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Dr. Ji Son

Dr. Ji Son

F-distributions

Slide Duration:

Table of Contents

I. Introduction
Descriptive Statistics vs. Inferential Statistics

25m 31s

Intro
0:00
Roadmap
0:10
Roadmap
0:11
Statistics
0:35
Statistics
0:36
Let's Think About High School Science
1:12
Measurement and Find Patterns (Mathematical Formula)
1:13
Statistics = Math of Distributions
4:58
Distributions
4:59
Problematic… but also GREAT
5:58
Statistics
7:33
How is It Different from Other Specializations in Mathematics?
7:34
Statistics is Fundamental in Natural and Social Sciences
7:53
Two Skills of Statistics
8:20
Description (Exploration)
8:21
Inference
9:13
Descriptive Statistics vs. Inferential Statistics: Apply to Distributions
9:58
Descriptive Statistics
9:59
Inferential Statistics
11:05
Populations vs. Samples
12:19
Populations vs. Samples: Is it the Truth?
12:20
Populations vs. Samples: Pros & Cons
13:36
Populations vs. Samples: Descriptive Values
16:12
Putting Together Descriptive/Inferential Stats & Populations/Samples
17:10
Putting Together Descriptive/Inferential Stats & Populations/Samples
17:11
Example 1: Descriptive Statistics vs. Inferential Statistics
19:09
Example 2: Descriptive Statistics vs. Inferential Statistics
20:47
Example 3: Sample, Parameter, Population, and Statistic
21:40
Example 4: Sample, Parameter, Population, and Statistic
23:28
II. About Samples: Cases, Variables, Measurements
About Samples: Cases, Variables, Measurements

32m 14s

Intro
0:00
Data
0:09
Data, Cases, Variables, and Values
0:10
Rows, Columns, and Cells
2:03
Example: Aircrafts
3:52
How Do We Get Data?
5:38
Research: Question and Hypothesis
5:39
Research Design
7:11
Measurement
7:29
Research Analysis
8:33
Research Conclusion
9:30
Types of Variables
10:03
Discrete Variables
10:04
Continuous Variables
12:07
Types of Measurements
14:17
Types of Measurements
14:18
Types of Measurements (Scales)
17:22
Nominal
17:23
Ordinal
19:11
Interval
21:33
Ratio
24:24
Example 1: Cases, Variables, Measurements
25:20
Example 2: Which Scale of Measurement is Used?
26:55
Example 3: What Kind of a Scale of Measurement is This?
27:26
Example 4: Discrete vs. Continuous Variables.
30:31
III. Visualizing Distributions
Introduction to Excel

8m 9s

Intro
0:00
Before Visualizing Distribution
0:10
Excel
0:11
Excel: Organization
0:45
Workbook
0:46
Column x Rows
1:50
Tools: Menu Bar, Standard Toolbar, and Formula Bar
3:00
Excel + Data
6:07
Exce and Data
6:08
Frequency Distributions in Excel

39m 10s

Intro
0:00
Roadmap
0:08
Data in Excel and Frequency Distributions
0:09
Raw Data to Frequency Tables
0:42
Raw Data to Frequency Tables
0:43
Frequency Tables: Using Formulas and Pivot Tables
1:28
Example 1: Number of Births
7:17
Example 2: Age Distribution
20:41
Example 3: Height Distribution
27:45
Example 4: Height Distribution of Males
32:19
Frequency Distributions and Features

25m 29s

Intro
0:00
Roadmap
0:10
Data in Excel, Frequency Distributions, and Features of Frequency Distributions
0:11
Example #1
1:35
Uniform
1:36
Example #2
2:58
Unimodal, Skewed Right, and Asymmetric
2:59
Example #3
6:29
Bimodal
6:30
Example #4a
8:29
Symmetric, Unimodal, and Normal
8:30
Point of Inflection and Standard Deviation
11:13
Example #4b
12:43
Normal Distribution
12:44
Summary
13:56
Uniform, Skewed, Bimodal, and Normal
13:57
Sketch Problem 1: Driver's License
17:34
Sketch Problem 2: Life Expectancy
20:01
Sketch Problem 3: Telephone Numbers
22:01
Sketch Problem 4: Length of Time Used to Complete a Final Exam
23:43
Dotplots and Histograms in Excel

42m 42s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Previously
1:02
Data, Frequency Table, and visualization
1:03
Dotplots
1:22
Dotplots Excel Example
1:23
Dotplots: Pros and Cons
7:22
Pros and Cons of Dotplots
7:23
Dotplots Excel Example Cont.
9:07
Histograms
12:47
Histograms Overview
12:48
Example of Histograms
15:29
Histograms: Pros and Cons
31:39
Pros
31:40
Cons
32:31
Frequency vs. Relative Frequency
32:53
Frequency
32:54
Relative Frequency
33:36
Example 1: Dotplots vs. Histograms
34:36
Example 2: Age of Pennies Dotplot
36:21
Example 3: Histogram of Mammal Speeds
38:27
Example 4: Histogram of Life Expectancy
40:30
Stemplots

12m 23s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
What Sets Stemplots Apart?
0:46
Data Sets, Dotplots, Histograms, and Stemplots
0:47
Example 1: What Do Stemplots Look Like?
1:58
Example 2: Back-to-Back Stemplots
5:00
Example 3: Quiz Grade Stemplot
7:46
Example 4: Quiz Grade & Afterschool Tutoring Stemplot
9:56
Bar Graphs

22m 49s

Intro
0:00
Roadmap
0:05
Roadmap
0:08
Review of Frequency Distributions
0:44
Y-axis and X-axis
0:45
Types of Frequency Visualizations Covered so Far
2:16
Introduction to Bar Graphs
4:07
Example 1: Bar Graph
5:32
Example 1: Bar Graph
5:33
Do Shapes, Center, and Spread of Distributions Apply to Bar Graphs?
11:07
Do Shapes, Center, and Spread of Distributions Apply to Bar Graphs?
11:08
Example 2: Create a Frequency Visualization for Gender
14:02
Example 3: Cases, Variables, and Frequency Visualization
16:34
Example 4: What Kind of Graphs are Shown Below?
19:29
IV. Summarizing Distributions
Central Tendency: Mean, Median, Mode

38m 50s

Intro
0:00
Roadmap
0:07
Roadmap
0:08
Central Tendency 1
0:56
Way to Summarize a Distribution of Scores
0:57
Mode
1:32
Median
2:02
Mean
2:36
Central Tendency 2
3:47
Mode
3:48
Median
4:20
Mean
5:25
Summation Symbol
6:11
Summation Symbol
6:12
Population vs. Sample
10:46
Population vs. Sample
10:47
Excel Examples
15:08
Finding Mode, Median, and Mean in Excel
15:09
Median vs. Mean
21:45
Effect of Outliers
21:46
Relationship Between Parameter and Statistic
22:44
Type of Measurements
24:00
Which Distributions to Use With
24:55
Example 1: Mean
25:30
Example 2: Using Summation Symbol
29:50
Example 3: Average Calorie Count
32:50
Example 4: Creating an Example Set
35:46
Variability

42m 40s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Variability (or Spread)
0:45
Variability (or Spread)
0:46
Things to Think About
5:45
Things to Think About
5:46
Range, Quartiles and Interquartile Range
6:37
Range
6:38
Interquartile Range
8:42
Interquartile Range Example
10:58
Interquartile Range Example
10:59
Variance and Standard Deviation
12:27
Deviations
12:28
Sum of Squares
14:35
Variance
16:55
Standard Deviation
17:44
Sum of Squares (SS)
18:34
Sum of Squares (SS)
18:35
Population vs. Sample SD
22:00
Population vs. Sample SD
22:01
Population vs. Sample
23:20
Mean
23:21
SD
23:51
Example 1: Find the Mean and Standard Deviation of the Variable Friends in the Excel File
27:21
Example 2: Find the Mean and Standard Deviation of the Tagged Photos in the Excel File
35:25
Example 3: Sum of Squares
38:58
Example 4: Standard Deviation
41:48
Five Number Summary & Boxplots

