisics Research Divisio, Faculy of Mahemaics ad Naural Scieces, Isiu Tekologi Badug, Jala Gaesa Badug, Jawa

More information

11: The Analysis of Variance

11: The Analysis of Variance : The alysis of Variace. I comparig 6 populaios, here are k degrees of freedom for reames ad NOV able is show below. Source df Treames 5 Error 5 Toal 59 = 60 = 60. The. a Refer o Eercise.. The give sums

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 Marquette Uiversity MATH 700 Class 7 Daiel B. Rowe, Ph.D. Departmet of Mathematics, Statistics, a Computer Sciece Copyright 07 by D.B. Rowe Marquette Uiversity MATH 700 Agea: Recap Chapter 0.-0.3 Lecture

More information

Chapter 13: Tests of Hypothesis Section 13.1 Introduction

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

More information

Chapter 2: Time-Domain Representations of Linear Time-Invariant Systems. Chih-Wei Liu

Chapter 2: Time-Domain Representations of Linear Time-Invariant Systems. Chih-Wei Liu Caper : Time-Domai Represeaios of Liear Time-Ivaria Sysems Ci-Wei Liu Oulie Iroucio Te Covoluio Sum Covoluio Sum Evaluaio Proceure Te Covoluio Iegral Covoluio Iegral Evaluaio Proceure Iercoecios of LTI

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

STK4080/9080 Survival and event history analysis

STK4080/9080 Survival and event history analysis STK48/98 Survival ad eve hisory aalysis Marigales i discree ime Cosider a sochasic process The process M is a marigale if Lecure 3: Marigales ad oher sochasic processes i discree ime (recap) where (formally

More information

10.3 Autocorrelation Function of Ergodic RP 10.4 Power Spectral Density of Ergodic RP 10.5 Normal RP (Gaussian RP)

10.3 Autocorrelation Function of Ergodic RP 10.4 Power Spectral Density of Ergodic RP 10.5 Normal RP (Gaussian RP) ENGG450 Probabiliy ad Saisics for Egieers Iroducio 3 Probabiliy 4 Probabiliy disribuios 5 Probabiliy Desiies Orgaizaio ad descripio of daa 6 Samplig disribuios 7 Ifereces cocerig a mea 8 Comparig wo reames

More information

11: The Analysis of Variance

11: The Analysis of Variance : The Aalysis of Variace. I comparig 6 populaios, here are ANOVA able is show below. Source df Treames 5 Error 5 Toal 59 k degrees of freedom for reames ad ( ) = 60 = 60. The. a Refer o Eercise.. The give

More information

This chapter focuses on two experimental designs that are crucial to comparative studies: (1) independent samples and (2) matched pair samples.

This chapter focuses on two experimental designs that are crucial to comparative studies: (1) independent samples and (2) matched pair samples. Chapter 9 & : Comparig Two Treatmets: This chapter focuses o two eperimetal desigs that are crucial to comparative studies: () idepedet samples ad () matched pair samples Idepedet Radom amples from Two

More information

A Bayesian Approach for Detecting Outliers in ARMA Time Series

A Bayesian Approach for Detecting Outliers in ARMA Time Series WSEAS RASACS o MAEMAICS Guochao Zhag Qigmig Gui A Bayesia Approach for Deecig Ouliers i ARMA ime Series GUOC ZAG Isiue of Sciece Iformaio Egieerig Uiversiy 45 Zhegzhou CIA 94587@qqcom QIGMIG GUI Isiue

More information

F D D D D F. smoothed value of the data including Y t the most recent data.

F D D D D F. smoothed value of the data including Y t the most recent data. Module 2 Forecasig 1. Wha is forecasig? Forecasig is defied as esimaig he fuure value ha a parameer will ake. Mos scieific forecasig mehods forecas he fuure value usig pas daa. I Operaios Maageme forecasig

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

1 Notes on Little s Law (l = λw)

1 Notes on Little s Law (l = λw) Copyrigh c 26 by Karl Sigma Noes o Lile s Law (l λw) We cosider here a famous ad very useful law i queueig heory called Lile s Law, also kow as l λw, which assers ha he ime average umber of cusomers i

