HYPOTHESIS TESTING. four steps

Size: px
Start display at page:

Download "HYPOTHESIS TESTING. four steps"

Transcription

1 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 Compe he es saisic. 4. Ierpre he resls. someimes hae fie seps if wa o iclde CIs. Sae he hypohesis. 2. Se he crierio for rejecig H Compe he es saisic. 4. Cofidece ieral. 5. Ierpre he resls. 2 3 SAMPLING DISTRIBUTION freqecy of di ere r ales, gie a poplaio parameer o sally a ormal disribio! ofe skewed o he lef or he righ cao fid area der cre! FISHER z TRANSFORM formla for creaig ew saisic z r 0 2 log +r B C A r where log e is he aral logarihm fcio also someimes desigaed as l We ge hese rasformed ales from he r o z 0 Calclaor FISHER z TRANSFORM for large samples, he samplig disribio of z r is ormally disribed (regardless of he ale of ) wih a mea z 2 log e + ad wih sadard error (sadard deiaio of he samplig disribio) s zr 3 where is he sample size 0 C A 4 5 6

2 CONFIDENCE INTERVAL Sppose we fid r 0.6 from a sample of size 30. BildCI 90. (e.g. family icome ad aides abo democraic childrearig) calclae sadard error s zr fid he criical ale from Ierse Normal Disribio Calclaor we fid ha he criical ale is.645 cosrc ieral i z r ales ad he coer back o r ales CI saisic ± (criical ale) (sadard error) CI 90 z r ± (.645)(s zr ) CI ± (.645)(0.92) CI 90 (0.393,.025) coer z r CI 90 io r, correlaio coe cies se he r o z 0 Calclaor i reerse z r 0.393! r z r.025! r so, i erms of r ales CI 90 (0.374, 0.772) A SPECIAL CASE Las ime we oed ha while we eeded Fisher s z rasformaio o coer he samplig disribio io a ormal disribio i is o ecessary for esig 0 0 EXAMPLE 32scorescalclaedoge r Sae he hypohesis. H 0 : 0,H a : Se he crierio for rejecig H Compe he es saisic r r2 ( 0.375) Use he -disribio Calclaor wih df 30ocompehep-ale p rejec H 0 4. Cosrc he cofidece ieral. 5. Ierpre he resls. BE CAREFUL!!! we js coclded ha we ca rejec H 0,whichmeasweaccephe saeme H a : 6 0 whe we cosrc a cofidece ieral we shold se he Fisher z rasform (we js coclded ha 6 0,sowe wold o wa o se he disribio o make he cofidece ieral) eeryhig is js like las ime. coer r! z r 2. Calclae CI i z rasformed scores. 3. Coer z r! r o ge CI i r scores 2

3 Cosrc he cofidece ieral Sice 0.05, we cosrc a 95% cofidece ieral cosrc ieral i z r ales ad he coer back o r ales CI saisic ± (criical ale) (sadard error) CI 95 z r ± (c)(s zr ) We fid he c sig he Ierse Normal Disribio Calclaor (se Area.05, ad choose Oside) c adr 0.375, so c.960 ad z r s zr plg i he iformaio CI ± (.960)(0.85) CI 95 ( 0.034, ) (i Fisher z scores) coer o r ales wih r o z 0 Calclaor CI 95 ( 0.30, 0.640) oe: 0 is o i he ieral, cosise wih hypohesis es! 4 PROPORTIONS may imes we wa o kow wha proporio (P )ofapoplaiohasa cerai rai Ow a phoe. Are a democra. Are a repblica. Ow a comper.... dichoomos poplaio (hae rai or do o) perceages 5 PROPORTIONS we ca ake a radom sample ad calclae a sample proporio p we ca es hypoheses abo he poplaio parameer P e.g. H 0 : P 0.5 H a : P he samplig disribio of p is he biomial disribio for large samples i is ery close o he ormal disribio STANDARD ERROR a esimae of he sadard error of he samplig disribio is: sadard error of he sample proporio s p P poplaioproporiopossessig characerisic Q P poplaioproporio o possessig characerisic samplesize ow we ca apply he echiqes of hypohesis esig! MIND READING Iamgoigopickoeofhefollowig words as a special word Yo ry o read my mid as o which oe is special wrie i dow o a shee of paper. I ll wrie dow my chose word o a shee of paper COMPUTER STEREO BICYCLE STAPLER BOOKCASE DESK 6 7 8

