Introductory Statistics: Class 2

INTRODUCTORY STATISTICS: class 2
SatoshiMiyata,Ph.D.
Announcements
Homework 1: posted and due on 10/17/2014.
Lecture notes 1 & 2: posted.
Office hour: C601 Visiting Faculty Office

Friday 14:00-15:00
10/17/2014
AU14Statistics:class2
Flowchartofdataanalysis
Objective
Sampling
Descriptivestatistic
(Numerical&Graphicalsummary)
Summary
Selectionofmodel
Modification
model
(Regression,ANOVA,etc.)
Inferentialstatistics
Modelbuilding
Modeldiagnostics
(diagnosisofmodelassumptions)
Decision&Report
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Basicdefinitions
Population:Collectionofobjectsofinterest.
Parameter:Characteristicunknownconstantof
thepopulation.
Sample:Partofthepopulation.
Samplingframe:Listingoftheindividualstobe
sampled.
Variable:Randomquantityinthepopulation.
Statistic:Quantitycalculatedfromthesample.
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BasicParadigm
Samplingframe
Samplingmethod
Sampling
Population
Sample
Calculation
Inference
Parameter
Statistic
Objectofinterest
Basedon Variable
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ProcedureofDataAnalysis
Objective
Population,Sample,Samplingframe,
Variable,Parameter,Statistic
Sampling
Census,SimpleRandom,Convenience,VoluntaryResponse
Randomizetoavoidbias.
Summary
NumericalSummary.(Mean,Median,Variance,s.d.,etc.)
GraphicalSummary.(Histogram,Boxplot,etc.)
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ProcedureofDataAnalysis(cont.)
ModelBuilding
Estimation,HypothesisTesting
ANOVA,Regression,etc.
Diagnostics
Checkthemodelassumptions
Report
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TypesofSamplingMethods
Census:Allindividualsinthepopulationare
sampled.
SimpleRandomSampling(SRS):Allindividualsin
thepopulationhaveequalchancetobesampled.
ConvenienceSampling:Individualsaresampled
fromaspecificpartofthepopulation.
VoluntaryResponseSampling:Samplesare
obtainedonlyfromvoluntaryresponses.
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Biasduetosamplingmethods
Allindividualsinthepopulationshouldhaveequalchance
tobesampled.
Census
SRS
unbiasedbutdifficult
unbiased (desirable)
Convenience maybebiased
Popula on
Samplingframe
Voluntary
maybebiased
Inthepreviousexample,thepopulationandthesampling
framearedifferent.Theresultmaybebiased.
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BranchesofStatistics
Descriptivestatistics:tosummarizeanddescribe
importantfeaturesofthedata.
Inferentialstatistics:togeneralizethesample
informationanddrawaconclusionaboutthe
population.
Descriptivestatisticssummarizestheshapeofthe
distributionofthedata.
Location
Variation
Skewness,outliers,shapeofdistribution,etc.
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10
Numericalsummary:Location
x1, x2 ,, xn beobservations.
Let
n :numberofobservations.
1
Mean: x n i 1 xi
n
x1
Median:Sort,andlet
x1, x2 ,, xn
x2 xn .
if n is odd,
xn 1 2
~
x
xn 2 xn 21 2 if n is even.
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Propertiesofmeanandmedian
Mean x ismoresensitivetooutliersthan
~
median.
x
Distribution of x
Symmetric
Skew to left
Skew to right
x~
x
x~
x
x~
x
Letbeaconstant.
c
yi xi c, zi cxi
y x c, z cx , ~
y~
x c, ~
z c~
x
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12
Numericalsummary:Location(cont.)
Percentile:k%percentileisthepointthatk%ofthe
samplesarebelowand(100k)%ofthesamplesareabove.
Quartile:1st quartile=25%percentile,
3rd quartile=75%percentile.
Trimmedmean:k%trimmedmeaniscalculatedby
discardingthelowerandhigherk%ofthedata.
Fivenumberssummary:minimum,1stquartile,median,
3rdquartile,maximum.
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13
SampleRcode:
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> x <- rnorm(100)## 100 random numbers ##