More information

The Central Limit Theorem

The Central Limit Theorem The Ceral Limi Theorem The ceral i heorem is oe of he mos impora heorems i probabiliy heory. While here a variey of forms of he ceral i heorem, he mos geeral form saes ha give a sufficiely large umber,

More information

Big O Notation for Time Complexity of Algorithms

Big O Notation for Time Complexity of Algorithms BRONX COMMUNITY COLLEGE of he Ciy Uiversiy of New York DEPARTMENT OF MATHEMATICS AND COMPUTER SCIENCE CSI 33 Secio E01 Hadou 1 Fall 2014 Sepember 3, 2014 Big O Noaio for Time Complexiy of Algorihms Time

More information

Outline. simplest HMM (1) simple HMMs? simplest HMM (2) Parameter estimation for discrete hidden Markov models

Outline. simplest HMM (1) simple HMMs? simplest HMM (2) Parameter estimation for discrete hidden Markov models Oulie Parameer esimaio for discree idde Markov models Juko Murakami () ad Tomas Taylor (2). Vicoria Uiversiy of Welligo 2. Arizoa Sae Uiversiy Descripio of simple idde Markov models Maximum likeliood esimae

More information

A Generalized Cost Malmquist Index to the Productivities of Units with Negative Data in DEA

A Generalized Cost Malmquist Index to the Productivities of Units with Negative Data in DEA Proceedigs of he 202 Ieraioal Coferece o Idusrial Egieerig ad Operaios Maageme Isabul, urey, July 3 6, 202 A eeralized Cos Malmquis Ide o he Produciviies of Uis wih Negaive Daa i DEA Shabam Razavya Deparme

More information

Inference of the Second Order Autoregressive. Model with Unit Roots

Inference of the Second Order Autoregressive. Model with Unit Roots Ieraioal Mahemaical Forum Vol. 6 0 o. 5 595-604 Iferece of he Secod Order Auoregressive Model wih Ui Roos Ahmed H. Youssef Professor of Applied Saisics ad Ecoomerics Isiue of Saisical Sudies ad Research

More information

O & M Cost O & M Cost

O & M Cost O & M Cost 5/5/008 Turbie Reliabiliy, Maieace ad Faul Deecio Zhe Sog, Adrew Kusiak 39 Seamas Ceer Iowa Ciy, Iowa 54-57 adrew-kusiak@uiowa.edu Tel: 39-335-5934 Fax: 39-335-5669 hp://www.icae.uiowa.edu/~akusiak Oulie

More information

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

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

More information

Institutional Assessment Report Texas Southern University College of Pharmacy and Health Sciences "P1-Aggregate Analyses of 6 cohorts ( )

Institutional Assessment Report Texas Southern University College of Pharmacy and Health Sciences P1-Aggregate Analyses of 6 cohorts ( ) Insiuional Assessmen Repor Texas Souhern Universiy College of Pharmacy and Healh Sciences "P1-Aggregae Analyses of 6 cohors (2009-14) The following analysis illusraes relaionships beween PCAT Composie

More information

BEST LINEAR FORECASTS VS. BEST POSSIBLE FORECASTS

BEST LINEAR FORECASTS VS. BEST POSSIBLE FORECASTS BEST LINEAR FORECASTS VS. BEST POSSIBLE FORECASTS Opimal ear Forecasig Alhough we have o meioed hem explicily so far i he course, here are geeral saisical priciples for derivig he bes liear forecas, ad

More information

HYPOTHESIS TESTING. four steps

HYPOTHESIS TESTING. four steps Irodcio o Saisics i Psychology PSY 20 Professor Greg Fracis Lecre 24 Correlaios ad proporios Ca yo read my mid? Par II HYPOTHESIS TESTING for seps. Sae he hypohesis. 2. Se he crierio for rejecig H 0. 3.

