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Lecture 6 N
Lecture 6 N
Normal distributions Two parameters Bell-shaped, symmetric about mean Standardizing transformation
from to
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Normal distributions
Standard normal distribution Table 3 for evaluating the upper tail probability Table 4 for evaluating the upper percentile
Exponential distributions
If the number of events happened within a given period follows Poisson distribution, then the time between two successive events will follow the exponential distribution
STAT 101 -- Part V 2
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inference Point estimation Determine the distribution of sample mean Study the Central-Limit Theorem Some sampling distributions
Chi-square
t-distribution F-distribution
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Introduction
Unlike the probability discussed in the previous sections, the exact values of population parameters (mean, variance, or proportion) are not known. By sampling from the population, we can use the sample data to draw inferences or generalities about the population parameters from an analysis of the sample data.
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Definition
Statistical inference deals with drawing generalizations about population parameters from an analysis of the sample data. The two most important types of inferences are: Estimation of parameters Point estimation Confidence interval estimation Testing of statistical hypotheses
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How is a specific random sample results used to estimate the population mean? You may use different point estimators, such as Sample mean Median Weighted mean Geometric mean Mode Average of smallest and largest observations Average of the observations from the 1st quartile to the 3rd quartile Etc. Which one should we use??!!
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An estimator if
For example,
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2: Mean-squared error
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3: Efficiency
4: Consistency
(the detail discussion of these criteria can be found in most theoretical statistics text-book)
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Example
In New York state, savings banks are permitted to sell a form of life insurance called Savings Bank Life Insurance (SBLI). The approval process consists of underwriting, which includes a review of the application, a medical information bureau check, possible requests for additional medical information and medical exams, and a policy compilation stage where the policy pages are generated and sent to the bank for delivery. The ability to deliver approved policies to customers in a timely manner is critical to the profitability of this service to the bank. During a period of 1 month, a random sample of 27 approved policies was selected and the total processing time in days was recorded with the following results: 73, 19, 16, 64, 28, 28, 31, 90, 60, 56, 31, 56, 22, 18, 45, 48, 17, 17, 17, 91, 92, 63, 50, 51, 69, 16, 17
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We had discussed the mean and standard error of sample mean. But we still dont know the distribution of sample mean!!
1st sample of n
2nd sample of n
3rd sample of n
Population
Sampling distribution of
kth sample of n
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http://onlinestatbook.com/stat_sim/sampling_dist/index.html
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Remarks on CLT For practical purposes, the distribution of sample means will be nearly normal if the sample size is sufficiently large (a rule of thumb is larger than 30. The actual sample size requirement depends on the nature of the actual population distribution) If the original population is normally distributed, then the sample means will be exactly normally distributed for any sample size The CLT does not need to assume the population distribution is normal as long as it has the finite mean and variance
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Given that population of men has normally distribution weights with a mean of 65kg and a standard deviation of 10kg If one man is randomly selected, find the probability that his weight is greater than 70kg? If 16 different men are randomly selected, find the probability that their mean weight is greater than 70kg?
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0.5
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If 16 different men are randomly selected, find the probability that their mean weight is greater than 70kg?
70
It is more likely for an individual to deviate from the population mean than it is for a group of 16 to deviate from the mean
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If 30 rectangles are randomly selected with replacement, what is the probability that the mean size of the 30 rectangles is greater than 9 units?
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Chi-square distribution
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t-Distribution
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1.7613 1.7613
2.1448 2.1448
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F distribution
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4.00
4.00
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http://onlinestatbook.com/stat_sim/samplin g_dist/index.html
http://www.causeweb.org/repository/statjav a/Distributions.html
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Stem-and-Leaf Display
Stem unit: Statistics Sample Size Mean Median Std. Deviation Minimum Maximum 94 37.69149 40 4.837192 11 40
11 0 12 0 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 0 28 29 0 30 0 0 31 0 32 33 0 0 0 0 34 0 0 35 36 0 0 0 0 0 0 0 0 37 0 0 0 0 0 0 38 0 0 0 0 0 0 0 39 0 0 0 40 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
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