4 MIND READING Now, I ell yo my special word, ad we fid o how may of yo were correc. We are measrig p, he sample proporio we ca es wheher yo ca read my mid () Sae he hypohesis he ll hypohesis is ha yo cao read my mid, so we say ha H 0 : P H a : P where 0.67 is wha yo wold ge js by gessig s p MIND READING (2) Fid he criical ale we ll se 0.0 (3) Compe he es saisic (0.67)(0.833) z p P s p Which we plg i o he Normal Disribio Calclaor o fid he p-ale (4) Make a decisio 0.39 PEPSI CHALLENGE seeral years ago Pepsi sposored he Pepsi Challege where yo sampled Coke ad Pepsi ad decided which ased beer afer esig hdreds of people, hey fod ha more ha half he Coke drikers preferred Pepsi (63%) how wold we es o see if he proporio of people who preferred Pepsi oer Coke was a sigifica proporio (di ere from chace)? HYPOTHESIS Sep. Sae he hypohesis. by chace we wold expec he proporio of people ha preferred Pepsi wold be 50% H 0 : P 0.5 H a : P Le s sppose 300peoplewere esed CRITERION Sep 2. Se he crierio for rejecio. Le s se or leel of sigificace a 0.05, wo-ailed es Sep 3. Compe he es saisic. Sppose he sample proporio is p ad he sadard error of he sample proporio is: s p (0.5)(0.5) TEST STATISTIC he es saisic is: z p P s p We se he Normal Disribio Calclaor o compe p 0 we ca rejec H 0!

5 Sep 4. Cosrc cofidece ierals Sice we chose 0.05, we cosrc cofidece ierals wih leel of cofidece 0.95 The criical ale z c is fod from he Ierse Normal Disribio Calclaor z c.96 so CI 95 p ± (.96)(s p) Sice we rejeced H 0,wemsrecompehesadard error by sig he esimae from he sample s p pq (0.63)(0.37) CI ± (.96)(0.048) CI 95 (0.54, 0.72) which does o iclde he chace leel P 0.5 INTERPRETATION wha if we had failed o rejec H 0? (se P ad Q P isead of p ad q, respeciely) Sep 5. Ierpre he resls. H 0 is rejeced a he 0.05 sigificace leel The probabiliy of geig p 0.63 from a radom sample of 300 people, if P 0.5, is less ha The obsered di erece is a sigifica di erece. [Noe: I js made p he mber 300. p 0.63 is he mber gie by Pepsi.] CONCLUSIONS cofidece ierals for correlaios (carefl!) esig sigificace of proporios cofidece ierals for proporios NEXT TIME more hypohesis esig comparig meas from wo samples Why do we le people die? 28

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

HYPOTHESIS TESTING. four steps. 1. State the hypothesis. 2. Set the criterion for rejecting. 3. Compute the test statistics. 4. Interpret the results.

HYPOTHESIS TESTING. four steps. 1. State the hypothesis. 2. Set the criterion for rejecting. 3. Compute the test statistics. 4. Interpret the results. Inrodcion o Saisics in Psychology PSY Professor Greg Francis Lecre 23 Hypohesis esing for correlaions Is here a correlaion beween homework and exam grades? for seps. Sae he hypohesis. 2. Se he crierion

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

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

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

UNIT 1: ANALYTICAL METHODS FOR ENGINEERS

UNIT 1: ANALYTICAL METHODS FOR ENGINEERS UNIT : ANALYTICAL METHODS FOR ENGINEERS Ui code: A// QCF Level: Credi vale: OUTCOME TUTORIAL SERIES Ui coe Be able o aalyse ad model egieerig siaios ad solve problems sig algebraic mehods Algebraic mehods:

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

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

CORRELATION. two variables may be related. SAT scores, GPA hours in therapy, self-esteem grade on homeworks, grade on exams

CORRELATION. two variables may be related. SAT scores, GPA hours in therapy, self-esteem grade on homeworks, grade on exams Inrodcion o Saisics in sychology SY 1 rofessor Greg Francis Lecre 1 correlaion How changes in one ariable correspond o change in anoher ariable. wo ariables may be relaed SAT scores, GA hors in herapy,

