Title: Discrete distribution word problems
1- Discrete distribution word problems
- Probabilities specific values, gt, lt, lt, gt,
- Means, variances
- Computing normal probabilities and inverse
values - Pr(Xlty) when y is above and below the mean of X
- Pr(y1ltXlty2) when y1 and y2 are
- both above the mean of X
- both below the mean of X
- on opposite sides of the mean of X
- Central Limit Theorem
- Sum version
- Average version
2Apply Central Limit Theorem to Estimates of
Proportions
Source gallup.com Suppose this is based on a
poll of 100 people
3This uses the averageversion of the CLT.
Twolectures ago, we appliedthe sum version of
the CLT to the binomial distribution.
4- Suppose true p is 0.40.
- If survey is conducted again on 49 people, whats
the probability of seeing 38 to 42 favorable
responses? - Pr( 0.38 lt P lt 0.42)
- Pr(0.38-0.40)/sqrt(0.620.38/49) lt Z lt
(0.42-0.40)/sqrt(0.620.38/49) - Pr(-0.29 lt Z lt 0.29) 2Pr(Zlt-0.29) 0.77
5- Chapter 8
- In the previous example, the random quantity was
the estimator. - Examples of estimators
- Sample mean X (X1Xn)/n
- Sample variance (X1-X)2(Xn-X)2/(n-1)
- Sample median midpoint of the data
- Regression line .
- ESTIMATORS CALCULATE STATISTISTICS FROM DATA
If data are random, then the estimators are
randomtoo.
6- Central limit theorem tells us that the
estimators X and P have normal distributions as n
gets large - X N(m,s2/n) where m and s are the mean and
standard deviation of the random variables that
go into X. - P N(p,p(1-p)/n) where p is true proportion of
yeses
7- Two ways of ways to evaluate estimators
- Bias Collect the same size data set over and
over. Difference between the average of the
estimator and the true value is the bias of the
estimator. - VarianceCollect the same size data set over and
over. Variability is a measure of how closely
each estimate agrees.
8Distribution of abiased estimator
Distribution of an unbiased estimator
Example The median is a biased estimate of the
true meanwhen the distribution is skewed.
Bias inaccuarcy Variance imprecision
True value
Distribution of a lessvariable estimator
Distribution of amore variable estimator
True value