Top Banner
Is statistics relevant to you personally? Bush Dukakis Undecide d Month 1 Month 2 Headline: Dukakis surges past Bush in polls! 4% 42% 40% 18% 41% 43% 16%
53

Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls! 4% 42% 40% 18% 41% 43%

Dec 13, 2015

Download

Documents

Miles Rice
Welcome message from author
This document is posted to help you gain knowledge. Please leave a comment to let me know what you think about it! Share it to your friends and learn new things together.
Transcript
Page 1: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Is statistics relevant to you personally?

Bush

Dukakis

Undecided

Month 1 Month 2

Headline: Dukakis surges past Bush in polls!

4%

42%

40%

18%

41%

43%

16%

Page 2: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Is statistics relevant to you personally?

Global Warming

Effect of EM radiation

Analytical medical diagnostics

Page 3: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

What kinds of things can you measure quantitatively?

What kinds of things can you measure qualitatively?

What is the difference between a qualitative and quantitative measurement?

Which of these types of measurement are important in science?

In so far as possible, physics is exact and quantitative … though you will repeatedly see mathematical approximations made to get at the qualitative essence of phenomena.

Page 4: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

2

12

A quantitative measurement is meaningless without a unit and error.

Page 5: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Accuracy:

Precision:

A measure of closeness to the “truth”.

A measure of reproducibility.

Page 6: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

accurate

precise

Accuracy vs. precision

Page 7: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Types of errors

Statistical error: Results from a random fluctuation in the process of measurement. Often quantifiable in terms of “number of measurements or trials”. Tends to make measurements less precise.

Systematic error: Results from a bias in the observation due to observing conditions or apparatus or technique or analysis. Tend to make measurements less accurate.

Page 8: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

#

time

True value

Page 9: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

True value

#

time

Parent distribution (infinite number of measurements)

Page 10: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

True value

#

time

The game: From N (not infinite) observations, determine “” and the “error on ” … without knowledge of the “truth”.

Page 11: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

The parent distribution can take different shapes, depending on the nature of the measurement.

The two most common distributions one sees are the Gaussian and Poisson distributions.

Page 12: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Probability or number of counts

x

Most probable value

Highest on the curve. Most likely to show up in an experiment.

Page 13: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Probability or number of counts

x

Most probable value

Median

Value of x where 50% of measurements fall below and 50% of measurements fall above

Page 14: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Probability or number of counts

x

Most probable value

MedianMean or average value of x

Page 15: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

x

counts

The most common distribution one sees (and that which is best for guiding intuition) is the Gaussian distribution.

Page 16: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

x

counts

For this distribution, the most probable value, the median value and the average are all the same due to symmetry.

Page 17: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

x

counts

xTrue value,

The most probable estimate of is given by the mean of the distribution of the N observations

Page 18: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

x

counts

xTrue value,

N

x

N

xxxxx

N

ii

NN

1121""

Page 19: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

xxTrue value,

Page 20: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

xxTrue value,

Error goes like

N

iix

1

)(

But this particular quantity “averages” out to zero.

Try f(-xi)2 instead.

Page 21: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

xxTrue value,

N

xN

ii

1

2)(

The “standard deviation” is a measure of the error in each of the N measurements.

Page 22: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

1

)(1

2

N

xxN

ii

is unknown. So use the mean (which is your best estimate of ). Change denominator to increase error slightly due to having used the mean.

This is the form of the standard deviation you use in practice.

This quantity cannot be determined from a single measurement.

Page 23: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Gaussian distribution

x

counts

2

2

2

2

1

xx

exg

Page 24: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Gaussian distribution intuition

x

counts

1 is roughly half width at half max

Page 25: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Gaussian distribution intuition

x

counts

Probability of a measurement falling within 1 of the mean is 0.683

Page 26: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Gaussian distribution intuition

x

counts

Probability of a measurement falling within 2 of the mean is 0.954

Page 27: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Gaussian distribution intuition

x

counts

Probability of a measurement falling within 3 of the mean is 0.997

Page 28: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Bush

Dukakis

Undecided

Month 1 Month 2

Headline: Dukakis surges past Bush in polls!

4%

42%

40%

18%

41%

43%

16%

Page 29: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

The standard deviation is a measure of the error made in each individual measurement.

Often you want to measure the mean and the error in the mean.

Which should have a smaller error, an individual measurement or the mean?

