not sample

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Last Time
• Q-Q plots
– Q-Q Envelope to understand variation
• Applications of Normal Distribution
– Population Modeling
– Measurement Error
• Law of Averages
– Part 1: Square root law for s.d. of average
– Part 2: Central Limit Theorem
Averages tend to normal distribution
Reading In Textbook
Approximate Reading for Today’s Material:
Pages 61-62, 66-70, 59-61, 335-346
Approximate Reading for Next Class:
Pages 322-326, 337-344, 488-498
Applications of Normal Dist’n
1. Population Modeling
Often want to make statements about:
 The population mean, μ
 The population standard deviation, σ
Based on a sample from the population
Which often follows a Normal distribution
Interesting Question:
How accurate are estimates?
(will develop methods for this)
Applications of Normal Dist’n
2. Measurement Error
Model measurement
X = μ + e
When additional accuracy is required,
can make several measurements,
and average to enhance accuracy
Interesting question: how accurate?
(depends on number of observations, …)
(will study carefully & quantitatively)
Random Sampling
Useful model in both settings 1 & 2:
Set of random variables
X 1 , , X n
Assume:
a. Independent
b. Same distribution
Say:
X 1 ,, X n are a “random sample”
Law of Averages
Law of Averages, Part 1:
Averaging increases accuracy,
by factor of
1
n
Law of Averages
Recall Case 1:
X 1 ,, X n ~ N  ,  
CAN SHOW:
  
ˆ  X ~ N   ,

n

Law of Averages, Part 2
So can compute probabilities, etc. using:
• NORMDIST
• NORMINV
Law of Averages
Case 2: X 1 , , X n any random sample
CAN SHOW, for n “large”
X is “roughly” N  ,  
Consequences:
• Prob. Histogram roughly mound shaped
• Approx. probs using Normal
• Calculate probs, etc. using:
– NORMDIST
– NORMINV
Law of Averages
Case 2: X 1 , , X n any random sample
CAN SHOW, for n “large”
X is “roughly” N  ,  
Terminology:
 “Law of Averages, Part 2”
 “Central Limit Theorem”
(widely used name)
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
Some nice illustrations
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
Some nice illustrations:
• Applet by Webster West & Todd Ogden
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 10 plays
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 10 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 20 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 50 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 100 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 1000 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 10,000 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll single die
For 100,000 plays,
histogram
Stabilizes at
Uniform
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll 5 dice
For 1 play,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll 5 dice
For 10 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll 5 dice
For 100 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll 5 dice
For 1000 plays,
histogram
Central Limit Theorem
Illustration: West – Ogden Applet
http://www.amstat.org/publications/jse/v6n3/applets/CLT.html
Roll 5 dice
For 10,000 plays,
histogram
Looks mound
shaped
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
Some nice illustrations:
• Applet by Webster West & Todd Ogden
• Applet from Rice Univ.
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 2
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 2
(slightly more
mound shaped?)
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 5
(little more
mound shaped?)
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 10
(much more
mound shaped?)
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 25
(seems very
mound shaped?)
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
Some nice illustrations:
• Applet by Webster West & Todd Ogden
• Applet from Rice Univ.
• Stats Portal Applet
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 1, from
Exponential dist’n
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 1, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 2, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 4, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 10, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 30, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Density for average
of n = 100, from
Exponential dist’n
Best fit Normal
density
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Very strong
Convergence
For n = 100
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Looks “pretty good”
For n = 30
Central Limit Theorem
For X 1 , , X n any random sample
and for n “large”
X is “roughly” N  ,  
How large n is needed?
Central Limit Theorem
How large n is needed?
Central Limit Theorem
How large n is needed?
• Depends completely on setup
Central Limit Theorem
How large n is needed?
• Depends completely on setup
• Indiv. obs. Close to normal  small OK
Central Limit Theorem
How large n is needed?
• Depends completely on setup
• Indiv. obs. Close to normal  small OK
• But can be large in extreme cases
Central Limit Theorem
How large n is needed?
• Depends completely on setup
• Indiv. obs. Close to normal  small OK
• But can be large in extreme cases
• Many people “often feel good”,
when n ≥ 30
Central Limit Theorem
How large n is needed?
• Depends completely on setup
• Indiv. obs. Close to normal  small OK
• But can be large in extreme cases
• Many people “often feel good”,
when n ≥ 30
Review earlier examples
Central Limit Theorem
Illustration: Rice Univ. Applet
http://www.ruf.rice.edu/~lane/stat_sim/sampling_dist/index.html
Starting Distribut’n
user input
(very non-Normal)
Dist’n of average
of n = 25
(seems very
mound shaped?)
Central Limit Theorem
Illustration: StatsPortal. Applet
http://courses.bfwpub.com/ips6e
Looks “pretty good”
For n = 30
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
w. p. p
1
Xi ~ 
0 w. p. 1  p 
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
w. p. p
1
Xi ~ 
0 w. p. 1  p 
• I. e. toss a coin:
1 if Head,
0 if Tail
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
w. p. p
1
Xi ~ 
0 w. p. 1  p 
• I. e. toss a coin: 1 if Head,
• Called “Bernoulli Distribution”
0 if Tail
Extreme Case of CLT
I.e. of:
averages ~ Normal,
when individuals are not
w. p. p
1
Xi ~ 
0 w. p. 1  p 
•
•
•
•
I. e. toss a coin: 1 if Head,
Called “Bernoulli Distribution”
Individuals far from normal
Consider sample: X 1 ,, X n
0 if Tail
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
(Recall: independent,
with same distribution)
Extreme Case of CLT
Bernoulli sample:
Note:
X 1 , , X n
Xi ~ Binomial(1,p)
Extreme Case of CLT
Bernoulli sample:
Note:
X 1 , , X n
Xi ~ Binomial(1,p)
(Count # H’s in 1 trial)
Extreme Case of CLT
Bernoulli sample:
Note:
So:
X 1 , , X n
Xi ~ Binomial(1,p)
EXi = p
Extreme Case of CLT
Bernoulli sample:
Note:
So:
X 1 , , X n
Xi ~ Binomial(1,p)
EXi = p
Recall np, with p = 1
Extreme Case of CLT
Bernoulli sample:
Note:
So:
X 1 , , X n
Xi ~ Binomial(1,p)
EXi = p
var(Xi) = p(1-p)
Extreme Case of CLT
Bernoulli sample:
Note:
So:
X 1 , , X n
Xi ~ Binomial(1,p)
EXi = p
var(Xi) = p(1-p)
Recall np(1-p), with p = 1
Extreme Case of CLT
Bernoulli sample:
Note:
So:
X 1 , , X n
Xi ~ Binomial(1,p)
EXi = p
var(Xi) = p(1-p)
sd(Xi) = sqrt(p(1-p))
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
EXi = p
sd(Xi) = sqrt(p(1-p))
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
EXi = p
sd(Xi) = sqrt(p(1-p))
So Law of Averages
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
EXi = p
sd(Xi) = sqrt(p(1-p))
So Law of Averages
(a.k.a. Central Limit Theorem)
Extreme Case of CLT
Bernoulli sample:
X 1 , , X n
EXi = p
sd(Xi) = sqrt(p(1-p))
So Law of Averages gives:

