Definitions Flashcards

1
Q

Expectation E(x) and variance Var(x) for N(mu, sigma)

A
E(x) = mu
Var(x) = sigma
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2
Q

Expectation E(x) and variance Var(x) for N(mu, sigma)

A
E(x) = mu
Var(x) = sigma
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3
Q

Expectation E(x) and variance Var(x) for N(mu, sigma)

A
E(x) = mu
Var(x) = sigma
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4
Q

Expectation E(x) and variance Var(x) for N(mu, sigma)

A
E(x) = mu
Var(x) = sigma
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5
Q

Expectation E(x) and variance Var(x) for N(mu, sigma)

A
E(x) = mu
Var(x) = sigma
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6
Q

Sample

A

Set of values (randomly (assumption)) selected from a population

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7
Q

Mean

A

Average value of a set of values

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8
Q

Median

A

The value in the middle of your set of sorted data
For odd numbered set this is the middle value
For even numbered sets this is the average of two middle values

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9
Q

Variance

A

This is how much the values in the set deviate from their mean.
Calculated through the sum of all values in your set subtracted by the mean, square this to eliminate negative values and divide the outcome by n-1, where n is the size of your set

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10
Q

Standard deviation

A

The square root of the variance, which was squared to eliminate the negative values.

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11
Q

Which numerical summaries are location and which are scale?

A

Location: mean and median
Scale: variance and standard deviation

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12
Q

Histogram

A

A barplot of a set X where the AREA of the bar over a cell (called a bin, see it as a little interval) is equal to the number of observations in that cell divided by the size of X.
The sum of bars is therefore equal to 1 (100%)

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13
Q

Correlation

A

The correlation between two variables quantifies the linear relation between them.
It is calculated by taken the sum of the product of the subtraction of the mean of all the variables in both sets, and dividing it by the square root of the product of both set’s variances.

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14
Q

Correlation values and corresponding relations between the two sets

A

+1: perfect LINEAR relation with positive slope

  • 1: perfect LINEAR relation with negative slope
    0: No linear relation
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15
Q

Normal QQ-plot

A

A plot that matches the quantiles of two sets, to see whether it is normally distributed

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16
Q

Boxplot

A

Display the different quantile values, range and median of a data set

17
Q

Sample mean distribution

A

The distribution of the mean of a sample
The reason it is a distribution, is because every sample is different and thus every mean as well.
For x~N(mu,sd), sample mean distribution is x^bar~N(mu,sd/n) where n is the size of x^bar

18
Q

Standardizing the mean and back

A

z=(X-u)/sd

x=u+sd*z

19
Q

Point estimate of a parameter

A

A point estimate of any parameter is a function of only the observed data

20
Q

Confidence interval alpha of a parameter

A

The chance of 1-alpha that the defined interval contains the true value of the parameter

21
Q

T-distribution

A

Used for a sample standard deviation, because it is not known whether it is normally distributed