More information

Auto-correlation of Error Terms

Auto-correlation of Error Terms Auo-correlaio of Error Terms Pogsa Porchaiwiseskul Faculy of Ecoomics Chulalogkor Uiversiy (c) Pogsa Porchaiwiseskul, Faculy of Ecoomics, Chulalogkor Uiversiy Geeral Auo-correlaio () YXβ + ν E(ν)0 V(ν)

More information

The Moment Approximation of the First Passage Time For The Birth Death Diffusion Process with Immigraton to a Moving Linear Barrier

The Moment Approximation of the First Passage Time For The Birth Death Diffusion Process with Immigraton to a Moving Linear Barrier Rece Avaces i Auomaic Corol, oellig a Simulaio The ome Approximaio of he Firs Passage Time For The irh Deah Diffusio Process wih Immigrao o a ovig Liear arrier ASEL. AL-EIDEH Kuwai Uiversiy, College of

More information

Transient Behavior Analysis of a Finite Capacity Queue with Working Breakdowns and Server Vacations

Transient Behavior Analysis of a Finite Capacity Queue with Working Breakdowns and Server Vacations Proceeigs of he Ieraioal MuliCoferece of Egieers a Compuer Scieiss 2014 Vol II,, March 12-14, 2014, Hog Kog Trasie Behavior Aalysis of a Fiie Capaciy Queue wih Workig Breakows a Server Vacaios Dog-Yuh

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

Calculus Limits. Limit of a function.. 1. One-Sided Limits...1. Infinite limits 2. Vertical Asymptotes...3. Calculating Limits Using the Limit Laws.

Calculus Limits. Limit of a function.. 1. One-Sided Limits...1. Infinite limits 2. Vertical Asymptotes...3. Calculating Limits Using the Limit Laws. Limi of a fucio.. Oe-Sided..... Ifiie limis Verical Asympoes... Calculaig Usig he Limi Laws.5 The Squeeze Theorem.6 The Precise Defiiio of a Limi......7 Coiuiy.8 Iermediae Value Theorem..9 Refereces..

More information

Time Series, Part 1 Content Literature

Time Series, Part 1 Content Literature Time Series, Par Coe - Saioariy, auocorrelaio, parial auocorrelaio, removal of osaioary compoes, idepedece es for ime series - Liear Sochasic Processes: auoregressive (AR), movig average (MA), auoregressive

More information

A Note on Random k-sat for Moderately Growing k

A Note on Random k-sat for Moderately Growing k A Noe o Radom k-sat for Moderaely Growig k Ju Liu LMIB ad School of Mahemaics ad Sysems Sciece, Beihag Uiversiy, Beijig, 100191, P.R. Chia juliu@smss.buaa.edu.c Zogsheg Gao LMIB ad School of Mahemaics

More information

Specification of Dynamic Time Series Model with Volatile-Outlier Input Series

Specification of Dynamic Time Series Model with Volatile-Outlier Input Series America Joural of Applied Scieces 8 (): 49-53, ISSN 546-939 Sciece Publicaios Specificaio of Dyamic ime Series Model wih Volaile-Oulier Ipu Series.A. Lasisi, D.K. Shagodoyi, O.O. Sagodoyi, W.M. hupeg ad

More information

Chapter 13, Part A Analysis of Variance and Experimental Design

Chapter 13, Part A Analysis of Variance and Experimental Design Slides Prepared by JOHN S. LOUCKS St. Edward s Uiversity Slide 1 Chapter 13, Part A Aalysis of Variace ad Eperimetal Desig Itroductio to Aalysis of Variace Aalysis of Variace: Testig for the Equality of

More information

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

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

More information

) and furthermore all X. The definition of the term stationary requires that the distribution fulfills the condition:

) and furthermore all X. The definition of the term stationary requires that the distribution fulfills the condition: Assigm Thomas Aam, Spha Brumm, Haik Lor May 6 h, 3 8 h smsr, 357, 7544, 757 oblm For R b X a raom variabl havig ormal isribuio wih ma µ a variac σ (his is wri as ~ (,) X. by: R a. Is X ) a urhrmor all

More information

Confidence Interval for Standard Deviation of Normal Distribution with Known Coefficients of Variation

Confidence Interval for Standard Deviation of Normal Distribution with Known Coefficients of Variation Cofidece Iterval for tadard Deviatio of Normal Distributio with Kow Coefficiets of Variatio uparat Niwitpog Departmet of Applied tatistics, Faculty of Applied ciece Kig Mogkut s Uiversity of Techology

More information

A Multivariate CLT for Local Dependence with n &12 log n Rate and Applications to Multivariate Graph Related Statistics

