773 lines
25 KiB
TeX
773 lines
25 KiB
TeX
\documentclass{beamer}
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\usepackage{xcolor}
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\usepackage{listings}
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\usepackage{pgf}
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%\usepackage{pgf,pgfarrows,pgfnodes,pgfautomata,pgfheaps,pgfshade}
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%\usepackage{multimedia}
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\usepackage[latin1]{inputenc}
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\usepackage{amsmath}
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\usepackage{bm}
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\usepackage[T1]{fontenc}
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\usepackage{hyperref}
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\usepackage{ulem}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\mode<presentation>
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{
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\usetheme{Singapore}
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\setbeamercovered{opaque}
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\usecolortheme{tuebingen}
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\setbeamertemplate{navigation symbols}{}
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\usefonttheme{default}
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\useoutertheme{infolines}
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% \useoutertheme{miniframes}
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}
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\AtBeginSubsection[]
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{
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\begin{frame}<beamer>
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\begin{center}
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\Huge \insertsectionhead
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\end{center}
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\tableofcontents[
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currentsubsection,
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hideothersubsections,
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sectionstyle=show/hide,
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subsectionstyle=show/shaded,
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]
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% \frametitle{\insertsectionhead}
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\end{frame}
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}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%5
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\setbeamertemplate{blocks}[rounded][shadow=true]
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\title[]{Scientific Computing -- Statistics}
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\author[Statistics]{Fabian Sinz\\Dept. Neuroethology,
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University T\"ubingen\\
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Bernstein Center T\"ubingen}
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\institute[Scientific Computing]{}
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\date{10/21/2014}
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%\logo{\pgfuseimage{logo}}
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\subject{Lectures}
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%%%%%%%%%% configuration for code
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\lstset{
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basicstyle=\ttfamily,
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numbers=left,
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showstringspaces=false,
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language=Matlab,
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commentstyle=\itshape\color{darkgray},
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keywordstyle=\color{blue},
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stringstyle=\color{green},
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backgroundcolor=\color{blue!10},
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breaklines=true,
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breakautoindent=true,
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columns=flexible,
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frame=single,
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captionpos=b,
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xleftmargin=1em,
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xrightmargin=1em,
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aboveskip=10pt
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}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\newcommand{\mycite}[1]{
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\begin{flushright}
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\tiny \color{black!80} #1
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\end{flushright}
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}
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\input{../latex/environments.tex}
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\makeatother
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\begin{document}
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\begin{frame}
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\titlepage
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\end{frame}
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\begin{frame}
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\frametitle{information}
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\begin{itemize}
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\item Samuels, M. L., Wittmer, J. A., \& Schaffner,
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A. A. (2010). Statistics for the Life Sciences (4th ed.,
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p. 668). Prentice Hall.
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\item Zar, J. H. (1999). Biostatistical Analysis. (D. Lynch,
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Ed.)Prentice Hall New Jersey (4th ed., Vol. 4th, p. 663). Prentice
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Hall. doi:10.1037/0012764
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\item \url{http://stats.stackexchange.com}
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\end{itemize}
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\end{frame}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Day 2 -- errorbars, confidence intervals, and tests}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\subsection{Types of evidence}
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\begin{frame}
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\scriptsize
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\frametitle{Examples}
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\begin{itemize}
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\item Before new drugs are given to human subjects, it is common
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practice to first test them in dogs or other animals. In part of
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one study, a new investigational drug was given to eight male and
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eight female dogs at doses of 8 mg/kg and 25 mg/kg. Within each
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sex, the two doses were assigned at random to the eight dogs. Many
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``endpoints'' were measured, such as cholesterol, sodium, glucose,
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and so on, from blood samples, in order to screen for toxicity
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problems in the dogs before starting studies on humans. One
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endpoint was alkaline phosphatase level (or APL, measured in U/l).
