introduction to statistics lecture notes pdf


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PDF MATH10282: Introduction to Statistics Supplementary Lecture Notes

population is the collection of all individuals or items under consideration in the study For a given population there will typically be one or more variables in which we are interested For example consider the following populations together with corresponding variables of interest: All adults in the UK who are eligible to vote; the variable of

PDF Introduction to Statistics

Chapter 1 Introduction to Statistics 1 1 Introduction Statistics is a collection of methods for planning experiments obtaining data and then organizing summarizing presenting analyzing interpreting and drawing conclusions based on the data It is the science of data

PDF Introduction to Statistics

Statistics is a branch of mathematics used to summarize analyze and interpret a group of numbers or observations We begin by introducing two general types of statistics: • Descriptive statistics: statistics that summarize observations • Inferential statistics: statistics used to interpret the meaning of descriptive statistics

  • What illustrates the application of inferential statistics?

    Graphs, tables, and summary statistics all illus-trate the application of inferential statistics. Inferential statistics are procedures used to make inferences about a population, given only a limited amount of data. Descriptive statistics can be used to describe populations and samples of data.

  • What are the basic concepts in statistics?

    In Chapter one, we introduce the basic concepts in statistics. Chapter two is devoted for organizing and graphing data set, and Chapter three is about numerical descriptive measure. Chapter four is concerned with basic concepts of probability and counting rule, and Chapter five is about random variables and their probability distributions.

  • What are the main aims of a statistical analysis?

    As we have discussed earlier in the module, one of the main aims of a statistical analysis is to make inferences about the unknown values of population parameters based on a sample of data from the population. We previously considered both point and interval estimation of such parameters.

2 Populations and samples

population is the collection of all individuals or items under consideration in the study. For a given population there will typically be one or more variables in which we are interested. For example, consider the following populations together with corresponding variables of interest: All adults in the UK who are eligible to vote; the variable of

2.1 Finite population sampling

In modern Statistics, the most common way of guaranteeing representativeness is to use a random sample of size n chosen according to a probabilistic sampling rule. This probabilistic sampling is objective and eliminates investigator bias. For a population of nite size N, the most common method is to use simple random sampling. This takes two main f

2.2 Sampling from a general population

For a general (i.e. not necessarily nite) population, the value of a quantitative variable for a randomly selected individual can be described by a real-valued random variable X with cumulative distribution function (c.d.f.) minerva.it.manchester.ac.uk

FX(x) = P(X x) :

If X is a continuous random variable then there is also an associated probability density function (p.d.f.) fX(x), which satis es dFX(x) = fX(x) : dx If X is a discrete random variable then there is instead a probability mass function (p.m.f.) pX(x) satisfying minerva.it.manchester.ac.uk

1 (x = 2 1 Z 1 )2fX(x) dx :

For a discrete random variable, these quantities are instead de ned in terms of the p.m.f. minerva.it.manchester.ac.uk

N n

f.p.c. = ; N 1 which is called the nite population correction (f.p.c.). The di erence in Var(X) occurs because under sam-pling without replacement the Xi are not independent. However, the Xi can be considered to be approximately independent when N is large and the sampling proportion n=N is small. In this case, minerva.it.manchester.ac.uk

4 Sampling distributions of sample statistics

Let X1; : : : ; Xn be a random sample from a distribution FX(x). A statistic is a function of the data, h(X1; : : : ; Xn) : The value of this statistic will usually be di erent for di erent samples. As the sample data is random, the statistic is also a random variable. If we repeatedly drew samples of size n, calculating and recording the value of

4.1.2 Using the central limit theorem

In the previous section, we saw that the random quantity X has a sampling distribution with mean and variance 2=n. In the special case when we are sampling from a normal distribution, X is also normally distributed. However, there are many situations when we cannot determine the exact form of the distribution of X. In such circumstances, we may app

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