Statistics Galton’s Heights of Hypothetical Men (1869)

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Presentation transcript:

Statistics Galton’s Heights of Hypothetical Men (1869)

Statistical Inference

Some Probability Density Functions Normal: outcome influenced by a very large number of very small, ‘50-50 chance’ effects (Ex: human heights) Lognormal: outcome influenced by a very large number of very small, ‘constrained’ effects (Ex: rain drops) Poisson: outcome influenced by a rarely occurring events in a very large population (Ex: micrometeoroid diameters in LEO) Weibull: outcome influenced by a ‘failure’ event in a very large population (Ex: component life time) Binomial: outcome influenced by a finite number of ’50-50 chance’ effects (Ex: coin toss)

Probability Density & Distribution The probability distribution function (PDF) is the integral of the probability density function (pdf). pdf PDF Fig Pr[x≤1] =

Figure 8.4 The Normal Distribution

Concept of the Normal Distribution Population, with true mean and true variance x‘ and σ Figure 8.5

Normalized Variables where p(z 1 ) is the normal error function.

Table 8.2 Normal Error Function Table Pr[0≤z≤1] = Pr[-1≤z≤1] = Pr[-2≤z≤2] = Pr[-3≤z≤3] = Pr[-0.44≤z≤4.06] =

In-Class Problem What is the probability that a student will score between 75 and 90 on an exam, assuming that the scores are distributed normally with a mean of 60 and a standard deviation of 15 ?

Statistics Using MATLAB ® MATLAB ® ’s statistics toolbox contains distributions such as the normal (norm), Student’s t (t), and  2 (chi2). Some useful command prefixes are the probability density function (pdf), probability distribution function (cdf), and the inverse of the distributions (inv). The command normpdf(x,x',σ) gives the value of p(x). normpdf(0,0,1) = The command normcdf(x *,x',σ) gives normcdf(1,0,1) = (= ) normal error function, p(z 1 ) = normcdf(z 1,0,1) – 0.5 The command norminv(P,x',σ) gives x* from the cdf norminv(0.8413,0,1) = 1

Statistics Using MATLAB ® (cont’d) To obtain the value of z for a given %P, x' and σ: z(95,0,1) = 1.96 and z(95.45,0,1) = 2.00

Degrees of Freedom The number of degrees of freedom,, equal the number of data points, N, minus the number of independent restrictions (constraints), c, used for the required calculations. When computing the sample mean, When computing the sample standard deviation, When constructing a histogram, When performing a regression analysis, where m is the order of the fit (linear, m = 1).