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For females, the effect of increasing the dose from 8 to 25 mg/kg
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was positive, although small (the average APL increased from 133.5
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to 143 U/l), but for males the effect of increasing the dose from
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8 to 25 mg/kg was negative.\pause
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\item On 15 July 1911, 65-year-old Mrs. Jane Decker was struck by
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lightning while in her house. She had been deaf since birth, but
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after being struck, she recovered her hearing, which led to a
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headline in the New York Times, ``Lightning Cures Deafness.''
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\pause
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\item Some research has suggested that there is a genetic basis for
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sexual orientation. One such study involved measuring the
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midsagittal area of the anterior commissure (AC) of the brain for
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30 homosexual men, 30 heterosexual men, and 30 heterosexual
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women. The researchers found that the AC tends to be larger in
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heterosexual women than in heterosexual men and that it is even
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larger in homosexual men.
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\end{itemize}
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\mycite{Samuels, Wittmer, Schaffner 2010}
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\end{frame}
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\begin{frame}
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\scriptsize
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\frametitle{types of evidence}
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\begin{center}
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\Large
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{\em experiment} \\ is better than\\ {\em observational study}\\ is
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better than\\ {\em anecdotal evidence}
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\end{center}
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\end{frame}
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\subsection{What is inferential statistics?}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\begin{frame}
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\frametitle{sources of error in an experiment}
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\begin{task}{Think about it for 2 min}
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If you repeat a scientific experiment, why do you not get the same
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result every time you repeat it?
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\end{task}
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\pause
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\begin{itemize}
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\item sampling error (a finite subset of the population of interest
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is selected in each experiment)
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\item nonsampling errors (e.g. noise, uncontrolled factors)
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\end{itemize}
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\end{frame}
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% ----------------------------------------------------------
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\begin{frame}[fragile]
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\frametitle{statisticians are lazy}
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\Large
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\only<1>{
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\begin{center}
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\includegraphics[width=.8\linewidth]{figs/2012-10-29_16-26-05_771.jpg}
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\end{center}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<2>{
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\begin{center}
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\includegraphics[width=.8\linewidth]{figs/2012-10-29_16-41-39_523.jpg}
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\end{center}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<3>{
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\begin{center}
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\includegraphics[width=.8\linewidth]{figs/2012-10-29_16-29-35_312.jpg}
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\end{center}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}
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\end{frame}
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% % ----------------------------------------------------------
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\begin{frame}
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\frametitle{illustrating examples}
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\begin{question}{lung volume of smokers}
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Assume you know the sampling distribution of the mean lung volume
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of smokers. Would you believe that
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the sample came from a group of smokers?
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\begin{center}
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\includegraphics[width=.6\linewidth]{figs/example01.png}
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\end{center}
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\end{question}
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\end{frame}
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\begin{frame}
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\frametitle{illustrating examples}
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\begin{question}{lung volume of smokers}
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What about now? How would the sampling distribution change if I
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change the population to (i) athletes, (ii) old people, (iii) all people?
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\begin{center}
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\includegraphics[width=.6\linewidth]{figs/example02.png}
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\end{center}
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\end{question}
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\end{frame}
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\begin{frame}
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\frametitle{illustrating examples}
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\begin{question}{Is this diet effective?}
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\begin{center}
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\includegraphics[width=.6\linewidth]{figs/example03.png}
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\end{center}
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\end{question}
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\end{frame}
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\begin{frame}
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\frametitle{illustrating examples}
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\begin{question}{Is this diet effective?}
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What do you think now?
