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Parametric Statistics

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Title: Parametric Statistics


1
Parametric Statistics
  • Descriptive statistics
  • Hypothesis testing

2
Definitions
  • Population the entire set about which info is
    needed, Greek letters are used
  • Sample a subset studied random samples
  • Parameter numerical characteristic
  • Inferential statistics
  • Discrete and continuous
  • Distribution the pattern of variation of a
    variable
  • One sided probability comparing two data sets
    (ie. a gt b) two-sided probability a not equal
    to b

3
Detection Limit
  • Action Limit 2s, 97.7 certain that signal
    observed is not random noise.
  • Detection Limit 3s, 93.3 certain to detect
    signal above the 2s limit when the analyte is at
    this concentration.
  • Quantitation Limit 10s signal required for 10
    RSD
  • Type I Error identification of random noise as
    signal
  • Type II Error not identifying signal that is
    present.

4
Numerical Descriptive Statistics
  • Types of numerical summary statistics
  • Measures of Location
  • Measures of Center
  • Other Measures
  • Measures of Variability

5
Probability Density Function
  • Probability density function f(x) probability
    of obtaining result x for the variable in your
    experiment (relative frequency for discreet
    measurements)
  • The total Sf(xi)1 the total sum of all relative
    frequencies
  • Distribution function probability that x is
    less than or equal to xi
  • F(xi) Sf(xj) over all j such that xj xi

6
Discreet Data PDFs
  • Binomial distribution
  • f(x) (n!/(x!(n-x)!))px(1-p)n-x
  • The probability of getting the result of interest
    (success) x times out of n, if the overall
    probability of the result is p
  • Note that here, x is a discrete variable
  • Integer values only

7
Uses of the Binomial Distribution
  • Quality assurance
  • Genetics
  • Experimental design

8
Binomial PDF Example
  • n 6 number of dice rolled
  • pi 1/6 probability of rolling a 2 on any die
  • x 0 1 2 3 4 5 6 sample results of 2s out
    of 6
  • Graph of f(x) versus x for rolling a 2

9
Binomial PDF Example 2
  • n 8 number of puppies in litter
  • pi 1/2 probability of any pup being male
  • x 0 1 2 3 4 5 6 7 8 example data for the of
    males out of 8
  • Graph of f(x) versus x

10
Binomial PDF Characteristics
  • Shape is determined by values of n and p
    (parameters of the distribution function)
  • Only truly symmetric if p 0.5
  • Approaches Poissons distribution if n is very
    large and p is very small,
  • Approaches the normal distribution if n is large,
    and p is not small
  • Mean number of successes or the expectation
    value X np
  • Variance is np(1- p)

11
Poisson Distribution
  • Can be derived as a limiting form of Binomial
    Distribution
  • when n?8 as the mean lnp remains constant
  • this means conducting a large number of trials
    with p very small
  • Can be derived directly from basic assumptions
  • Assumptions determine the real situations where
    Poissons distribution is useful

Simeon D. Poisson (1781-1840)
12
Poissons Assumptions
  • Time or other interval type study
  • The time interval is small
  • The probability of one success is proportional to
    the time interval
  • The number of successes in one time interval is
    independent of the number of successes in another
    time interval

13
Derive Poisson from basic assumptions
  • Derivation by Induction
  • To find an expression for p(x), first find p(0),
    then p(k) and p(k1) then generalize for p(x).
  • Basic properties used

14
Poissons Assumptions Example
  • The probability of one photon arriving in the
    time interval Dt is proportional to Dt when Dt is
    small
  • The probability that more than one photon arrives
    in Dt is negligible for small Dt
  • The number of photons that arrive in one time
    interval is independent of the number of photons
    that arrive in any other non-overlatping interval

15
Normal Approximation to Poissons Distribution
  • http//www.stat.ucla.edu/dinov/courses_students.d
    ir/Applets.dir/NormalApprox2PoissonApplet.html

16
Measures of Center
  • Mode
  • Median
  • Population Mean (µ) and Sample Average (x)

17
Measures of Spread
  • Variance square of standard deviation
  • Standard deviation
  • Population standard deviation s large sample
    sets, the population mean (µ) is known.
  • Sample standard deviation (s) small sample sets,
    sample average (x) is used.
  • Pooled standard deviation (s ). When several
    small sets have the same sources of indeterminate
    error (ie the same type of measurement but
    different samples)

18
Standard Error of the Mean
  • uncertainty in the average(sm) different from
    the standard deviation s (variation for each
    measurement) if n1, sm s
  • i. If s is known, the uncertainty in the mean is
  • ii. If s is unknown, use the t-score to
    compensate for the uncertainty in s.
  • t - from a table for confidence level and n-1
    degrees of freedom. (one degree of freedom is
    used to calculate the mean.)

19
Chebychev and Empirical Rules
  • 's Rule The proportion of observations within k
    standard deviations of the mean, where , is at
    least , i.e., at least 75, 89, and 94 of the
    data are within 2, 3, and 4 standard deviations
    of the mean, respectively.
  • Empirical Rule If data follow a bell-shaped
    curve, then approximately 68, 95, and 99.7 of
    the data are within 1, 2, and 3 standard
    deviations of the mean, respectively.

20
Z-score
  • -scores are a means of answering the question
    how many standard deviations away from the mean
    is this observation?''

z 0 1 2 3
P 1sided 0.5 .84 .98 .999
P 2sided 0 .68 .95 .99
21
Confidence Interval
  • The range of uncertainty in a value at a stated
    percent confidence
  • Percent confidence that the value is within the
    stated range
  • s is known
  • s is unknown

Look up the appropriate z or t values to use
x /- ts/sqrt(N)
http//math.uc.edu/brycw/classes/148/tables.htm
22
Inferential Statistics
  • Comparing two sample means

23
T-test (Student's t)
  • Used to calculate the confidence intervals of a
    measurement when the population standard
    deviation s is not known
  • Used to compare two averages
  • corrects for the uncertainty of the sample
    standard deviation (s) caused by taking a small
    number of samples.

24
Comparison Tests
  • Comparing the sample to the true value.
  • Comparing two experimental averages

25
Significance Testing
  • Confidence interval
  • Statistical Hypotheses
  • Ho and H1

26
Comparison Test Comparing the sample to the true
value
  • Method 1.
  • If the difference between the measured value and
    the true value (µ) is greater than the
    uncertainty in the measurement, then there is a
    significant difference between the two values at
    that confidence level.
  • Method 2.
  • experimental t-score (t ) is compared to
    t-critical (found in a table)
  • There is a significant difference if experimental
    t is greater than critical t .
  • t is chosen for N-1 degrees of freedom at the
    desired percent confidence interval.
  • If the experimental value may be greater or less
    than the true value, use a two sided t-score. If

27
Comparison Tests Comparing two experimental
averages.
  • t-test
  • use the pooled standard deviation and calculate t
    as experimental
  • If experimental t is greater than critical t then
    there is a significant difference between the two
    means.
  • t is determined at the appropriate confidence
    level from a table
  • the t-statistic for N N - 2 degrees of freedom.

28
T-table
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