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

CORRELATION. two variables may be related. SAT scores, GPA hours in therapy, self-esteem grade on homeworks, grade on exams

CORRELATION. two variables may be related. SAT scores, GPA hours in therapy, self-esteem grade on homeworks, grade on exams Inrodcion o Saisics in sychology SY 1 rofessor Greg Francis Lecre 1 correlaion Did I damage my dagher s eyes? CORRELATION wo ariables may be relaed SAT scores, GA hors in herapy, self-eseem grade on homeworks,

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

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

Math 10B: Mock Mid II. April 13, 2016

Math 10B: Mock Mid II. April 13, 2016 Name: Soluions Mah 10B: Mock Mid II April 13, 016 1. ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True.

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

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

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

Mixture of a New Integral Transform and Homotopy Perturbation Method for Solving Nonlinear Partial Differential Equations

Mixture of a New Integral Transform and Homotopy Perturbation Method for Solving Nonlinear Partial Differential Equations Adaces i Pre Mahemaics,,, 7- hp://d.doi.org/.46/apm..45 Pblished Olie May (hp://www.scirp.org/joral/apm) Mire of a New Iegral Trasform ad omoopy Perrbaio Mehod for Solig Noliear Parial Differeial Eqaios

More information

Financial Econometrics Jeffrey R. Russell Midterm Winter 2009 SOLUTIONS

Financial Econometrics Jeffrey R. Russell Midterm Winter 2009 SOLUTIONS Name SOLUTIONS Financial Economerics Jeffrey R. Russell Miderm Winer 009 SOLUTIONS You have 80 minues o complee he exam. Use can use a calculaor and noes. Try o fi all your work in he space provided. If

More information

Final Exam Applied Econometrics

Final Exam Applied Econometrics Fal Eam Appled Ecoomercs. 0 Sppose we have he followg regresso resl: Depede Varable: SAT Sample: 437 Iclded observaos: 437 Whe heeroskedasc-cosse sadard errors & covarace Varable Coeffce Sd. Error -Sasc

More information

Economics 8723 Macroeconomic Theory Problem Set 2 Professor Sanjay Chugh Spring 2017

Economics 8723 Macroeconomic Theory Problem Set 2 Professor Sanjay Chugh Spring 2017 Deparme of Ecoomics The Ohio Sae Uiversiy Ecoomics 8723 Macroecoomic Theory Problem Se 2 Professor Sajay Chugh Sprig 207 Labor Icome Taxes, Nash-Bargaied Wages, ad Proporioally-Bargaied Wages. I a ecoomy

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

ECE-314 Fall 2012 Review Questions

ECE-314 Fall 2012 Review Questions ECE-34 Fall 0 Review Quesios. A liear ime-ivaria sysem has he ipu-oupu characerisics show i he firs row of he diagram below. Deermie he oupu for he ipu show o he secod row of he diagram. Jusify your aswer.

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

Lecture 8 April 18, 2018

Lecture 8 April 18, 2018 Sas 300C: Theory of Saisics Sprig 2018 Lecure 8 April 18, 2018 Prof Emmauel Cades Scribe: Emmauel Cades Oulie Ageda: Muliple Tesig Problems 1 Empirical Process Viewpoi of BHq 2 Empirical Process Viewpoi

More information

CSE 241 Algorithms and Data Structures 10/14/2015. Skip Lists

CSE 241 Algorithms and Data Structures 10/14/2015. Skip Lists CSE 41 Algorihms ad Daa Srucures 10/14/015 Skip Liss This hadou gives he skip lis mehods ha we discussed i class. A skip lis is a ordered, doublyliked lis wih some exra poiers ha allow us o jump over muliple

More information

2 f(x) dx = 1, 0. 2f(x 1) dx d) 1 4t t6 t. t 2 dt i)

2 f(x) dx = 1, 0. 2f(x 1) dx d) 1 4t t6 t. t 2 dt i) Mah PracTes Be sure o review Lab (ad all labs) There are los of good quesios o i a) Sae he Mea Value Theorem ad draw a graph ha illusraes b) Name a impora heorem where he Mea Value Theorem was used i he

More information

Solutions to selected problems from the midterm exam Math 222 Winter 2015

Solutions to selected problems from the midterm exam Math 222 Winter 2015 Soluios o seleced problems from he miderm eam Mah Wier 5. Derive he Maclauri series for he followig fucios. (cf. Pracice Problem 4 log( + (a L( d. Soluio: We have he Maclauri series log( + + 3 3 4 4 +...,