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\begin{center}
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\includegraphics[width=.6\linewidth]{figs/example04.png}
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\end{center}
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\end{question}
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\end{frame}
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% ----------------------------------------------------------
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\begin{frame}
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\frametitle{the (imaginary) meta-study}
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\begin{center}
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\only<1>{
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\framesubtitle{finite sampling introduces variation: the sampling distribution}
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\includegraphics[width=.8\linewidth]{figs/samplingDistribution.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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}\pause
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\only<2>{
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\framesubtitle{statistic vs. population parameter}
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\includegraphics[width=.8\linewidth]{figs/statistic1.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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}\pause
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\only<3>{
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\framesubtitle{statistic vs. population parameter}
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\includegraphics[width=.8\linewidth]{figs/statistic2.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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}\pause
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\only<4>{
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\framesubtitle{shat parts of this diagram do we have in real life?}
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\includegraphics[width=.8\linewidth]{figs/samplingDistribution.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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}\pause
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\only<5>{
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\framesubtitle{what parts of this diagram do we have in real life?}
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\includegraphics[width=.8\linewidth]{figs/statistic3.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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}\pause
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\only<6->{
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\framesubtitle{what statistics does }
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\begin{minipage}{1.0\linewidth}
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\begin{minipage}{0.5\linewidth}
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\includegraphics[width=1.\linewidth]{figs/statistic4.png}
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\mycite{Hesterberg et al., Bootstrap Methods and Permutation
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Tests}
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\end{minipage}
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\begin{minipage}{0.5\linewidth}
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\begin{itemize}
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\item it assumes, derives, or simulates the sampling
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distribution\pause
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\item the sampling distribution makes only sense if you think
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about it in terms of the meta study\pause
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\item {\color{red} the sampling distribution is the key to
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answering questions about the population from the value of
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the statistic}
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\end{itemize}
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\end{minipage}
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\end{minipage}
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}
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\end{center}
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\end{frame}
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\begin{frame}
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\frametitle{summary}
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\begin{itemize}
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\item In statistics, we use finite samples from a population to reason
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about features of the population. \pause
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\item The particular feature of the population we are interested in is called
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{\color{blue} population parameter}. We usually measure this
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parameter in our finite sample as well
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({\color{blue}statistic}).\pause
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\item Because of variations due to finite sampling the statistic
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almost never matches the population parameter. \pause
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\item Using the {\color{blue}sampling distribution} of the statistic, we make
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statements about the relation between our statistic and the
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population parameter.
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\end{itemize}
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\end{frame}
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\subsection{Errorbars}
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% ----------------------------------------------------------
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\begin{frame}
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\frametitle{illustrating example}
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As part of a study of the development of the thymus gland, researcher
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weighed the glands of $50$ chick embyos after 14 days of
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incubation. The following plot depicts the mean thymus gland weights in (mg):
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\mycite{modified from SWS exercise 6.3.3.}
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\pause
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{\bf Which of the two bar plots is the correct way of displaying the
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data?}
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\begin{columns}
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\begin{column}[l]{.5\linewidth}
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\includegraphics[width=\linewidth]{figs/StandardErrorOrStandardDeviation.pdf}
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\end{column}
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\begin{column}[r]{.5\linewidth}
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\pause That depends on what you want to say
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\begin{itemize}
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\item To give a measure of variability in the data: use the
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{\color{blue} standard deviation $\hat\sigma =
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\sqrt{\frac{1}{n-1}\sum_{i=1}^n (x_i - \hat\mu)^2}$}
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\item To make a statement about the variability in the mean
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estimation: use {\color{blue}standard error $\frac{\hat\sigma}{\sqrt{n}}$}
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\end{itemize}
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\end{column}
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\end{columns}
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%%%%%%%%%%%%%%% GO ON HERE %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% that depends: variability (descriptiv statistics, how variable is
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% the mean -> inferential, makes only sense in the meta-study setting)
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% first matlab exercise: simulate standard error
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% recommend paper for eyeballing test results from standard errors
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% from std of mean to confidence intervals
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% introduce bootstrapping (matlab exercise), then t-statistic
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% intervals
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% end with standard error of the median (and the thing from wikipedia)
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\end{frame}
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%------------------------------------------------------------------------------
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\begin{frame}
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\frametitle{standard error}
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\framesubtitle{bootstrapping}
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\begin{task}{standard error vs. standard deviation}
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\begin{itemize}
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\item Download the dataset {\tt thymusglandweights.dat} from Ilias
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\item Write a program that loads the data into matlab, extracts
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the the first $80$ datapoints, and repeat the following steps
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$m=500$ times:
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\begin{enumerate}
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\item draw $80$ data points from $x$ with replacement
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\item compute their mean and store it
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\end{enumerate}
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Look at the standard deviation of the computed means.
