Title: Parametric Statistics
1Parametric Statistics
- Descriptive statistics
- Hypothesis testing
2Definitions
- Population the entire set about which info is
needed, Greek letters are used - Sample a subset studied random samples
- Parameter numerical characteristic
- Inferential statistics
- Discrete and continuous
- Distribution the pattern of variation of a
variable - One sided probability comparing two data sets
(ie. a gt b) two-sided probability a not equal
to b
3Detection Limit
- Action Limit 2s, 97.7 certain that signal
observed is not random noise. - Detection Limit 3s, 93.3 certain to detect
signal above the 2s limit when the analyte is at
this concentration. - Quantitation Limit 10s signal required for 10
RSD - Type I Error identification of random noise as
signal - Type II Error not identifying signal that is
present.
4Numerical Descriptive Statistics
- Types of numerical summary statistics
- Measures of Location
- Measures of Center
- Other Measures
- Measures of Variability
5Probability Density Function
- Probability density function f(x) probability
of obtaining result x for the variable in your
experiment (relative frequency for discreet
measurements) - The total Sf(xi)1 the total sum of all relative
frequencies - Distribution function probability that x is
less than or equal to xi - F(xi) Sf(xj) over all j such that xj xi
6Discreet Data PDFs
- Binomial distribution
- f(x) (n!/(x!(n-x)!))px(1-p)n-x
- The probability of getting the result of interest
(success) x times out of n, if the overall
probability of the result is p - Note that here, x is a discrete variable
- Integer values only
7Uses of the Binomial Distribution
- Quality assurance
- Genetics
- Experimental design
8Binomial PDF Example
- n 6 number of dice rolled
- pi 1/6 probability of rolling a 2 on any die
- x 0 1 2 3 4 5 6 sample results of 2s out
of 6 - Graph of f(x) versus x for rolling a 2
9Binomial PDF Example 2
- n 8 number of puppies in litter
- pi 1/2 probability of any pup being male
- x 0 1 2 3 4 5 6 7 8 example data for the of
males out of 8 - Graph of f(x) versus x
10Binomial PDF Characteristics
- Shape is determined by values of n and p
(parameters of the distribution function) - Only truly symmetric if p 0.5
- Approaches Poissons distribution if n is very
large and p is very small, - Approaches the normal distribution if n is large,
and p is not small - Mean number of successes or the expectation
value X np - Variance is np(1- p)
11Poisson Distribution
- Can be derived as a limiting form of Binomial
Distribution - when n?8 as the mean lnp remains constant
- this means conducting a large number of trials
with p very small - Can be derived directly from basic assumptions
- Assumptions determine the real situations where
Poissons distribution is useful
Simeon D. Poisson (1781-1840)
12Poissons Assumptions
- Time or other interval type study
- The time interval is small
- The probability of one success is proportional to
the time interval - The number of successes in one time interval is
independent of the number of successes in another
time interval
13Derive Poisson from basic assumptions
- Derivation by Induction
- To find an expression for p(x), first find p(0),
then p(k) and p(k1) then generalize for p(x). - Basic properties used
14Poissons Assumptions Example
- The probability of one photon arriving in the
time interval Dt is proportional to Dt when Dt is
small - The probability that more than one photon arrives
in Dt is negligible for small Dt - The number of photons that arrive in one time
interval is independent of the number of photons
that arrive in any other non-overlatping interval
15Normal Approximation to Poissons Distribution
- http//www.stat.ucla.edu/dinov/courses_students.d
ir/Applets.dir/NormalApprox2PoissonApplet.html
16Measures of Center
- Mode
- Median
- Population Mean (µ) and Sample Average (x)
17Measures of Spread
- Variance square of standard deviation
- Standard deviation
- Population standard deviation s large sample
sets, the population mean (µ) is known. - Sample standard deviation (s) small sample sets,
sample average (x) is used. - Pooled standard deviation (s ). When several
small sets have the same sources of indeterminate
error (ie the same type of measurement but
different samples)
18Standard Error of the Mean
- uncertainty in the average(sm) different from
the standard deviation s (variation for each
measurement) if n1, sm s - i. If s is known, the uncertainty in the mean is
- ii. If s is unknown, use the t-score to
compensate for the uncertainty in s. - t - from a table for confidence level and n-1
degrees of freedom. (one degree of freedom is
used to calculate the mean.)
19Chebychev and Empirical Rules
- 's Rule The proportion of observations within k
standard deviations of the mean, where , is at
least , i.e., at least 75, 89, and 94 of the
data are within 2, 3, and 4 standard deviations
of the mean, respectively. - Empirical Rule If data follow a bell-shaped
curve, then approximately 68, 95, and 99.7 of
the data are within 1, 2, and 3 standard
deviations of the mean, respectively.
20Z-score
- -scores are a means of answering the question
how many standard deviations away from the mean
is this observation?''
z 0 1 2 3
P 1sided 0.5 .84 .98 .999
P 2sided 0 .68 .95 .99
21Confidence Interval
- The range of uncertainty in a value at a stated
percent confidence - Percent confidence that the value is within the
stated range - s is known
- s is unknown
Look up the appropriate z or t values to use
x /- ts/sqrt(N)
http//math.uc.edu/brycw/classes/148/tables.htm
22Inferential Statistics
- Comparing two sample means
23T-test (Student's t)
- Used to calculate the confidence intervals of a
measurement when the population standard
deviation s is not known - Used to compare two averages
- corrects for the uncertainty of the sample
standard deviation (s) caused by taking a small
number of samples.
24Comparison Tests
- Comparing the sample to the true value.
- Comparing two experimental averages
25Significance Testing
- Confidence interval
- Statistical Hypotheses
- Ho and H1
26Comparison Test Comparing the sample to the true
value
- Method 1.
- If the difference between the measured value and
the true value (µ) is greater than the
uncertainty in the measurement, then there is a
significant difference between the two values at
that confidence level. - Method 2.
- experimental t-score (t ) is compared to
t-critical (found in a table) - There is a significant difference if experimental
t is greater than critical t . - t is chosen for N-1 degrees of freedom at the
desired percent confidence interval. - If the experimental value may be greater or less
than the true value, use a two sided t-score. If
27Comparison Tests Comparing two experimental
averages.
- t-test
- use the pooled standard deviation and calculate t
as experimental - If experimental t is greater than critical t then
there is a significant difference between the two
means. - t is determined at the appropriate confidence
level from a table - the t-statistic for N N - 2 degrees of freedom.
28T-table