Bolum 6

David Macpherson
8/12/2005
Blm 2:Olaslk & Istatistik
dmacpher@coss.fsu.edu
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1. Rakamlar toplam
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Title goes here
David Macpherson
8/12/2005
Rakamlar toplam
= toplam; X aile geliri gibi deikendir. Daha sonra toplam aile geliri N gzlemlerinin deeri
i =1
Xi = X 1 + X 2 + ... + XN
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Rakamlar toplam
Sabit zamanlar deikeni toplam is deikenler toplamna eittir.
k i =1 Xi = kX 1 + kX 2 + ... + kXN
N
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David Macpherson
8/12/2005
Rakamlar toplam
ki deiken gzlemlerinin toplam onlarn dier toplamlarna eittir
N i =1
( Xi + Yi ) =i =1 Xi + i =1 Yi
N N
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Rakamlar toplam
N zerindeki sabit gzlemlerin toplam sabit rn ve N e eittir.:
i =1
k =kN
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David Macpherson
8/12/2005
2. Tanmlar
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Rastgele Deney
Rastgele deney: a process leading to at least two possible outcomes with uncertainty as to which will occur.
Sonular zlebilir
rnein - lmek, madeni para atmek, desteden kart ekmek sastgele deneydir.
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David Macpherson
8/12/2005
rnek alan
Bir deneyin tm olaslk sonularnn kurulumu is rnek ktle olarak tanmlanr. rnekler :
madeni para atmak S={H,T}. lm S={1,2,3,4,5,6} 3 sonulu madeni para atmak S={HHH, HHT, HTH, THH, HTT, THT, TTH, TTT}
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rnek noktalar
rnek noktarnek alann sonularnn herbiridir. rnekler :
Y veya T 1,2,3,4,5 veya 6 YYY
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David Macpherson
8/12/2005
Sonular
An event is a subset of the sample space.
rnekler :
Sonu A iki madeni para atldnda yaz gelmesi. Sonu TT sonu A ya aittir.sonu a 3 madeni para atldnda nemli etkiye sahiptir.A={HHH, HHT, HTH, THH}
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Ortak zel Olaylar

Sonular zeldir if thebir olayn sonucu dier olayn sonucunun nne geer.
A 2 yazdr ve b 2 baldr.ve bunlar ortaktr. Eer sonu A nne gemezse ve maa as sonu B ise bunlar ortaktr.
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David Macpherson
8/12/2005
Benzer olaylarn sonular

rnek :
Bir olay dier olaya benziyorsa sonular eittir.

1/6 olaslkla lme atlmaktr
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Ortak ayrntl sonular

Sonular ortaktr tm olaslklarn sonulardr.Example:
HH, HT, TH, TT (2 tura, 2 yaz,1 yaz 1 tura)
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David Macpherson
8/12/2005
3. Olaslk tanmlar
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Klasik tanmlar
n olaslk sonularyla deney farzedelim , ve bu sonular are benzer ve ortak sonuludur.
rnek ktlede a sonucu kuralm. P(A) Ann olasldr. M sonular olumludur, daha sonraP(A) m/n dr
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David Macpherson
8/12/2005
Klasik tanm rnei

2 madeni parammkn sonular (=n) are TT, TH, HT, HH. 2 madeni paradan A sonucu kuralm.
m=1.
bundan dolay P(A) = 1/4.
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Kalasik rnek tanmlar

2 zar atalm, n = 36 mmkn sonular
(12,13,14,15,16;21,22,23,24,25,26 ; 31,32,33,34,35,36;41,42,43,44, 45,46; 51,52,53,54,55,56; 61,62,63,64,65,66.)
Farz edelim A sonucu 7 gsterimdedir.

m=6 ve bundan dolay P(A) = 6/36 veya 1/6
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David Macpherson
8/12/2005
Amprik tanmlar
Klasik tanmda problem - belki deneyin tm sonular eit olmayabilir.
Sonularn numaralar sonlu deildir..
Bundan dolay olaslk tanm grecelidir
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Greceli frekans rnei

Burada ya miktar rnei
Inches <4 5-9 10-14 15-19 >20 Total Days 10 20 45 20 5 100 Relative Frequency 0.1 0.2 0.45 0.2 0.05 1
nc birletirilmi sklk grublarnn rastgele deeridir
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David Macpherson
8/12/2005
Amprik olaslk tanmlar

Sonsuz sklklar olaylarn numaralarnnn basitidir. Greceli sklklar tm olaylar tarafndan blnr. Bu m/n olaslna benzer.
Greceli sklklar olaslklar gibi ele alabilirmiyiz , n genise. Bu tanmda, sonular benzer sonulara ve ortak ayrntlara Jump to first page ihtiyac yoktur.
4. Probability Properties
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David Macpherson
8/12/2005
Bir sonucun olasl

Bir sonucun olasl 0 ve 1 arasndadr.
0 P(A) 1 Eer P(A)=0 sonu ortaya kmayacaktr. Eer P(A)=1 sonu ortaya kacaktr. Sonucun olasl bu ular arasndadr.
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Ortak ayrntl sonular