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\item Compare the result to the standard deviation of the original
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$80$ data points and the standard error.
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\end{itemize}
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\end{task}
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\end{frame}
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\begin{frame}[fragile]
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\frametitle{standard error}
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\begin{lstlisting}
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load thymusglandweights.dat
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n = 80;
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m = 500;
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x = thymusglandweights(1:n);
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mu = zeros(m,1);
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for i = 1:m
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mu(i) = mean(x(randi(n,n,1)));
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end
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disp(['bootstrap standard error: ', num2str(std(mu))]);
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disp(['standard error: ', num2str(std(x)/sqrt(n))]);
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\end{lstlisting}
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\end{frame}
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%------------------------------------------------------------------------------
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\begin{frame}[fragile]
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\frametitle{standard error}
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\framesubtitle{bootstrapping}
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\begin{itemize}
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\item The sample standard error $\frac{\hat\sigma}{\sqrt{n}}$ is
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{\color{blue}an estimate of the standard deviation of the means}
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in repeated experiments which is computed form a single
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experiment.
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\item When you want to do statistical tests on the mean, it is
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better to use the standard error, because one can eyeball
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significance from it
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\mycite{Cumming, G., Fidler, F., \& Vaux, D. L. (2007). Error bars
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in experimental biology. The Journal of Cell Biology, 177(1),
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7--11.}
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\item {\color{blue}Bootstrapping} is a way to generate an estimate
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of the {\color{blue}sampling distribution of any statistic}. Instead of
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sampling from the true distribution, it samples from the
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empirical distribution represented by your dataset.
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\mycite{Efron, B., \& Tibshirani, R. J. (1994). An Introduction to the Bootstrap. Chapman and Hall/CRC}
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\end{itemize}
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\end{frame}
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%------------------------------------------------------------------------------
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\begin{frame}[fragile]
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\frametitle{standard error of the median?}
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{\bf What kind of errorbars should we use for the median?}
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It depends again:
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{\bf Descriptive statistics}
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\begin{itemize}
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\item As a {\color{blue}descriptive statistic} one could use the {\em median
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absolute deviation}: the median of the absolute differences of
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the datapoints from the median.
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\item Alternatively, one could bootstrap a standard error of the
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median.
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\end{itemize}
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\pause
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{\bf Inferential statistics}
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\begin{itemize}
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\item For {\color{blue}inferential statistics} one should use
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something that gives the reader {\color{blue}information about
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significance}.
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\item Here, {\color{blue} confidence intervals} are a better choice.
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\end{itemize}
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\end{frame}
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% ----------------------------------------------------------
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\subsection{confidence intervals \& bootstrapping}
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%------------------------------------------------------------------------------
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\begin{frame}
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\frametitle{confidence intervals}
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\begin{center}
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\only<1>{
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\vspace{.1cm}
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\includegraphics[width=.6\linewidth]{figs/2012-10-29_14-55-39_181.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<2>{
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\vspace{.1cm}
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\includegraphics[width=.6\linewidth]{figs/2012-10-29_14-56-59_866.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<3>{
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\vspace{.1cm}
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\includegraphics[width=.4\linewidth]{figs/2012-10-29_14-58-18_054.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<4>{
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\vspace{.1cm}
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\includegraphics[width=.6\linewidth]{figs/2012-10-29_14-59-05_984.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<5>{
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\vspace{.1cm}
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\includegraphics[width=.6\linewidth]{figs/2012-10-29_15-04-38_517.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}\pause
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\only<6>{
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\vspace{.1cm}
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\includegraphics[width=.6\linewidth]{figs/2012-10-29_15-09-25_388.jpg}
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\mycite{Larry Gonick, The Cartoon Guide to Statistics}
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}
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\end{center}
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\end{frame}
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% ----------------------------------------------------------
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\begin{frame}
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\frametitle{confidence intervals for the median}
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\begin{definition}{Confidence interval}
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A confidence $(1-\alpha)\cdot 100\%$ interval for a statistic
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$\hat\theta$ is an interval $\hat\theta \pm a$ such that the
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population parameter $\theta$ is contained in that interval
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$(1-\alpha)\cdot 100\%$ of the experiments.