57m 15s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Summarizing Distributions
0:37
Shape, Center, and Spread
0:38
5 Number Summary
1:14
Boxplot: Visualizing 5 Number Summary
3:37
Boxplot: Visualizing 5 Number Summary
3:38
Boxplots on Excel
9:01
Using 'Stocks' and Using Stacked Columns
9:02
Boxplots on Excel Example
10:14
When are Boxplots Useful?
32:14
Pros
32:15
Cons
32:59
How to Determine Outlier Status
33:24
Rule of Thumb: Upper Limit
33:25
Rule of Thumb: Lower Limit
34:16
Signal Outliers in an Excel Data File Using Conditional Formatting
34:52
Modified Boxplot
48:38
Modified Boxplot
48:39
Example 1: Percentage Values & Lower and Upper Whisker
49:10
Example 2: Boxplot
50:10
Example 3: Estimating IQR From Boxplot
53:46
Example 4: Boxplot and Missing Whisker
54:35
Shape: Calculating Skewness & Kurtosis

41m 51s

Intro
0:00
Roadmap
0:16
Roadmap
0:17
Skewness Concept
1:09
Skewness Concept
1:10
Calculating Skewness
3:26
Calculating Skewness
3:27
Interpreting Skewness
7:36
Interpreting Skewness
7:37
Excel Example
8:49
Kurtosis Concept
20:29
Kurtosis Concept
20:30
Calculating Kurtosis
24:17
Calculating Kurtosis
24:18
Interpreting Kurtosis
29:01
Leptokurtic
29:35
Mesokurtic
30:10
Platykurtic
31:06
Excel Example
32:04
Example 1: Shape of Distribution
38:28
Example 2: Shape of Distribution
39:29
Example 3: Shape of Distribution
40:14
Example 4: Kurtosis
41:10
Normal Distribution

34m 33s

Intro
0:00
Roadmap
0:13
Roadmap
0:14
What is a Normal Distribution
0:44
The Normal Distribution As a Theoretical Model
0:45
Possible Range of Probabilities
3:05
Possible Range of Probabilities
3:06
What is a Normal Distribution
5:07
Can Be Described By
5:08
Properties
5:49
'Same' Shape: Illusion of Different Shape!
7:35
'Same' Shape: Illusion of Different Shape!
7:36
Types of Problems
13:45
Example: Distribution of SAT Scores
13:46
Shape Analogy
19:48
Shape Analogy
19:49
Example 1: The Standard Normal Distribution and Z-Scores
22:34
Example 2: The Standard Normal Distribution and Z-Scores
25:54
Example 3: Sketching and Normal Distribution
28:55
Example 4: Sketching and Normal Distribution
32:32
Standard Normal Distributions & Z-Scores

41m 44s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
A Family of Distributions
0:28
Infinite Set of Distributions
0:29
Transforming Normal Distributions to 'Standard' Normal Distribution
1:04
Normal Distribution vs. Standard Normal Distribution
2:58
Normal Distribution vs. Standard Normal Distribution
2:59
Z-Score, Raw Score, Mean, & SD
4:08
Z-Score, Raw Score, Mean, & SD
4:09
Weird Z-Scores
9:40
Weird Z-Scores
9:41
Excel
16:45
For Normal Distributions
16:46
For Standard Normal Distributions
19:11
Excel Example
20:24
Types of Problems
25:18
Percentage Problem: P(x)
25:19
Raw Score and Z-Score Problems
26:28
Standard Deviation Problems
27:01
Shape Analogy
27:44
Shape Analogy
27:45
Example 1: Deaths Due to Heart Disease vs. Deaths Due to Cancer
28:24
Example 2: Heights of Male College Students
33:15
Example 3: Mean and Standard Deviation
37:14
Example 4: Finding Percentage of Values in a Standard Normal Distribution
37:49
Normal Distribution: PDF vs. CDF

55m 44s

Intro
0:00
Roadmap
0:15
Roadmap
0:16
Frequency vs. Cumulative Frequency
0:56
Frequency vs. Cumulative Frequency
0:57
Frequency vs. Cumulative Frequency
4:32
Frequency vs. Cumulative Frequency Cont.
4:33
Calculus in Brief
6:21
Derivative-Integral Continuum
6:22
PDF
10:08
PDF for Standard Normal Distribution
10:09
PDF for Normal Distribution
14:32
Integral of PDF = CDF
21:27
Integral of PDF = CDF
21:28
Example 1: Cumulative Frequency Graph
23:31
Example 2: Mean, Standard Deviation, and Probability
24:43
Example 3: Mean and Standard Deviation
35:50
Example 4: Age of Cars
49:32
V. Linear Regression
Scatterplots

47m 19s

Intro
0:00
Roadmap
0:04
Roadmap
0:05
Previous Visualizations
0:30
Frequency Distributions
0:31
Compare & Contrast
2:26
Frequency Distributions Vs. Scatterplots
2:27
Summary Values
4:53
Shape
4:54
Center & Trend
6:41
Spread & Strength
8:22
Univariate & Bivariate
10:25
Example Scatterplot
10:48
Shape, Trend, and Strength
10:49
Positive and Negative Association
14:05
Positive and Negative Association
14:06
Linearity, Strength, and Consistency
18:30
Linearity
18:31
Strength
19:14
Consistency
20:40
Summarizing a Scatterplot
22:58
Summarizing a Scatterplot
22:59
Example 1: Gapminder.org, Income x Life Expectancy
26:32
Example 2: Gapminder.org, Income x Infant Mortality
36:12
Example 3: Trend and Strength of Variables
40:14
Example 4: Trend, Strength and Shape for Scatterplots
43:27
Regression

32m 2s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Linear Equations
0:34
Linear Equations: y = mx + b
0:35
Rough Line
5:16
Rough Line
5:17
Regression - A 'Center' Line
7:41
Reasons for Summarizing with a Regression Line
7:42
Predictor and Response Variable
10:04
Goal of Regression
12:29
Goal of Regression
12:30
Prediction
14:50
Example: Servings of Mile Per Year Shown By Age
14:51
Intrapolation
17:06
Extrapolation
17:58
Error in Prediction
20:34
Prediction Error
20:35
Residual
21:40
Example 1: Residual
23:34
Example 2: Large and Negative Residual
26:30
Example 3: Positive Residual
28:13
Example 4: Interpret Regression Line & Extrapolate
29:40
Least Squares Regression

56m 36s

Intro
0:00
Roadmap
0:13
Roadmap
0:14
Best Fit
0:47
Best Fit
0:48
Sum of Squared Errors (SSE)
1:50
Sum of Squared Errors (SSE)
1:51
Why Squared?
3:38
Why Squared?
3:39
Quantitative Properties of Regression Line
4:51
Quantitative Properties of Regression Line
4:52
So How do we Find Such a Line?
6:49
SSEs of Different Line Equations & Lowest SSE
6:50
Carl Gauss' Method
8:01
How Do We Find Slope (b1)
11:00
How Do We Find Slope (b1)
11:01
Hoe Do We Find Intercept
15:11
Hoe Do We Find Intercept
15:12
Example 1: Which of These Equations Fit the Above Data Best?
17:18
Example 2: Find the Regression Line for These Data Points and Interpret It
26:31
Example 3: Summarize the Scatterplot and Find the Regression Line.
34:31
Example 4: Examine the Mean of Residuals
43:52
Correlation

