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Introduction to Statistical Inference STAT 3202 | OSU | Spring 2019 Dalpiaz

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Page 1: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Introduction to Statistical Inference

STAT 3202 | OSU | Spring 2019Dalpiaz

Page 2: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Let’s take a trip back to STAT 3201…

Page 3: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Example: Assume that Professor Professorson receives emails according to a Poisson process with an average rate of two per day.

• What is the probability that Professor Professorson receives two emails on a particular day?

• What is the probability that Professor Professorson receives ten emails on a particular day?

• What is the probability that Professor Professorson receives at least three emails on a particular day?

Page 4: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Example: Assume that the amount of sleep obtained by undergraduate students at The Ohio State University follows a normal distribution with a mean of 7.5 hours and a variance of 0.5 hours.

• What is the probability that a randomly selected student sleeps more than 8 hours a night?

• What is the probability that the average sleep time of a randomly selected group of 25 students is greater than 8 hours?

Page 5: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Where’s the data?

Page 6: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

3202!

Page 7: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Example: Professor Professorson received the following number of emails on each of the previous 40 days:

5 6 2 5 3 3 4 1 4 4 3 4 6 2 3 6 7 1 3 3

5 1 8 6 1 3 2 5 3 5 4 4 2 4 0 5 0 2 5 3

• What is the probability that Professor Professorson receives three emails on a particular day?

• What is the probability that Professor Professorson receives nine emails on a particular day?

Page 8: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Idea: Use a Poisson distribution to model the number of emails received per day.

But which Poisson distribution?

Page 9: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 10: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 11: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 12: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 13: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 14: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate
Page 15: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

The previous “analysis” is flawed.

• The previous 40 days is not a random sample.

• Why do we need a random sample?

• We were just guessing and checking.

• How do we know if Poisson was a reasonable distribution?

• How do we pick a good lambda given some data?

• How do we know if our method for picking is good?

Page 16: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is Statistics?

Page 17: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is Statistics?

• Technically: The study of statistics.

• Practically: The science of collecting, organizing, analyzing, interpreting, and presenting data.

Page 18: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is a statistic?

Page 19: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is a statistic?• Technically: A function of (sample) data.

Page 20: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Terminology

• Population: The entire group of interest.

• Parameter: A (usually unknown) numeric value associated with the population.

• Sample: A subset of individuals taken from the population.

• Statistic: A numeric value computed using the sample data.

Page 21: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is an estimator?• A statistic that attempts to provide a good guess

for an unknown population parameter.

Page 22: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

–WMS

“The objective of Statistics is to make an inference about a population based on information contained in a sample from that population and to provide an associated measure of goodness for the inference.”

Page 23: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What is statistical inference?

Making evidence based claims about a population by using data.

Page 24: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Example: An administrator claims that undergraduate students at Ohio State are extremely healthy. In particular, she claims that they sleep at least 8 hours a night on average. To test this claim, a random sample of 50 students is selected to report on the amount of sleep they obtained the previous night. They slept on average 8.15 hours, with a standard deviation of 1.63 hours. Do you believe the administrator’s claim?

Page 25: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

OSU Sleep Example

• Population: All 45,946 OSU undergraduate students.

• Parameter: The mean, , the average sleep time for OSU undergraduates.

• Sample: The 50 students chosen at random.

• Statistic: The sample mean and sample standard deviation.

μ

Page 26: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Random Sample

• A random sample is a sample where each individual in the population is equally likely to be included.

Why do we care?

Page 27: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Statistics are Random Variables

• A statistic: A function that tells us what calculation we will perform after taking a sample from the population.

• The value of a statistic: The numeric result of performing the calculation on a particular sample of data.

X vs x

Page 28: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Sampling Distributions

Because statistics are random variables, they have a distribution!

Page 29: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

What if…

Page 30: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Where are we going?• Near Future: Estimation

• How do we decide if an estimator is good?

• How do we create estimators?

• How to we account for variability in estimation?

• Later: Testing

• How do we evaluate a statistical hypothesis?

• How do we assess how well a testing procedure works?

• How to we translate a real world hypothesis into a statistical hypothesis?

Page 31: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

Questions?Comments? Concerns?

Page 32: Introduction to Statistical InferenceWhat is statistical inference? Making evidence based claims about a population by using data. Example: An administrator claims that undergraduate

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