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Confidence Intervals and Hypothesis Testing: Calculation and Interpretation, Study notes of Computational and Statistical Data Analysis

Data AnalysisProbability TheoryStatistical InferenceHypothesis Testing

The calculations and interpretations of 95% confidence intervals and hypothesis testing using z-values and Student's t-distributions for a given dataset. It covers formal test, t-test, and Monte Carlo methods.

What you will learn

  • What is the 95% confidence interval for the mean of a given dataset?
  • What is the difference between z-distribution and Student's t-distribution in hypothesis testing?
  • How to calculate the t-values for a 95% confidence interval in a t-test?

Typology: Study notes

2021/2022

Uploaded on 09/27/2022

princesspeach
princesspeach 🇺🇸

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Download Confidence Intervals and Hypothesis Testing: Calculation and Interpretation and more Study notes Computational and Statistical Data Analysis in PDF only on Docsity! 95% confidence interval between z-value at p-value = 0.025 and z-value at p-value = 0.975 Table entry for = is the probability lying below =. Table A Standard normal probabilities z 00 on oz 03 04 os 06 ov 0003: 2003 0003 0003 0003 0003 0003 0003 0005 0005 0005 0004 0004 0004 0004 0004 .0007 0007 0006 0006 0006 .0006 .0006 0005 .0010 0009 .0009 0009 0008 0008 0008 0008 0013 0013 0013 oo12 012 oor oni oil aD19 OD1s 0017 0016 00168, opis 01s 0026 0024 0023 0023 0022 0021 0021 0035 0033 0032 003 1 0030 .0029 0028 0047 0044 0043 0041 0040 0039 0038 0062 0059 £0057 0055 0054 0052 0051 0082 0078 0075 0073 0071 0069 0058, 0107 O02 0089 0096 004 O08 1 O89 0130 0132 0129 0125 0122 ong 0116 0179 0170 0166 0162 0158 O1s4 0150 0228 0217, 0212 0207 0202 0197 0192 0287 0274 0268 0262 0256 0250 0244 0359 0344 0336 0329 0322 asia 0307 asa6 0427 0418 0409 0401 0392 038A OSA 0526 0516 0505 0405 0485 0475 0668 0643 0620 0618 0606 0594 0582 0808 0778 0764 0749 0735 0721 0708 0808 0934 O18 901 0885 oR69 0853 1t5t 1hi2 1075 1056 1038 1020 1357 1314 Z 1271 1251 1230 1210 1587 1530, 1515 1492 1469 1446 1423 1841 1788 1762 .1736 ATL 1685 1660 2119 2061 2033 2005 1977 1949 1922 2420 2358 2327 .2296 2266 2236 2206 27Az 2676, 2643 2611 2578 2546 2514 .2085 2981 2946 2912 2377 2843 46 z 3336 .3300 3264 3228 3192 3821 3745 3707 3669 3632 3504 3557 4207 4129 4030 4052 4013 3974 3936 4602 4522 4483 4443 4404 4304 4325 -5000 4920 ARO 4840 A801 A761 ATIE 95% confidence interval of mean Formal test set = { 0.33, 0.4, 0.3, 0.3, 0.45 } N = number in set = 5 95% conf. int. = ± 1.96 × stdv / sqrt(N) = ± 1.96 × 0.666 / sqrt(5) mean = 0.356 ± 0.058 95% probability true mean is between 0.298 and 0.414 Student’s t-distribution between t-value at p-value = 0.025 and t-value at p-value = 0.975 degrees of freedom = N – 1 = 4 Table entry for p and Cis the point r* with probability 7 lying above it and probability © lying Between r= ana m= = Probability re Table Bf distribution critical values Tail probability ar 25 20 1s 10 03 023 02 oot 0905 10000 1.376 3.078 6214 15.89 318.3 636.6 S160 LBL 1-86 7020 ery 2233 31.60 76S SFB. 1.638 2353 Bas 10.21 12.92 741 41 1.533 2132 2000 TAs S610 727 930 1476 2015 2787 5.903 6.860 718 906 1440 1.943 2e12 aL 1896 LALS 1,805 2S17 “706 “B89 1.397 1.860 “703 “883 1383 1.833 “700 ‘879 1372 1.812 697 876 1.363 1.796 595 873 1336 L782 694 870 1.350 1771 692 B68 1345 "761 691 866 aan 1733 600 1865 1337 1.746 659 863 1333 170 688 862 1.330 1734 88 861 1328 1.720 687 860 1325 1.725. 686 gS 1.323 1.721 1686 858 1.321 L717 “685 858 1.319 v4 685 857 1318 v7 684 856 L316 1.708 2684 B56 1315 1.706 "684 1855 134 1703 683 B35 1313 1.701 683 Ba 13th 1.609 883 Bad 1310 16o7 O81 831 1.303 Lesa 87 #40 1 200 Leva 67a 848 1 206 Levt 678 S46 1.292 Led L.p00 677 45 1.200 Lesa Lesa "675 #42 1282 Vea 1962 674 “BAL 1.282 Less 1960 50% DE 70% 80% 90% 95% 96% ‘Confidence level ©
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