A Multivariate CLT for Local Dependence with n &12 log n Rate and Applications to Multivariate Graph Related Statistics joural of mulivariae aalysis 56, 333350 (1996) aricle o. 0017 A Mulivariae CLT for Local Depeece wih &12 log Rae a Applicaios o Mulivariae Graph Relae Saisics Yosef Rio* Uiversiy of Califoria, Sa Diego

More information

Exercise 3 Stochastic Models of Manufacturing Systems 4T400, 6 May

Exercise 3 Stochastic Models of Manufacturing Systems 4T400, 6 May Exercise 3 Sochasic Models of Maufacurig Sysems 4T4, 6 May. Each week a very popular loery i Adorra pris 4 ickes. Each ickes has wo 4-digi umbers o i, oe visible ad he oher covered. The umbers are radomly

More information

July 24-25, Overview. Why the Reliability Issue is Important? Some Well-known Reliability Measures. Weibull and lognormal Probability Plots

July 24-25, Overview. Why the Reliability Issue is Important? Some Well-known Reliability Measures. Weibull and lognormal Probability Plots Par I: July 24-25, 204 Overview Why he Reliabiliy Issue is Impora? Reliabiliy Daa Paer Some Well-kow Reliabiliy Measures Weibull ad logormal Probabiliy Plos Maximum Likelihood Esimaor 2 Wha is Reliabiliy?

More information

INVESTMENT PROJECT EFFICIENCY EVALUATION

INVESTMENT PROJECT EFFICIENCY EVALUATION 368 Miljeko Crjac Domiika Crjac INVESTMENT PROJECT EFFICIENCY EVALUATION Miljeko Crjac Professor Faculy of Ecoomics Drsc Domiika Crjac Faculy of Elecrical Egieerig Osijek Summary Fiacial efficiecy of ivesme

More information

Chapter 11 Autocorrelation

Chapter 11 Autocorrelation Chaper Aocorrelaio Oe of he basic assmpio i liear regressio model is ha he radom error compoes or disrbaces are ideically ad idepedely disribed So i he model y = Xβ +, i is assmed ha σ if s = E (, s) =

More information

CSE 202: Design and Analysis of Algorithms Lecture 16

CSE 202: Design and Analysis of Algorithms Lecture 16 CSE 202: Desig ad Aalysis of Algorihms Lecure 16 Isrucor: Kamalia Chaudhuri Iequaliy 1: Marov s Iequaliy Pr(X=x) Pr(X >= a) 0 x a If X is a radom variable which aes o-egaive values, ad a > 0, he Pr[X a]

More information

A TAUBERIAN THEOREM FOR THE WEIGHTED MEAN METHOD OF SUMMABILITY

A TAUBERIAN THEOREM FOR THE WEIGHTED MEAN METHOD OF SUMMABILITY U.P.B. Sci. Bull., Series A, Vol. 78, Iss. 2, 206 ISSN 223-7027 A TAUBERIAN THEOREM FOR THE WEIGHTED MEAN METHOD OF SUMMABILITY İbrahim Çaak I his paper we obai a Tauberia codiio i erms of he weighed classical

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

Introduction to Hypothesis Testing

Introduction to Hypothesis Testing Noe for Seember, Iroducio o Hyohei Teig Scieific Mehod. Sae a reearch hyohei or oe a queio.. Gaher daa or evidece (obervaioal or eerimeal) o awer he queio. 3. Summarize daa ad e he hyohei. 4. Draw a cocluio.

More information

B. Maddah INDE 504 Simulation 09/02/17

B. Maddah INDE 504 Simulation 09/02/17 B. Maddah INDE 54 Simulaio 9/2/7 Queueig Primer Wha is a queueig sysem? A queueig sysem cosiss of servers (resources) ha provide service o cusomers (eiies). A Cusomer requesig service will sar service

More information

Skewness of Gaussian Mixture Absolute Value GARCH(1, 1) Model

Skewness of Gaussian Mixture Absolute Value GARCH(1, 1) Model Commuicaios for Saisical Applicaios ad Mehods 203, Vol. 20, No. 5, 395 404 DOI: hp://dx.doi.org/0.535/csam.203.20.5.395 Skewess of Gaussia Mixure Absolue Value GARCH(, Model Taewook Lee,a a Deparme of

