Week 2 - Statistical testing and Type 1 Error Flashcards

1
Q
A
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2
Q

What are the three types of probability

A
  1. propensity
  2. frequentist
  3. subjective
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3
Q

What is propensity probability

A

Things just have a tendency. 1/6 on a dice because of its nature

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4
Q

what is subjective probability

A

How likely think we think its going to happen? we express our belifs

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5
Q

what is frequentist probability

A

The relative frequence over time. The proportion of times we roll 1if we keep rolling

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6
Q

Where can propensity be used in statistics

A

With the Law of Large Numbers

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7
Q

Where does Subjective probability come from

A

The basis of Bayesian statistics
Uses prior and posterior probabilities

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8
Q

What is frequentist probability used for?

A

The truth is fixed but unknown. Sampling is random so sample statistics are random variables.

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9
Q

What are the 5 frequentist testing steps

A
  1. Make hypotheses
  2. Collect data
  3. Calculate statistics
  4. Inference
  5. Draw Conclusions
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10
Q

What are the two types of hypothesis

A

Null hypothesis, Alternate hypothesis
H0:d=0 Ha:dbigger0

where d is the mean difference in speed in the population. d=mean-mean^

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11
Q

What are the hypothesis in a two sided

A

H0: d=0 Ha: d!=0

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12
Q
  1. Proof for a hypothesis is ____
  2. Evidence against a hypothesis is ____
A

impossible
possible

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13
Q

Take into account randomness of sampling

A
  • size of effect
  • Variation in statistic
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14
Q

what is test statistic for

A

Test statistics are often a measure for how different our data is from what we would expect if H0 were true, taking into account the variation due to sampling.

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15
Q

What are the three distributinos

A
  1. Population distribution
  2. Sample distribution
  3. Sampling distribution
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16
Q

What is the central limit theorem

A

For a random sample size of size n from a population with mean u and standart deviation o, the sampling distribution of ites mean x tends towards a normal distribution, with mean ux=u and standard deviation o=o/sqrt(n)

17
Q

what is the p-value

A

The probability of finding this test statistic, or a more extereme one, if the null-hypothesis is true

18
Q

What to do if the hypothesis is two sided

A

add the p-values from both sides

19
Q

I

Idea of a frequentist inference:

A
  1. Assume nothing going on H0
  2. Look at data, calculate a statistic and a test statistic
  3. what is p-value: chance of oberving this data
  4. if low: H0 wasnt true
  5. if not low: H0 could be true
20
Q

What is type 1 error and type 2 error

A

Type 1 error: rejecting the null-hypothesis while it is true
Type 2 error: failing to reject the null-hypothsis that is not true

21
Q

what is p-value really mean

A

What is the probability if observing this or more extreme data, if the null hypothsis is true. NOT: what is the proability that the null-hypothesis is true

22
Q

P(Data | Hyp)=

A

P(Data AND Hyp)/P(Hyp)