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.