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An alternative way to put it is that $(\hat\theta - \theta) \in
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[-a,a]$ in $(1-\alpha)\cdot 100\%$ of the cases.
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\end{definition}
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|
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\begin{columns}
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\begin{column}[l]{.5\linewidth}
|
|
If we knew the sampling distribution of the median $\hat m$, could
|
|
we generate a e.g. a $95\%$ confidence interval?\pause
|
|
\vspace{.5cm}
|
|
|
|
Yes, we could choose the interval such that $\hat m - m$ in that
|
|
interval in $95\%$ of the cases.
|
|
\end{column}
|
|
\begin{column}[r]{.5\linewidth}
|
|
\only<1>{\includegraphics[width=\linewidth]{figs/samplingDistributionMedian00.pdf}}
|
|
\only<2>{\includegraphics[width=\linewidth]{figs/samplingDistributionMedian01.pdf}}
|
|
\end{column}
|
|
\end{columns}
|
|
|
|
|
|
|
|
\end{frame}
|
|
|
|
% ----------------------------------------------------------
|
|
\begin{frame}
|
|
\frametitle{confidence intervals for the mean via bootstrapping}
|
|
\framesubtitle{how to get the sampling distribution}
|
|
|
|
\begin{task}{bootstrapping a confidence interval for the mean}
|
|
\begin{itemize}
|
|
\item Use the same dataset as before.
|
|
\item Bootstrap $500$ means.
|
|
\item Plot their distribution.
|
|
\item Compute the $2.5\%$ and the $97.5\%$ percentile of the
|
|
$500$ means.
|
|
\item Mark them in the plot.
|
|
\end{itemize}
|
|
These two numbers give you $\hat m -a$ and $\hat m + a$ for
|
|
the $95\%$ confidence interval.
|
|
\end{task}
|
|
\end{frame}
|
|
|
|
\begin{frame}[fragile]
|
|
\frametitle{confidence intervals for the median}
|
|
\scriptsize
|
|
\begin{lstlisting}
|
|
load thymusglandweights.dat
|
|
n = 80;
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|
x = thymusglandweights(1:n);
|
|
|
|
m = 500;
|
|
me = zeros(m,1);
|
|
for i = 1:m
|
|
me(i) = mean(x(randi(n,n,1)));
|
|
end
|
|
|
|
disp(['bootstrap quantiles: ' , num2str(quantile(me,0.025)), ' ' ,num2str(quantile(me,1-0.025))]);
|
|
|
|
\end{lstlisting}
|
|
\end{frame}
|
|
% ----------------------------------------------------------
|
|
\begin{frame}
|
|
\frametitle{confidence intervals}
|
|
\framesubtitle{Notice the theme!}
|
|
\begin{enumerate}
|
|
\item choose a statistic
|
|
\item get a the sampling distribution of the statistic (by theory or
|
|
simulation)
|
|
\item use that distribution to reason about the relation between the
|
|
true population parameter (e.g. $m$) and the sampled statistic
|
|
$\hat m$
|
|
\end{enumerate}
|
|
|
|
\begin{center}
|
|
\color{blue}
|
|
This is the scaffold of most statistical techniques. Try to find
|
|
it and it can help you understand them.
