Applied Statistics - Week 4

Monday the 11th - Friday the 15th of December 2017

The following is a description of what we will go through during this week of the course. The chapter references and computer exercises are considered read, understood, and solved by the beginning of the following class, where I'll shortly go through the exercise solution.

General notes, links, and comments:
  • Louis Lyons discussing discovery levels:: 1310.1284v1_LouisLyons_Why5sigma.pdf
  • Comparison between different tests for normality:: Power_Comparisons_of_Shapiro-Wilk_Kolmogorov-Smirn.pdf

    Monday:
    The main theme of this week will be Hypothesis testing, and we will start with an exercise gently introducing the subject.

    Reading:
  • Barlow, chapter 8 on hypothesis testing.
    Lecture(s):
  • Hypothesis Testing
    Computer Exercise(s):
  • Hypothesis testing: HypothesisTests.py

    Tuesday:
    In addition to the ChiSquare test, there are several other tests, some simple (one/two sample tests) and some more conceptually challenging (Kolmogorov and Wald-Wolfowitz runs test). I will re-iterate on these tests, and the exercise of the day will focus exactly on different tests.
    Exceptionally, today's lecture will be on Confidence Intervals, which is a related subject, but also one we will not have any exercise associated (as it is fairly general).

    Reading:
  • Barlow, chapter 7.2
    Lecture(s):
  • Confidence Intervals And Limits
    Computer Exercise(s):
  • Random Digits Runs Test: RandomDigitsTest.py,
    data_RandomDigits2017A.txt,
    data_RandomDigits2017B.txt,
    data_RandomDigits2017C.txt,
    data_RandomDigits2017D.txt, and
    data_RandomDigits2017E.txt
    For a large scale test, try one million digits of pi: pi1000000.txt


    Friday:
    The day will focus on calibration, which is a subtle subject, yet fairly straight forward, once you get the hang of the idea. The associated exercise is inspired by typical data analysis work.

    Reading:
  • No reading - logic and reason suffices.
    Lecture(s):
  • Calibration
    Computer Exercise(s):
  • Calibration.py along with data file (for calibration) and data file (for testing)
  • Extra exercise (on fitting discontinuities): NBI Coffee Usage problem CoffeeUsage.py
    Last updated: 6th of December 2017.