Professional Documents
Culture Documents
Statistics status
.
.
.
. .
.
:
.
.
.
.
15
.
:
.
:
.
.
.
.
.
.
)
(
.
.
-:
. .
.
.
.
:
.
.
... .
.
400 145
.
:
.
)Statistical Process
( Control
.
.
.
.
:
.
.
...
/ :
.
. .
.
.
.
:
: .
: .
: .
.
.
.
)(
90 .
.
: .
.
)(
1
2
) (
)
(
:
:
) 8 10 (...
.
.
.
.
Discrete or Continuous
) (
1000
.
.
...
) (
.
11 .
3933 2 26
...
)
( .
250
173 1387
250
138 1387
) (
) (
.
x
x-bar
.
outliers .
X
X n i
50
.
.
1 4 3 8 2 :
8 4 3 2 1 :
8 1 4 3 8 2 :
8 8 4 3 2 1 :
= )3.5 = 2/(4+3
.
.
Minitab:
Variable
Phone
Variable
Phone
N
139
Mean
121.6
Minimum
2.0
Median
60.0
Maximum
2000.0
TrMean
88.1
Q1
30.0
N =
StDev
217.7
Q3
120.0
SE Mean
18.5
:
) (unimodal
)(multimodal
20
0
2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8 4.0
GPAs
Percent
10
GPA
Descriptive Statistics
Variable
GPA
N
92
Mean
3.0698
Variable
GPA
Minimum
2.0200
Median
3.1200
Maximum
3.9800
TrMean
3.0766
StDev
0.4851
Q1
2.6725
SE Mean
0.0506
Q3
3.4675
Variable
Males
Females
All
N
84
89
176
Variable SE Mean
Males
0.331
Females
0.305
All
0.303
Mean
70.048
64.798
67.313
Min
63.0
56.0
56.0
Median
70.000
65.000
67.000
Max
76.0
77.0
77.0
TrMean
70.092
64.753
67.291
Q1
68.0
63.0
64.0
StDev
3.030
2.877
4.017
Q3
72.0
67.0
70.0
Number of Music CDs of Spring 1998 Stat 250 Students
Frequency
20
10
0
0
100
200
300
400
100
200
Number of CDs
300
400
Descriptive Statistics
Variable
CDs
N
92
Mean
61.04
Variable
CDs
Minimum
0.00
Median
46.50
Maximum
400.00
TrMean
52.93
Q1
21.50
StDev
62.90
SE Mean
6.56
Q3
83.00
30
Percent
20
10
0
50
55
60
65
70
75
80
grades
85
90
95 100
Variable
grades
Variable
grades
N
22
Mean
89.18
Minimum
50.00
Median
93.50
Maximum
100.00
TrMean
90.60
Q1
87.00
StDev
12.92
SE Mean
2.76
Q3
98.00
.
.
.
.
.
GPAs of Spring 1998 Stat 250 Students
Frequency
20
10
0
2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8 4.0
GPA
Descriptive Statistics
Variable
GPA
N
92
Mean
3.0698
Variable
GPA
Minimum
2.0200
Median
3.1200
Maximum
3.9800
TrMean
3.0766
StDev
0.4851
Q1
2.6725
SE Mean
0.0506
Q3
3.4675
) 75(
) 25(
IQR = Q3-Q1
.
.
GPAs of Spring 1998 Stat 250 Students
Frequency
20
10
0
2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8 4.0
GPA
Descriptive Statistics
Variable
GPA
N
92
Mean
3.0698
Variable
GPA
Minimum
2.0200
Median
3.1200
Maximum
3.9800
TrMean
3.0766
StDev
0.4851
Q1
2.6725
SE Mean
0.0506
Q3
3.4675
.1
.
.2
.
.3
.
2
(x
x
)
2
s
n 1
2
.
s2
.
.
.
.
.
s .
.
.
Fastest Ever Driving Speed
226 Stat 100 Students, Fall '98
100
Men
126
Women
70
80
90
Sex
N
female 126
male
100
female
male
Mean
91.23
06.79
Minimum
65.00
75.00
Median
90.00
110.00
Maximum
120.00
162.00
TrMean
90.83
105.62
StDev SE Mean
11.32
1.01
17.39
1.74
Q1
85.00
95.00
Q3
98.25
118.75
Fastest Ever Driving Speed
Sex
male
female
120
170
220
KPH
270
Sex
female
male
N
126
100
Mean
152.05
177.98
Sex
Minimum
female 108.33
male
125.00
Median
150.00
183.33
Maximum
200.00
270.00
TrMean
151.39
176.04
Q1
141.67
158.33
StDev SE Mean
18.86
1.68
28.98
2.90
Q3
163.75
197.92
100
.