Nm

Error in the mean

Page 30: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Numerical example:

Some say if Dante were alive now, he would describe hell in terms of taking a university course in physics. One vision brought to mind by some of the comments I’ve heard is that of the devil standing over the pit of hell gleefully dropping young, innocent, and hardworking students into the abyss in order to measure “g”, the acceleration due to gravity.

Page 31: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Student 1: 9.0 m/s2

Student 2: 8.8 m/s2

Student 3: 9.1 m/s2

Student 4: 8.9 m/s2

Student 5: 9.1 m/s2

20.9

5

1.99.81.98.80.9

s

ma

Page 32: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Student 1: 9.0 m/s2

Student 2: 8.8 m/s2

Student 3: 9.1 m/s2

Student 4: 8.9 m/s2

Student 5: 9.1 m/s2

2

22222

12.0

15

)0.91.9()0.99.8()0.91.9()0.98.8()0.90.9(

s

m

Page 33: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Student 1: 9.0 m/s2

Student 2: 8.8 m/s2

Student 3: 9.1 m/s2

Student 4: 8.9 m/s2

Student 5: 9.1 m/s2

2054.0

5

12.0

s

mm

Page 34: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y=F(x)

y

x

How does an error in one measurable affect the error in another measurable?

x1

y1

x+x

y+y

y-y

X-x

Page 35: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

The degree to which an error in one measurable affects the error in another is driven by the functional dependence of the variables (or the slope: dy/dx)

y

xx1

y1

x+x

y+y

y-y

X-x

y=F(x)

Page 36: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

The complication

MvP

MaF

attvxx oo

2

2

1

Most physical relationships involve multiple measurables!

y = F(x1,x2,x3,…)

Must take into account the dependence of the final measurable on each of the contributing quantities.

Page 37: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Partial derivatives

What’s the slope of this graph??

For multivariable functions, one needs to define a “derivative” at each point for each variable that projects out the local slope of the graph in the direction of that variable … this is the “partial derivative”.

Page 38: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Partial derivatives

The partial derivative with respect to a certain variable is the ordinary derivative of the function with respect to that variable where all the other variables are treated as constants.

constzydx

zyxdF

x

zyxF

...,

...),,(,...),,(

Page 39: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Example

32),,( yzxzyxF

32xyzx

F

32zxy

F

22 3zyxz

F

Page 40: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

The formula for error propagation

If f=F(x,y,z…) and you want f and you have x, y, z …, then use the following formula:

...22

22

22

zyxf z

F

y

F

x

F

Page 41: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Measure of error in x

The formula for error propagation

If f=F(x,y,z…) and you want f and you have x, y, z …, then use the following formula:

...22

22

22

zyxf z

F

y

F

x

F

Page 42: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Measure of dependence of F on x

If f=F(x,y,z…) and you want f and you have x, y, z …, then use the following formula:

...22

22

22

zyxf z

F

y

F

x

F

The formula for error propagation

Page 43: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

If f=F(x,y,z…) and you want f and you have x, y, z …, then use the following formula:

...22

22

22

zyxf z

F

y

F

x

F

The formula for error propagation

Similar terms for each variable, add in quadrature.

Page 44: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Example

A pitcher throws a baseball a distance of 30±0.5 m at 40±3 m/s (~90 mph). From this data, calculate the time of flight of the baseball.

2v

d

v

Fv

1

d

Fv

dt

Page 45: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

0.058s0.75t

058.0340

30

40

5.0

σv

v

22

2

2

2v

2

22d

2

t

t

Page 46: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Why are linear relationships so important in analytical scientific work?

y

xx1

y1

y=F(x)

Page 47: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Is this a good “fit”?

Page 48: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Is this a good fit?

Why?

Page 49: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Is this a good fit?

Page 50: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Graphical analysis pencil and paper still work!

Slope (m) is rise/run

b is the y-intercept

Page 51: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Graphical determination of error in slope and y-intercept

Page 52: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

y

x

y=F(x)=mx+b

Linear regression

With computers:

Garbage in

Garbage out

Page 53: Is statistics relevant to you personally? Bush Dukakis Undecided Month 1 Month 2 Headline: Dukakis surges past Bush in polls!  4% 42% 40% 18% 41% 43%

Linear regression

y=F(x)=mx+b

Hypothesize a line

0)(

0)(

2

2

bmxyb

bmxym

ii

ii