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Course: Statistical Inference & Applications: Instructor in Charge

This course provides an introduction to statistical inference and applications. It covers topics such as hypothesis testing, analysis of variation, quality control, and their implementation in software. The goals are for students to understand concepts of hypothesis testing and be able to apply various techniques to survey data problems. The course is taught by Dr. J. K. Sahoo and grades are based on software implementation, tests, quizzes, projects, and a final exam.

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Jineet Desai
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48 views

Course: Statistical Inference & Applications: Instructor in Charge

This course provides an introduction to statistical inference and applications. It covers topics such as hypothesis testing, analysis of variation, quality control, and their implementation in software. The goals are for students to understand concepts of hypothesis testing and be able to apply various techniques to survey data problems. The course is taught by Dr. J. K. Sahoo and grades are based on software implementation, tests, quizzes, projects, and a final exam.

Uploaded by

Jineet Desai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Course: Statistical Inference

& Applications

Instructor In Charge:
Dr. J. K. Sahoo
Course information
 What is for?

 This course provides an elementary


introduction to classical decision theory with
different kind of testing techniques for
probabilistic models.
Topics in the Course
 Review of Probability theory & Statistics

 Hypotheses Testing: Parametric

 Hypotheses testing: Non Parametric

 Analysis of Variation (ANOVA)

 Quality Control
Course Goals
 Students at the end of course should
be able to do the following:
 Understand the concepts and methods of
hypotheses testing

 implementation of the techniques in their


future upcoming problems in related
fields.
 Can implement any kind of survey data.
Books
 Prerequisite: Probability & Statistics

 Textbooks (required):

A. Operations research EDD Notes, Part-I


B. Sheldon M. Ross: Introductory Statistics, 2nd Edition,
Elsevier.

 References:
1. Introductory statistics, Neil A. Weiss, 9th edition
Pearson Education Inc.
2. Introduction to the theory of Statistics: Alexander
M. Mood, Franklin A. Graybil, Duane C. Boes, 3rd
Edition, MacGraw Hill. For Details refer handout.
Grading
 Grades for the course will be based on
the following weighting
 Software implementation: 10%
 Test-1,2,3: 45% (includes soft. Impl.)
 Quizzes: 5%
 Project Assignment: 25%
 Final exam: 25%
Checking web page
 I am highly recommend that each student check
this web page at least every thrice a week for
new announcements.

http://quanta.bits-goa.ac.in/
Statistics
 Descriptive statistics

 Inferential statistics
Inferential Statistics
Population?
 1. Involves:
 Estimation
 Hypothesis
Testing
 2. Purpose
 Make Inferences
about Population
Characteristics
Inference Process

Estimates Population
& tests

Sample
statistic
Ex.: (X) Sample
Key terms
 Population
 All items of interest
 Sample
 Portion of population
 Parameter
 Summary Measure about Population
 Statistic
 Summary Measure about sample
6.1 Population and Sample
 Population: refer to a population in
term of its probability distribution or
frequency distribution.
 Population f(x)/X means a population
described by a probability distribution
f(x)/random variable X.
 Population might be infinite or it is impossible
to observe all its values even finite, it may be
impractical or uneconomical to observe it.
Sample
 Sample: a part of population.
 Random samples (Why we need?):
such results can be useful only if the
sample is in some way
“representative”.
 Negative example: performance of a
tire if it is tested only on a smooth
roads; family incomes based on the
data of home owner only.
Sampling
 Representative sample
 Same characteristics as the population

 Random sample
 Every subset of the population has an
equal chance of being selected
Random sample
 Random sample:
A set of observations
X 1 , X 2 ,, X n
constitutes a random sample of size n
from a population X if
(a) X i 's are independent
(b) X i 's have same distribution as of X .
Discussion
 Ways assuring the selection of a
sample is at least approximately
random

 Both finite population and infinite


population
Sampling Distribution
 If a random sample of size n is taken from a
population having the mean  and the
variance ,2 then X is a random variable
whose distribution has the mean 
2

and variance .
n
Central limit theorem
 If X is the mean of a sample of size n
taken from a population having the
mean  and variance  2, then
X 
Z
/ n
is a random variable whose distribution
function approaches that of the
standard normal distribution as n  
Central Limit Theorem

As

x 
sample n
sampling
size gets distribution
large becomes
enough almost
(n  30) ... normal.

X
x  
6.2 The sampling distribution
of the Mean (  unknown)
 If n is large, it doesn’t matter whether 
is known or not, as it is reasonable in that
case to substitute for it the sample
standard deviation s.

Question: how about n is a small value?

We need to make the assumption that the


sample comes from a normal population.
Assumption: population having
normal distribution
 If X is the mean of a random sample
of size n taken from a normal
population having the mean  and
n 2
the variance  , and S  
2 2 ( X i  X ) ,
n 1
then i 1

X 
t
S/ n
is a random variable having the t
distribution with the parameter   n  1
t-distribution


t

P(t  t )  
6.4 The Sampling distribution of
the variance
2
 If is the variance of a random sample of size
S
n taken from a normal population having the
variance  2 then
n

2  ( X i  X )2
( n  1) S
2  2
 i 1
2
 
is a random variable having the chi-square
distribution with the parameter   n  1
Chi-square distribution

2
 n ,
Likelihood Function

 Likelihood function:
Let ( X 1 , X 2,  , X n ) be a random sample obtained
from a population f(x,θ).The joint probability
distribution of the random sample is called
likelihood function and defined by
L( )  f ( x1 , ). f ( x2 , ).. f ( xn , ).

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