43m 58s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Summarizing a Scatterplot Quantitatively
0:47
Shape
0:48
Trend
1:11
Strength: Correlation ®
1:45
Correlation Coefficient ( r )
2:30
Correlation Coefficient ( r )
2:31
Trees vs. Forest
11:59
Trees vs. Forest
12:00
Calculating r
15:07
Average Product of z-scores for x and y
15:08
Relationship between Correlation and Slope
21:10
Relationship between Correlation and Slope
21:11
Example 1: Find the Correlation between Grams of Fat and Cost
24:11
Example 2: Relationship between r and b1
30:24
Example 3: Find the Regression Line
33:35
Example 4: Find the Correlation Coefficient for this Set of Data
37:37
Correlation: r vs. r-squared

52m 52s

Intro
0:00
Roadmap
0:07
Roadmap
0:08
R-squared
0:44
What is the Meaning of It? Why Squared?
0:45
Parsing Sum of Squared (Parsing Variability)
2:25
SST = SSR + SSE
2:26
What is SST and SSE?
7:46
What is SST and SSE?
7:47
r-squared
18:33
Coefficient of Determination
18:34
If the Correlation is Strong…
20:25
If the Correlation is Strong…
20:26
If the Correlation is Weak…
22:36
If the Correlation is Weak…
22:37
Example 1: Find r-squared for this Set of Data
23:56
Example 2: What Does it Mean that the Simple Linear Regression is a 'Model' of Variance?
33:54
Example 3: Why Does r-squared Only Range from 0 to 1
37:29
Example 4: Find the r-squared for This Set of Data
39:55
Transformations of Data

27m 8s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Why Transform?
0:26
Why Transform?
0:27
Shape-preserving vs. Shape-changing Transformations
5:14
Shape-preserving = Linear Transformations
5:15
Shape-changing Transformations = Non-linear Transformations
6:20
Common Shape-Preserving Transformations
7:08
Common Shape-Preserving Transformations
7:09
Common Shape-Changing Transformations
8:59
Powers
9:00
Logarithms
9:39
Change Just One Variable? Both?
10:38
Log-log Transformations
10:39
Log Transformations
14:38
Example 1: Create, Graph, and Transform the Data Set
15:19
Example 2: Create, Graph, and Transform the Data Set
20:08
Example 3: What Kind of Model would You Choose for this Data?
22:44
Example 4: Transformation of Data
25:46
VI. Collecting Data in an Experiment
Sampling & Bias

54m 44s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Descriptive vs. Inferential Statistics
1:04
Descriptive Statistics: Data Exploration
1:05
Example
2:03
To tackle Generalization…
4:31
Generalization
4:32
Sampling
6:06
'Good' Sample
6:40
Defining Samples and Populations
8:55
Population
8:56
Sample
11:16
Why Use Sampling?
13:09
Why Use Sampling?
13:10
Goal of Sampling: Avoiding Bias
15:04
What is Bias?
15:05
Where does Bias Come from: Sampling Bias
17:53
Where does Bias Come from: Response Bias
18:27
Sampling Bias: Bias from Bas Sampling Methods
19:34
Size Bias
19:35
Voluntary Response Bias
21:13
Convenience Sample
22:22
Judgment Sample
23:58
Inadequate Sample Frame
25:40
Response Bias: Bias from 'Bad' Data Collection Methods
28:00
Nonresponse Bias
29:31
Questionnaire Bias
31:10
Incorrect Response or Measurement Bias
37:32
Example 1: What Kind of Biases?
40:29
Example 2: What Biases Might Arise?
44:46
Example 3: What Kind of Biases?
48:34
Example 4: What Kind of Biases?
51:43
Sampling Methods

14m 25s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Biased vs. Unbiased Sampling Methods
0:32
Biased Sampling
0:33
Unbiased Sampling
1:13
Probability Sampling Methods
2:31
Simple Random
2:54
Stratified Random Sampling
4:06
Cluster Sampling
5:24
Two-staged Sampling
6:22
Systematic Sampling
7:25
Example 1: Which Type(s) of Sampling was this?
8:33
Example 2: Describe How to Take a Two-Stage Sample from this Book
10:16
Example 3: Sampling Methods
11:58
Example 4: Cluster Sample Plan
12:48
Research Design

53m 54s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Descriptive vs. Inferential Statistics
0:51
Descriptive Statistics: Data Exploration
0:52
Inferential Statistics
1:02
Variables and Relationships
1:44
Variables
1:45
Relationships
2:49
Not Every Type of Study is an Experiment…
4:16
Category I - Descriptive Study
4:54
Category II - Correlational Study
5:50
Category III - Experimental, Quasi-experimental, Non-experimental
6:33
Category III
7:42
Experimental, Quasi-experimental, and Non-experimental
7:43
Why CAN'T the Other Strategies Determine Causation?
10:18
Third-variable Problem
10:19
Directionality Problem
15:49
What Makes Experiments Special?
17:54
Manipulation
17:55
Control (and Comparison)
21:58
Methods of Control
26:38
Holding Constant
26:39
Matching
29:11
Random Assignment
31:48
Experiment Terminology
34:09
'true' Experiment vs. Study
34:10
Independent Variable (IV)
35:16
Dependent Variable (DV)
35:45
Factors
36:07
Treatment Conditions
36:23
Levels
37:43
Confounds or Extraneous Variables
38:04
Blind
38:38
Blind Experiments
38:39
Double-blind Experiments
39:29
How Categories Relate to Statistics
41:35
Category I - Descriptive Study
41:36
Category II - Correlational Study
42:05
Category III - Experimental, Quasi-experimental, Non-experimental
42:43
Example 1: Research Design
43:50
Example 2: Research Design
47:37
Example 3: Research Design
50:12
Example 4: Research Design
52:00
Between and Within Treatment Variability

41m 31s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Experimental Designs
0:51
Experimental Designs: Manipulation & Control
0:52
Two Types of Variability
2:09
Between Treatment Variability
2:10
Within Treatment Variability
3:31
Updated Goal of Experimental Design
5:47
Updated Goal of Experimental Design
5:48
Example: Drugs and Driving
6:56
Example: Drugs and Driving
6:57
Different Types of Random Assignment
11:27
All Experiments
11:28
Completely Random Design
12:02
Randomized Block Design
13:19
Randomized Block Design
15:48
Matched Pairs Design
15:49
Repeated Measures Design
19:47
Between-subject Variable vs. Within-subject Variable
22:43
Completely Randomized Design
22:44
Repeated Measures Design
25:03
Example 1: Design a Completely Random, Matched Pair, and Repeated Measures Experiment
26:16
Example 2: Block Design
31:41
Example 3: Completely Randomized Designs
35:11
Example 4: Completely Random, Matched Pairs, or Repeated Measures Experiments?
39:01
VII. Review of Probability Axioms
Sample Spaces

37m 52s

Intro
0:00
Roadmap
0:07
Roadmap
0:08
Why is Probability Involved in Statistics
0:48
Probability
0:49
Can People Tell the Difference between Cheap and Gourmet Coffee?
2:08
Taste Test with Coffee Drinkers
3:37
If No One can Actually Taste the Difference
3:38
If Everyone can Actually Taste the Difference
5:36
Creating a Probability Model
7:09
Creating a Probability Model
7:10
D'Alembert vs. Necker
9:41
D'Alembert vs. Necker
9:42
Problem with D'Alembert's Model
13:29
Problem with D'Alembert's Model
13:30
Covering Entire Sample Space
15:08
Fundamental Principle of Counting
15:09
Where Do Probabilities Come From?
22:54
Observed Data, Symmetry, and Subjective Estimates
22:55
Checking whether Model Matches Real World
24:27
Law of Large Numbers
24:28
Example 1: Law of Large Numbers
27:46
Example 2: Possible Outcomes
30:43
Example 3: Brands of Coffee and Taste
33:25
Example 4: How Many Different Treatments are there?
35:33
Addition Rule for Disjoint Events