Eer A, B ve C ortaksa, onlardan birinin olasldier olaslklarn toplamna eit olacaktr.
P(A+B+C)= P(A) + P(B) + P(C)
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David Macpherson
8/12/2005
Ortak zellikler ve ayrntl sonular
Eer A, B, ve C ortak zellikli ve ortak ayrntli sonularsa daha sonra bireysel olaslklarn toplam 1dir.
P(A+B+C)=P(A) + P(B) + P(C)= 1
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Ortak zellikler ve ayrntl sonular
Throw die ve bundan dolay 1,2,3,4,5,6.dr

Bu sonular ortak zellikli ve ayrntl sonulardir.
Birinin olasl: 1/6 Bundan dolay P (1,2 veya 3) = P(1) + P(2) + P(3) = 1/6 + 1/6 + 1/6=1/2 Ve P(1+2+3+4+5+6) = P(1)+ P(2)....=1
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David Macpherson
8/12/2005
statiksel bamsz sonular
A,B ve C bamsz sonulardr eer onlarn olasl onlarn olaslnn rndr.

Eer P(ABC) = P(A)P(B)P(C)
P(ABC) birleik olaslk olaral tanmlanr P(A) ve P(B) ve P(C)marjinal artsz ve zel olaslk olarak tanmlanr.
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statiksel bamsz sonu rnei
2 zar attnda 6y salamann olasl sallamadr

Bir alt olasl A Bir alt olasl B Bundan dolay P(AB) = P(A) P(B) = (1/6)(1/6)= 1/36
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David Macpherson
8/12/2005
artl olaslk
farzedelim sonu B nin olasln istiyoruz bilinen A meydana geldimi?
Bu artl olaslktr
P(B\A) = P(AB)/P(A)
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artl olaslk rnei

Bir desteden kart seileceini farz edelim.sinek kral kma olasl nedir?
Sonu A kral sonu B ise sinek P(B/A) = P(AB)/P(A)
P(B/A) = 1/52 / 4/52 = 1/4
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David Macpherson
8/12/2005
5. Olaslk sklk fonksiyonu
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Olaslk dalm fonksiyonu
Olaslk younluk fonksiyonu (PDF) rastgele deikenler olasln belirler. Rastgele deikenler iin X, pdf f(X) anlamna gelir. pdf x deerlerinin karsndak olaslklarn dalmn gsterir. Pdf nin toplam 1 dir.
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David Macpherson
8/12/2005
Olaslk dalm fonksiyon rnei

2 madeni para atalm ve 4 sonu elde ederiz.YY TT TY YT imdi, 2 madeni para atldnda rastgele deikenlerin tanmlayalm
X 0 1 2 f(X) .25 .50 .25
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Discrete Probability Distribution Function
The discrete PDF of X is f(x) =P(X=xi) for i=1,2,...n and f(x) = 0 for X xi where P(X= xi) is probability that the discrete random variable takes the value of xi. Bu rastgele deikenler byk harfalerle tanmlanmtr X, Y etc. (and dierleri kk harf, x, y, etc.).
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David Macpherson
8/12/2005
Discrete Probability Distribution Function

f(X) .50 .25
Below is the discrete PDF for the two tails example
.25
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PDF of a Continuous Variable

In this case,araln stndeki rast gele deikenlerin olasln leriz.
Sonularn snrsz numaralar
f(X)
.45 .20 .10 .05 <5 5-9 10-14 15-19 >19 Inches of Rain .20
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David Macpherson
8/12/2005
CDF F(X)=P(X x) dir veya rastgele deikenlerin olasl X kk x ten daha byk deer tar.
Forml , F(X)=xf(x)
Kmlatif younluk fonksiyonu (CDF)
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Multivariate PDF
Eer sonular bir rastgele deikenden daha fazla yaylmsa, daha sonra farkl olaslk dalm fonksiyonlarna sahip oluruz. Bivariate PDF iki rastgele deiken yaylr. formul, the discrete joint PDF is f (X,Y) = P(X=x ve Y=y) ve f (X,Y) = 0 when X x and Y y
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David Macpherson
8/12/2005
Farkl PDF fonksiyon rnei
X in birleik deeri (kolej eitimi) veY (aile geliri).

X = 1eer head kolej eitimi ise ; 0 aksi takdirde Y = $5,000 $10,000 or $15,000
Y $5,000 $10,000 $15,000 Total 0 24 12 16 52 X 1 0 12 32 44 Total 24 24 48 96
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farkl PDF rnei

Grecelisklklarn dnm (olaslklar).
Y $5,000 $10,000 $15,000 Total 0 0.250 0.125 0.167 0.542 X 1 0.000 0.125 0.333 0.458 Total 0.250 0.250 0.500 1.000
This is a discrete bivariate PDF. Each cell is a joint probability of college education and income.
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David Macpherson
8/12/2005
Marjinal PDF
f(X) ve f(Y) aremarjinal PDF Xin marjinal PDF x olasl y nin mutlak deeridir.
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Marjinal PDF
Y $5,000 $10,000 $15,000 Total f(Y) 0.250 0.250 0.500 1.000 X 0 1 Total f (X) 0.542 0.458 1.000
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David Macpherson
8/12/2005
artl PDF
Y nin artl PDF verilmi x deerinin y olasldr f(Y|X) = P(Y=y | X=x) where | X) y nin artl PDF dir..
Gibi hesaplanr: f(Y | X)= f(X,Y)/f(X)
f(Y
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artl PDF rnei