More information

Fresnel Dragging Explained

Fresnel Dragging Explained Fresel Draggig Explaied 07/05/008 Decla Traill Decla@espace.e.au The Fresel Draggig Coefficie required o explai he resul of he Fizeau experime ca be easily explaied by usig he priciples of Eergy Field

More information

Group B Human

Group B Human /9/009 -Tes for wo independen samples aisical Tess A sep-by-sep guide Is here a significan difference beween he abiliies of rained homing pigeons o locae survivors a sea and he abiliies of rained human

More information

Solutions: Wednesday, November 14

Solutions: Wednesday, November 14 Amhers College Deparmen of Economics Economics 360 Fall 2012 Soluions: Wednesday, November 14 Judicial Daa: Cross secion daa of judicial and economic saisics for he fify saes in 2000. JudExp CrimesAll

More information

Testing for a Single Factor Model in the Multivariate State Space Framework

Testing for a Single Factor Model in the Multivariate State Space Framework esing for a Single Facor Model in he Mulivariae Sae Space Framework Chen C.-Y. M. Chiba and M. Kobayashi Inernaional Graduae School of Social Sciences Yokohama Naional Universiy Japan Faculy of Economics

More information

Active Learning for Accurate Estimation of Linear Models

Active Learning for Accurate Estimation of Linear Models Acive Learig for Accurae Esimaio of Liear Moels Carlos Riquelme Mohamma Ghavamzaeh Alessaro Lazaric 3 This seig is clearly relae o he problem of pure exploraio a acive learig i muli-arme bais Aos e al.,

More information

ECE 340 Lecture 15 and 16: Diffusion of Carriers Class Outline:

ECE 340 Lecture 15 and 16: Diffusion of Carriers Class Outline: ECE 340 Lecure 5 ad 6: iffusio of Carriers Class Oulie: iffusio rocesses iffusio ad rif of Carriers Thigs you should kow whe you leave Key Quesios Why do carriers diffuse? Wha haes whe we add a elecric

More information

BAYESIAN ESTIMATION METHOD FOR PARAMETER OF EPIDEMIC SIR REED-FROST MODEL. Puji Kurniawan M

BAYESIAN ESTIMATION METHOD FOR PARAMETER OF EPIDEMIC SIR REED-FROST MODEL. Puji Kurniawan M BAYESAN ESTMATON METHOD FOR PARAMETER OF EPDEMC SR REED-FROST MODEL Puji Kuriawa M447 ABSTRACT. fecious diseases is a impora healh problem i he mos of couries, belogig o doesia. Some of ifecious diseases

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

Comparing Different Estimators for Parameters of Kumaraswamy Distribution

Comparing Different Estimators for Parameters of Kumaraswamy Distribution Compaig Diffee Esimaos fo Paamees of Kumaaswamy Disibuio ا.م.د نذير عباس ابراهيم الشمري جامعة النهرين/بغداد-العراق أ.م.د نشات جاسم محمد الجامعة التقنية الوسطى/بغداد- العراق Absac: This pape deals wih compaig

More information

Development of Kalman Filter and Analogs Schemes to Improve Numerical Weather Predictions

Development of Kalman Filter and Analogs Schemes to Improve Numerical Weather Predictions Developme of Kalma Filer ad Aalogs Schemes o Improve Numerical Weaher Predicios Luca Delle Moache *, Aimé Fourier, Yubao Liu, Gregory Roux, ad Thomas Warer (NCAR) Thomas Nipe, ad Rolad Sull (UBC) Wid Eergy

More information

Convergence theorems. Chapter Sampling

Convergence theorems. Chapter Sampling Chaper Covergece heorems We ve already discussed he difficuly i defiig he probabiliy measure i erms of a experimeal frequecy measureme. The hear of he problem lies i he defiiio of he limi, ad his was se

More information

14.02 Principles of Macroeconomics Fall 2005

14.02 Principles of Macroeconomics Fall 2005 14.02 Priciples of Macroecoomics Fall 2005 Quiz 2 Tuesday, November 8, 2005 7:30 PM 9 PM Please, aswer he followig quesios. Wrie your aswers direcly o he quiz. You ca achieve a oal of 100 pois. There are