20m 29s

Intro
0:00
Roadmap
0:08
Roadmap
0:09
Disjoint Events
0:41
Disjoint Events
0:42
Meaning of 'or'
2:39
In Regular Life
2:40
In Math/Statistics/Computer Science
3:10
Addition Rule for Disjoin Events
3:55
If A and B are Disjoint: P (A and B)
3:56
If A and B are Disjoint: P (A or B)
5:15
General Addition Rule
5:41
General Addition Rule
5:42
Generalized Addition Rule
8:31
If A and B are not Disjoint: P (A or B)
8:32
Example 1: Which of These are Mutually Exclusive?
10:50
Example 2: What is the Probability that You will Have a Combination of One Heads and Two Tails?
12:57
Example 3: Engagement Party
15:17
Example 4: Home Owner's Insurance
18:30
Conditional Probability

57m 19s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
'or' vs. 'and' vs. Conditional Probability
1:07
'or' vs. 'and' vs. Conditional Probability
1:08
'and' vs. Conditional Probability
5:57
P (M or L)
5:58
P (M and L)
8:41
P (M|L)
11:04
P (L|M)
12:24
Tree Diagram
15:02
Tree Diagram
15:03
Defining Conditional Probability
22:42
Defining Conditional Probability
22:43
Common Contexts for Conditional Probability
30:56
Medical Testing: Positive Predictive Value
30:57
Medical Testing: Sensitivity
33:03
Statistical Tests
34:27
Example 1: Drug and Disease
36:41
Example 2: Marbles and Conditional Probability
40:04
Example 3: Cards and Conditional Probability
45:59
Example 4: Votes and Conditional Probability
50:21
Independent Events

24m 27s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Independent Events & Conditional Probability
0:26
Non-independent Events
0:27
Independent Events
2:00
Non-independent and Independent Events
3:08
Non-independent and Independent Events
3:09
Defining Independent Events
5:52
Defining Independent Events
5:53
Multiplication Rule
7:29
Previously…
7:30
But with Independent Evens
8:53
Example 1: Which of These Pairs of Events are Independent?
11:12
Example 2: Health Insurance and Probability
15:12
Example 3: Independent Events
17:42
Example 4: Independent Events
20:03
VIII. Probability Distributions
Introduction to Probability Distributions

56m 45s

Intro
0:00
Roadmap
0:08
Roadmap
0:09
Sampling vs. Probability
0:57
Sampling
0:58
Missing
1:30
What is Missing?
3:06
Insight: Probability Distributions
5:26
Insight: Probability Distributions
5:27
What is a Probability Distribution?
7:29
From Sample Spaces to Probability Distributions
8:44
Sample Space
8:45
Probability Distribution of the Sum of Two Die
11:16
The Random Variable
17:43
The Random Variable
17:44
Expected Value
21:52
Expected Value
21:53
Example 1: Probability Distributions
28:45
Example 2: Probability Distributions
35:30
Example 3: Probability Distributions
43:37
Example 4: Probability Distributions
47:20
Expected Value & Variance of Probability Distributions

53m 41s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Discrete vs. Continuous Random Variables
1:04
Discrete vs. Continuous Random Variables
1:05
Mean and Variance Review
4:44
Mean: Sample, Population, and Probability Distribution
4:45
Variance: Sample, Population, and Probability Distribution
9:12
Example Situation
14:10
Example Situation
14:11
Some Special Cases…
16:13
Some Special Cases…
16:14
Linear Transformations
19:22
Linear Transformations
19:23
What Happens to Mean and Variance of the Probability Distribution?
20:12
n Independent Values of X
25:38
n Independent Values of X
25:39
Compare These Two Situations
30:56
Compare These Two Situations
30:57
Two Random Variables, X and Y
32:02
Two Random Variables, X and Y
32:03
Example 1: Expected Value & Variance of Probability Distributions
35:35
Example 2: Expected Values & Standard Deviation
44:17
Example 3: Expected Winnings and Standard Deviation
48:18
Binomial Distribution

55m 15s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Discrete Probability Distributions
1:42
Discrete Probability Distributions
1:43
Binomial Distribution
2:36
Binomial Distribution
2:37
Multiplicative Rule Review
6:54
Multiplicative Rule Review
6:55
How Many Outcomes with k 'Successes'
10:23
Adults and Bachelor's Degree: Manual List of Outcomes
10:24
P (X=k)
19:37
Putting Together # of Outcomes with the Multiplicative Rule
19:38
Expected Value and Standard Deviation in a Binomial Distribution
25:22
Expected Value and Standard Deviation in a Binomial Distribution
25:23
Example 1: Coin Toss
33:42
Example 2: College Graduates
38:03
Example 3: Types of Blood and Probability
45:39
Example 4: Expected Number and Standard Deviation
51:11
IX. Sampling Distributions of Statistics
Introduction to Sampling Distributions

48m 17s

Intro
0:00
Roadmap
0:08
Roadmap
0:09
Probability Distributions vs. Sampling Distributions
0:55
Probability Distributions vs. Sampling Distributions
0:56
Same Logic
3:55
Logic of Probability Distribution
3:56
Example: Rolling Two Die
6:56
Simulating Samples
9:53
To Come Up with Probability Distributions
9:54
In Sampling Distributions
11:12
Connecting Sampling and Research Methods with Sampling Distributions
12:11
Connecting Sampling and Research Methods with Sampling Distributions
12:12
Simulating a Sampling Distribution
14:14
Experimental Design: Regular Sleep vs. Less Sleep
14:15
Logic of Sampling Distributions
23:08
Logic of Sampling Distributions
23:09
General Method of Simulating Sampling Distributions
25:38
General Method of Simulating Sampling Distributions
25:39
Questions that Remain
28:45
Questions that Remain
28:46
Example 1: Mean and Standard Error of Sampling Distribution
30:57
Example 2: What is the Best Way to Describe Sampling Distributions?
37:12
Example 3: Matching Sampling Distributions
38:21
Example 4: Mean and Standard Error of Sampling Distribution
41:51
Sampling Distribution of the Mean

1h 8m 48s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Special Case of General Method for Simulating a Sampling Distribution
1:53
Special Case of General Method for Simulating a Sampling Distribution
1:54
Computer Simulation
3:43
Using Simulations to See Principles behind Shape of SDoM
15:50
Using Simulations to See Principles behind Shape of SDoM
15:51
Conditions
17:38
Using Simulations to See Principles behind Center (Mean) of SDoM
20:15
Using Simulations to See Principles behind Center (Mean) of SDoM
20:16
Conditions: Does n Matter?
21:31
Conditions: Does Number of Simulation Matter?
24:37
Using Simulations to See Principles behind Standard Deviation of SDoM
27:13
Using Simulations to See Principles behind Standard Deviation of SDoM
27:14
Conditions: Does n Matter?
34:45
Conditions: Does Number of Simulation Matter?
36:24
Central Limit Theorem
37:13
SHAPE
38:08
CENTER
39:34
SPREAD
39:52
Comparing Population, Sample, and SDoM
43:10
Comparing Population, Sample, and SDoM
43:11
Answering the 'Questions that Remain'
48:24
What Happens When We Don't Know What the Population Looks Like?
48:25
Can We Have Sampling Distributions for Summary Statistics Other than the Mean?
49:42
How Do We Know whether a Sample is Sufficiently Unlikely?
53:36
Do We Always Have to Simulate a Large Number of Samples in Order to get a Sampling Distribution?
54:40
Example 1: Mean Batting Average
55:25
Example 2: Mean Sampling Distribution and Standard Error
59:07
Example 3: Sampling Distribution of the Mean
1:01:04
Sampling Distribution of Sample Proportions

