Summaries/AI/MachineLearning/Statistics.md

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Statistics 2022-04-02 15:10:58Z 2021-05-04 14:58:11Z

Statistics

Data Types

  • Categorical
    • Nominal Variables Intrinsic order of the labels: Country of birth (Argentina, England, Germany) Postcode Vehicle make (Citroen, Peugeot, ...)
    • Ordinal Variables Can be meaningfully ordered are called ordinal: Student's grade in an exam (A, B, C or Fail) Days of the week (Monday = 1 and Sunday = 7)
  • Numerical
    • Discrete how many cards in a game? integers
    • Continuous height of a room floating point numbers

What are proportions? Is an aggregation of nominal data to provide a numerical figure. eq a percentage of nominal variables.

Mixed Variables

  • Observations show either numbers or categories among their values
    • Number of credit accounts (1-100, U, T, M) U = unknown, T = unverified, M = unmatched)
  • Observations show both numbers and categories in their values
    • Cabin (Titanic) (A15, B18, ...)

Distributions

48751b057b60e03ec51f64e3235fa1b3.png Selecting something on de x-axis in the middle has an higher probability then rarer on to the edges. Bell curve of Normal Distribution

be8b17237548f72ecd8013f80df036dc.png Bi-mode distribution

b7f8b2f785a9637ea5a22abe2877bca5.png Skewed distribution

Sample Distribution 34262aff59c5f5dd9a413b2b3d74629a.png


\overline{X} == variance

Sampling ande Estimation

eg some best number of successes divided by the sampling, gives an estimate 10 / 3 = 3,3333


\Theta == estimate with some variance around to make a good guess out of the sample

846c953521751f708bd680556dc9ae0b.png So given an sample we have am 95% confidence out sample estimate is in this interval. If less sure of this theta, the larger the confidence interval. eq because the n is much smaller.

d575f021de579d10e3855c763198e7bc.png

Hypothesis Testing

981ea34418a595b422aab0b0df23f4b6.png In Hypothesis Testing never:

  • prove anything
  • never accept the null hypothesis

P-values

consider a null Hypothesis: Hypothesis Test asses ig our sample is extreme enough to reject the null. The p-value then measure how extreme our sample is.

6af1399567c87fcda04a6414efbe18bf.png

P-hacking

ace369b638966681b9558c42e25dd0b4.png