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ID:7511074
大小:3.52 MB
页数:32页
时间:2018-02-16
《r statistical application development statistical inference》由会员上传分享,免费在线阅读,更多相关内容在工程资料-天天文库。
1、5StatisticalInferenceInthepreviouschapter,wecameacrossnumeroustoolsthatgavefirstinsightsofexploratoryevidenceintothedistributionofdatasetsthroughvisualtechniquesaswellasquantitativemethods.Thenextstepisthetranslationoftheseexploratoryresultstoconfirmatoryonesandthetopicsofthecurrentchapt
2、erpursuethisgoal.IntheDiscretedistributionsandContinuousdistributionssectionsofChapter1,DataCharacteristics,wecameacrossmanyimportantfamiliesofprobabilitydistribution.Inpracticalscenarios,wehavedataonhandandthegoalistoinferabouttheunknownparametersoftheprobabilitydistributions.Thischapte
3、rfocusesononemethodofinferencefortheparametersusingthemaximumlikelihoodestimator(MLE).Anotherwayofapproachingthisproblemisbyfittingaprobabilitydistributionforthedata.TheMLEisapointestimateoftheunknownparameterthatneedstobesupplementedwitharangeofpossiblevalues.Thisisachievedthroughconfid
4、enceintervals.Finally,thechapterconcludeswiththeimportanttopicofhypothesistesting.Youwilllearnthefollowingthingsafterreadingthroughthischapter:VisualizingthelikelihoodfunctionandidentifyingtheMLEFittingthemostplausiblestatisticaldistributionforadatasetConfidenceintervalsfortheestimatedpa
5、rametersHypothesistestingoftheparametersofastatisticaldistributionStatisticalInferenceUsingexploratorytechniqueswehadourfirstexpositionwiththeunderstandingofadataset.AsanexampleintheoctanedatasetwefoundthatthemedianofMethod_2waslargerthanthatofMethod_1.Asexplainedinthepreviouschapter,wen
6、eedtoconfirmwhateverexploratoryfindingswehadwithadataset.Recallthatthehistogramsandstem-and-leafdisplayssuggestanormaldistribution.Aquestionthatarisesthenishowdoweassertthecentervalues,typicallythemean,ofanormaldistributionandhowdoweconcludethataverageoftheMethod_2procedureexceedsthatofM
7、ethod_1.Theformerquestionisansweredbyestimationtechniquesandthelaterwithtestinghypotheses.ThisformsthecoreofStatisticalInference.MaximumlikelihoodestimatorLetusconsiderthediscreteprobabilitydistributionsasseenintheDiscretedistributionssectionofChapter1,DataCharacteristics
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