Sex
N
Mean
female 126 91.23
male
100 106.79
female
male
Minimum
65.00
75.00
Median
90.00
110.00
Maximum
120.00
162.00
TrMean
90.83
105.62
StDev SE Mean
11.32
1.01
17.39
1.74
Q1
85.00
95.00
Q3
98.25
118.75
Sex
female
male
N
126
100
Mean
152.05
177.98
Sex
Minimum
female 108.33
male
125.00
Median
150.00
183.33
Maximum
200.00
270.00
TrMean
151.39
176.04
Q1
141.67
158.33
StDev SE Mean
18.86
1.68
28.98
2.90
Q3
163.75
197.92
...
.
.
.
,A, B, C .
1
.
.
.
.
A ) P(A .
:
.
.
.
.
...
IQ
(Intervals of size 20)
40
Percent
30
20
10
0
55
75
95
IQ
115
135
=
IQ
(Intervals of size 20)
Density
0.02
0.01
0.00
55
75
95
IQ
115
135
...
IQ
(Intervals of size 10)
Density
0.02
0.01
0.00
55
65
75
85
95
IQ
105
115
125
135
...
IQ
(Intervals of size 5)
0.03
Density
0.02
0.01
0.00
50
60
70
80
90
100
IQ
110 120
130 140
...
.:
)P(X > 120), P(X<100), P(110 < X < 120
=
= 1
0 .
P(X=120) = 0
p.d.f
Bell-shaped curve
0.08
Mean = 70 SD = 5
0.07
Density
0.06
0.05
0.04
Mean = 70 SD = 10
0.03
0.02
0.01
0.00
40
50
60
70
Grades
80
90
100
.
.
.
.
75
Probability student scores higher than 75?
0.08
0.07
Density
0.06
0.05
P(X > 75)
0.04
0.03
0.02
0.01
0.00
55
60
65
70
Grades
75
80
85
.
.
)
(
standardize.
...
x
. z .:
Z = (X- )/
0
Z
.1
z .
z
Standard Normal Curve
0.4
Density
0.3
0.2
Tail probability
P(Z > z)
0.1
0.0
-4
-3
-2
-1
70 65
0.08
0.07
Density
0.06
0.05
P(65 < X < 70)
0.04
0.03
0.02
0.01
0.00
55
60
65
70
Grades
75
80
85
65
0.08
0.07
Density
0.06
0.05
0.04
0.03
0.02
0.01
0.00
55
65
75
Grades
85
!
.
.
! ) (
.
:
.
.
:
20
.
)(
.
7/2
100
9/2
7/2
100
.
) :
(
. .
)(
:
.
.
) the null hypothesis (H0
) and the alternative hypothesis (HA
H0:
HA:
.
.
.
.
.
) (
) . (.
) (
.
.
.
...
:
:
.
: .
.
6/98
80
4/98 .
80
)(
H0: = 98.6
HA: < 98.6
= 98.6.
: 80
4/98 .
80 4/98
6/98
p-value
p-value
.
.
p-value
.
p-value ) 05/0
.
( )
MINITAB
p-value
.
Mean
98.4
StDev
0.67
. p
SE Mean
Z
0.0671 -2.80
p-value
P
0.0026
)(
p-value 0026/0
6/98
80
.4/98
:
6/98.
6/98 .
6/98 .
6/98
.
7/2
100
9/2
7/2
100
100
9/2 7/2
P
=H0: = 2.7
<HA: = 2.7
100 9/2
6/0 P :
P .
9/2
7/2.
.
7/2.
HA: > 2.7 H0: = 2.7
P .
Z = 3.33
.
P
05/0
05/0 . .
=0.05 .
6/98
80
4/98 .
80
80
4/98 6/98
P
=H0: = 98.6
>HA: = 98.6
80 4/98 6/0
P :
P
4/98
6/98.
.
6/98 .
HA: < 98.6 H0: = 98.6
P .
Z = -2.98
P 02/0
02/0
. . = 0.02.
20
17
16
.
64
64 17
23 20
P
=H0: = 20
HA: = 20 #
64 17 16
P :
P .
17 23
20
.
.
20
.
HA: # $20 H0: = 20
P .
Z = -1.5
.
n > 60.
P
.
.
Yes
No
where df = n - 1
z (x1 x2)(1 2)
s12 s22
n1 n2
Yes
Do n1 and n2
both exceed
30?
No
No
12 22
Fail to reject
12 22
Pooled variances t test (samples must
come from normal populations):
t (x1 x2)(12)
sp 1 1
n1 n 2
where
and
df n1 n2 2
.1 Nominal scale
. )
(
.2 :ordinal scale
.
