Beruflich Dokumente
Kultur Dokumente
The probability of a specific value occurring can be determined from the area under a probability distribution. See Theory of Random Variables and Probability Distributions for an introduction to probability distributions. The probability for a continuous range of occurrences can be determined from the Continuous Distribution Function (CDF) for that distribution by measuring the area that is under the curve and between the limits of that range. Note that these plots assume a total area of 1 (since the probability of all possible values for a parameter or event must be 100%). The process of turning data into a standard normalized distribution (of area 1) is Normalization (described below). The full probability integrates from -, but commonly, an area symmetric about the mean is needed (a two-tailed result):
This is the Two-sided Area Under The Curve. Often, the limits are given by integral numbers of standard deviations (e.g. s=1, s=2, s=3). Sometimes, the area under the tails are required. Hence:
(i.e. the mean). It can be caused by errors in measurements or by variability of the population. For example, the measured weights of a sample of men will almost never match the average weight, even if the measurement scale was perfect. The weight of a liter of skim milk will be much closer to the average, so errors could be due both to variability and measurement errors. An error in the weight of a precise scientific grade kilogram standard will likely be due to measurement errors only. A Residual is an observed estimate of the statistical error and is the difference between a measured value and the average value from that total sample. So, if the average weight of a group of twenty men is 79 kg, the residual for one man from that group would be the difference between his weight and 79 kg, regardless of the actual expected value for men in general.
Standard Error
The standard error (SE) is the estimated standard deviation of the error of a method of measurement, and indicates the uncertainty in a value. The SE estimates the standard deviation of the difference between the measured values and the true (but usually unmeasurable) values of a population. The standard error for a parameter p measured from a sample of size n, with a sampled
Therefore,
To determine the standard deviation range for a percentage of area under the curve, we need the inverse cdf, which has probability as the dependent variable.
Normalization
To turn a set of normally distributed data into a standard normal curve, with mean = 0, standard deviation = 1, and the area under the curve = 1, you use two steps. 1. Mean Shifting: Move the curve so the mean is 0. This centers the curve around the 0 value. To do this, shift all values toward 0 by the mean. 2. Autoscaling: Adjust the shape of the curve so the standard deviation = 1. To do this, divide all values by the standard deviation.
where n = number of data points, ei is the error between the actual point and the fitted point and s2 is the estimator for the variance in ei. A vertical offset method is used when the slope of the line is smaller than 1 (we measure straight up or down to the regression line), while a horizontal offset method is used when the slope is greater than 1 (we measure across). 3