More information

UNIVERSITY OF NOTTINGHAM. Discussion Papers in Economics

UNIVERSITY OF NOTTINGHAM. Discussion Papers in Economics UNIVERSITY OF NOTTINGHAM Discussio Papers i Ecoomics Discussio Paper No. /9 JAMES-STEIN TYPE ESTIMATORS IN LARGE SAMPLES WITH APPLICATION TO THE LEAST ABSOLUTE DEVIATION ESTIMATOR by Tae-Hwa Kim ad Halber

More information

INTEGER INTERVAL VALUE OF NEWTON DIVIDED DIFFERENCE AND FORWARD AND BACKWARD INTERPOLATION FORMULA

INTEGER INTERVAL VALUE OF NEWTON DIVIDED DIFFERENCE AND FORWARD AND BACKWARD INTERPOLATION FORMULA Volume 8 No. 8, 45-54 ISSN: 34-3395 (o-lie versio) url: hp://www.ijpam.eu ijpam.eu INTEGER INTERVAL VALUE OF NEWTON DIVIDED DIFFERENCE AND FORWARD AND BACKWARD INTERPOLATION FORMULA A.Arul dass M.Dhaapal

More information

Department of Mathematical and Statistical Sciences University of Alberta

Department of Mathematical and Statistical Sciences University of Alberta MATH 4 (R) Wier 008 Iermediae Calculus I Soluios o Problem Se # Due: Friday Jauary 8, 008 Deparme of Mahemaical ad Saisical Scieces Uiversiy of Albera Quesio. [Sec.., #] Fid a formula for he geeral erm

More information

F.Y. Diploma : Sem. II [AE/CH/FG/ME/PT/PG] Applied Mathematics

F.Y. Diploma : Sem. II [AE/CH/FG/ME/PT/PG] Applied Mathematics F.Y. Diploma : Sem. II [AE/CH/FG/ME/PT/PG] Applied Mahemaics Prelim Quesio Paper Soluio Q. Aemp ay FIVE of he followig : [0] Q.(a) Defie Eve ad odd fucios. [] As.: A fucio f() is said o be eve fucio if

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

ME 3210 Mechatronics II Laboratory Lab 6: Second-Order Dynamic Response

ME 3210 Mechatronics II Laboratory Lab 6: Second-Order Dynamic Response Iroucio ME 30 Mecharoics II Laboraory Lab 6: Seco-Orer Dyamic Respose Seco orer iffereial equaios approimae he yamic respose of may sysems. I his lab you will moel a alumium bar as a seco orer Mass-Sprig-Damper

More information

HYPOTHESIS TESTING. four steps. 1. State the hypothesis and the criterion. 2. Compute the test statistic. 3. Compute the p-value. 4.

HYPOTHESIS TESTING. four steps. 1. State the hypothesis and the criterion. 2. Compute the test statistic. 3. Compute the p-value. 4. Inrodcion o Saisics in Psychology PSY Professor Greg Francis Lecre 24 Hypohesis esing for correlaions Is here a correlaion beween homework and exam grades? for seps. Sae he hypohesis and he crierion 2.

More information

S n. = n. Sum of first n terms of an A. P is

S n. = n. Sum of first n terms of an A. P is PROGREION I his secio we discuss hree impora series amely ) Arihmeic Progressio (A.P), ) Geomeric Progressio (G.P), ad 3) Harmoic Progressio (H.P) Which are very widely used i biological scieces ad humaiies.

More information

Wednesday, November 7 Handout: Heteroskedasticity

Wednesday, November 7 Handout: Heteroskedasticity Amhers College Deparmen of Economics Economics 360 Fall 202 Wednesday, November 7 Handou: Heeroskedasiciy Preview Review o Regression Model o Sandard Ordinary Leas Squares (OLS) Premises o Esimaion Procedures

More information

An EOQ Model for Weibull Deteriorating Items with. Power Demand and Partial Backlogging

An EOQ Model for Weibull Deteriorating Items with. Power Demand and Partial Backlogging . J. oemp. Mah. Scieces, Vol. 5, 00, o. 38, 895-904 A EOQ Moel for Weibull Deerioraig ems wih Power Dema a Parial Backloggig. K. ripahy* a L. M. Praha ** *Deparme of Saisics, Sambalpur Uiversiy, Jyoi Vihar

