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STAT 330 Lecture 11

Reading for Today's Lecture: 9.3

Goals of Today's Lecture:

Today's notes

Two sample problems covered so far (all of which have 2 independent samples:

Matched Pairs

Examples: for each of a sample of n pitchers record

displaymath96

displaymath98

Are throwing arms longer?

displaymath100

displaymath102

Can we use

displaymath104

or

displaymath106

NO: we do not have independent samples so

displaymath108

Correct Solution Define tex2html_wrap_inline110 so that tex2html_wrap_inline112 . Let tex2html_wrap_inline114 . Then we can translate our hypotheses:

displaymath116

and

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After subtracting to get the tex2html_wrap_inline120 's this is a 1 sample problem with n D's.

Use

displaymath126

where n is the number of pitchers or pairs not the number of arms or

displaymath130

and use n-1 degrees of freedom for small n (assuming as always that the population of differences is approximately normal).

Example: 9 patients. Measure the concentration of T4 cells before and after administering some new drug.
Patient # Before After After - Before
1 114 110 -4
2 94 115 21
3 117 134 17
4 110 121 11
5 96 124 28
6 88 104 16
7 105 121 16
8 109 117 8
9 85 100 15
Average 102 114.9 12.9
SD 11.6 11.4 8.6

Paired t-test:

displaymath138

with 8 degrees of freedom. A one sided P value is about 0.1% so that there is a clear increase in T4 counts after treatment.

Wrong way:

displaymath142

where we have used

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Notice that the P value, calculated now with 16 df will be much larger. The point is that the Before and After measurements on the same patient are related:

Notice that there is a trend upward to the right. Large values Before are associated with large values After.

Some Theory of Estimation

Concepts of Estimation

Setup: We have data tex2html_wrap_inline148 and a model: a family of possible probability densities for tex2html_wrap_inline150 .

Goal: Inference about tex2html_wrap_inline152 a parameter which describes the population or true density.

Point Estimate: A function tex2html_wrap_inline154 of the data whose values are `` in or near'' a set of possible tex2html_wrap_inline152 values. Typically, tex2html_wrap_inline152 is a real number and so is tex2html_wrap_inline160 .

Notice: X's are random variables so tex2html_wrap_inline160 is a random variable.

Problems of Point Estimation:

  1. What is a ``good' estimate?
  2. Given 2 estimates how can we tell which one is better?
  3. How can we find even 1 sensible point estimate?


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Richard Lockhart
Thu Jan 29 22:39:25 PST 1998