统计学CH10 英文版
统计学要点摘要英文版-Statistic-Review
Chapter 2 Statistic ReviewA.Random variables；1.expected value:Define ：X is a discrete random variable, “ the mean (or expected value）of X " is the weighted average of the possible outcomes, where the probabilities of the outcomeserve as the appropriate weight.p i is ith of prob.，i=1，2, ……nInterpretation：The random variable is a variable that have a probability associated with each outcome. Outcome is not controlled。
Discrete random Var。
: has finite outcome，or outcome is countable infinite.Continuous random Var。
：uncountable infinite outcome，the probability of each outcome is small because of too many numbers.For normal random Var。
, probability density function is used to calculate the probability between the are.E( )：the expectations operator，→… “ sample mean”, used to estimateThe is changed from sample to sample. is not a fixed on time，the outcome selected should not be the same. There is prob。
Ch10 Hypothesis Testing, One Population Mean or Proportion 商务统计学概论(英文第四版)教学课件 Introd
The Logic of Hypothesis Testing
• Step 5. • The decision is a conclusion supported
Make
by evidence. The decision maker will:
the decision.
– reject the null hypothesis if the sample evidence is so strong, the sample statistic so unlikely, that the decision maker is
• Type II Error:
– Saying you do not reject H0 when it really is false.
– Failing to reject a false H0.
© 2002 The Wadsworth Group
Acceptable Error for the Example
decision for there some action triggered, some
future
change implied? What
actions?
recommendations might be
extended for future attempts to
test similar hypotheses?
– Not in adjustment - H1: µ 1.3250 minutes
© 2002 The Wadsworth Group
Types of Error
Test Says
H0 True
H0 False
Chapter 3 Probability Statistics 统计学 英文教材
Event: { Die is even }={ 2 4 6 }
A subset of the sample space.
Outcome:
Larson/Farber Ch. 3
{4} The result of a single trial
3
Another Experiment
Probability Experiment: An action through which
= 400 / 1000 = 0.4 = 450 / 1000 = 0.45 =250 / 1000 = 0.25 = 95 / 250 = 0.38 Answers: 1) 0.4 2) 0.45 3) 0.25 4) 0.38
Larson/Farber Ch. 3 15
Miami 150 95 5 250
Empirical
P(E) = Frequency Total of event Frequency E
Probability blood pressure will decrease after medication
Intuition
Probability the line will be busy
9
Conditional Probability
The probability an event B will occur, given (on the condition) that another event A has occurred.
We write this as P(B|A) and say “probability of B, given A”.
{1, 2, 3, 4, 5, 6}
The conditional probability, P(B|A) = 1/6
统计学第十章
14
Testing for a Population Mean with a Known Population Standard Deviation- Example
Step 1: State the null hypothesis and the alternate hypothesis.
H0: µ = 200 H1: µ ≠ 200
7
Left-tail or Right-tail Test?
• The direction of the test involving claims that use the words “has improved”, “is better than”, and the like will depend upon the variable being measured. • For instance, if the variable involves time for a certain medication to take effect, the words “better” “improve” or more effective” are translated as “<” (less than, i.e. faster relief). • On the other hand, if the variable refers to a test score, then the words “better” “improve” or more effective” are translated as “>” (greater than, i.e. higher test scores)
Jamestown Steel Company manufactures and assembles desks and other office equipment at several plants in western New York State. The weekly production of the Model A325 desk at the Fredonia Plant follows the normal probability distribution with a mean of 200 and a standard deviation of 16. Recently, because of market expansion, new production methods have been introduced and new employees hired. The vice president of manufacturing would like to investigate whether there has been a change in the weekly production of the Model A325 desk.
英文商务统计学ppt_第10章Ch10
Population Means, Related Samples
Same group before vs. after treatment
Population Proportions
Population Variances
Proportion 1 vs. Proportion 2
Variance 1 vs. Variance 2
Business Statistics: A First Course, 5e © 2009 Prentice-Hall, Inc.