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

Elementary Statistics

Elementary Statistics Two Samle Mea Cha08 Dr. Ghamary Page Elemetary Statitic M. Ghamary, Ph.D. Chater 8 Tet of Hyothei a Cofiece Iterval for Two Samle Two Samle Mea Cha08 Dr. Ghamary Page Tet of Hyothei for Two amle: A Statitical

More information

Effect of Measurement Errors on the Separate and Combined Ratio and Product Estimators in Stratified Random Sampling

Effect of Measurement Errors on the Separate and Combined Ratio and Product Estimators in Stratified Random Sampling Joural of Moder Applied Saiical Meods Volume 9 Issue Aricle 8 --00 Effec of Measureme Errors o e Separae ad ombied Raio ad Produc Eimaors i Sraified Radom Samplig Housila P Sig Vikram Uiversiy Ujjai Idia

More information

David Randall. ( )e ikx. k = u x,t. u( x,t)e ikx dx L. x L /2. Recall that the proof of (1) and (2) involves use of the orthogonality condition.

David Randall. ( )e ikx. k = u x,t. u( x,t)e ikx dx L. x L /2. Recall that the proof of (1) and (2) involves use of the orthogonality condition. ! Revised April 21, 2010 1:27 P! 1 Fourier Series David Radall Assume ha u( x,) is real ad iegrable If he domai is periodic, wih period L, we ca express u( x,) exacly by a Fourier series expasio: ( ) =

More information

Detection of Level Change (LC) Outlier in GARCH (1, 1) Processes

Detection of Level Change (LC) Outlier in GARCH (1, 1) Processes Proceedigs of he 8h WSEAS I. Cof. o NON-LINEAR ANALYSIS, NON-LINEAR SYSTEMS AND CHAOS Deecio of Level Chage () Oulier i GARCH (, ) Processes AZAMI ZAHARIM, SITI MERIAM ZAHID, MOHAMMAD SAID ZAINOL AND K.

More information

Pure Math 30: Explained!

Pure Math 30: Explained! ure Mah : Explaied! www.puremah.com 6 Logarihms Lesso ar Basic Expoeial Applicaios Expoeial Growh & Decay: Siuaios followig his ype of chage ca be modeled usig he formula: (b) A = Fuure Amou A o = iial

More information

A note on deviation inequalities on {0, 1} n. by Julio Bernués*

A note on deviation inequalities on {0, 1} n. by Julio Bernués* A oe o deviaio iequaliies o {0, 1}. by Julio Berués* Deparameo de Maemáicas. Faculad de Ciecias Uiversidad de Zaragoza 50009-Zaragoza (Spai) I. Iroducio. Le f: (Ω, Σ, ) IR be a radom variable. Roughly

More information

Chapter 9 Autocorrelation

Chapter 9 Autocorrelation Chaper 9 Aocorrelaio Oe of he basic assmpios i liear regressio model is ha he radom error compoes or disrbaces are ideically ad idepedely disribed So i he model y = Xβ +, i is assmed ha σ if s = E (, s)

More information

A Two-Level Quantum Analysis of ERP Data for Mock-Interrogation Trials. Michael Schillaci Jennifer Vendemia Robert Buzan Eric Green

A Two-Level Quantum Analysis of ERP Data for Mock-Interrogation Trials. Michael Schillaci Jennifer Vendemia Robert Buzan Eric Green A Two-Level Quaum Aalysis of ERP Daa for Mock-Ierrogaio Trials Michael Schillaci Jeifer Vedemia Rober Buza Eric Gree Oulie Experimeal Paradigm 4 Low Workload; Sigle Sessio; 39 8 High Workload; Muliple

More information

On stability of first order linear impulsive differential equations

On stability of first order linear impulsive differential equations Ieraioal Joural of aisics ad Applied Mahemaics 218; 3(3): 231-236 IN: 2456-1452 Mahs 218; 3(3): 231-236 218 as & Mahs www.mahsoural.com Received: 18-3-218 Acceped: 22-4-218 IM Esuabaa Deparme of Mahemaics,

More information