Statistics: Difference between revisions

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Line 35: Line 35:
   H<sub>0</sub> : &mu;<sub>1</sub> = &mu;<sub>2</sub>
   H<sub>0</sub> : &mu;<sub>1</sub> = &mu;<sub>2</sub>
   H<sub>A</sub> : &mu;<sub>1</sub> ? &mu;<sub>2</sub>
   H<sub>A</sub> : &mu;<sub>1</sub> ? &mu;<sub>2</sub>
== Familywise Error Rate ==
The probability of make one or more false discoveries (Type I errors) among all hypothesis when performing multiple hypothesis tests.


[[Category:Notes]]
[[Category:Notes]]

Revision as of 18:37, 5 April 2013

mean
x_bar = 1/n Σ xi
permutation
nPk = n! / (n-k)!
n: size of the set
k: elements drawn

Normal Distribution

Z distribution is a normal distribution with a mean (μ) of 0 and a standard deviation (δ) of 1. Any normal distribution is described by its μ and δ value.

To convert a normal distribution to a Z distribution

 Z = (x - μ) / δ

Standard deviation is the root of the sum of the square errors:

 δ = ( Σ (i - μ)2 ).5

Binomial Distribution

Similar to normal distribution, but for values that can only be discrete.

Probability of an event happening k times given n trials, where p is the probability of n:

 pk(1-p)n-k

Example: The probability of two heads in six coin flips:

 .52(1-.5)6-2 = .25 * .54</sup = 0.015625

Hypothesis Testing

Null hypothesis h0. Alternate hypothesis HA or H1

Single Tail Test

 H0 : μ1 = μ2
 HA : μ1 > μ2

Two Tailed Test

 H0 : μ1 = μ2
 HA : μ1 ? μ2

Familywise Error Rate

The probability of make one or more false discoveries (Type I errors) among all hypothesis when performing multiple hypothesis tests.