Gelir 10000$ olduunda kolej eitimi ne olur?
f(Y=$10,000| X=1) = f(Y=$10,000 and X=1)/f(X=1) = .125 / .458 = .273
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David Macpherson
8/12/2005
statiksel bamszlk
X ve y deikenleri istatiksel bamszdr eer onlarn marjinal PDF leridir.
f(X,Y) = f(X)* f(Y)
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statiksel bamszlk rnei

Y H T Total H 0.25 0.25 0.5 X T 0.25 0.25 0.5 Total 0.5 0.5 1
Let X=H ilk atlan T if tail and let Y=H if head on second coin and T if tail
f(X=H, Y=H) =.25 f(X=H) = .5 f(Y=H) = .5 So f(X=H, Y=H) = f(X=H) * f(Y=H)

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David Macpherson
8/12/2005
statiksel bamszlk rnei

Gelir ve eitim bamsz deiken deildir.
f(Y=$10,000, X= 1) .125 dr. Ayn deildir.: f(Y=$10,000) = .25 * f(X=1) = .458
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6. Beklenen deer
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David Macpherson
8/12/2005
PDFN MOMENT
Dalmn birinci momentibeklenen deer veya anlmdr. kinci moment yaryanstr. Beklenen deer veya popilasyon anlam deeri:
E ( X ) = i =1 Xif ( Xi )
N
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Beklenen deer rnei

X -2 0 2 3 E(X) = 1.03 f(X) 0.27 0.12 0.26 0.35 Xf(X) -0.54 0 0.52 1.05
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David Macpherson
8/12/2005
Beklenen deer zellii

1. sabitin beklenen deeri sabittir.
E(b)=b where b is a constant
r: E(5)=5
2. iki rastgele deikenlerin toplamnn bekleneni rastgele deikenlerin beklenenleri toplamna eittir.
E(X + Y) = E(X) + E(Y)
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3. iki farkl deikenin beklenen deeri rastgele deikenlerin beklenen deerlerine eit deildir.E(X/Y) E(X)/E(Y)
Ex: cret anlam kazan/saat .
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David Macpherson
8/12/2005
Beklenen deer zellikleri
4. iki rastgele deiken rnn beklenen deeri ratgele deikenlerin beklenen deerlerinin rnne eit deildie genellikle.
E(XY) E(X)E(Y)
Bununlaberaber eer X ve Y bamsz rastgele deikenlersee dorudur.
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5.zaman zartl rastgele deeikenlerin bekleneni,rastgeelee deeikeenleerin arrtl zamanlarna eittir. E(bX) = bE(X) yerde b artldr.
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David Macpherson
8/12/2005
7. Varyans
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Varyans
varyans anlamn trafnda dalm gsterir.
var(X)=2 = E[(X-)]2 , yerde = E(X) veya beklenen deer varyans x ve beklenen deeriarasnda karesinin beklenen deeridir. Standart sappma varyansn karesidir..
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David Macpherson
8/12/2005
Varyans
X anlamn etrafnda dalmsa X genitir,
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Varyans hesaplanmas
Varyans hesaplanmas
Var( X ) = f ( Xi )[ Xi E( X )]2
i =1 N
or Var( X ) = E[( X E( X )]2
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David Macpherson
8/12/2005
Variance Example
Varyans hesaplama rnekleri
X -2 0 2 3 f(X) 0.27 0.12 0.26 0.35 [X-E(X)]2 9.18 1.06 0.94 3.88
[X-E(X)]2f(X)
2.48 0.13 0.24 1.36 4.21
X2 4 0 4 9
E(X2) 1.08 0 1.04 3.15 5.27
E(X) = 1.03 and Var (X) = 421 or Var (X) = 5.27 - (1.03)2 = 4.21
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Varyansn zellikleri
1. artl varyans sfrdr. 2. x ve Y iki Bamsz deikensex ve y are 2 independent random variables, tonlar toplam veya farklarn varyans zel varyanslarnn toplamna eittir.
var (X+Y) = var(X) + var(Y) var (X-Y) = var(X) + var(Y)
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David Macpherson
8/12/2005
Varyansn zelliklerei
Deikenlere art eklemek onun varyansn deitirmez.
B artlysa var (X + b) = var (X)
4. b artlysab zaman deikenlerinin varyansdeikenlerin varyansnn zaman artnn karesine eittir., var(bX)= b2 var(X)
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Varyans zellikleri
5.a ve b sartlysa var (aX + B)= a2 var(X) 6. , X ve Y bamsz rastgele deikenlerse a ve b artldr.
var (aX + bY) = a2 var(X)+b2 var(Y)
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David Macpherson
8/12/2005
8 kovaryans
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Kovaryans
Kovaryans deikenn birlikte hareketlerini ler. Farz edelim 2 rastgele deikene sahibiz , kovaryans:
Cov(X,Y)= E[(X-E(X)) (Y-E(Y))] or Cov(X,Y) = E(XY) -X Y
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David Macpherson
8/12/2005
Kovaryans hesaplanmas
Cov (X,Y) = XY(X-X)(Y-Y)f(X,Y) Cov (X,Y) = XYXY f(X,Y) - X Y

