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Dr. Ji Son

Dr. Ji Son

Type I and Type II Errors

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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Post by Windesson Almeida on August 5, 2012

nice..pretty teacher too

Type I and Type II Errors

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  • Intro 0:00
  • Roadmap 0:18
    • Roadmap
  • Errors and Relationship to HT and the Sample Statistic? 1:11
    • Errors and Relationship to HT and the Sample Statistic?
  • Instead of a Box…Distributions! 7:00
    • One Sample t-test: Friends on Facebook
    • Two Sample t-test: Friends on Facebook
  • Usually, Lots of Overlap between Null and Alternative Distributions 16:59
    • Overlap between Null and Alternative Distributions
  • How Distributions and 'Box' Fit Together 22:45
    • How Distributions and 'Box' Fit Together
  • 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

Transcription: Type I and Type II Errors

Hi and welcome to www.educator.com.0000

Today we are going to talk more in-depth about type 1 and type 2 errors.0001

If you want to know more about power and effect size it is good to go through this lesson0006

because it is going to help you understand some of the pictures that we are going to draw in the future.0013

Here is the roadmap for today.0017

We need to know about these type 1 and type 2 errors, but we also need to know when we make those errors in relationship to hypothesis testing.0021

So far we only used t test as our hypothesis test.0033

We have shown these errors and their relationship to hypothesis testing before as a box, but frequently in hypothesis testing we draw distributions.0037

The SDOM to be more specific.0048

What I want to show you how the errors fit on this distribution picture.0051

We are going to show you how the box and the distributions fit together because these two things actually relationship to each other.0058

They refer to the same concept.0065

There are just 2 different ways of showing you that same concept.0067

We go through hypothesis testing, but in the real world there is some reality that either the null hypotheses is just true or the null hypothesis is false.0071

Although we do not know this reality, all we know is the result of our hypothesis testing.0086

There are two kinds of ways we can make errors.0092

We can make an incorrect decision by false alarming.0095

We reject the null, but we should not have rejected the null.0099

That is called the false alarm or a type 1 error.0106

I used to get confused between which one is type 1 and type 2, these are arbitrate.0110

I like to think of this as the more serious error when you successfully reject the null hypothesis that is a more extreme thing that you do.0116

This is actually more dangerous than this miss.0127

That is not much of an error but actually false alarming.0131

That is how I remember the number 1 error you should look out for.0136

The type 1 error is often also called the likelihood of false alarming.0142

The probability of false alarming and that is referred to as alpha.0151

If the reality that we do not know is that this null hypothesis is true we have a probability of false alarming with the rate of alpha.0157

We have the probability of failing to reject when we should have rejected, a correct failure your probability is 1-alpha.0171

These two things add up to 1.0186

The probability of false alarming + the probability of making a correct failure =1.0189

On the flipside, let us say that null hypothesis is false that is not a true picture or model of the world.0199

Then we really should have reject it.0210

It is not true, we should reject it, that would be a correct decision and that is called the hit where we are rejecting the null when we should have rejected it.0213

That gives us the probability of hits.0226

We could be incorrect and fail to reject when we should have rejected that is also another incorrect decision.0230

That is the type 2 error.0242

It is a miss and the probability of miss is given as beta.0244

Beta + 1 –beta = 1.0248

The probability of misses + probability of hits =1.0254

In which of these boxes is the sample statistic statistically significant?0262

In which of these boxes is our p value less than .05 or whatever our alpha level is.0274

Let us think about that.0280

When we reject the null hypothesis that means our test statistic in this case t is extreme.0282

Our p value is significant and remember we mean significant as it stands out.0294

It is very weird.0304

In this case, these two quadrants up here is what we should worry about.0307

This is the decision we need to worry about when we reject the null hypothesis.0315

The other possibility is that when we reject the null hypotheses and our p is significant we made a correct decision.0322

These are our two choices if we know that p is less than alpha or if our test statistic is extreme.0334