Chap 10-3
Difference Between Two Means
Population means, independent samples
Chap 10-5
Hypothesis Tests for Two Population Means
Two Population Means, Independent Samples Lower-tail test: Upper-tail test: Two-tail test:
H0: μ1 μ2 H1: μ1 < μ2
DPopulation means, independent samples
*
Unrelated Independent
Sample selected from one population has no effect on the sample selected from the other population
The means of two related populations
The proportions of two independent populations The variances of two independent populations
统计学(中英文)_ch01
Business Statistics, A First Course (4e) © 2006 Prentice-Hall, Inc.
Chap 1-12
∑X
n
i
Business Statistics, A First Course (4e) © 2006 Prentice-Hall, Inc.
Chap 1-8
Inferential Statistics 推断统计
Estimation 估计 e.g., Estimate the population mean weight using the sample mean weight 例如：利用采样的平均重量估计人口的平均体 重 Hypothesis testing 假设检验 e.g., Test the claim that the population mean weight is 120 pounds 例如：根据测试的要求，人口平均体重是120 磅
英文翻译乃自己所做， 英文翻译乃自己所做，有错误 之处请自行查证。 之处请自行查证。
Business Statistics, A First Course (4e) © 2006 Prentice-Hall, Inc.
Chap 1-1
Business Statistics, A First Course
Defined descriptive vs. inferential statistics 描述性统计和推理统计 Reviewed data types 回顾数据类型
♦ ♦ ♦ ♦
Categorical vs. Numerical data 绝对的和数值的数据 Discrete vs. Continuous data 离散的和连续的数据
ch10 Time Series Data 《计量经济学导论》课件
Economics 20 - Prof. Anderson
8
Variances of OLS Estimators
Just as in the cross-section case, we need to add an assumption of homoskedasticity in order to be able to derive variances
Economics 20 - Prof. Anderson
7
Unbiasedness of OLS
Based on these 3 assumptions, when using time-series data, the OLS estimators are unbiased Thus, just as was the case with crosssection data, under the appropriate conditions OLS is unbiased Omitted variable bias can be analyzed in the same manner as in the cross-section case
Contemporaneous exogeneity will only be sufficient in large samples
Economics 20 - Prof. Anderson
6
Assumptions (continued)
Still need to assume that no x is constant, and that there is no perfect collinearity
Note we have skipped the assumption of a random sample
CH10 Statistical charts and tables Medical Statistics医学统计学 教学课件
Table 10-3 compare of the risk factor of patients
They can show the information of data directly. So they are widely used in medical practice.
§1 Statistical Tables
Principles of Making Tables
The main contents must be emphasized, simple and understood easily. Primary and secondary contents as well as arrangement must be clear.
2. Combinative table: More than 2 variables
Table 10-2 the result of HBsAg of persons at different age group in city or country at certain area in certain year
city
Number of pe Number of persons group
rsons tested with positive result
<20
42384
274
20~
228076
2018
25~
235879
2697
30~
146142
2093
35~
74629
1299
40
21193
273
tatal
Chapter 10
Statistical Table &Statistical Graph
基础统计学英文课件 (10)
In Symbols
State H0 and Ha.
Identify .
n = total number of + and – signs
Performing The Paired-Sample Sign Test
In Words
4. Determine the critical value.
z (40 0.5) 0.5(100) 1.9 100 2
• Decision: Fail to Reject H0
At the 1% level of significance you cannot reject the dealership’s claim.
The Paired-Sample Sign Test
775 765 801 742 754 753 739 751 745 750 777 769 756 760 782 789
Solution: Using the Sign Test
• H0: median ≤ 750 • Ha: median > 750
• Compare each data entry with the hypothesized median 750
• Right-tailed test: H0: median k and Ha: median > k
• Two-tailed test: H0: median = k and Ha: median k
Sign Test for a Population Median
• To use the sign test, each entry is compared with the hypothesized median k. § If the entry is below the median, a sign is assigned. § If the entry is above the median, a + sign is assigned. § If the entry is equal to the median, 0 is assigned.