Double summation nk deikenlerin sralamasnn karsndaki her iki deikeni topluyoruz. Srekli rastgele deikenler kullanm iin gereklidir..
Eer 2 deiken beraber hareket ediyorsa,kovaryans poztf.farkl Jump hareket ediyorsa negatiftir. to first page
Kovaryans rnei
Ortak dalm farz edelim
Y 3 6 f(X) -2 0.27 0.00 0.27 X 0 0.08 0.04 0.12 2 0.16 0.10 0.26 3 0.00 0.35 0.35 f(Y) 0.51 0.49 1.00
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David Macpherson
8/12/2005
Kovaryans rnei
X -2 0 2 3 f(X ) 0.27 0.12 0.26 0.35 Xf(X) -0.54 0 0.52 1.05 Y 3 6 f(Y Yf(Y) ) 0.51 1.53 0.49 2.94
2 X 4 0 4 9 2 E(X) 1.08 0 1.04 3.15 5.27 2 Y 9 36 2 E(Y) 4.59 17.64 22.23
) E(X) = 1.03 and E(Y = 4.47 2 var(X = 5.27-(1.03) = 4.21 ) var(Y = 22.23-(4.47)2 = 2.25 )
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Kovaryans rnei
Cov (X,Y) = XYXY f(X,Y) - X Y XYXY f(X,Y) = (-2)(3)(0.27) +(0)(3)(0.08)+(2)(3)(0.16)+(3)(3)(0) +(-2)(6)(0) + (0)(6)(0.04) + (2)(6)(0.10)+(3)(6)(0.35)
= -1.62 + 0.96 + 1.2 + 6.3 = 6.84
Cov (X,Y) = 6.84 - (1.03)(4.47) = 2.24

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David Macpherson
8/12/2005
Kovaryansn zellikleri
X ve Y bamsz rastgele deikenler isekovaryanslar sfrdr.
If 2 r.v.s are independent, then:
E(XY) = E(X)E(Y) = X Y kovaryansta yerine koyalm
cov (a+bX, c+dY) = bd cov (X,Y) yerde a, b, c,d artldr.

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Kovaryansn zellikleri
Deikenlerin kovaryans onun basit varyansdr.
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David Macpherson
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Korelasyon katsays
eer deikenler beraber hareket ediyorsa kovaryans tanmlar. Korelasyon katsays deikenin ne kadar gl ilikisini gsterir. =cov(X,Y)/X Y Korelasyon katsays rnei:
X =2.05, Y =1.50, cov (X,Y) = 2.24.
= 2.24/(2.05)(1.5) = 0.73
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Korelasyon katsaysnn zellikleri
Korelasyon katsays kovaryans ile ayn iarete sahip. Korelasyon katsays -1 ve +1 arasndadr
kovaryans llm X ve Y blmlerine baldr, fakat korelasyon katsays deildir. eer = 1 ise anlam iki deiken tam poztf korelasyona sahiptir.
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David Macpherson
8/12/2005
Korelasyon varyansnn deikenleri
2 deiken bamszsa korelasyon vardr

var(X+Y)=var(X)+var(Y)+2cov(X,Y) var(X-Y) =var(X)+var(Y)- 2cov(X,Y)
bununla beraber bamszlarsa, cov (X,Y) = 0

Bundan dolay var(X+Y) = var(X) + var(Y)
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artl beklentiler
artl beklentiler: x in beklene deeri ne ise,y deerleri verilir. E(X|Y=y) = XX f(X|Y=y)
f(X|Y=y) X PDF leri artldr ve x deerlerini toplarz.
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David Macpherson
8/12/2005
arpklk and Kurtosis

arpklk pdf in asimetrisini ler. = [E(X- X)2]3/ [E(X- X)3]2
Eer S >0, doru arpklk and vice versa
Kurtosis is a measure of the tallness or flatness of the pdf.

K = E(X- X)4/ [E(X- X)2]2 K>3: tall, K<3: flat
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9. Toplamdan rnee
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David Macpherson
8/12/2005
Toplamdan rnee
Beklenen deerleri hesaplamak, pdf in varyans,rnek ktlenin tmne veya toplam ktleye ihtiyacmz var. pratikte toplamdan temsil eden rnek kullanrz.
Bu bize anlam varyans etc tahminini verir.
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rnek anlam
rnek anlam E(X) in tamn edicisidir.
X =
i=1
/ n
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David Macpherson
8/12/2005
rnek varyans
rnek varyans 2n toplam varyanstan tahmin edicisidir.
2 x
i =1
( X i X )2 n 1
n-1 serbestlik derecesidir. N e blersekdaha sonra n-1, we get a biased estimate since only n-1 unconstrained observations exist.
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rnek kovaryans
rnek kovaryans toplam kovaryansn tahmin edicisidir.
Sample Cov(X,Y) =
(X
X )(Yi Y ) n 1
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David Macpherson
8/12/2005
rnek korelasyon katsays

(X
i =1 n
rnek korelasyon katsays toplam korelasyon katsaysnn tahmin edicisidir

r=
i
X )(Yi Y ) /(n 1) S X SY
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10. Normal dalm
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David Macpherson
8/12/2005
Normal dalm
simetriktir, bell-shaped distribution. Normal dalm srekli rastgele deiken X in pdf:
f (X ) = 1 X 1 exp 2 2
Anlam ve varyans tarafndan tanmlanmtr: X~N(,2)