|
|
\end{center}
|
|
|
|
\end{frame}
|
|
|
|
|
|
|
|
% ----------------------------------------------------------
|
|
\begin{frame}
|
|
\frametitle{confidence interval for the mean}
|
|
\framesubtitle{Let's search the pattern in the normal way of computing
|
|
a confidence interval for the mean}
|
|
\begin{itemize}
|
|
\item If the $x_1,...,x_n\sim \mathcal N(\mu,\sigma)$ are Gaussian, then $\hat\mu$ is Gaussian as
|
|
well
|
|
\item What is the mean of $\hat\mu$? What is its standard deviation?\pause
|
|
\item[]{\color{gray} $\langle\hat\mu\rangle_{X_1,...,X_n} = \mu$ and
|
|
$\mbox{std}(\hat\mu) = \frac{\sigma}{\sqrt{n}}$}\pause
|
|
\item The problem is, that $\hat\mu \sim \mathcal N\left(\mu,
|
|
\frac{\sigma}{\sqrt{n}}\right)$ depends on unknown population
|
|
parameters.\pause
|
|
\item However, $$\frac{\hat\mu-\mu}{\hat\sigma/\sqrt{n}} \sim
|
|
\mbox{t-distribution with }n-1\mbox{ degrees of freedom}$$
|
|
\item Therefore,
|
|
\begin{align*}
|
|
P\left(t_{2.5\%}\le\frac{\hat{\mu}-\mu}{\hat{\sigma}/\sqrt{n}}\le t_{97.5\%}\right)&=P\left(t_{2.5\%}\frac{\hat{\sigma}}{\sqrt{n}}\le\hat{\mu}-\mu\le t_{97.5\%}\frac{\hat{\sigma}}{\sqrt{n}}\right)
|
|
\end{align*}
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
% ----------------------------------------------------------
|
|
\begin{frame}
|
|
\frametitle{confidence interval for the mean}
|
|
\begin{task}{Bootstrapping a confidence interval for the mean}
|
|
Extend your script to contain the analytical confidence
|
|
interval using
|
|
\begin{align*}
|
|
P\left(t_{2.5\%}\le\frac{\hat{\mu}-\mu}{\hat{\sigma}/\sqrt{n}}\le t_{97.5\%}\right)&=P\left(t_{2.5\%}\frac{\hat{\sigma}}{\sqrt{n}}\le\hat{\mu}-\mu\le t_{97.5\%}\frac{\hat{\sigma}}{\sqrt{n}}\right)
|
|
\end{align*}
|
|
Hint: Use the function {\tt tinv(0.025, n-1)} to get the value of
|
|
$t_{2.5\%}$ and similar for $t_{97.5\%}$.
|
|
\end{task}
|
|
|
|
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}[fragile]
|
|
\frametitle{solution}
|
|
\scriptsize
|
|
\begin{lstlisting}
|
|
load thymusglandweights.dat
|
|
n = 80;
|
|
x = thymusglandweights(1:n);
|
|
|
|
m = 500;
|
|
me = zeros(m,1);
|
|
for i = 1:m
|
|
me(i) = mean(x(randi(n,n,1)));
|
|
end
|
|
|
|
t025 = tinv(0.025, n-1);
|
|
t975 = tinv(0.975, n-1);
|
|
|
|
se = std(x)/sqrt(n);
|
|
|
|
disp(['bootstrap quantiles: ' , num2str(quantile(me,0.025)), ' ' ,num2str(quantile(me,1-0.025))]);
|
|
disp(['analytical CI: ' , num2str(mean(x)+t025*se), ' ' , num2str(mean(x)+t975*se)]);
|
|
|
|
\end{lstlisting}
|
|
\end{frame}
|
|
|
|
|
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
|
\subsection{statistical tests}
|
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
|
\begin{frame}
|
|
\frametitle{ingredients into a test}
|
|
|
|
\begin{itemize}
|
|
\item {\bf What is the goal of a test?}\pause
|
|
\item[] Check whether a measured
|
|
statistic looks different from what you would expect if there was no
|
|
effect.\pause
|
|
\item {\bf What are the ingredients into a test?}\pause
|
|
\item[] a test statistic (e.g. the mean, the median, ...) and a null
|
|
distribution\pause
|
|
\item {\bf What is a null distribution?}\pause
|
|
\item[] The sampling distribution of the statistic in case there is
|
|
no effect (i.e. the Null hypothesis is true).