54m 37s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Intro to Sampling Distribution of Sample Proportions (SDoSP)
0:51
Categorical Data (Examples)
0:52
Wish to Estimate Proportion of Population from Sample…
2:00
Notation
3:34
Population Proportion and Sample Proportion Notations
3:35
What's the Difference?
9:19
SDoM vs. SDoSP: Type of Data
9:20
SDoM vs. SDoSP: Shape
11:24
SDoM vs. SDoSP: Center
12:30
SDoM vs. SDoSP: Spread
15:34
Binomial Distribution vs. Sampling Distribution of Sample Proportions
19:14
Binomial Distribution vs. SDoSP: Type of Data
19:17
Binomial Distribution vs. SDoSP: Shape
21:07
Binomial Distribution vs. SDoSP: Center
21:43
Binomial Distribution vs. SDoSP: Spread
24:08
Example 1: Sampling Distribution of Sample Proportions
26:07
Example 2: Sampling Distribution of Sample Proportions
37:58
Example 3: Sampling Distribution of Sample Proportions
44:42
Example 4: Sampling Distribution of Sample Proportions
45:57
X. Inferential Statistics
Introduction to Confidence Intervals

42m 53s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Inferential Statistics
0:50
Inferential Statistics
0:51
Two Problems with This Picture…
3:20
Two Problems with This Picture…
3:21
Solution: Confidence Intervals (CI)
4:59
Solution: Hypotheiss Testing (HT)
5:49
Which Parameters are Known?
6:45
Which Parameters are Known?
6:46
Confidence Interval - Goal
7:56
When We Don't Know m but know s
7:57
When We Don't Know
18:27
When We Don't Know m nor s
18:28
Example 1: Confidence Intervals
26:18
Example 2: Confidence Intervals
29:46
Example 3: Confidence Intervals
32:18
Example 4: Confidence Intervals
38:31
t Distributions

1h 2m 6s

Intro
0:00
Roadmap
0:04
Roadmap
0:05
When to Use z vs. t?
1:07
When to Use z vs. t?
1:08
What is z and t?
3:02
z-score and t-score: Commonality
3:03
z-score and t-score: Formulas
3:34
z-score and t-score: Difference
5:22
Why not z? (Why t?)
7:24
Why not z? (Why t?)
7:25
But Don't Worry!
15:13
Gossett and t-distributions
15:14
Rules of t Distributions
17:05
t-distributions are More Normal as n Gets Bigger
17:06
t-distributions are a Family of Distributions
18:55
Degrees of Freedom (df)
20:02
Degrees of Freedom (df)
20:03
t Family of Distributions
24:07
t Family of Distributions : df = 2 , 4, and 60
24:08
df = 60
29:16
df = 2
29:59
How to Find It?
31:01
'Student's t-distribution' or 't-distribution'
31:02
Excel Example
33:06
Example 1: Which Distribution Do You Use? Z or t?
45:26
Example 2: Friends on Facebook
47:41
Example 3: t Distributions
52:15
Example 4: t Distributions , confidence interval, and mean
55:59
Introduction to Hypothesis Testing

1h 6m 33s

Intro
0:00
Roadmap
0:06
Roadmap
0:07
Issues to Overcome in Inferential Statistics
1:35
Issues to Overcome in Inferential Statistics
1:36
What Happens When We Don't Know What the Population Looks Like?
2:57
How Do We Know whether a sample is Sufficiently Unlikely
3:43
Hypothesizing a Population
6:44
Hypothesizing a Population
6:45
Null Hypothesis
8:07
Alternative Hypothesis
8:56
Hypotheses
11:58
Hypotheses
11:59
Errors in Hypothesis Testing
14:22
Errors in Hypothesis Testing
14:23
Steps of Hypothesis Testing
21:15
Steps of Hypothesis Testing
21:16
Single Sample HT ( When Sigma Available)
26:08
Example: Average Facebook Friends
26:09
Step1
27:08
Step 2
27:58
Step 3
28:17
Step 4
32:18
Single Sample HT (When Sigma Not Available)
36:33
Example: Average Facebook Friends
36:34
Step1: Hypothesis Testing
36:58
Step 2: Significance Level
37:25
Step 3: Decision Stage
37:40
Step 4: Sample
41:36
Sigma and p-value
45:04
Sigma and p-value
45:05
On tailed vs. Two Tailed Hypotheses
45:51
Example 1: Hypothesis Testing
48:37
Example 2: Heights of Women in the US
57:43
Example 3: Select the Best Way to Complete This Sentence
1:03:23
Confidence Intervals for the Difference of Two Independent Means

55m 14s

Intro
0:00
Roadmap
0:14
Roadmap
0:15
One Mean vs. Two Means
1:17
One Mean vs. Two Means
1:18
Notation
2:41
A Sample! A Set!
2:42
Mean of X, Mean of Y, and Difference of Two Means
3:56
SE of X
4:34
SE of Y
6:28
Sampling Distribution of the Difference between Two Means (SDoD)
7:48
Sampling Distribution of the Difference between Two Means (SDoD)
7:49
Rules of the SDoD (similar to CLT!)
15:00
Mean for the SDoD Null Hypothesis
15:01
Standard Error
17:39
When can We Construct a CI for the Difference between Two Means?
21:28
Three Conditions
21:29
Finding CI
23:56
One Mean CI
23:57
Two Means CI
25:45
Finding t
29:16
Finding t
29:17
Interpreting CI
30:25
Interpreting CI
30:26
Better Estimate of s (s pool)
34:15
Better Estimate of s (s pool)
34:16
Example 1: Confidence Intervals
42:32
Example 2: SE of the Difference
52:36
Hypothesis Testing for the Difference of Two Independent Means

50m

Intro
0:00
Roadmap
0:06
Roadmap
0:07
The Goal of Hypothesis Testing
0:56
One Sample and Two Samples
0:57
Sampling Distribution of the Difference between Two Means (SDoD)
3:42
Sampling Distribution of the Difference between Two Means (SDoD)
3:43
Rules of the SDoD (Similar to CLT!)
6:46
Shape
6:47
Mean for the Null Hypothesis
7:26
Standard Error for Independent Samples (When Variance is Homogenous)
8:18
Standard Error for Independent Samples (When Variance is not Homogenous)
9:25
Same Conditions for HT as for CI
10:08
Three Conditions
10:09
Steps of Hypothesis Testing
11:04
Steps of Hypothesis Testing
11:05
Formulas that Go with Steps of Hypothesis Testing
13:21
Step 1
13:25
Step 2
14:18
Step 3
15:00
Step 4
16:57
Example 1: Hypothesis Testing for the Difference of Two Independent Means
18:47
Example 2: Hypothesis Testing for the Difference of Two Independent Means
33:55
Example 3: Hypothesis Testing for the Difference of Two Independent Means
44:22
Confidence Intervals & Hypothesis Testing for the Difference of Two Paired Means

