STAT1008 Study Guide - Final Guide: Type I And Type Ii Errors, Confidence Interval, Null Hypothesis
Document Summary
Events a and b are independent if : p(a if b) = p(a, p(a and b) = p(a)p(b) Binomial probability: (cid:1876) =(cid:1840)(cid:4666) ,(cid:1845)(cid:1831)(cid:4667) (cid:2870)= (cid:1866)(cid:1868)(cid:4666)(cid:883) (cid:1868)(cid:4667) (cid:2870) = (cid:4666)(cid:1876) (cid:4667)(cid:2870) (cid:1868)(cid:4666)(cid:1876)(cid:4667) (cid:1845)(cid:1830)= (cid:4666)(cid:2870)(cid:4667) Type ii error: failing to reject a false h0. Note: if you are testing if something is greater than. To test h0: = 0, ha: 0 (or a one tailed alternative) (cid:1872)= (cid:1845)(cid:1853)(cid:1865)(cid:1868)(cid:1864)(cid:1857) (cid:1871)(cid:1872)(cid:1853)(cid:1872)(cid:1871)(cid:1872)(cid:1855) (cid:1840)(cid:1873)(cid:1864)(cid:1864) (cid:1868)(cid:1853)(cid:1870)(cid:1853)(cid:1865)(cid:1857)(cid:1872)(cid:1857)(cid:1870) (cid:1845)(cid:1831) To find a p-value use a t-distribution with n-2 degrees of freedom. F-statistic: ratio of two values that should be roughly equal under null hypothesis, to reject null hypothesis it should be high. Eliminating any variable (even insignificant ones) will cause r2 to decrease. Can be provided as standard error along with r2. (cid:2869) (cid:1871)- standard deviation or the sample values of the predictor. Confidence interval and prediction interval of a model: Ci (if the question mentions average) and pi for individual.