More information

λiv Av = 0 or ( λi Av ) = 0. In order for a vector v to be an eigenvector, it must be in the kernel of λi

λiv Av = 0 or ( λi Av ) = 0. In order for a vector v to be an eigenvector, it must be in the kernel of λi Liear lgebra Lecure #9 Noes This week s lecure focuses o wha migh be called he srucural aalysis of liear rasformaios Wha are he irisic properies of a liear rasformaio? re here ay fixed direcios? The discussio

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

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

th m m m m central moment : E[( X X) ] ( X X) ( x X) f ( x)

th m m m m central moment : E[( X X) ] ( X X) ( x X) f ( x) 1 Trasform Techiques h m m m m mome : E[ ] x f ( x) dx h m m m m ceral mome : E[( ) ] ( ) ( x) f ( x) dx A coveie wa of fidig he momes of a radom variable is he mome geeraig fucio (MGF). Oher rasform echiques

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

The ray paths and travel times for multiple layers can be computed using ray-tracing, as demonstrated in Lab 3.

The ray paths and travel times for multiple layers can be computed using ray-tracing, as demonstrated in Lab 3. C. Trael me cures for mulple reflecors The ray pahs ad rael mes for mulple layers ca be compued usg ray-racg, as demosraed Lab. MATLAB scrp reflec_layers_.m performs smple ray racg. (m) ref(ms) ref(ms)

More information

Unit Root Time Series. Univariate random walk

Unit Root Time Series. Univariate random walk Uni Roo ime Series Univariae random walk Consider he regression y y where ~ iid N 0, he leas squares esimae of is: ˆ yy y y yy Now wha if = If y y hen le y 0 =0 so ha y j j If ~ iid N 0, hen y ~ N 0, he

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

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

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

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

More information

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

Math 6710, Fall 2016 Final Exam Solutions

Math 6710, Fall 2016 Final Exam Solutions Mah 67, Fall 6 Fial Exam Soluios. Firs, a sude poied ou a suble hig: if P (X i p >, he X + + X (X + + X / ( evaluaes o / wih probabiliy p >. This is roublesome because a radom variable is supposed o be

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

LIMITS OF FUNCTIONS (I)

LIMITS OF FUNCTIONS (I) LIMITS OF FUNCTIO (I ELEMENTARY FUNCTIO: (Elemeary fucios are NOT piecewise fucios Cosa Fucios: f(x k, where k R Polyomials: f(x a + a x + a x + a x + + a x, where a, a,..., a R Raioal Fucios: f(x P (x,

More information

1. Solve by the method of undetermined coefficients and by the method of variation of parameters. (4)

1. Solve by the method of undetermined coefficients and by the method of variation of parameters. (4) 7 Differeial equaios Review Solve by he mehod of udeermied coefficies ad by he mehod of variaio of parameers (4) y y = si Soluio; we firs solve he homogeeous equaio (4) y y = 4 The correspodig characerisic

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

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

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

More information

Derivatives of Inverse Trig Functions

Derivatives of Inverse Trig Functions Derivaives of Inverse Trig Fncions Ne we will look a he erivaives of he inverse rig fncions. The formlas may look complicae, b I hink yo will fin ha hey are no oo har o se. Yo will js have o be carefl

More information

Ideal Amplifier/Attenuator. Memoryless. where k is some real constant. Integrator. System with memory

Ideal Amplifier/Attenuator. Memoryless. where k is some real constant. Integrator. System with memory Liear Time-Ivaria Sysems (LTI Sysems) Oulie Basic Sysem Properies Memoryless ad sysems wih memory (saic or dyamic) Causal ad o-causal sysems (Causaliy) Liear ad o-liear sysems (Lieariy) Sable ad o-sable

More information

Administrivia. Administrivia. Visual motion. CMPSCI 370: Intro. to Computer Vision. Optical flow

Administrivia. Administrivia. Visual motion. CMPSCI 370: Intro. to Computer Vision. Optical flow Admiisriia Fial eam: Thrsda, Ma 5, -3pm, Hasbrock 3 Reiew sessio poll Thrsda, April 8, 4-5pm, Locaio: TDB Tesda, Ma 3, 4-5pm, Locaio: TDB CMPSC 370: ro. o Comper Visio Reiew oes are posed o Moodle Opical