1h 14m 11s

Intro
0:00
Roadmap
0:09
Roadmap
0:10
The Goal of Hypothesis Testing
1:27
One Sample and Two Samples
1:28
Independent Samples vs. Paired Samples
3:16
Independent Samples vs. Paired Samples
3:17
Which is Which?
5:20
Independent SAMPLES vs. Independent VARIABLES
7:43
independent SAMPLES vs. Independent VARIABLES
7:44
T-tests Always…
10:48
T-tests Always…
10:49
Notation for Paired Samples
12:59
Notation for Paired Samples
13:00
Steps of Hypothesis Testing for Paired Samples
16:13
Steps of Hypothesis Testing for Paired Samples
16:14
Rules of the SDoD (Adding on Paired Samples)
18:03
Shape
18:04
Mean for the Null Hypothesis
18:31
Standard Error for Independent Samples (When Variance is Homogenous)
19:25
Standard Error for Paired Samples
20:39
Formulas that go with Steps of Hypothesis Testing
22:59
Formulas that go with Steps of Hypothesis Testing
23:00
Confidence Intervals for Paired Samples
30:32
Confidence Intervals for Paired Samples
30:33
Example 1: Confidence Intervals & Hypothesis Testing for the Difference of Two Paired Means
32:28
Example 2: Confidence Intervals & Hypothesis Testing for the Difference of Two Paired Means
44:02
Example 3: Confidence Intervals & Hypothesis Testing for the Difference of Two Paired Means
52:23
Type I and Type II Errors

31m 27s

Intro
0:00
Roadmap
0:18
Roadmap
0:19
Errors and Relationship to HT and the Sample Statistic?
1:11
Errors and Relationship to HT and the Sample Statistic?
1:12
Instead of a Box…Distributions!
7:00
One Sample t-test: Friends on Facebook
7:01
Two Sample t-test: Friends on Facebook
13:46
Usually, Lots of Overlap between Null and Alternative Distributions
16:59
Overlap between Null and Alternative Distributions
17:00
How Distributions and 'Box' Fit Together
22:45
How Distributions and 'Box' Fit Together
22:46
Example 1: Types of Errors
25:54
Example 2: Types of Errors
27:30
Example 3: What is the Danger of the Type I Error?
29:38
Effect Size & Power

44m 41s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Distance between Distributions: Sample t
0:49
Distance between Distributions: Sample t
0:50
Problem with Distance in Terms of Standard Error
2:56
Problem with Distance in Terms of Standard Error
2:57
Test Statistic (t) vs. Effect Size (d or g)
4:38
Test Statistic (t) vs. Effect Size (d or g)
4:39
Rules of Effect Size
6:09
Rules of Effect Size
6:10
Why Do We Need Effect Size?
8:21
Tells You the Practical Significance
8:22
HT can be Deceiving…
10:25
Important Note
10:42
What is Power?
11:20
What is Power?
11:21
Why Do We Need Power?
14:19
Conditional Probability and Power
14:20
Power is:
16:27
Can We Calculate Power?
19:00
Can We Calculate Power?
19:01
How Does Alpha Affect Power?
20:36
How Does Alpha Affect Power?
20:37
How Does Effect Size Affect Power?
25:38
How Does Effect Size Affect Power?
25:39
How Does Variability and Sample Size Affect Power?
27:56
How Does Variability and Sample Size Affect Power?
27:57
How Do We Increase Power?
32:47
Increasing Power
32:48
Example 1: Effect Size & Power
35:40
Example 2: Effect Size & Power
37:38
Example 3: Effect Size & Power
40:55
XI. Analysis of Variance
F-distributions

24m 46s

Intro
0:00
Roadmap
0:04
Roadmap
0:05
Z- & T-statistic and Their Distribution
0:34
Z- & T-statistic and Their Distribution
0:35
F-statistic
4:55
The F Ration ( the Variance Ratio)
4:56
F-distribution
12:29
F-distribution
12:30
s and p-value
15:00
s and p-value
15:01
Example 1: Why Does F-distribution Stop At 0 But Go On Until Infinity?
18:33
Example 2: F-distributions
19:29
Example 3: F-distributions and Heights
21:29
ANOVA with Independent Samples

1h 9m 25s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
The Limitations of t-tests
1:12
The Limitations of t-tests
1:13
Two Major Limitations of Many t-tests
3:26
Two Major Limitations of Many t-tests
3:27
Ronald Fisher's Solution… F-test! New Null Hypothesis
4:43
Ronald Fisher's Solution… F-test! New Null Hypothesis (Omnibus Test - One Test to Rule Them All!)
4:44
Analysis of Variance (ANoVA) Notation
7:47
Analysis of Variance (ANoVA) Notation
7:48
Partitioning (Analyzing) Variance
9:58
Total Variance
9:59
Within-group Variation
14:00
Between-group Variation
16:22
Time out: Review Variance & SS
17:05
Time out: Review Variance & SS
17:06
F-statistic
19:22
The F Ratio (the Variance Ratio)
19:23
S²bet = SSbet / dfbet
22:13
What is This?
22:14
How Many Means?
23:20
So What is the dfbet?
23:38
So What is SSbet?
24:15
S²w = SSw / dfw
26:05
What is This?
26:06
How Many Means?
27:20
So What is the dfw?
27:36
So What is SSw?
28:18
Chart of Independent Samples ANOVA
29:25
Chart of Independent Samples ANOVA
29:26
Example 1: Who Uploads More Photos: Unknown Ethnicity, Latino, Asian, Black, or White Facebook Users?
35:52
Hypotheses
35:53
Significance Level
39:40
Decision Stage
40:05
Calculate Samples' Statistic and p-Value
44:10
Reject or Fail to Reject H0
55:54
Example 2: ANOVA with Independent Samples
58:21
Repeated Measures ANOVA

1h 15m 13s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
The Limitations of t-tests
0:36
Who Uploads more Pictures and Which Photo-Type is Most Frequently Used on Facebook?
0:37
ANOVA (F-test) to the Rescue!
5:49
Omnibus Hypothesis
5:50
Analyze Variance
7:27
Independent Samples vs. Repeated Measures
9:12
Same Start
9:13
Independent Samples ANOVA
10:43
Repeated Measures ANOVA
12:00
Independent Samples ANOVA
16:00
Same Start: All the Variance Around Grand Mean
16:01
Independent Samples
16:23
Repeated Measures ANOVA
18:18
Same Start: All the Variance Around Grand Mean
18:19
Repeated Measures
18:33
Repeated Measures F-statistic
21:22
The F Ratio (The Variance Ratio)
21:23
S²bet = SSbet / dfbet
23:07
What is This?
23:08
How Many Means?
23:39
So What is the dfbet?
23:54
So What is SSbet?
24:32
S² resid = SS resid / df resid
25:46
What is This?
25:47
So What is SS resid?
26:44
So What is the df resid?
27:36
SS subj and df subj
28:11
What is This?
28:12
How Many Subject Means?
29:43
So What is df subj?
30:01
So What is SS subj?
30:09
SS total and df total
31:42
What is This?
31:43
What is the Total Number of Data Points?
32:02
So What is df total?
32:34
so What is SS total?
32:47
Chart of Repeated Measures ANOVA
33:19
Chart of Repeated Measures ANOVA: F and Between-samples Variability
33:20
Chart of Repeated Measures ANOVA: Total Variability, Within-subject (case) Variability, Residual Variability
35:50
Example 1: Which is More Prevalent on Facebook: Tagged, Uploaded, Mobile, or Profile Photos?
40:25
Hypotheses
40:26
Significance Level
41:46
Decision Stage
42:09
Calculate Samples' Statistic and p-Value
46:18
Reject or Fail to Reject H0
57:55
Example 2: Repeated Measures ANOVA
58:57
Example 3: What's the Problem with a Bunch of Tiny t-tests?
1:13:59
XII. Chi-square Test
Chi-Square Goodness-of-Fit Test