统计学英文版教材课件
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STAT7055 - Lecture 2
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Introduction
Intersection, Union and Complement
Complement
STAT7055 LECTURE 2 Probability
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Introduction
Definitions
Random Experiment
A random experiment is a process that results in one of several possible outcomes, none of which can be predicted with certainty. For example:
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Introduction
Events
Events
A simple event is an individual outcome from the sample space. An event is a collection of one or more simple events (or outcomes).
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统计学专业英语词汇完整版
统计学专业英语词汇Asymmetric distribution, 非对称分布Asymptotic bias, 渐近偏倚A Asymptotic efficiency, 渐近效率Asymptotic variance, 渐近方差Absolute deviation, 绝对离差Attributable risk, 归因危险度Absolute number, 绝对数Attribute data, 属性资料Absolute residuals, 绝对残差Attribution, 属性Acceleration array, 加速度立体阵Autocorrelation, 自相关Acceleration in an arbitrary direction, 任意方向上的加速度Autocorrelation of residuals, 残差的自相关Acceleration normal, 法向加速度Average, 平均数Acceleration space dimension, 加速度空间的维数Average confidence interval length, 平均置信区间长度Acceleration tangential, 切向加速度Average growth rate, 平均增长率Acceleration vector, 加速度向量BAcceptable hypothesis, 可接受假设Accumulation, 累积Bar chart, 条形图Accuracy, 准确度Bar graph, 条形图Actual frequency, 实际频数Base period, 基期Adaptive estimator, 自适应估计量Bayes theorem, 贝叶斯定理Addition, 相加Bell-shaped curve, 钟形曲线Addition theorem, 加法定理Bernoulli distribution, 伯努力分布Additivity, 可加性Best-trim estimator, 最好切尾估计量Adjusted rate, 调整率Bias, 偏性Adjusted value, 校正值Binary logistic regression, 二元逻辑斯蒂回归Admissible error, 容许误差Binomial distribution, 二项分布Aggregation, 聚集性Bisquare, 双平方Alternative hypothesis, 备择假设Bivariate Correlate, 二变量相关Among groups, 组间Bivariate normal distribution, 双变量正态分布Amounts, 总量Bivariate normal population, 双变量正态总体Analysis of correlation, 相关分析Biweight interval, 双权区间Analysis of covariance, 协方差分析Biweight M-estimator, 双权M 估计量Analysis of regression, 回归分析Block, 区组/配伍组Analysis of time series, 时间序列分析BMDP(Biomedical computer programs),BMDP 统计软件包Analysis of variance, 方差分析Box plots, 箱线图/箱尾图Angular transformation, 角转换Break down bound, 崩溃界/崩溃点ANOVA （analysis of variance ）,方差分析CANOVA Models, 方差分析模型Arcing, 弧/弧旋Canonical correlation, 典型相关Arcsine transformation, 反正弦变换Caption, 纵标目Area under the curve, 曲线面积Case-control study, 病例对照研究AREG, 评估从一个时间点到下一个时间点回归相关时的误差Categorical variable, 分类变量ARIMA, 季节和非季节性单变量模型的极大似然估计Catenary, 悬链线Arithmetic grid paper, 算术格纸Cauchy distribution, 柯西分布Arithmetic mean, 算术平均数Cause-and-effect relationship, 因果关系Arrhenius relation, 艾恩尼斯关系Cell, 单元Assessing fit, 拟合的评估Censoring, 终检Associative laws, 结合律Center of symmetry, 对称中心Centering and scaling, 中心化和定标Comparison of bathes, 批比较Central tendency, 集中趋势Comparison value, 比较值Central value, 中心值Compartment model, 分部模型CHAID- χ2AutomaticInteractionDetector, 卡方自动交互检测Compassion, 伸缩Chance, 机遇Complement of an event, 补事件Chance error, 随机误差Complete association, 完全正相关Chance variable, 随机变量Complete dissociation, 完全不相关Characteristic equation, 特征方程Complete statistics, 