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Normal dalm
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David Macpherson
8/12/2005
olaslklar
Normal dalmn olaslklar:
olaslk(-<X< +) .68 olaslk (-2<X< +2) .95 olaslk(-3<X< +3) .997
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Standart normal dalm

ve parametreleri bilinirse,x aralnn olaslklarn bulabiliriz.
Normal dalm x deikenlerini m ile z iinde deitirmek. Z=(X - x)/ x
Standartlatrlm deikenlerThis standardized variable, Z, 1 varyansa ve 0 anlama sahiptir. Thus Z~N(0,1) - a standart normal
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David Macpherson
8/12/2005
Standart normal dalm
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Z-sonu tablosu (Tablo A-1)

Z 0.0 0.5 1.0 1.5 2.0 2.5 3.0
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Area 0.0000 0.1915 0.3413 0.4332 0.4772 0.4938 0.4987
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David Macpherson
8/12/2005
Standart normal dalm rnei

X~N(8,4) farzedelim. X 4 ve 12 arsnda deerse olaslk ne?
Z1=(X1-x)/ x=(4-8)/2 = -2 Z2=(X2-x)/ x=(12-8)/2 = 2
Tabloya bak: p(0 Z 2)= 0.4772 Simetrik dalm: p(-2 Z 0)= 0.4772 Bundan dolay olaslk = 0.4772+0.4772= 0.9544
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Standart normal dalm rnei
SAT sonular ~N (500,10000) farz edelim herhangi bir sonucun 750 zerinde olma olasl ne? Z=(X1-x)/ x=(750-500)/100 =2.5
Pr(0<Z<2.5)=0.4938 So Pr (Z>2.5) = 0.5-0.4938 = .0062 or .6 percent
Note that if x is greater (e.g. 200)

Z sonular daha az & olslk artar.
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David Macpherson
8/12/2005
Dorusal birleme
2 normal dalm rastgele deikenin dorusal birleimi onun normal dalmdr.
2 2 If X ~ N(X , X ) and Y ~ N(Y , Y ) and they are independen t
Consider this linear combinatio of X and Y : n W = aX + bY Then it can be shown that:

2 2 W ~ N [ (aX + bY ), (a 2 X + b2 Y )]
This can extend to more than 2 random variables

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11. rnek anlamn dalm
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David Macpherson
8/12/2005
Toplam ve rnek anlam

Toplam anlam tm dalmn beklenen deeridir. rnek anlam verilen gzlemlerin anlamdr.
Farkl rnekler farkl rnek anlamlarna benzemektedir.Different samples
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Sampling of Means
Assume a random sample of X1,X2,,Xn from a population PDF with and 2 .
Random sample - the r.v.s must be independent and identically distributed (i.i.d)
PDF of each Xi is ~ N(, 2)
Let then
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X = X
/ n
2
X ~ ( ,
/ n)
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David Macpherson
8/12/2005
Sampling of Means
Konu ile ilgili Z sonular:
Z =
X / n
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Sampling of Means Example
rnek iin Ortalama (X) ~N(75,25)dir.16 rencinin ortalamasnn 78 den byk olma olasl nedir?
X ~ N ( 75 , 25 / 16 ) X Z =
78 75 5 / 16
= 2 .4
P( X > 78) = P(Z > 2.4) = 0.5000 - 0.4918 = 0.0082 (Table A - 1)

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David Macpherson
8/12/2005
Merkez limit teoremi

Rastgele deikenlerden rnek anlam normal dalm PDF ten mutlaktr.
Toplam ktle normal deildir.
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12. Ki kare dalm
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David Macpherson
8/12/2005
Ki kare dalm
rastgele deikenlerin varyanslaryla dalm hipotez testi iin yararl dalm. Distribution of these squared terms approximates the chi-squared distribution.
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Ki kare dalm
Eer Z standart normal deikense (i.e. with =0 and =1), sonra Z2 k serbestlik derecesiyle ki kare dalmna sahiptir.
2 k
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Serbestlik derecesi(k) hesapladmz gzlem miktarn bamszlk numaralarn aklar

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= 2Z
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David Macpherson
8/12/2005
Ki kare dalm
Ki kare orjinden balar. Dalmn ekli k ya baldr.
Artan k dalm daha simetrik yapar.. k geni oluncaki kare hemen hemen normaldir.
Dalmn anlam k dr, ve varyans 2k dr.

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Ki kare dailm
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David Macpherson
8/12/2005
Ki kare dalm
Tablo A-3
k\Q 1 5 10 20 30 40 0.250 1.323 6.626 12.549 23.828 34.800 45.616 0.100 2.706 9.236 15.987 28.412 40.256 51.805 0.050 3.841 11.071 18.307 31.410 43.773 55.758 0.025 5.024 12.833 20.483 34.170 46.979 59.342 0.010 6.635 15.086 23.209 37.566 50.892 63.691 0.005 7.879 16.750 25.188 39.997 53.672 66.766 0.001 10.828 20.515 29.588 45.315 59.703 73.402
verilen 20 serbestlik derecesinde X2 karenin deeri 40 ve daha zeri olma olasl ne?
As seen from table A-3, probability is 0.005 - rather small.