X roughly N p,
p 1 p 
n

Extreme Case of CLT
Law of Averages:

X roughly N p,
p 1 p 
n

Extreme Case of CLT
Law of Averages:

X roughly N p,
Looks familiar?
p 1 p 
n

Extreme Case of CLT
Law of Averages:

X roughly N p,
Looks familiar?
 For X ~ Binomial(n,p)
p 1 p 
n
Recall:
(counts)

Extreme Case of CLT
Law of Averages:

X roughly N p,
p 1 p 
n
Looks familiar?
Recall:
 For X ~ Binomial(n,p) (counts)
X
ˆ
p n
 Sample proportion:

Extreme Case of CLT
Law of Averages:

X roughly N p,
p 1 p 
n
Looks familiar?
Recall:
 For X ~ Binomial(n,p) (counts)
X
ˆ
p n
 Sample proportion:
 Has: Epˆ  E  Xn   p & sd  pˆ  

p 1 p 
n
Extreme Case of CLT
Law of Averages:

X roughly N p,
Finish Connection:
p 1 p 
n

Extreme Case of CLT
Law of Averages:

X roughly N p,
p 1 p 
n

Finish Connection:
n

i1 X i = # of 1’s among X 1 ,, X n
i.e. counts up H’s in n trials
n
 So i 1 X i ~ Binomial(n,p)
n
1
 And thus: X  n i 1 X i  pˆ
Extreme Case of CLT
Law of Averages:

X roughly N p,
p 1 p 
n

Finish Connection:
n

i1 X i = # of 1’s among X 1 ,, X n
i.e. counts up H’s in n trials
n
 So i 1 X i ~ Binomial(n,p)
n
1
 And thus: X  n i 1 X i  pˆ
Extreme Case of CLT
Consequences:

p̂ roughly N p,
p 1 p 
n

Extreme Case of CLT
Consequences:

p̂ roughly N p,

p 1 p 
n

X roughly N np, np1  p 

Extreme Case of CLT
Consequences:

p̂ roughly N p,
p 1 p 
n


X roughly N np, np1  p 
(using
pˆ 
X
n
and
multiply through by n)

