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Ayanendranath Basu: Interdisciplinary Statistical Research Unit (ISRU) Indian Statistical Institute Kolkata

The document discusses statistical inference techniques such as quantiles, confidence intervals, hypothesis testing, and linear regression. It provides examples and explanations of how to calculate confidence intervals for a mean response given a value of x, how to predict a future value of y given x with prediction intervals, and how to perform hypothesis tests on a normal mean. It also includes an example of hypothesis testing using shelf stocking data to test if the mean number of items stocked differs from the expected value.

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90 views34 pages

Ayanendranath Basu: Interdisciplinary Statistical Research Unit (ISRU) Indian Statistical Institute Kolkata

The document discusses statistical inference techniques such as quantiles, confidence intervals, hypothesis testing, and linear regression. It provides examples and explanations of how to calculate confidence intervals for a mean response given a value of x, how to predict a future value of y given x with prediction intervals, and how to perform hypothesis tests on a normal mean. It also includes an example of hypothesis testing using shelf stocking data to test if the mean number of items stocked differs from the expected value.

Uploaded by

Arghya sarkar
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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AYANENDRANATH BASU

Interdisciplinary Statistical Research Unit (ISRU)


Indian Statistical Institute
Kolkata

[email protected]
Doing Inference

β .

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What is a Quantile

X 3
Doing Inference

)=

)=

)=

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Doing Inference

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Doing Inference
X1 X2 Xn

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Doing Inference

t
s is the sample standard deviation. Thus

P
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Doing Inference

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Doing Inference

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Doing Inference

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Doing Inference

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Doing Inference

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Regression with Normal Errors

http://blog.nguyenvq.com/blog/2009/05/12/linear-regression-plot-with-normal-curves-for-error-sideways/
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Solutions to the normal equations

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Estimate of the Slope Parameter

Linear combination of independent normal


random variables. It is itself normally
distributed.
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Parameter Estimates

The estimators and are themselves


normally distributed. Thus we can find
confidence intervals and perform tests of
hypothesis based on the estimators and
their standard errors.
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Doing Inference

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Doing Inference

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Doing Inference

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Doing Inference

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Doing Inference

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Confidence and Prediction
Intervals
Source: https://online.stat.psu.edu/stat501/lesson/3/3.3

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Doing Inference (Mean Response)
given x

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Doing Inference (Mean Response)
given x

Lower Boundary (LB)

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Doing Inference (Mean Response)
given x

Upper Boundary (UB)

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Doing Inference (Predicting a
Future Value of Y given x

Y x

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Doing Inference (Predicting a Future
Value of Y given x)

Lower Boundary (LB)

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Doing Inference (Predicting a
Future Value of Y given x)

Upper Boundary (UB)

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Basics of Hypothesis Testing

H H

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Basics of Hypothesis Testing

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Hypothesis Testing: Normal Mean
H0 0 H1 1 1

0 X 1 X2 Xn

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Hypothesis Testing: Normal Mean

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Doing Inference: Shelf Stocking
Data

2. Test statistic

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