Here p is not significant.0343

It is not too weird and because of that we will fail to reject and we can be correct in failing to reject0349

or when we fail to reject we could be wrong by making a type 2 error.0358

Here is what I want you to know.0363

Let us say we carry out hypothesis testing and I think I have a really low p value.0365

I am going to reject my null hypotheses.0372

Which error am I likely to make, a false alarm or a missed?0375

Since I rejected my null, the only error I can possibly make is this one where I reject the null and get wrong.0381

Let us say I go through my hypothesis testing and I get p=.4.0397

Let us say I do not reject my null.0405

What mistake or what error could I have possibly made?0408

The only error I can make is the missed error.0411

Here I fail to reject and I could be wrong in doing it.0414

Let us talk about distributions and how errors fit in here.0418

We have a one sample t test we set up some null population.0426

This is our null hypotheses population and our hypothesized mu might be 230.0431

We do not know whether our sample is part of this or it is part of some other population, not the null population.0443

We can hypothesize maybe it comes from some other population like this one.0454

When we set our alpha levels and create critical t and zones of rejection and all of that stuff what we are doing is recreating the line.0459

If our sample t is outside here then we are going to reject the null.0476

So far we have only colored in this part, but we really mean this part as well as all of this part.0492

That is our reject the null zone, this entire area.0508

In order to find out whether we should reject the null or not we also need to look past the raw score.0514

We need to look past the raw score and we need to look at it in terms of the critical t.0528

The critical t might be whatever like -2. Something .0536

We need to find out this t value and so I am just going to make one.0544

Let us say this t value is 5.5 and if our t value is sufficiently extreme then we reject are null hypothesis.0549

This would be our critical t and this is our sample x bar, but this is our sample t.0560

And that is how it looks out here.0574

Our possibility of making an error is this little gray spot that I have colored in red.0577

Just in case my sample really does come from these areas, I should not have rejected the null.0587

If it happens by chance rule 50 heads in a row it is very unlikely but it is still possible.0596

It is still possible that I got this x bar even though this is the true population distribution.0613

This is my possibility of making a type 1 error.0621

We actually have to add this side up to this side type 1 error.0628

We know that this is alpha=.05.0640

This part is 1 – alpha which is .95 and that is our possibility of not rejecting given that the null hypothesis is true.0646

That is the example of one sample hypothesis testing.0660

This is the same picture as before.0666

I just written it more neatly for you by typing it out and you can think of this test statistic as just t.0669

I have just written the generic word test statistic to think of this as critical t and sample t.0676

Here is the important thing to realize.0682

This gray distribution here represents an SDOM and that is why this is mu sub x bar and there is also an x bar here as a sample.0685

This SDOM actually represents the probability where the null hypothesis is true and that probability equal to 1.0696

Remember we talked about that before when we said the area underneath the normal distribution equal to 1.0706

This represents the possibility that this may not be true and that there exists some other population that our sample really came from.0713

We do not just know what that population is.0727

That is the probability that the null hypothesis is false.0731

That normal distribution also has an area =1.0736

What we can additionally find out is when we create the zones of rejection and we say anything outside of this critical t reject it.0744

We color in this area here.0759

What we are saying is this is the probability of rejecting given that the null hypothesis is true.0761

This is the area where we fail to reject.0777

This probability right here represents the conditional probability of failing to reject given that h knot or null hypothesis is true.0784

And that equals 1 – alpha because this one equal alpha.0807

Those are the important things to remember.0815

These are all conditional probabilities as we learned about previously in probability lessons.0819

Let us talk about a two sample t test.0826

The idea behind the two sample t test is almost exactly the same except there are just a couple of exceptions now.0830

Instead of a raw score we have difference of scores and we still have a test statistic.0838

Here our mean hypothesized difference between our non college sample and our college sample is going to be 0 because that means they are the same.0846

Remember, these are SDOD (Sampling distributions of differences of means).0862

This is 0 and this might be our actual sample difference x bar – y bar, the actual difference between the samples.0875