Extreme Case of CLT
Consequences:

p̂ roughly N p,
p 1 p 
n


X roughly N np, np1  p 
Terminology: Called
The Normal Approximation to the Binomial

Extreme Case of CLT
Consequences:

p̂ roughly N p,
p 1 p 
n


X roughly N np, np1  p 
Terminology: Called
The Normal Approximation to the Binomial

Extreme Case of CLT
Consequences:

p̂ roughly N p,
p 1 p 
n


X roughly N np, np1  p 
Terminology: Called
The Normal Approximation to the Binomial
(and the sample proportion case)

Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
Control n
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
Control n
Control p
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
Control n
Control p
See Prob. Histo.
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
Control n
Control p
See Prob. Histo.
Compare to fit
(by mean & sd)
Normal dist’n
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.5
Expect:
20*0.5 = 10
(most likely)
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.5
Reasonable
Normal fit
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.2
Expect:
20*0.2 = 4
(most likely)
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.2
Reasonable fit?
Not so good
at edge?
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.1
Expect:
20*0.1 = 2
(most likely)
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.1
Poor Normal fit,
Especially
at edge?
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.05
Expect:
20*0.05 = 1
(most likely)
Normal Approx. to Binomial
Example: from StatsPortal
http://courses.bfwpub.com/ips6e.php
For Bi(n,p):
n = 20
p = 0.05
Normal approx
Is very poor
Normal Approx. to Binomial
Similar behavior for p  1:
For Bi(n,p):
n = 20
p = 0.5
Normal Approx. to Binomial
Similar behavior for p  1:
For Bi(n,p):
n = 20
p = 0.8
(1-p) = 0.2
Normal Approx. to Binomial
Similar behavior for p  1:
For Bi(n,p):
n = 20
p = 0.9
(1-p) = 0.1
Normal Approx. to Binomial
Similar behavior for p  1:
For Bi(n,p):
n = 20
p = 0.95
(1-p) = 0.05
Mirror image
of above
Normal Approx. to Binomial
Now fix p, and let n vary:
For Bi(n,p):
n=1
p = 0.3
Normal Approx. to Binomial
Now fix p, and let n vary:
For Bi(n,p):
n=3
p = 0.3
Normal Approx. to Binomial
Now fix p, and let n vary:
For Bi(n,p):
n = 10
p = 0.3
Normal Approx. to Binomial
Now fix p, and let n vary:
For Bi(n,p):
n = 30
p = 0.3
Normal Approx. to Binomial
Now fix p, and let n vary:
For Bi(n,p):
n = 100
p = 0.3
Normal Approx.
Improves
Normal Approx. to Binomial
HW: C20
For X ~ Bi(n,0.25), find:
a. P{X < (n/4)+(sqrt(n)/4)}, by BINOMDIST
b. P{X ≤ (n/4)+(sqrt(n)/4)}, by BINOMDIST
c. P{X ≤ (n/4)+(sqrt(n)/4)}, using the Normal
Approxim’n to the Binomial (NORMDIST),
For n = 16, 64, 256, 1024, 4098.
Normal Approx. to Binomial
HW: C20
Numerical answers:
n
16
64
256
1024
4096
(a)
0.630
0.674
0.696
0.707
0.713
(b)
0.810
0.768
0.744
0.731
0.725
(c)
0.718
0.718
0.718
0.718
0.718
Normal Approx. to Binomial
HW: C20
Numerical answers:
n
16
64
256
1024
4096
(a)
0.630
0.674
0.696
0.707
0.713
(b)
0.810
0.768
0.744
0.731
0.725
(c)
0.718
0.718
0.718
0.718
0.718
Notes:
• Values stabilize over n
(since cutoff = mean + Z sd)
Normal Approx. to Binomial
HW: C20
Numerical answers:
n
16
64
256
1024
4096
(a)
0.630
0.674
0.696
0.707
0.713
(b)
0.810
0.768
0.744
0.731
0.725
(c)
0.718
0.718
0.718
0.718
0.718
Notes:
• Values stabilize over n
• Normal approx. between others
• Everything close for larger n
Normal Approx. to Binomial
HW: C20
Numerical answers:
n
16
64
256
1024
4096
(a)
0.630
0.674
0.696
0.707
0.713
(b)
0.810
0.768
0.744
0.731
0.725
(c)
0.718
0.718
0.718
0.718
0.718
Notes:
• Values stabilize over n
• Normal approx. between others
Normal Approx. to Binomial
HW: C20
Numerical answers:
n
16
64
256
1024
4096
(a)
0.630
0.674
0.696
0.707
0.713
(b)
0.810
0.768
0.744
0.731
0.725
(c)
0.718
0.718
0.718
0.718
0.718
Notes:
• Values stabilize over n
• Normal approx. between others
Normal Approx. to Binomial
How large n?
Normal Approx. to Binomial
How large n?
• Bigger is better
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
• But clearly depends on p
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
• But clearly depends on p
– Worse for p ≈ 0
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
• But clearly depends on p
– Worse for p ≈ 0
– And for p ≈ 1
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
• But clearly depends on p
– Worse for p ≈ 0
– And for p ≈ 1
– i.e. (1 – p) ≈ 0
Normal Approx. to Binomial
How large n?
• Bigger is better
• Could use “n ≥ 30” rule from above
Law of Averages
• But clearly depends on p
• Textbook Rule:
OK when {np ≥ 10 & n(1-p) ≥ 10}
Normal Approx. to Binomial
HW: 5.18 (a. population too small, b. np =
2 < 10)
C21: Which binomial distributions admit a
“good” normal approximation?
a.
b.
c.
d.
Bi(30, 0.3)
Bi(40, 0.4)
Bi(20,0.5)
Bi(30,0.7)
(no, yes, yes, no)
And now for something
completely different….
A statistics professor was describing
sampling theory to his class, explaining
how a sample can be studied and used
to generalize to a population.
One of the students in the back of the room
kept shaking his head.