58m 23s

Intro
0:00
Roadmap
0:05
Roadmap
0:06
Where Does the Chi-Square Test Belong?
0:50
Where Does the Chi-Square Test Belong?
0:51
A New Twist on HT: Goodness-of-Fit
7:23
HT in General
7:24
Goodness-of-Fit HT
8:26
Hypotheses about Proportions
12:17
Null Hypothesis
12:18
Alternative Hypothesis
13:23
Example
14:38
Chi-Square Statistic
17:52
Chi-Square Statistic
17:53
Chi-Square Distributions
24:31
Chi-Square Distributions
24:32
Conditions for Chi-Square
28:58
Condition 1
28:59
Condition 2
30:20
Condition 3
30:32
Condition 4
31:47
Example 1: Chi-Square Goodness-of-Fit Test
32:23
Example 2: Chi-Square Goodness-of-Fit Test
44:34
Example 3: Which of These Statements Describe Properties of the Chi-Square Goodness-of-Fit Test?
56:06
Chi-Square Test of Homogeneity

51m 36s

Intro
0:00
Roadmap
0:09
Roadmap
0:10
Goodness-of-Fit vs. Homogeneity
1:13
Goodness-of-Fit HT
1:14
Homogeneity
2:00
Analogy
2:38
Hypotheses About Proportions
5:00
Null Hypothesis
5:01
Alternative Hypothesis
6:11
Example
6:33
Chi-Square Statistic
10:12
Same as Goodness-of-Fit Test
10:13
Set Up Data
12:28
Setting Up Data Example
12:29
Expected Frequency
16:53
Expected Frequency
16:54
Chi-Square Distributions & df
19:26
Chi-Square Distributions & df
19:27
Conditions for Test of Homogeneity
20:54
Condition 1
20:55
Condition 2
21:39
Condition 3
22:05
Condition 4
22:23
Example 1: Chi-Square Test of Homogeneity
22:52
Example 2: Chi-Square Test of Homogeneity
32:10
XIII. Overview of Statistics
Overview of Statistics

18m 11s

Intro
0:00
Roadmap
0:07
Roadmap
0:08
The Statistical Tests (HT) We've Covered
0:28
The Statistical Tests (HT) We've Covered
0:29
Organizing the Tests We've Covered…
1:08
One Sample: Continuous DV and Categorical DV
1:09
Two Samples: Continuous DV and Categorical DV
5:41
More Than Two Samples: Continuous DV and Categorical DV
8:21
The Following Data: OK Cupid
10:10
The Following Data: OK Cupid
10:11
Example 1: Weird-MySpace-Angle Profile Photo
10:38
Example 2: Geniuses
12:30
Example 3: Promiscuous iPhone Users
13:37
Example 4: Women, Aging, and Messaging
16:07
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F-distributions

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  • Intro 0:00
  • Roadmap 0:04
    • Roadmap
  • Z- & T-statistic and Their Distribution 0:34
    • Z- & T-statistic and Their Distribution
  • F-statistic 4:55
    • The F Ration ( the Variance Ratio)
  • F-distribution 12:29
    • F-distribution
  • s and p-value 15:00
    • s and p-value
  • Example 1: Why Does F-distribution Stop At 0 But Go On Until Infinity? 18:33
  • Example 2: F-distributions 19:29
  • Example 3: F-distributions and Heights 21:29

Transcription: F-distributions

Hi, welcome to educator.com.0000

We are going to talk about F distributions today.0002

So first we are going to review other distributions recovered besides F, namely the NT.0004

Then we are going to introduce the F statistic also called the variance ratio.0011

Then we are going to talk about the distribution of all these S, distribution of all these ratios and finally 0024.5 what Alpha and P value mean in an F distribution.0017

Because eventually were in a deep hypothesis testing with the F statistic.0029

Okay , first, these other distribution so we know how to calculate the Z statistic and we also know how to0031

find the probability of such V value in a normal distribution.0044

But what is EZ distribution?0050

Well, imagine this.0053

Take a data set, let us just call it a population.0056

We take a data set, I will just draw a circle and we take some sort of sample from it, of size.0059

And we actually calculate the Z statistic for this sample so we calculate the goals, get the mean of this little0068

sample minus the mu divided by the standard error.0087

So you do that and then you plot the Z.0093

So imagine you replace all those that sample again to with replacement and you draw another sample and0098

you do this again and then you plot that guy and you dump it back in, you draw another sample, you calculate Z.0115

So you do that over and over again many times which end up getting is a normal distribution overtime.0123

So many times if you plot Z you get a normal distribution and because of that we also call this a Z0136

distribution because the distribution made up of a whole bunch of Z and it has the shape of a normal0150

distribution so that is what we call a Z distribution.0159

Now, if you take that same idea and you do it, you get a sample, and instead of calculating Z for that simply0162

you calculate T, if you do this then and then you plot that and you do that over and over and over and over again you get a T distribution.0175

And this resulting t-distribution follows the rules of the t-distribution where it depends on the degrees of0195

freedom, how wide it is, at the lower your degrees of freedom assertive variable but the higher the bigger0209

your degrees of freedom assertive, less variable and more normal it looks.0217

And so that is what we call the t-distribution.0222

So that is how Z statistic and the Z distribution sort of go together.0225

And this is how the T statistic and the t-distribution sort of go together.0232

And they just have to imagine taking a whole bunch of this sample, calculating whatever statistic and0237

implying that statistic and then looking at the shape of those statistic.0245

So really what this is a sampling distribution of Z.0250

And this is a sampling distribution of T, instead of using means or Z squares to plot your plane instead use the T statistic.0260

And you could do that for anything you could do that for standard deviation and you can do for inter0281

quartile, you can make the sampling distribution of anything you want.0286

That is important to keep in mind as we go into F distribution.0290

Okay so first thing is what is the F statistic?0293

We know how to calculate the T statistic and the V statistic, what is the F statistic?0301

Well, later on in these lessons were going to come across what we call the ANOVA, the analysis of variance.0307

Analyze means to break down and variance is well, you know what variances is, the spread of usually0316

around the mean of your data set and so when we analyze variance, we are going to be breaking down0325

variances into its multiple component and the F ratio happens to be ratio of those component variances.0332

And so I just want you to get sort of the big idea behind the F ratio not exactly how to calculate it, well get0343

into the details of that later on but the general concept.0352

So the S statistic usually is this idea that we have let us say two samples, x1, x2, x3, y1, y2, y3.0356

Now there is always some variation within the sample within exit there is some variation.0370

And within the Y there are some variation.0379

So there is definitely some variation but there is another variation here that we are really interested in.0385

We are really interested in the difference between these two things.0392

Between these two samples, so the F statistic really is taking those ideas and turning it into a ratio and here is what a ratio looks like.0397

It is really the between sample variance all over the within sample variance.0408

I remember variance is always squared, the average squared distance away from the mean and so because0425

of that this is a squared number, this is the square number, they are both positive so this number is always going to be greater than zero.0433

There is no way that this number could be less than zero so the statistic is always going to be greater than zero.0442

Now another way to think about between sample variance and within sample variance is this.0449

Whenever we do these kind of test, we are really interested in the differences between the samples like that is really important to us.0454

But sometimes their difference is also like a part of that difference is going to be just inherent variation.0464

So sometimes there might be a difference between let us say,men and women, or people who got a0478

tutorial versus people who did not, right?0486

People who study for the test versus people who did not, people went to private school versus people with public school.0488

There might be some difference between them?0495

But that difference is also going to have variation.0497

So this between sample variance often has inherent variation just variance you cannot do anything about0500

inherent variation plus real difference the effect size between samples.0508

And noticed that we keep using this word between and that is to indicate that part, so between, that is the part that we are really interested in.0520

