Introduction
- Z distribution is a special normal distribution with mean 0 and deviations 1.
- Quantiles is splitting the distribution into different sizes based on probability mass.
- SEM (Standard Error of means) is the same as the variance of the sample.
- 95% of the normal distribution is within 2 (standard deviations) of the mean.
- 0.025 quanta:
- Median is the point of the 50% quantile.
Lecture 2
and are usually unknown. Thats why we use Greek letters. They are for the gods to know.
is the expected value, which is our measurement of the mean. For m samples:
The variance is defined as:
In R:
- dnorm : is the Probaility Density Function.
- pnorm : is the Cumulative Density Function.
- qnorm : is the Inverse CDF. Get from .
For CLT, we need random independent and identical (iid) variables. But for large and finite variance for each of the variables, the identical criteria can be dropped.
For small sample sizes, we use the quantiles of the t-distribution instead of the z-distribution.
Lecture 3
Maximum Likelihood Estimation
We consider the exponential distribution:
Maximum Likelihood Estimation of the distribution is done to find the correct parameter. [Curve Fitting]
Hypothesis Testing
A distribution is defined as a sum of square of Normal Distributions . is also the degrees of freedom, which is the only parameter that the distribution takes as input.
Chi squared distribution
Emperical Cumulative Distribution Graph
Difference between one tail and two tail
Why is proportions a unique data type?
Fisher test can only be used for 2X2 table, whereas test can be used for n-column tables.
Fisher -> you get Hyper-geometric distribution
In R the functions are
fisher.test
andchisq.test
.Fisher Test: Odds ratio