Same thing down here, we have this as our critical test statistic and this is our sample t.0887

We want to know whether our sample t is way far out, more extreme than our critical t.0902

Here this represents the probability that the null hypothesis, that there is no difference is true and that is =1.0910

Same thing here, the probability that the null hypothesis is false and actually there some other distribution we just do not know what that is.0923

We will draw it like a ghost with blue.0933

It is important to know that this mu is mu sub x bar - y bar because we are talking about SDOD.0936

That is why it is a difference of means.0946

Once we know this, now what we need to do is figure out what these probabilities mean.0950

Here, let me draw the cut off again, here we have our rejection zone and our fail to reject zone.0958

Once again we can find those conditional probabilities.0977

What is the probability of rejecting given this thing is true, inside of this space where the null hypothesis is true?0981

What is the probability of failing to reject given that the null hypothesis is true?0992

That is the conditions that we are working under.0999

It is still the same.1005

Here we see alpha and here we see 1 – alpha.1008

Ideally when we have these differences between distributions what we really would like is that1018

there was very little overlap between these two distributions.1027

The null distribution and the like real one that we do not know anything about.1031

It will be nice if there was very little overlap.1036

But in real life, there is usually a lot of overlap.1038

The real world is noisy and the real population might be very, very different.1043

The real population might be very similar to the null population.1055

If that is the case, there is some overlap between their distributions.1071

There are some chances that we might get a score over here and it could be part of the real population or part of the null population.1077

If this is the case and we need to understand these conditional probabilities in anyway.1086

Get ready here is the deal.1098

Instead of writing real population, I am going to say not null population because we do not know what it is.1100

It is just not the null population.1112

I am going to take this picture, this great curve and I will draw up here in two ways.1115

I am going to split it up into two parts.1121

One part is going to be this blue part, this fail to reject region and that is that whole part.1123

Here I am also going to draw the red part.1144

I just draw it separated from each other so that you can see.1147

Here we have this little part and that is red and it is red because we have rejected it.1158

This is the case where we are actually wrong.1167

This is the case where we are actually right.1171

Here we are wrong because we rejected the null hypotheses that we should not have rejected.1174

Here we are correct, because we fail to reject and truly we should not have rejected it.1180

Now that is the case if the null hypothesis population is true.1185

What happens in a case where it is not true?1193

The null hypothesis is false.1200

What happens here?1203

Here I am going to draw a different looking picture because I'm going to draw this curve but this curve split up.1206

Here I am going to split this curve up like this.1218

On this side of the line I am going to draw this little section and draw just this little section.1227

That part of it I have failed to reject.1253

That is wrong so I am going to color it in red because we should have rejected it but we fail to reject it.1257

On the other side, I am going to try the other part of this curve.1274

It is this part and here I am going to color that in blue because although we rejected it we should have rejected it.1279

Here we rejected the null hypothesis and you are right we should have rejected it because we are in this new unknown population.1292

You should have rejected it.1308

Let us look at the places where we are correct.1310

We are correct here and this is called a correct failure.1314

Here we are also correct and this is called a hit.1319

Here we are incorrect and that is called a false alarm.1331

Here we are also incorrect and this is called a miss.1344

It is a miss because we have failed to reject it.1352

We failed to hit the target when we should have hit the target.1357

Given that, let us see how the distributions and the box go together.1361

The false alarm is really that place.1369

Remember when the hypothesis is true I am going to draw it in black.1373

The correct decision is going to be this whole section where we fail to reject, but that is okay we are in this fail to reject zone.1378

You are good to go.1393

Here is the other part of this part.1395

Here this is an error because we have rejected when we should not have rejected because it is actually true.1401

This is our false alarm.1416

Now, in the case of a correct decision where you actually hit it, this means you rejected it and it is good1418

that you rejected it because actually a different population is true, not this null population.1430

That is going to be the area where you reject, all rejections are going one on the right side of this line.1438

