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February, 2012
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Statistics
Objectives
Statistics
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Statistics
Objectives
Statistics
Statistics
Statistics:
science of data
study of uncertainty
Biostatistics: data from: Medicine, Biological sciences
(business, education, psychology, agriculture, economics...)
Modern society:
Reading
Writing
Statistical thinking: to make the strongest possible conclusions
from limited amounts of data.
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Statistics
Objectives
Statistics
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Statistics
Objectives
Statistics
Objectives
Statistics
Objectives:
(1) Organize & summarize data
(2) Reach inferences: sample
population
Statistics:
Descriptive statistics(1)
Inferential statistics: drawing of inferences(2)
Modeling, Predicting
Nguyen Quang Vinh
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Why estimation?
Two reasons:
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Estimation of
mean(s):
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
A point estimate
Estimator Parameter
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
(1) E (x )
= without
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
(opt.)
systematic error
E (x )2
E (x
)2
must be small
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
An interval estimate
may be expressed
z/2 x
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
The interval x
The most frequently used values are: .90, .95, .99, which have
associated reliability factors, respectively, of 1.645, 1.96, 2.58
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Estimation
A point estimate
An interval estimate
Interpretation a condence interval
z/2 x
Example: ...
E = margin error = maximum error = practical / clinical
acceptable error:
E
= z/2 x = z/2 n
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Statistical Hypotheses
HO
&
HA are complementary
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Notes
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
p value
Test statistic =p value
General formula:
hypothesizedparameter
= relevantstatistic
S .E .oftherelevantstatistic
0
= x
Teststatistic
Example: z
Test statistic
p value
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
HO
When we reject a H O p
< ,
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Conditions under
which type I & type
II errors may be
committed (the four
possibilities)
The results
in the study
sample
Conclusion:
Actual Situation
(Truth in the population)
Ho false
Ho true
Reject
Ho
Correct
decision
Type I
error
Fail to
reject Ho
Type II
error
Correct
decision
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
HO
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Step 1: Set up H O , H A
4. Test statistic
5. Distribution of the Test Statistic
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
6. Decision rule
Step 4:
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
(opt.)
b,
we know it is there,
but we don't know what it is
One thing we can say is that: a wide C.I. for
is large.
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Determining b
(opt.)
b = P(fail to reject H O
1 - b = P(rejecting
1 -
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
when H O is false)
H O when H O is false)
The value of 1 -
to be large
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Power of test
Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
(opt.)
when = B
z2
P(Z<z2)
z1
P(Z>z1)
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
(opt.)
Introduction
Estimation - Condence Interval
Hypothesis testing - p value
Determination of sample size
Summary
Summary
1. Statistics:
Estimation
Hypothesis testing
Modeling