Search for tag: "mean"

Estimation and Prediction for a Specific Value of x

In this final topic, we consider using the estimated regression line to estimate the mean response at a given value of the explanatory (x) variable. The standard error of this estimated mean…

From  Jane Harvill 114 plays 0  

Introduction to Oneway Analysis of Variance (ANOVA)

Up until now, we have modeled random variables with a probability mass function or a probability density function. We then discussed in detail the theory behind inference on the unknown parameters. …

From  Jane Harvill 83 plays 0  

Find the Bayes estimator of the rate of a Poisson distribution

This example illustrates how to find the Bayes estimator, under squared error loss function, of the rate of a Poisson distribution if the prior distribution on the rate is a gamma distribution.

From  Jane Harvill 233 plays 0  

Evaluating Point Estimators: Bias and Mean Squared Error

The first two criteria for evaluating point estimators are the bias of the estimator and the mean squared error of the estimator. The goal is to chose the estimator with the smallest mean squared…

From  Jane Harvill 653 plays 0  

Sampling from a Normal Distribution

In previous lessons, properties of samples and of statistics computed on a random sample were discussed under a very general framework; in other words, under the idea that a random sample is selected…

From  Jane Harvill 87 plays 0  

Sums of Random Variables from a Random Sample

When a random sample is drawn, some summary of the values is usually computed. Any well-defined summary may be expressed mathematically as a function of an n-dimension vector. The domain of that…

From  Jane Harvill 184 plays 0  

Location-Scale Families

We discuss three techniques for constructing families of distributions. The resulting families have ready physical interpretations that make them useful for modeling as well as convenient…

From  Jane Harvill 410 plays 0  

Beta Distribution

The beta distribution is the last continuous distribution we will discuss. Like the gamma distribution, the beta distribution earns its name from being associated with the beta function. The beta…

From  Jane Harvill 47 plays 0  

Normal Distribution

In this lesson, we learn about the most important distribution in statistics - the normal distribution. We investigate the probability density function and cumulative distribution function and the…

From  Jane Harvill 63 plays 0  

Gamma Distribution

The gamma family of distributions is a very special family that has many distributions as a specific case. In this lesson, we begin with the gamma function. We then introduce the gamma…

From  Jane Harvill 258 plays 0  

Uniform Distribution

An overview of the uniform distribution is given, including its probability density function (PDF) and cumulative distribution function (CDF). The mean, variance, and moment generating function are…

From  Jane Harvill 77 plays 0  

Continuous Distributions: A Review

In this lesson, a brief review of the general properties of continuous distributions is provided. The end of the lesson is a comparison of the properties for continuous and discrete distributions.

From  Jane Harvill 61 plays 0  

Poisson Distribution

The Poisson distribution is different from all of the discrete distributions we have considered up until this point. Instead of counting the number of "successes" or counting the number of…

From  Jane Harvill 53 plays 0  

Hypergeometric Distribution

The experiment that is used to illustrate when the hypergeometric distribution arises is that of an urn with N balls of two colors; M "white" balls and N - M "black" balls. The…

From  Jane Harvill 88 plays 0  

Geometric Distribution

Like the binomial and hypergeometric distributions, the geometric distribution is related to the Bernoulli(p) distribution. Unlike the binomial and hypergeometric distributions, the geometric…

From  Jane Harvill 47 plays 0  

Binomial Distribution

The binomial distribution is introduced through its unique connection to the Bernoulli distribution through what is called a Bernoulli process. The probability mass function is derived and proven to…

From  Jane Harvill 77 plays 0  

Bernoulli Distribution

The Bernoulli and binomial distributions are used for modeling a dichotomous experiment or a sequence of independent dichotomous experiments, respectively. Alone, both distributions apply to a wide…

From  Jane Harvill 58 plays 0  

Discrete Uniform Distribution

The discrete uniform distribution is one of the simplest discrete distributions. In this lesson, the distribution is defined via its probability mass function. The cumulative distribution function…

From  Jane Harvill 89 plays 0  

Discrete Distributions: A Review

In this lesson, a brief review of the general properties of discrete distributions is provided.

From  Jane Harvill 52 plays 0  

Moments

In this lesson, moments, central moments, the mean and variance of a distribution are defined and illustrated.

From  Jane Harvill 67 plays 0