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
\begin{frame}
|
|
\frametitle{how tests work}
|
|
\begin{enumerate}
|
|
\item Choose a statistic.
|
|
\item Get a null distribution.
|
|
\item Compare your actually measure value with the Null
|
|
distribution.
|
|
\end{enumerate}
|
|
\end{frame}
|
|
|
|
\begin{frame}
|
|
\frametitle{Example: one sample test}
|
|
\framesubtitle{step 2: get a Null distribution}
|
|
\scriptsize
|
|
Assume that the expected weight of a thymus gland from the
|
|
literature is 34.3g. We want to test whether the mean of our
|
|
thymus gland dataset is different from the expectation in the
|
|
literature. Comparing a statistic of a dataset against a fixed value
|
|
is called {\em one sample test}.
|
|
\pause
|
|
|
|
\begin{itemize}
|
|
\item {\bf How could we simulate the distribution of the data if the
|
|
mean was really 30g?}\pause
|
|
\item[] Bootstrapping.
|
|
\end{itemize}
|
|
|
|
\begin{task}{generating a null distribution}
|
|
\begin{itemize}
|
|
\item Write a matlab program that bootstraps 2000 means from the
|
|
thymus gland dataset.
|
|
\item How can we adjust the data that it has mean 34.3g (remember,
|
|
we want to simulate the null distribution)?
|
|
\item Plot a histogram of these 2000 means.
|
|
\item Also indicate the actual mean of the data.
|
|
\end{itemize}
|
|
\end{task}
|
|
\end{frame}
|
|
|
|
\begin{frame}
|
|
\frametitle{Example: one sample test}
|
|
\framesubtitle{step 3: compare the actual value to the Null distribution}
|
|
\begin{minipage}{1.0\linewidth}
|
|
\begin{minipage}{0.5\linewidth}
|
|
The question we want to answer in this step is:
|
|
\begin{center}
|
|
\color{blue} Does the actually measure value look like it came
|
|
from the Null distribution?
|
|
\end{center}
|
|
\end{minipage}
|
|
\begin{minipage}{0.5\linewidth}
|
|
\includegraphics[width=\linewidth]{figs/bootstraptest.png}
|
|
\end{minipage}
|
|
\end{minipage}
|
|
{\bf How could we do this in our bootstrapping example?}\pause
|
|
\begin{itemize}
|
|
\item Set a threshold. \pause How do we choose the threshold? \pause Via type I error.\pause
|
|
\item Specify the type I error if we used the actual measured value
|
|
as threshold (p-value). Why is that a reasonable strategy?
|
|
\end{itemize}
|
|
\end{frame}
|
|
|
|
\begin{frame}
|
|
\frametitle{Example: one sample test}
|
|
\framesubtitle{step 3: compare the actual value to the Null distribution}
|
|
\begin{task}{type I error and p-value}
|
|
Extend the script such that it
|
|
\begin{itemize}
|
|
\item computes the $5\%$ significance boundaries from the
|
|
distribution and plot it into the histogram.
|
|
\item computes a p-value.
|
|
\end{itemize}
|
|
\end{task}
|
|
\end{frame}
|
|
|
|
\begin{frame}
|
|
\frametitle{two sample test}
|
|
\framesubtitle{permutation test}
|
|
Brain Weight In 1888, P. Topinard published data on the brain
|
|
weights of hundreds of French men and women. Brain weights are given
|
|
in gram. The data can be downloaded from Ilias (example 002 from
|
|
yesterday).
|
|
|
|
\vspace{.5cm}
|
|
{\bf How could we determine (similar to bootstrapping) whether the
|
|
mean brain weight of males and females are different?}
|
|
\begin{itemize}
|
|
\item What do we use as a statistic?
|
|
\item[]<2-> The difference of the means of the two groups.
|
|
\item How do we simulate the null distribution?
|
|
\item[]<3-> Shuffle the labels ``male'' and ``female'', compute
|
|
difference in means of two groups, and repeat.
|
|
\end{itemize}
|
|
|
|
\end{frame}
|
|
|
|
|
|
\begin{frame}
|
|
\begin{center}
|
|
\Huge That's it.
|
|
\end{center}
|
|
\end{frame}
|
|
|
|
\end{document}
|
|
|
|
|