Over within sample variance and so here there is inherent variation between X and between the Y and that0534

is not something we are interested in but it is good to know how variable are in the our little samples are.0557

Everyone very similar to each other, is very different, we need to compare the difference between the sample to the difference within the samples.0565

So this the inherent sample of the within sample variation is just inherent variation.0574

So these are all different ways of seeing the same thing and the reason why I want to say I also like this is0583

because later on we are not just going to be talking about between sample and within simple differences, we are going to add onto those ideas.0593

The final way I want you sort of think about the F statistic is basically this.0601

Ultimately in hypothesis testing, where going to want to know about differences between sample, that is the thing that were really interested in.0608

So it is going to be the variation that we want to explain because that is the reason that we did our research in the first place.0616

All versus the variation we cannot explain, not with this design at least.0631

So in our experimental design we will have these two groups and hopefully these groups will be similar to0646

each other but different, similar within the group but different between the groups.0653

And that is why in a S statistic we want this variation that we want to explain to be quite large and this0660

variation that we cannot explain or do anything about to come along for the ride where we want that to be relatively small.0667

Okay so let us do a limited thinking about the F ratio.0676

Now if we had a very big difference between the groups what kind of F ratio would we have?0679

When it is greater than one, less than one?0688

Well if our variation between the groups is bigger than the variation within the group then we should have0690

a very large F so that should be F that is greater than one right so at least greater than one but maybe a lot 1144.0 greater than 1, it could be 2 over one or 2 over .5.0697

Any of those values which show between sample variances are a lot larger than within sample variance.0708

And so if there is a lot of within sample variance then that competes with the between sample variance so0715

let us say there is a vague between sample difference but there is also a lot of differences within the0728

samples themselves and sort of evens out and you might see an F that is smaller or even less than one right if this one is bigger than this one.0734

So that is how you could sort of think about the S statistic.0745

Now imagine getting that F statistic over and over and over again from the population and plotting a sampling distribution of S statistics.0748

What would you get?0761

Well, remember that F cannot go below zero because both numbers are going to be positive so the F really stops at zero.0763

But this is what the S statistic ends up looking like.0774

This is a skewed distribution and it has a positive tail.0778

That means it goes for a really long time on the positive side.0786

Its one-sided so it is not is not symmetrical, it is actually asymmetrical there is only a positive side and it is0792

because of the proportion of variances and variances are positive.0803

And like T is a family of distribution and you are going to be able to find the particular F distribution you are0810

working with by looking at the degrees of freedom in the numerator, the one about between sample0819

differences and by looking at the denominator the sort of leftover or within sample differences variation.0829

So you are going to need both of those numbers in order to find out which S statistic you are working with0847

and in Excel, it will actually ask you for the degrees of freedom for the numerator and denominator.0854

Now let us talk a little bit about what Alpha means here.0861

Alpha here, it will still need a cutoff point so critical F instead of a critical T or Z.0866

You will still need a critical F and the Alpha will still be our probability of making false alarm given that the null distribution is true.0877

This is the null F distribution just saying.0890

And the Alpha would be the same thing the probability of false alarm.0894

So once you know what that alpha sort of have, how you sort of picture that Alpha, let us talk about what that Alpha actually means.0899

If you go back to the original idea for that alpha the original idea is that cut off level.0910

So it is our level of tolerance for false alarms.0924

How the probability, the false alarm probability that we will tolerate and that is what we want.0930

We want Alpha to be very low.0945

Now our Alpha will be low, that is the smaller Alpha than this one, our Alpha will be low if our critical F is very big.0948

And what does it mean for F to be large?0962

This means our between sample variation variability is greater than our within sample variability.0964

And that is what it means and so as long as this is much larger than this, we have a large F and that is going0984

to mean a smaller a smaller chance of false alarm.0992

Now the Alpha is the cutoff level that we are going to set as the significance, the level that we will tolerate.0998

So what is the P value?1007

So the P value will be given our samples F, this is the probability that we would get this F or higher by chance in this probability.1009

So given our samples F actually will be easier so the idea is the probability, the false alarm probability for F1030

values, F statistics are equal to or more extreme than our sample, than the F from our sample.1058

So the probability that we would get an F greater than the one that we got so F from the sample.1080

So this is the F value once we have our sample statistic, this is the probability of false alarm that were willing to tolerate.1087

So it is the same idea as T statistics, the alpha, the P value and T statistics, we are just now applying it to a slightly different looking distribution.1101

Now examples.1112

Why does the F distribution stop at zero but go on in the positive direction until infinity?1117

Well, we know why it stops at zero.1122

The F distribution is a ratio of two positive numbers and we know that they are positive because variance squared, thus making it always positive.1125

But it goes on until infinity because there is no rule that says you can only be this much bigger in the1148

numerator than denominator so the numerator can be like infinitely as big as the denominator who could go on forever and ever.1159

Example 2, in an F test also called the one-way ANOVA which we are going to talk about in a little bit, the P1168

value, you did an F test and the P value is .034, what is the best interpretation of this result?1177

It is plausible that all the samples are roughly equal.1186

So here we are thinking about let us say two sample and we need this versus this.1191

So the F value is between variation over within variation and if we have a big F value, if we have a big1203

enough F value, so sample F then we can have a small P value .034.1229

So is it possible that all the samples are roughly equal?1239

No because we seem to have a large enough between sample variance so I would say no to that one.1247

It is possible that all the sample variances are roughly equal.1256

Well, that also is not necessarily what this means it could be that these within variations are very similar to1261

each other but that is not what this P value is talking about.1269

The within sample variation is much larger than the between sample variation.1272

Well, it is true we would have a small F instead it is this one.1278

The between sample variation is much larger than within.1283

So D is our answer.1286

Example 3, consider the height of the following pairs of samples.1288

Which will have the largest F.1295

Which will have the smallest F.1297

Okay let us think about this.1299

So players from NBA team Lakers versus adults in LA.1301

Well, if we draw those two population, Lakers versus LA.1306

This probably has a lot of variance, a lot of variance here, that is a lot of people, this probably have a very1313

small variance but there is probably pretty sizable difference between those two groups of people right like1321

average adult versus like the Lakers were probably all amazingly tall.1330

Well so that is the picture here.1335

Will this have a larger, will this have a smaller.1338

Well, what about adults in San Francisco versus adults in LA.1341

Well, this 2 probably both have a lot of within sample variation there's lots of adults in San Francisco, lots of1348

adults in a LA, they are all different from each other but their average just should probably be similar, it is1355

not like San Francisco's no pursuit for tall people or LA is no pursuit for tall people so this difference1362

between the groups will probably be very small but the within group variability will be very large so I would1368

guess this would have actually a pretty small F, and what about this one.1375

This one is players from an NBA team Lakers versus players from another team and so here we might think1381

Lakers, Clippers, and there is probably a pretty small variation here probably everybody is like about 6 feet1393

tall, and so they are probably all like super tall so there is not a lot of variation but there also probably similar across the teams to.1401

So because probably the average height on the Lakers is probably similar to the average height on the1416

Clippers just that they are both tall groups of people so which one of these will probably have the largest F?1423

I think the biggest difference between the groups might actually be this one.1430

So I would guess I would go at this one given that I am not really sure about the variance here.1436

The variance is smaller but I am not sure how to compare these so far.1447

So this is the largest F and I am just going to go by having the largest numerator for sure.1452

Well, which will have the smallest F?1460

As in the smallest F would probably go at this one because not only does it have a small numerator but it1464

has extremely large denominator so I would say this one would definitely have the smallest F.1472

So that is the end of F distribution.1478

See you next time for ANOVAs on educator.com.1483

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