You should have rejected it because you are in a different population.1454

You are not in the null population.1461

This is a good thing for you.1462

You should have rejected it.1466

The other part of that, the other piece of that is down here.1469

It is this little piece down here.1474

Here it is incorrect, because although you are part of a different population, not the null population, you did not reject it.1477

You fail to reject.1491

I want you to notice something here.1493

All the fail to reject are always on this side of the line because these are values that are less extreme than the mean.1500

And the rejection ones are all in this side of the line.1508

I could also drawn it two tailed and also showing you the side but I'm showing you one tailed.1511

It is all outside of the line, on the outer boundaries of this line, more extreme than the hypothesized mean.1517

This is less extreme than the hypothesized mean.1524

My hypothesized mean is somewhere here, less extreme than that.1527

It is relative to the hypothesized mean.1533

That is how these four pictures fit together.1539

When you see those two distributions drawn, do not get confused you already know it.1543

You just have to break it apart in slightly different ways.1548

Let us go on to some examples.1553

On the basis of results from a large sample of students from a university, a professor reports the mean high from my sample is not significantly below 60.1556

That means he did not reject.1573

This is fail to reject.1576

If he said significantly that would be rejecting the null.1581

Which type of error will this professor worry about?1586

He failed to reject, that is important to know.1590

What is the only error you can make if you fail to reject?1593

Well if you fail to reject, but you should have rejected it, the null hypotheses is false, what kind of error is that?1596

That is a missed and a type 2 error.1617

The error rates are given by alpha and beta and this is actually beta so these are wrong.1624

These are both correct rates instead of the error rates and this is nonsense having a non significant results are all error statistically.1631

It is never the case.1642

You are damned if you do and damned if you do not.1643

There is always a way you can make an error either type 1 or type 2.1645

Example 2, a researcher worries about trying incorrect conclusion.1649

The researcher plan to select a sample of size 20 and to use the .01 level of significance.1655

Here alpha is .01.1662

In a two tailed test of the null hypothesis the critical t should be + or - because it is a two tailed test.1664

It is + or -2.86.1676

If he obtains the t of 2.8 which type of error would he be worried about and why?1681

Well, you definitely know that he is not going to reject.1695

Fail to reject because this is less extreme than this.1704

This is less extreme so he fail to reject.1717

The only error you can have when you fail to reject is if you fail to reject given the null hypothesis is false.1722

What kind of error is that?1729

That is a missed or type 2.1733

What if he obtains a t of 2.869 which type of error would he be worried about?1744

That is more extreme than this.1752

In this case he would reject the null.1754

When is he wrong when he rejects?1757

When he should have not rejected it because the null hypothesis is actually true.1760

What kind of error is that?1765

That is a false alarm or type 1 error.1768

Example 3, what is the danger of the type 1 error?1776

This is a more conceptual question.1782

The danger is mistakenly concluding that there is no significant difference between the obtained mean and the hypothetical population mean.1785

When you make a type 1 error you have rejected the null but null hypothesis is true.1794

Mistakenly concluding that there is no significant difference but that is not true1808

because you concluded that there is a significant difference that is why you rejected the null.1814

Mistakenly concluding that there is a significant difference between the obtained mean and the hypothetical population mean.1818

That is true.1826

You mistakenly rejected the null and said there is a significant difference but you should not have done that.1829

Mistakenly being alarmed about a hypothesis when you should become.1838

That is non sense.1843

Mistakenly calculating the wrong test score.1844

These errors are not errors that you can actually avoid.1847

These are not errors because we were sloppy.1851

These are errors that are made because we do not know the real nature of the world.1854

This is actually not what we are talking about when we are talking about type 1 or 2 errors.1860

Mistakenly choosing the wrong population standard deviation to calculate standard error, that is not it either.1865

These two are just regular old mistakes or errors in calculation.1872

They are not type 1 and 2 errors of hypothesis testing.1878

That is it for type 1 and 2 errors.1881

Thank you for using www.educator.com.1885

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