More information

Optical flow. Visual motion. Motion and perceptual organization. Motion and perceptual organization. Subhransu Maji. CMPSCI 670: Computer Vision

Optical flow. Visual motion. Motion and perceptual organization. Motion and perceptual organization. Subhransu Maji. CMPSCI 670: Computer Vision Visal moio Opical flow Sbhras Maji CMPSC 670: Comper Visio Ocober 0, 06 Ma slides adaped from S. Seiz, R. Szeliski, M. Pollefes CMPSC 670 Moio ad percepal orgaizaio Moio ad percepal orgaizaio Someimes,

More information

Moment Generating Function

Moment Generating Function 1 Mome Geeraig Fucio m h mome m m m E[ ] x f ( x) dx m h ceral mome m m m E[( ) ] ( ) ( x ) f ( x) dx Mome Geeraig Fucio For a real, M () E[ e ] e k x k e p ( x ) discree x k e f ( x) dx coiuous Example

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

CHAPTER 2. Problem 2.1. Given: m k = k 1. Determine the weight of the table sec (b)

CHAPTER 2. Problem 2.1. Given: m k = k 1. Determine the weight of the table sec (b) CHPTER Problem. Give: m T π 0. 5 sec (a) T m 50 g π. Deermie he weigh of he able. 075. sec (b) Taig he raio of Eq. (b) o Eq. (a) ad sqarig he resl gives or T T mg m 50 g m 50 5. 40 lbs 50 0.75. 5 m g 0.5.

More information

Chapter 23: Inferences About Means

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

More information

Scalar Conservation Laws

Scalar Conservation Laws MATH-459 Nmerical Mehods for Conservaion Laws by Prof. Jan S. Heshaven Solion se : Scalar Conservaion Laws Eercise. The inegral form of he scalar conservaion law + f ) = is given in Eq. below. ˆ 2, 2 )

More information

Let s express the absorption of radiation by dipoles as a dipole correlation function.

Let s express the absorption of radiation by dipoles as a dipole correlation function. MIT Deparme of Chemisry 5.74, Sprig 004: Iroducory Quaum Mechaics II Isrucor: Prof. Adrei Tokmakoff p. 81 Time-Correlaio Fucio Descripio of Absorpio Lieshape Le s express he absorpio of radiaio by dipoles

More information

Overview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions

Overview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions Chapter 9 Slide Ifereces from Two Samples 9- Overview 9- Ifereces about Two Proportios 9- Ifereces about Two Meas: Idepedet Samples 9-4 Ifereces about Matched Pairs 9-5 Comparig Variatio i Two Samples

More information

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

Extremal graph theory II: K t and K t,t

Extremal graph theory II: K t and K t,t Exremal graph heory II: K ad K, Lecure Graph Theory 06 EPFL Frak de Zeeuw I his lecure, we geeralize he wo mai heorems from he las lecure, from riagles K 3 o complee graphs K, ad from squares K, o complee

More information

Math 140 Introductory Statistics

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

More information

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

STAT431 Review. X = n. n )

STAT431 Review. X = n. n ) STAT43 Review I. Results related to ormal distributio Expected value ad variace. (a) E(aXbY) = aex bey, Var(aXbY) = a VarX b VarY provided X ad Y are idepedet. Normal distributios: (a) Z N(, ) (b) X N(µ,

More information

Section 8 Convolution and Deconvolution

Section 8 Convolution and Deconvolution APPLICATIONS IN SIGNAL PROCESSING Secio 8 Covoluio ad Decovoluio This docume illusraes several echiques for carryig ou covoluio ad decovoluio i Mahcad. There are several operaors available for hese fucios:

More information

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

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

More information

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

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

More information

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

Actuarial Society of India

Actuarial Society of India Acuarial Sociey of Idia EXAMINAIONS Jue 5 C4 (3) Models oal Marks - 5 Idicaive Soluio Q. (i) a) Le U deoe he process described by 3 ad V deoe he process described by 4. he 5 e 5 PU [ ] PV [ ] ( e ).538!