And now for something
completely different….
"What's the matter?" asked the professor.
"I don't believe it," said the student, "why not
study the whole population in the first
place?"
The professor continued explaining the
ideas of random and representative
samples.
The student still shook his head.
And now for something
completely different….
The professor launched into the mechanics of
proportional stratified samples, randomized
cluster sampling, the standard error of the
mean, and the central limit theorem.
The student remained unconvinced saying, "Too
much theory, too risky, I couldn't trust just a
few numbers in place of ALL of them."
And now for something
completely different….
Attempting a more practical example, the
professor then explained the scientific
rigor and meticulous sample selection
of the Nielsen television ratings which
are used to determine how multiple
millions of advertising dollars are spent.
The student remained unimpressed saying,
"You mean that just a sample of a few
thousand can tell us exactly what over
250 MILLION people are doing?"
And now for something
completely different….
Finally, the professor, somewhat disgruntled
with the skepticism, replied,
"Well, the next time you go to the campus
clinic and they want to do a blood
test...tell them that's not good enough ...
tell them to TAKE IT ALL!!"
From: GARY C. RAMSEYER
•
http://www.ilstu.edu/~gcramsey/Gallery.html
Central Limit Theorem
Further Consequences of Law of Averages:
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
e.g. SAT scores are averages of scores from many
questions
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
e.g. SAT scores are averages of scores from many
questions
e.g. heights are influenced by many small factors,
your height is sum of these.
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
e.g. SAT scores are averages of scores from many
questions
e.g. heights are influenced by many small factors,
your height is sum of these.
2. N(μ,σ) distribution useful for modeling
measurement error
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
e.g. SAT scores are averages of scores from many
questions
e.g. heights are influenced by many small factors,
your height is sum of these.
2. N(μ,σ) distribution useful for modeling
measurement error
Sum of many small components
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
2. N(μ,σ) distribution useful for modeling
measurement error
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
2. N(μ,σ) distribution useful for modeling
measurement error
Now have powerful probability tools for
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
2. N(μ,σ) distribution useful for modeling
measurement error
Now have powerful probability tools for:
a. Political Polls
Central Limit Theorem
Further Consequences of Law of Averages:
1. N(μ,σ) distribution is a useful model for
populations
2. N(μ,σ) distribution useful for modeling
measurement error
Now have powerful probability tools for:
a. Political Polls
b. Populations – Measurement Error
Course Big Picture
Now have powerful probability tools for:
a. Political Polls
b. Populations – Measurement Error
Course Big Picture
Now have powerful probability tools for:
a. Political Polls
b. Populations – Measurement Error
Next deal systematically with unknown p & μ
Course Big Picture
Now have powerful probability tools for:
a. Political Polls
b. Populations – Measurement Error
Next deal systematically with unknown p & μ
Subject called “Statistical Inference”
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
(major work for this is already done)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
(major work for this is already done)
(now will just formalize, and refine)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
(major work for this is already done)
(now will just formalize, and refine)
(do for simultaneously for major models)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
Political Polls
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
Political Polls
(estimate p = proportion for A)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
Political Polls
(estimate p = proportion for A)
(in population, based on sample)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
Political Polls
e.g. 2a:
Population Modeling
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
e.g. 2a:
Political Polls
Population Modeling
(e.g. heights, SAT scores …)
Statistical Inference
Idea: Develop formal framework for
handling unknowns p & μ
e.g. 1:
Political Polls
e.g. 2a:
Population Modeling
e.g. 2b:
Measurement Error
Statistical Inference
A parameter is a numerical feature
Statistical Inference
A parameter is a numerical feature of
population
Statistical Inference
A parameter is a numerical feature of
population, not sample
Statistical Inference
A parameter is a numerical feature of
population, not sample
(so far parameters have been indices
of probability distributions)
Statistical Inference
A parameter is a numerical feature of
population, not sample
(so far parameters have been indices