.
.3 Interval Scale
.
20
10 10 .
.4 Ratio Scale
.
-
.
)
(
(1
(2 (3
.
(1
(2
.
.
) (
.
.
.
.
)
( ) (
.
30
20
10
40
2
.
.1 :
.
.
.1
.2
.3
.4
.
.
10
) 5 (
.
50 .
.
)
(
.2 )(T
.
.
.
.3 phi
.
.
.
.4
Pearson s coefficient contingency
C
.
.
.5 :
.
.1
kendall s rank correlation coefficient
.
. -1 +1
.
.2 Gamma coefficient
.
.
.3
Spearman Rank Correlation Coefficient
) ... 3 2 (1
.
.
rs +1 -1
.
Pearson Correlation Coefficient
r .
+1 -1
.
.
V -
) b (
)c (
-
.
-
.
.
-
.
) (
) (
.
t F
.
.
t F
.
t F :
.
)
(
.
.
.
- :t
.
) (
- ) F (ANOVA
.
)
(
: F
.
) (Scheffe test LSD
Tukey Duncan .
.
.
.
) (ANOVA
.
j
.
.
:
ANOVA .
A B C
A B B
C A .C
t
t
.
)
.
:
One-way Analysis of Variance
)(
.
:
Two way Analysis of Variance
)
(...
.
:
.1
.
.2
.
.3
.
.
: 1.
.
:
) (Two related
)
(
.1
)
( .
) (Ho
) ( .
.2 1000
.
.3
Wilcoxon Test
.
.
:
.
.4
Fridman Test
F
F .
.
: 30
) 1 ( ) 5 (
.
.5
:
.
:
) (
) (
) (
-
.6 -
Mann Whitney Test
.
: 30
1 5 .
.7 -
Kolmogrov Smirnov Test
20 5
50
.
.
.
.8 -
Kruskal Wallis Test
.
.
: 90
.
) 1 ( ) 5 ( .
:.
Ho
.
Median test
.
.
:
40 ) (
.
.
.
:
.1
.2
.3
.
) (Dependenc Technique
) (Interodependence Technique .
.
. .
.
*
.
.
.
.
.
) (0 1
.
.
:
:
) (
.
:
) (
.
SAS, SPSS, S-plus, R, MATLAB,
:
:
.
.
.
1877 .
.
:
)(Regress
:
)
( ) (
) ( .
.
) ( .
.
.
) ( .
.
.
.
.
y 1 2 1
y 1 2 12 3 1
2 1
y 1
)(
u
) (
)
(.
i
yi 1 2 i ui
y
.
:
.1
.
.2 .
.3
.
.4
.
.5 .
.6 )
( .
)Ordinary Least Square (OLS
)
(.
yi 1 2 i ui
yi 1 2 i ei
yi yi ei ei yi yi
e1 e2 e3 e4
2
2
Min e yi yi yi 1 2 i
2
i
2 1
2
e
i
.
i2 yi2 i i yi
1
2
2
2
i i
y
i
2
i
) (
) (
)
(
1
2 OLS
2
1
2 1
.
ui i
:
yi i 2 i ui
Ui
i
.
i
i
i
i
1
.
:
:1 ui
E ui i 0
ui Xi .
:2 u
cov ui , u j E ui E ui ui E u j E uiu j 0
u
.
:3 )( Ui
var ui xi E ui E ui E ui 0
2
Y
X .
y
X
.
:4 Ui , Xi
cov ui , xi E ui xi 0
x ) u
( y X
u . y
. X u
X u u
X u X u
u X u Y
.
:5
) (
.
. :
.1
.2
.3 Yi Xi ui
.
.
1
Yi 1 2
Xi
Yi 1 2 X i
:
-
.1
.2
.3
2
) (BLUE 2 :
.
Y .
E(2 ) 2
)
(.
-
BLUE.
) r2 (
r2
:
.1
.2
.3
.4
.5
.6
.7
r .
+1 -1.
x y rxy
y ) x (ryx.
.
x y r = 0
) h (
. Y=X2h
r .
r
.
r2 r
r2
r
. )=r (R
.
R
2
R2 R2
R2 .
R2
.
R2 R2
.
ui
) (OLS
ui .
ui
.
OLS
.
ui .
E ui 0
E ui2 2
E ui u j 0
ui uj
) ui N (0,
2
OLS
.1
.2
.3
:
1
.5
.4
.6
.7
.8
N 2 ) (N-2 .
2 2 .
2
) (BLUE.
pr 2 2 1
1
.
: .
: .
.
.1 :1
)x( .