More information

Srednicki Chapter 20

Srednicki Chapter 20 Srednicki Chaper QFT Problems & Solions. George Ocober 4, Srednicki.. Verify eqaion.7. Using eqaion.7,., and he fac ha m = in his limi, or ask is o evalae his inegral:! x x x dx dx dx x sx + x + x + x

More information

Mathematical Notation Math Introduction to Applied Statistics

Mathematical Notation Math Introduction to Applied Statistics Mathematical Notatio Math 113 - Itroductio to Applied Statistics Name : Use Word or WordPerfect to recreate the followig documets. Each article is worth 10 poits ad ca be prited ad give to the istructor

More information

- E < p. ˆ p q ˆ E = q ˆ = 1 - p ˆ = sample proportion of x failures in a sample size of n. where. x n sample proportion. population proportion

- E < p. ˆ p q ˆ E = q ˆ = 1 - p ˆ = sample proportion of x failures in a sample size of n. where. x n sample proportion. population proportion 1 Chapter 7 ad 8 Review for Exam Chapter 7 Estimates ad Sample Sizes 2 Defiitio Cofidece Iterval (or Iterval Estimate) a rage (or a iterval) of values used to estimate the true value of the populatio parameter

More information

independence of the random sample measurements, we have U = Z i ~ χ 2 (n) with σ / n 1. Now let W = σ 2. We then have σ 2 (x i µ + µ x ) 2 i =1 ( )

independence of the random sample measurements, we have U = Z i ~ χ 2 (n) with σ / n 1. Now let W = σ 2. We then have σ 2 (x i µ + µ x ) 2 i =1 ( ) MATH 48 Chi-Square Aalysis of a Normal Stadard Deviatio Dr Neal, WKU We ow shall use the chi-square distriutios to aalyze the stadard deviatio of a measuremet that is kow to e ormally distriuted The proof

More information

Electrical Engineering Department Network Lab.

Electrical Engineering Department Network Lab. Par:- Elecrical Egieerig Deparme Nework Lab. Deermiaio of differe parameers of -por eworks ad verificaio of heir ierrelaio ships. Objecive: - To deermie Y, ad ABD parameers of sigle ad cascaded wo Por

More information

BRIDGE ESTIMATOR AS AN ALTERNATIVE TO DICKEY- PANTULA UNIT ROOT TEST

BRIDGE ESTIMATOR AS AN ALTERNATIVE TO DICKEY- PANTULA UNIT ROOT TEST The 0 h Ieraioal Days of Saisics ad Ecoomics Prague Sepember 8-0 06 BRIDGE ESTIMATOR AS AN ALTERNATIVE TO DICKEY- PANTULA UNIT ROOT TEST Hüseyi Güler Yeliz Yalҫi Çiğdem Koşar Absrac Ecoomic series may

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

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

PH2130 Mathematical Methods Lab 3. z x

PH2130 Mathematical Methods Lab 3. z x PH130 Mahemaical Mehods Lab 3 This scrip shold keep yo bsy for he ne wo weeks. Yo shold aim o creae a idy and well-srcred Mahemaica Noebook. Do inclde plenifl annoaions o show ha yo know wha yo are doing,

More information

Calculus BC 2015 Scoring Guidelines

Calculus BC 2015 Scoring Guidelines AP Calculus BC 5 Scorig Guidelies 5 The College Board. College Board, Advaced Placeme Program, AP, AP Ceral, ad he acor logo are regisered rademarks of he College Board. AP Ceral is he official olie home

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

Licenciatura de ADE y Licenciatura conjunta Derecho y ADE. Hoja de ejercicios 2 PARTE A

Licenciatura de ADE y Licenciatura conjunta Derecho y ADE. Hoja de ejercicios 2 PARTE A Licenciaura de ADE y Licenciaura conjuna Derecho y ADE Hoja de ejercicios PARTE A 1. Consider he following models Δy = 0.8 + ε (1 + 0.8L) Δ 1 y = ε where ε and ε are independen whie noise processes. In

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

Section 5: Chain Rule

Section 5: Chain Rule Chaper The Derivaive Applie Calculus 11 Secion 5: Chain Rule There is one more ype of complicae funcion ha we will wan o know how o iffereniae: composiion. The Chain Rule will le us fin he erivaive of

More information

ASSESSING GOODNESS OF FIT

ASSESSING GOODNESS OF FIT ASSESSING GOODNESS OF FIT 1. Iroducio Ofe imes we have some daa ad wa o es if a paricular model (or model class) is a good fi. For isace, i is commo o make ormaliy assumpios for simpliciy, bu ofe i is

