5,321
edits
Statistics: Difference between revisions
no edit summary
No edit summary |
|||
| (One intermediate revision by the same user not shown) | |||
| Line 7: | Line 7: | ||
UMVUE, sometimes called MVUE or UMVU. | UMVUE, sometimes called MVUE or UMVU. | ||
==Tests== | ==Tests== | ||
===Basic Tests=== | |||
====T-test==== | |||
Used to test the mean. | |||
====F-test==== | |||
Use to test the ratio of variances. | |||
===Likelihood Ratio Test=== | ===Likelihood Ratio Test=== | ||
===Uniformly Most Powerful Test=== | ===Uniformly Most Powerful Test=== | ||
UMP Test | UMP Test | ||
===Anova=== | ===Anova=== | ||
==Confidence Sets== | ==Confidence Sets== | ||
Confidence Intervals | Confidence Intervals | ||
| Line 18: | Line 24: | ||
==Quadratic Forms== | ==Quadratic Forms== | ||
==Bootstrapping== | |||
[https://en.wikipedia.org/wiki/Bootstrapping_(statistics) Wikipedia]<br> | |||
Boostrapping is used to sample from your sample to get a measure of accuracy of your statistics. | |||
===Nonparametric Bootstrapping=== | |||
In nonparametric bootstrapping, you resample from your sample with replacement.<br> | |||
In this scenario, you don't need to know the family of distributions that your sample comes from. | |||
===Parametric Bootstrapping=== | |||
In parametric bootstrapping, you learn the distribution parameters of your sample, e.g. with MLE.<br> | |||
Then you can generate samples from that distribution on a computer. | |||
==Textbooks== | ==Textbooks== | ||
* [https://smile.amazon.com/Statistical-Inference-George-Casella/dp/0534243126?sa-no-redirect=1 Casella and Burger's Statistical Inference] | * [https://smile.amazon.com/Statistical-Inference-George-Casella/dp/0534243126?sa-no-redirect=1 Casella and Burger's Statistical Inference] | ||