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rnek vs doru varyans

To find the probability of obtaining a given sample 2 compared to the true 2:
Varyansla normal toplam farz edelim: 2 Bu toplamdan varyansla rastgele rnek almak S2.
S2 Then ( n 1) 2
~ X
( n 1 )
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David Macpherson
8/12/2005
rnek vs doru varyans

25 snav sonucunu rastgele aldmz farzedelim ve varyans 25 tir.rnek deerin olasl nedir?Suppose. Doru varyans 20 dir. What is the probability of obtaining such a sample value?
(24) (25/20) = 30 The probability of obtaining a X2 of 30 for 24 d.f. is between 10% and 25%.
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13. t-dalm
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David Macpherson
8/12/2005
t dalm
varyans bilinmezken hipotezi test etmek iin t dalmn kullanrz.
Remember that if X ~ N ( , 2 / n), then X ~ N (0,1) / n Suppose only know and don' t know 2 , Z= we only know its estimator S2 .
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t dalm
Remember S 2 = t= X S/ n
(X
X )2
( n 1)
, so define a new variable
T daslmnn devam iin kitabn arkasndaki tablo A- 2 ye bakn.
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David Macpherson
8/12/2005
t dalm
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t dalmnn zellikleri
Normal gibi, t dalm simetriktir ve geni rnekler iinnormale yaklasktr.
rnek ktle 30dan kkken daha genitir. 30 zerindeki rnek ktlede,t normale yaklasktr..
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David Macpherson
8/12/2005
t Daglmnn zellikleri
t dalmnn anlamstandart normal dalmdaki gibi sfrdr. varyans k/(k-2).
Geni rnek ktleler iin, the varyans standart normal dalmdaki gibi 1 e yaklasr.
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t dalm tablosu
Table A-2
k\Q 1 5 10 20 30 Infinity 0.500 1.000 0.727 0.700 0.687 0.683 0.674 0.200 3.078 1.476 1.372 1.725 1.310 1.282 0.100 6.314 2.015 1.812 2.086 1.697 1.645 0.050 12.706 2.571 2.228 2.131 2.042 1.960 0.025 31.821 3.365 2.764 2.528 2.457 2.326 0.010 63.657 4.032 3.169 2.845 2.750 2.576 0.002 318.310 5.893 4.144 3.552 3.385 3.090
Given df=20, what is the probability of obtaining a t value of 2.85 or greater = 0.01
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David Macpherson
8/12/2005
t dalm tablosu
%5 anlamllk testi iin,t dalmnn kritik deeri 1.96 ya yaklasr.normal dalmn krtk deeri n geni olunca olur. 30 veya zeri rnek iin, 2 nin kritik deeri akla uygundur.
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t dalm rnei
25 snav sonucunun rastgele deikenlerine sahibiz anlam:78 ve S2 :16.N 75 anlamllnda rnek ortalama olasl nedir?
t=
X 78 75 3 = = = 3.75 S / n 4 / 25 4 / 5 Probabilit of obtaininga t - value this big or greater y

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for 24 df is much less than1%.
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David Macpherson
8/12/2005
14. F dalm
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F Distribution
X ve Y toplam ktleden iki bamsz rastgele deiken sahiibiz X ~ N (X, 2X) and Y~ N (Y, 2Y) Varyanslarnn ayn olup olmadn test etmek istiyoruz..
Tahmn edilmi varyanslar S2X ve S2Y oran S2X/ S2Y ~ F dr her iki ana ktle eitse.
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David Macpherson
8/12/2005
F Distribution
F-dalmn Fm,n ile belirtiyoruz.serbestlik derecesi iki deikenle tanmland zaman, m numerator oluyor ve n serbestlik derecesidir F daima byktr1den.
If varyanslar eitse, F 1 dzeyndedir. F nin daha geni deeri, varyanslar eittir.
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F Dalm
F dalm is arpktr, ki karede olduu gibi. Sralamas sfr ve sonsuz arasnda. m ve n byrken,f testi normale yaklasr.
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David Macpherson
8/12/2005
5% F dalm tablosu A-4