More information

C(p, ) 13 N. Nuclear reactions generate energy create new isotopes and elements. Notation for stellar rates: p 12

C(p, ) 13 N. Nuclear reactions generate energy create new isotopes and elements. Notation for stellar rates: p 12 Iroducio o sellar reacio raes Nuclear reacios geerae eergy creae ew isoopes ad elemes Noaio for sellar raes: p C 3 N C(p,) 3 N The heavier arge ucleus (Lab: arge) he ligher icomig projecile (Lab: beam)

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

1 Inferential Methods for Correlation and Regression Analysis

1 Inferential Methods for Correlation and Regression Analysis 1 Iferetial Methods for Correlatio ad Regressio Aalysis I the chapter o Correlatio ad Regressio Aalysis tools for describig bivariate cotiuous data were itroduced. The sample Pearso Correlatio Coefficiet

More information

MA238 Assignment 4 Solutions (part a)

MA238 Assignment 4 Solutions (part a) (i) Sigle sample tests. Questio. MA38 Assigmet 4 Solutios (part a) (a) (b) (c) H 0 : = 50 sq. ft H A : < 50 sq. ft H 0 : = 3 mpg H A : > 3 mpg H 0 : = 5 mm H A : 5mm Questio. (i) What are the ull ad alterative

More 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

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

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

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

More information

20. Applications of the Genetic-Drift Model

20. Applications of the Genetic-Drift Model 0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0

More information

Exam II Review. CEE 3710 November 15, /16/2017. EXAM II Friday, November 17, in class. Open book and open notes.

Exam II Review. CEE 3710 November 15, /16/2017. EXAM II Friday, November 17, in class. Open book and open notes. Exam II Review CEE 3710 November 15, 017 EXAM II Friday, November 17, i class. Ope book ad ope otes. Focus o material covered i Homeworks #5 #8, Note Packets #10 19 1 Exam II Topics **Will emphasize material

More information

(7 One- and Two-Sample Estimation Problem )

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

More information

Working with Two Populations. Comparing Two Means

Working with Two Populations. Comparing Two Means Workig with Two Populatios Comparig Two Meas Coditios for Two-Sample Iferece The data are from two radom samples from two distict idepedet populatios. Normality. Two sample t procedures are more robust

More information

NEWTON S SECOND LAW OF MOTION

NEWTON S SECOND LAW OF MOTION Course and Secion Dae Names NEWTON S SECOND LAW OF MOTION The acceleraion of an objec is defined as he rae of change of elociy. If he elociy changes by an amoun in a ime, hen he aerage acceleraion during

More information

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles

Diebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance

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

Lecture 12: Multiple Hypothesis Testing

Lecture 12: Multiple Hypothesis Testing ECE 830 Fall 00 Saisical Signal Processing insrucor: R. Nowak, scribe: Xinjue Yu Lecure : Muliple Hypohesis Tesing Inroducion In many applicaions we consider muliple hypohesis es a he same ime. Example

More information

1.225J J (ESD 205) Transportation Flow Systems

1.225J J (ESD 205) Transportation Flow Systems .5J J ESD 5 Trasporaio Flow Sysems Lecre 3 Modelig Road Traffic Flow o a Li Prof. Ismail Chabii ad Prof. Amedeo Odoi Lecre 3 Olie Time-Space Diagrams ad Traffic Flow Variables Irodcio o Li Performace Models

More information

Chapter 18: Sampling Distribution Models

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

More information

MATH 31B: MIDTERM 2 REVIEW. x 2 e x2 2x dx = 1. ue u du 2. x 2 e x2 e x2] + C 2. dx = x ln(x) 2 2. ln x dx = x ln x x + C. 2, or dx = 2u du.

MATH 31B: MIDTERM 2 REVIEW. x 2 e x2 2x dx = 1. ue u du 2. x 2 e x2 e x2] + C 2. dx = x ln(x) 2 2. ln x dx = x ln x x + C. 2, or dx = 2u du. MATH 3B: MIDTERM REVIEW JOE HUGHES. Inegraion by Pars. Evaluae 3 e. Soluion: Firs make he subsiuion u =. Then =, hence 3 e = e = ue u Now inegrae by pars o ge ue u = ue u e u + C and subsiue he definiion

More information