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Statistical Techniques for Data Science. Week 2
1.
Statistical Techniques for Data Science.Week 2
2.
Objectives (for today)data and sampling distributions
statistic
Markov, Chebyshev inequalities
CLT, LLN
3.
Theory (recap)4.
data and sampling distributionsdata distribution – distribution of the original dataset
sampling distribution – distribution of a statistic calculated on many samples
drawn
from the original dataset
sampling distribution != sample distribution (do not mix!!!)
5.
statisticstatistic – any function of the random variables constituting a random
sample (Walpole
R. E. et al. Probability and statistics for engineers and scientists)
Examples: mean, median, standard deviation.
6.
Markov and Chebyshev inequalitiesExplain these two formulas?
What is E(X)?