n \m 1 5 10 20 30 In finity 1 161.40 6.61 4.96 4.35 4.17 3.84 2 199.50 5.79 4.10 3.49 3.32 3.00 3 215.70 5.41 3.71 3.10 2.92 2.60 4 224.60 5.19 3.48 2.87 2.69 2.37 5 230.20 5.05 3.33 2.71 2.53 2.21 6 234.00 4.95 3.22 2.60 2.42 2.10 7 236.80 4.88 3.14 2.51 2.33 2.01
Given m = 7 and n = 10, what is the probability of obtaining an F value of 3.14 or greater = 0.05
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F dalm rnei
Suppose test whether the variance of the SAT math test differs from the variance of the SAT verbal test. 21 rencinin rnei kullanlyor, S2 matematik testinde buluruz ve szl 100,000 ve 80,000. Normal dalan test ktlesi olduunu farz edelim, f istatistii 1.25 (100,000/80,000) ile20 ve20 serbestlik derecesidir..
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David Macpherson
8/12/2005
F dalm rnei
Elde edilen 1.25 in Fdeeri serbestlik dercesinden fazladr ki varyansn eit olduu kural uygulayamayz
If we had come up with a higher number - e.g. 3.0 the probability of obtaining this is less than .01
Ana ktle varyasnn eit olduunu syleyemeyz.
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15. statiksel sonu
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David Macpherson
8/12/2005
yi tahmin nedir?
kriter:
Computational Cost yansz Hzl ve verimli Best Linear Unbiased Estimator tutarl
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Computational Cost
Some methods involve a lot more time and effort than others. More advanced techniques can often considerable extra effort - is it worth it? Fortunately, many types of models are now routinely available on most statistical packages, so this criteria is less important than it used to be.
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David Macpherson
8/12/2005
yansz
1000 rnek aldmz farz edelim Her rnek iin rnek anlamn tahmin edicisine sahip olmamz gerekir. Bu tahminler ayn almayacaktr, normale yaklasan salmn rneine yaklasacaktr.
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yansz
So in repeated sampling the mean value of all these estimators tends towards the true population mean,
rnek anlam yansz tahmin edici olarak tanmlanr.nk:
E(X ) =
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David Macpherson
8/12/2005
Verimli
Birden fazla yansz tahmnedene sahip olabiliriz arasndan hangini seebiliriz?
Enkk varyansl rnek ktleninki seilir.. Geni varyansla tahmin ediciden tahmn yapmak daha az istenir,
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verimli
Tahmin edici sfr varyansa sahipse,parametreleri tam bulabiliriz. Yansz tahmin ediciyi enkk varyansla seilir. En yansz veya en verrimli tahmin edicidir.
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David Macpherson
8/12/2005
En dorusal yansz tahmin edici
Bu ekleme tahmin edicinin dorrusal olmasn snrlar. rnein, rnek anlam dorusal tahmin edicidir.
X = X i / n i=1 This makes it easier to figure out which is the most efficient estimator
n
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En dorru yansz tahmin edici
An estimator that is linear, unbiased, and has minimum variance among all linear unbiased estimators is called the best linear unbiased estimator - BLUE. Parametrelerin teknumaral olanlar ile ilgileniyouz.
It is harder to find the BLUE in the the multidimensional case.
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David Macpherson
8/12/2005
tutarl
rnek ktle genil olduunda tahmin edici ne olur?
Tahmin edici tutarl ise rnek ktle daha geni olur, toplam parametrelerin dorru deerine yaklar..
is a consistent estimator of if plim
where plim is the probabilit y limit

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Consistent
Sometimes we can get consistency but not unbiasedness, where the estimator may not equal the true parameter on average, but will approximate the true parameter as sample size gets large.
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David Macpherson
8/12/2005
16. Estimation
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Estimators
An estimator is generated when we take a random sample and compute, for example, the mean or variance. Typically, we do not know the mean and variance of the population, so we have to rely on our sample estimates.
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David Macpherson
8/12/2005
Point Estimates
Suppose we take a random sample of 16 students and get an average of 75 and variance 25.
The sample mean of 75 is the point estimate of the population parameter,which is typically unknown.
This point estimate will vary across samples, since the sample mean is an r.v.
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Interval Estimates
An alternative is that a certain interval contains the true mean.
Remember that if X ~ N ( , 2 / n ), then X ~ N (0,1) / n Suppose don' t know 2 , Z= we only know its estimator S2 .
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David Macpherson
8/12/2005
Interval Estimates
If we use S2 , then we know t = X S/ n which follows the t distributi on with n - 1 d.f.
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Interval Estimates Example
Suppose we want to construct a 95% confidence interval around this mean value of 75
There is a 95% probability that this interval will contain the true .
Check t-tables for a 5% 2-tailed test.

For 15 df - then P(|t|>2.131) = .05
So P(-2.131<t<2.131) = .95
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David Macpherson
8/12/2005

P (-2.131 <
Substitute in our definition of t:
X < 2.131) = .95 S/ n 2.131S 2.131S P (X < < ) = .95 n n

Above is a confidence interval - there is a 95% probability that this interval contains the true population mean.
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P (X -
Plugging in the values, the confidence interval is:
2.131(5) 2.131(5) ) = .95 < <X+ 16 16 (75 - 2.66) < < (75 + 2.66)
72.34<<77.66 is the 95% confidence interval for So there is a 95% probability that this interval contains the true mean
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David Macpherson
8/12/2005
Alpha
Sometimes the confidence interval is expressed as:
P(lower limit< <upper limit) =1-
1- is the probability that the random interval contains the true (the confidence coefficient).
is known as the level of significance

Here is .05 or 5% (the probability of committing a Type I error).
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17. Hypothesis Testing
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David Macpherson
8/12/2005
Hypothesis Testing
We can evaluate the relationship between the sample estimates and the population parameters. Suppose a random sample has a mean of 75 on an exam.
Hypothesize the true mean()=78.
Is 75 statistically different from 78? Is the 75 due to sampling error? Is the 75 because is not 78? This is hypothesis testing.
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Hypotheses
Set up a null hypothesis.
Ho: = 78
We test this against the alternative hypothesis H1.

H1: is not equal to 78
Alternative hypotheses for H1:

H1: > 78 H1: < 78
These are one-sided hypotheses
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David Macpherson
8/12/2005
Confidence Interval Approach

We have constructed a confidence interval around
The 95% confidence interval was: 72.34< <77.66 The confidence interval indicates there is a 95% probability that this interval contains the true mean. Our null hypothesis is that = 78 It does not lie within the interval.
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We can reject the hypothesis that is 78.
The 95% interval is the acceptance region. The area outside it is the critical region, or rejection region.
78 is inside the critical region - the probability of being 78 is less than 2.5%
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David Macpherson
8/12/2005

We reject the null that is 78.
We are only 95% confident in this Perhaps our sample did come from a population with = 78. If so we have committed a type I error
We have rejected a hypothesis that is actually true.
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Suppose we want to reduce the risk of committing a Type I error. Suppose we want to fix at 1%, not 5%.
We construct a 99% confidence interval around
Use t tables for 1% two-tailed test

