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Chapter 00
Yang Li
UMD, Fall 2015
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Course Information
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Instructor: Yang Li
Email: yangli@d.umn.edu
Phone: 218-726-8377
Office hours:
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Monday: 10:00-10:50 am
Wednesday: 3:00-4:30 pm
Friday: 2:00-3:30 pm
or by appointments
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Course Information
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Course website:
https://ay15.moodle.umn.edu/course/view.php?id=3206
Evaluation:
Homework
Two midterms
Project
Final
20%
40%
15%
25%
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Course Information
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Grade cutoffs:
Grade
Total %
A
AB+
B
BC+
C
CD+
D
F
90
87
83
80
77
73
70
67
63
60
below 60
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Computing
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Explanatory analysis
Data transformation
10
11
Review
Sample mean
1X
x
=
xi
n
i=1
Sample variance
n
S2 =
1 X
(xi x
)2
n1
i=1
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Review
Sample median
First order x1 , x2 , . . . , xn in ascending order to get
x(1) , x(2) , . . . , x(n) .
x(n+1)/2
x
= x(n/2) + x(n/2+1)
if n is odd
if n is even
Sample quantile
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Normal Distribution
Definition
1
1 x 2
1
e 2 ( ) ,
2
< x <
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Chi-squared Distribution
Definition
If the random variable X has a chi-squared distribution with
degrees of freedom, that is X 2 (), its density function is
0 ,
otherwise
where is a positive integer.
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Student t-Distribution
Definition
If T t() where is the degrees of freedom, T has a density
function
(+1)/2
[( + 1)/2]
t2
f (t) =
,
1+
(/2)
where < t < .
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Properties of t Distribution
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F -Distribution
Definition
If a random variable F follows an F -distribution with two
degrees of freedom 1 and 2 , its density function is
f (x) =
[(1 + 2 )/2](1 /2 )1 /2
x(1 /2)1
.
(1 /2)(2 )
(1 + 1 x/2 )(1 +2 )/2
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Binomial Distribution
Definition
In n independent trials, the probability to get a success at each
trial is p, and the probability to get a failure is 1 p. The total
number of successes in these n trials, denoted by X, follows a
binomial distribution with
n x
P (X = x) =
p (1 p)nx ,
x
for x = 0, 1, 2, . . . , n, where
n
x
n!
.
x!(n x)!
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Poisson Distribution
Definition
The probability distribution of the Poisson random variable
X, with parameter , is
P (X = x) =
e x
,
x!
x = 0, 1, 2, . . . ,
where > 0.
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