of probability distributions)
(this is an additional role for that term)
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 1, Political Polls
• Population is all voters
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 1, Political Polls
• Population is all voters
• Parameter is proportion of population for A
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 1, Political Polls
• Population is all voters
• Parameter is proportion of population for A,
often denoted by p
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 1, Political Polls
• Population is all voters
• Parameter is proportion of population for A,
often denoted by p
(same as p before, just new framework)
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2a, Population Modeling
• Parameters are μ & σ
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2a, Population Modeling
• Parameters are μ & σ
(population mean & sd)
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2b, Measurement Error
• Population is set of all possible
measurements
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2b, Measurement Error
• Population is set of all possible
measurements
(from thought experiment viewpoint)
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2b, Measurement Error
• Population is set of all possible
measurements
• Parameters are
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2b, Measurement Error
• Population is set of all possible
measurements
• Parameters are:
– μ = true value
Statistical Inference
A parameter is a numerical feature of
population, not sample
E.g. 2b, Measurement Error
• Population is set of all possible
measurements
• Parameters are:
– μ = true value
– σ = s.d. of measurements
Statistical Inference
A parameter is a numerical feature of
population, not sample
An estimate of a parameter is some function
of data
Statistical Inference
A parameter is a numerical feature of
population, not sample
An estimate of a parameter is some function
of data
(hopefully close to parameter)
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 1:
Political Polls
Estimate population proportion, p, by
X
ˆ
sample proportion: p  n
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 1:
Political Polls
Estimate population proportion, p, by
X
ˆ
sample proportion: p  n
(same as before)
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 2a,b: Estimate population:
mean μ, by sample mean:
̂  X
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 2a,b: Estimate population:
mean μ, by sample mean:
s.d. σ, by sample sd: ̂  s
̂  X
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 2a,b: Estimate population:
mean μ, by sample mean:
s.d. σ, by sample sd: ̂  s
Parameters
̂  X
Statistical Inference
An estimate of a parameter is some function
of data
E.g. 2a,b: Estimate population:
mean μ, by sample mean:
s.d. σ, by sample sd: ̂  s
̂  X
Estimates
Statistical Inference
How well does an estimate work?
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
(i.e. on average get right answer)
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ 
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ   E  Xn 
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ   E  Xn  
np
n
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ   E  Xn  
np
n
p
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ   E  Xn  
np
n
p
(conclude sample proportion is unbiased)
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 1: E  pˆ   E  Xn  
np
n
p
(conclude sample proportion is unbiased)
(i.e. centered correctly)
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 2a,b:
E ̂ 
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 2a,b:
E ̂   E X 
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 2a,b:
E ˆ   E X   
Statistical Inference
How well does an estimate work?
Unbiasedness: Good estimate should be
centered at right value
E.g. 2a,b:
E ˆ   E X   
(conclude sample mean is unbiased)
(i.e. centered correctly)
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
E.g. 1:
SE of
p̂
is sd  pˆ  
p 1 p 
n
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
E.g. 2a,b: SE of ̂
is sd ˆ   sd X  

n
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
Same ideas as above
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
Same ideas as above:
• Gets better for bigger n
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
Same ideas as above:
• Gets better for bigger n
• By factor of n
Statistical Inference
How well does an estimate work?
Standard Error: for an unbiased estimator,
standard error is standard deviation
Same ideas as above:
• Gets better for bigger n
• By factor of n
• Only new terminology
Statistical Inference
Nice graphic on bias and variability:
Figure 3.14
From text
Statistical Inference
HW:
C22: Estimate the standard error of:
a. The estimate of the population proportion,
p, when the sample proportion is 0.9,
based on a sample of size 100. (0.03)
b. The estimate of the population mean, μ,
when the sample standard deviation is
s=15, based on a sample of size 25 (3)
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