.2 :2 ui .
.3 :3 .
.4 :4 .
ui .
.5 :5 )x( .
.6 ui :6 1 2
.
.7 :7
.
) (OLS
BLUE.
4 1 6 :
:1 :
.
:4 : x
u x
.
:6 :u
. .
Multicollinearity
x3
x2
50
10
75
15
90
18
120
24
150
30
x
.
y 0 1 x1 2 xi2 2 xi3 ui
x
) . (
BLUE
.
- OLS
- : )
(
- :r t
.
R2 - .
- OLS
-
.1 .
.
.2
.
-
R2. 1 t
.2
.3
.4
.5 ) (Eigenvalue )(Condition Index
SAS .
:
.
.1 )(
.2 )
(
.3
.4
.5 ) (
Heteroscedasticity
ui
E (ui ) 2
)(
. )(
2
BLUE
) (GLS .
OLS
t F .
.1
:
ei2
.
x .
.2
.3
.4
.5
.6
:
.
-
.
:
) (
(
)
E (uiu j ) 0 i j .
) (
OLS
GLS
BLUE OLS
. OLS
.
OLS
)
(
) OLS (GLS
OLS
.
R2 .
t F
.
:
.1
.2
: DW.3
D.W
.1
.2
.3
.
.4
.
.5 .
.
.
:
.1
.2
.3
.4
.5
.6
.
5
.
: )(
.
:
.
:
: )(
.
:
) (
.
.
.
.
) . (
) ( ) (
) (F
) (
Reset
)
(
) (...
) (... .
.
) (Dummy Variable .
.
.
) (ACOV.
:
m m-1
) (
) (653
] [1 ] [2 ] [3 ][4
.
)(
.
.
.
. OLS
.
.
.
.
y Taybad .Taybad Khaf .Khaf Torbat jam .Torbat jam Roshan .Roshan Sradary .Sardary
Gaskojen .Gaskojen Abideym . Abideym Model .Model Omr .Omr Tarikh .Tarikh Saat .Saat
Torbatjam Khaf Taybad .
Torbatjam
Khaf
Taybad
.
. .
.
Roshan Sardary Gaskojen . S68
Model .
S68 .
Abideym
.
Omr Tarikh Saat .
12
.
F t
.
. .
0 1 .
:
.1
.2
.3
. ) (
) ( .
)
x y
.
)(
) ( .
) (OLS
.
.
OLS
.
:
)(2SLS
)(3SLS
)(I3SLS
)(LIML
)(FIML
.
.
.
Sewell Wright .
Formulated in series of papers published in
1918, 1921, 1934, 1960
.
.
.
.
= +
.
:
.1
.2
.3
.4
.5
.6
.7
.8
.9
.10
- :
. :
:
.
:
.
):(1380
-1 :
.
-2 :
.
.
.
.
.
x y
x1 y
x y
.
.
:
) ( P1 .
) (P5
) (P6 ) (P2
) (P4 ).(P6
) (P3
) (P4 )(P6
) (P6 .
e1 ) (P7
.
e2 ) (P8
.
e3 ) (P9
.
)(
.
)
( .
.
)
( .
e1)( x1 + =
.1
=
e2)( x3 +)( + x2 +)(x1
.2
e3)( + x2 +)(x1 =
.3
) (
.
e1)( x1 + =
.1
=
e2)( x3 +)( + x2 +)(x1
.2
e3)( + x2 +)(x1 =
.3
) (1 :2P
) (2 1P 2P 3P
) (3 5P 4P .
.
.
2
.
1
R
.
.
) (- 08/0
.
:
08/0 + 46/0 = 38/0 .
.
.
. ) P5 (P4
: )(P1
)(x1 + a =
+)(x1 =
() x2 +
.
. :
)
=
(p5) + (p1)(p3
)
=
(p4) + (p2)(p3
p3
X1 x4
4
x4
X1
1
x1
X4
1 4
...
OLS . OLS
.
2SLS
.
Factor Analysis
:
.1
.2
.3
.4
)
(.
.
.
:
) (1963
) (
.
:
.
.
.
.
82/0
63/0
44/0
78/0
35/0
51/0
68/0
64/0
21/0
...
...
...
...
...
...
...
...
32/0
68/0
17/0
25/0
43/0
12/0
49/0
09/0
60/0
) (exploratory
) (confirmatory .
) (field
. ) (1904
.
) .
(.
.
) (1973 .
.1
.
.2
.
.3 .
KMO
0 1 .
KMO 5/0
. 5/0 69/0
.
7/0
.
Kaiser-Meyer-Olkin
50 100
.
.
.
.
R .
.
.