>
> mean(x)## mean ##
[1] -0.3011125
>
> median(x)## median ##
[1] -0.2836064
>
> quantile(x)## quantile ##
0%
25%
50%
75%
100%
-2.6852655 -0.8990262 -0.2836064 0.4137969 1.9382667
>
> quantile(x, 0.1)## 10% percentile ##
10%
-1.480168
>
> mean(x, trim=0.1)## 10% trimmed mean ##
[1] -0.2875766
> mean(x, trim=0.5)## 50% trimmed mean ##
[1] -0.2836064
>
> summary(x)## Five numbers summary ##
Min. 1st Qu. Median Mean 3rd Qu. Max.
-2.6850 -0.8990 -0.2836 -0.3011 0.4138 1.9380
14
Numericalsummary:Variation
Variance:averageofsquareddistancebetweenindividual
observationsandasamplemean.
2
x
i1 i
n
s
2
Standarddeviation:
n 1
S xx
n 1
s s2
FourthSpread(InterQuartileRange):
fs =(3rd quartile 1st quartile)
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Propertiesofvarianceands.d.
s 0, s 0.
Letbeaconstant.
c
2
yi xi c, zi cxi ,
var( y ) var( x),

var( z ) c 2 var( x), s.d.( z ) | c | s.d.( x).
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SampleRcode:
> var(x)## variance ##
[1] 0.9881656
>
> sd(x)## standard deviation ##
[1] 0.9940652
> sqrt(var(x))
[1] 0.9940652
>
> IQR(x) ## inter quantile distance ##
[1] 1.312823
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GraphicalSummary:Histogram
100
0
50
Frequency
150
Classes/Bins:Subintervalofthesamplerange
Frequency:#ofobservationsineachbin.
RelativeFrequency:=Frequency/Totalnumberof
observations.
Histogram:Barchartofthefrequencyortherelative
frequency.
-3
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-2
-1
18
TypesofHistogramShapes
100
50
0
50
Frequency
150
100 150 200
bimodal
Frequency
unimordal and symmetric
-3 -2
-1
-2
300
100
0
100
Frequency
300
left skewed
Frequency
right skewed
10
15
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20
25
-15
-10
-5
19
HistogrambyR
> hist(x)
10
0
Frequency
15
20
Histogram of x
-2
-1
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20
GraphicalSummary:Boxplot
Thelowerandtheupperedgesofthe"box"areat1st and
3rd quartiles.Thecenterlineisatthemedian.Thelower
andtheupper"whiskers"arebasicallyatmin.andmax.
maximum
3rd quartile
median
Inter quartile range
1st quartile
minimum
boxplot(x)
skew to left
400
0
20
0
-20 -10
skew to right
-10
10
30
15
heavy tails
-10
-5
-10
-15
-1
10
15
10
-5
skew to left
20
symmetric
10
300
100
5
1
5
0
-1
200
Frequency
15
10
Frequency
15
10
Frequency
20
15
10
5
Frequency
-3
heavy tails
20
skew to right
25
symmetric
21
500
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22
TipsonR
TocopygraphicsontoPowerPointorWORD,etc:
1. Rightcrickonthegraphicswindow.
2. SelectCopyasmetafilefromapulldownmenu.
3. PasteitonPPTorawordprocessor.
TosaveRcodeorprogram:
1. Youmaywriteaprogramfirstonatexteditor.Then
copyandpasteitinR.
2. InR,selectFilemenuandgotoNewscript.
Thenwrite,copyandpasteaprogramonREditor.
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23

Introductory Statistics: Class 2

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INTRODUCTORY STATISTICS: class 2

Homework 1: posted and due on 10/17/2014.

Lecture notes 1 & 2: posted.

Office hour: C601 Visiting Faculty Office

> x <- rnorm(100)## 100 random numbers ##

var( y ) var( x),

100 150 200

unimordal and symmetric

Inter quartile range

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