For 15 df - then P(|t|>2.947) = .01 So P(-2.947<t<2.947) = .01
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David Macpherson
8/12/2005

P (-2.947 <
Substitute in our definition of t:
X < 2.947) = .99 S/ n 2.947S 2.947S P (X < < ) = .99 n n
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Plugging in the values, the confidence interval is:
2.947(5) 2.947(5) < < ) = .99 16 16 (75 - 3.68) < < (75 + 3 .68) P (X -
71.32<<78.68 is the 99% confidence interval for Our hypothesis is not rejected - because we have minimized the probability of committing a Type I error.
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David Macpherson
8/12/2005
Type 1 and Type 2 Errors
Type I error = (the level of significance)

Reject Ho when it is true 5% level of significance - the same thing as a 95% level of confidence.
Type II error = (accept Ho when it is false). The confidence coefficient is 1- The power of the test is 1-
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Type 1 and Type 2 Errors
Switch of from 5% to 1%, increased the probability of committing a Type II error

Accepting a false hypothesis.
In practice we generally try to minimize type I errors

Keep the probability of committing such an error at a low level such as 1% or 5%
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David Macpherson
8/12/2005
Test of Significance Approach

We know t =
An alternative, complementary approach.
X , S/ n which follows the t distributi on with n - 1 d.f.
Suppose we take our random sample of 16 students, mean of 75 and variance 25.
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So, Xbar= 75, S=5, n=25 We don't know , so specify a value for . Set up hypothesis test:
H0: = 78 H1: 78
Calculate t:
t = (75-78)/(5/4) = -2.400
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David Macpherson
8/12/2005
For = 5% and df of 15, the critical 2 tailed t values are + or -2.131.

The probability of getting a t higher than 2.131 or lower than -2.131 is only 5%
Our t-value is lower than this, so we can reject the null hypothesis that the true is 78 at the 5% level.
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Suppose we choose an of 1%; the critical t values are + or 2.947. Our t-value is within this range, so we cannot reject the null at the 1% level of significance.
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David Macpherson
8/12/2005
t-test
This test is called the t-test.
We will use it as a test of significance of slope parameters in regression.
Statistically significant means we can reject the null hypothesis. Commonly, we choose 1%, 5% and 10% levels of significance.
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One-tailed test
Can also do a one-tailed test.
H0: = 78 H1: < 78
Again, we choose 5% level of significance and find the t-value is <-1.753 So again reject the H0 that the mean equals or is greater than 78.
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David Macpherson
8/12/2005
2 test of significance
A random sample of 10 SAT scores has a variance of 84. Test the hypothesis that the true variance is 86. Ho: 2 = 86 H1: 2 86
S2 Remember ( n 1) 2
~ X
( n 1 )
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2 test of significance
Choose 5% significance level
2 = 9(84/86) = 8.79
For df = 9 and 5% level of significance, we would need a critical value of 2 =16.92

Our 2 is much less than that, so we cannot reject the null.
An alternative: the probability of obtaining 2 of 8.79 is about 50%

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David Macpherson
8/12/2005
F test of significance
Remember S2X/ S2Y ~ Fm-1, n-1 if the variances of the two populations are equal. Assume two random samples of students in two different schools taking a test:
S2X = 9.0 with sample size 51 S2Y = 7.2 with sample size 41
Ho: 2X = 2Y
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F test of significance
F = 9/7.2 = 1.25
df numerator 50 df denominator 40
5% level critical F value is 1.66

Since our actual F is less than that, we cannot reject the null that the two population variances are the same.
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David Macpherson

Blm 2:Olaslk & Istatistik

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Ortak zel Olaylar

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Benzer olaylarn sonular

Bir olay dier olaya benziyorsa sonular eittir.

Ortak ayrntl sonular

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Klasik tanm rnei

Kalasik rnek tanmlar

Farz edelim A sonucu 7 gsterimdedir.

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Bundan dolay olaslk tanm grecelidir

Greceli frekans rnei

nc birletirilmi sklk grublarnn rastgele deeridir

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Amprik olaslk tanmlar

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Bir sonucun olasl

Ortak ayrntl sonular

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Ortak zellikler ve ayrntl sonular

Ortak zellikler ve ayrntl sonular

Throw die ve bundan dolay 1,2,3,4,5,6.dr

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statiksel bamsz sonular

A,B ve C bamsz sonulardr eer onlarn olasl onlarn olaslnn rndr.

statiksel bamsz sonu rnei

2 zar attnda 6y salamann olasl sallamadr

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artl olaslk rnei

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5. Olaslk sklk fonksiyonu

Olaslk dalm fonksiyonu

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Olaslk dalm fonksiyon rnei

Discrete Probability Distribution Function

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Discrete Probability Distribution Function

Below is the discrete PDF for the two tails example

PDF of a Continuous Variable

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Kmlatif younluk fonksiyonu (CDF)

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Farkl PDF fonksiyon rnei

X in birleik deeri (kolej eitimi) veY (aile geliri).

farkl PDF rnei

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artl PDF rnei

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statiksel bamszlk rnei

f(X=H, Y=H) =.25 f(X=H) = .5 f(Y=H) = .5 So f(X=H, Y=H) = f(X=H) * f(Y=H)

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statiksel bamszlk rnei

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Beklenen deer rnei