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

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

    Uploaded by

    Arghya sarkar
    25 views34 pages
    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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    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.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    25 views34 pages

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

    Uploaded by

    Arghya sarkar
    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.

    Copyright:

    © All Rights Reserved
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    of 34

    AYANENDRANATH BASU

    Interdisciplinary Statistical Research Unit (ISRU)


    Indian Statistical Institute
    Kolkata

    [email protected]
    Doing Inference

    β .

    2
    What is a Quantile

    X 3
    Doing Inference

    )=

    )=

    )=

    4
    Doing Inference

    5
    Doing Inference
    X1 X2 Xn

    6
    Doing Inference

    t
    s is the sample standard deviation. Thus

    P
    7
    Doing Inference

    8
    Doing Inference

    9
    Doing Inference

    10
    Doing Inference

    11
    Doing Inference

    12
    Regression with Normal Errors

    http://blog.nguyenvq.com/blog/2009/05/12/linear-regression-plot-with-normal-curves-for-error-sideways/
    13
    Solutions to the normal equations

    14
    Estimate of the Slope Parameter

    Linear combination of independent normal


    random variables. It is itself normally
    distributed.
    15
    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.
    16
    Doing Inference

    17
    Doing Inference

    18
    Doing Inference

    19
    Doing Inference

    20
    Doing Inference

    21
    Confidence and Prediction
    Intervals
    Source: https://online.stat.psu.edu/stat501/lesson/3/3.3

    22
    Doing Inference (Mean Response)
    given x

    23
    Doing Inference (Mean Response)
    given x

    Lower Boundary (LB)

    24
    Doing Inference (Mean Response)
    given x

    Upper Boundary (UB)

    25
    Doing Inference (Predicting a
    Future Value of Y given x

    Y x

    26
    Doing Inference (Predicting a Future
    Value of Y given x)

    Lower Boundary (LB)

    27
    Doing Inference (Predicting a
    Future Value of Y given x)

    Upper Boundary (UB)

    28
    Basics of Hypothesis Testing

    H H

    29
    Basics of Hypothesis Testing

    30
    Hypothesis Testing: Normal Mean
    H0 0 H1 1 1

    0 X 1 X2 Xn

    31
    Hypothesis Testing: Normal Mean

    32
    Doing Inference: Shelf Stocking
    Data

    2. Test statistic

    33
    34

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