完备统计量Characteristic root, 特征根Completely randomized design, 完全随机化设计Characteristic vector, 特征向量Composite event, 联合事件/复合事件Chebshev criterion of fit, 拟合的切比雪夫准则Concavity, 凹性Chernoff faces, 切尔诺夫脸谱图Conditional expectation, 条件期望Chi-square test, 卡方检验/ χ2检验Conditional likelihood, 条件似然Choleskey decomposition, 乔洛斯基分解Conditional probability, 条件概率Circle chart, 圆图Conditionally linear, 依条件线性Class interval, 组距Confidence interval, 置信区间Class mid-value, 组中值Confidence limit, 置信限Class upper limit, 组上限Confidence lower limit, 置信下限Classified variable, 分类变量Confidence upper limit, 置信上限Cluster analysis, 聚类分析Confirmatory Factor Analysis, 验证性因子分析Cluster sampling, 整群抽样Confirmatory research, 证实性实验研究Code, 代码Confounding factor, 混杂因素Coded data, 编码数据Conjoint, 联合分析Coding, 编码Consistency, 相合性Coefficient of contingency, 列联系数Consistency check, 一致性检验Coefficient of determination, 决定系数Consistent asymptotically normal estimate, 相合渐近正态估Coefficient of multiple correlation, 多重相关系数计Coefficient of partial correlation, 偏相关系数Consistent estimate, 相合估计Coefficient of production-moment correlation, 积差相关系数Constrained nonlinear regression, 受约束非线性回归Coefficient of rank correlation, 等级相关系数Constraint, 约束Coefficient of regression, 回归系数Contaminated distribution, 污染分布Coefficient of skewness, 偏度系数Contaminated Gausssian, 污染高斯分布Coefficient of variation, 变异系数Contaminated normal distribution, 污染正态分布Cohort study, 队列研究Contamination, 污染Column, 列Contamination model, 污染模型Column effect, 列效应Contingency table, 列联表Column factor, 列因素Contour, 边界线Combination pool, 合并Contribution rate, 贡献率Combinative table, 组合表Control, 对照Common factor, 共性因子Controlled experiments, 对照实验Common regression coefficient, 公共回归系数Conventional depth, 常规深度Common value, 共同值Convolution, 卷积Common variance, 公共方差Corrected factor, 校正因子Common variation, 公共变异Corrected mean, 校正均值Communality variance, 共性方差Correction coefficient, 校正系数Comparability, 可比性Correctness, 正确性统计学专业英语词汇 3 Correlation coefficient, 相关系数Dead time, 停滞期Correlation index, 相关指数Degree of freedom, 自由度Correspondence, 对应Degree of precision, 精密度Counting, 计数Degree of reliability, 可靠性程度Counts, 计数/频数Degression, 递减Covariance, 协方差Density function, 密度函数Covariant, 共变Density of datapoints, 数据点的密度Cox Regression, Cox 回归Dependent variable, 应变量/依变量/因变量Criteria for fitting, 拟合准则Depth, 深度Criteria of least squares, 最小二乘准则Derivative matrix, 导数矩阵Critical ratio, 临界比Derivative-free methods, 无导数方法Critical region, 拒绝域Design, 设计Critical value, 临界值Determinacy, 确定性Cross-over design, 交叉设计Determinant, 行列式Cross-section analysis, 横断面分析Determinant, 决定因素Cross-section survey, 横断面调查Deviation, 离差Cross tabs, 交叉表Deviation from average, 离均差Cross-tabulation table, 复合表Diagnostic plot, 诊断图Cube root, 立方根Dichotomous variable, 二分变量Cumulative distribution function, 累计分布函数Differential equation, 微分方程Cumulative probability, 累计概率Direct standardization, 直接标准化法Curvature, 曲率/弯曲Discrete variable, 离散型变量Curve fit, 曲线拟和Discriminant, 判断Curve fitting, 曲线拟合Discriminant analysis, 判别分析Curvilinear regression, 曲线回归Discriminant coefficient, 判别系数Curvilinear relation, 曲线关系Discriminant function, 判别值Cut-and-try method, 尝试法Dispersion, 散布/分散度Cycle, 周期Disproportional, 不成比例的Cyclist, 周期性Disproportionate sub-class numbers, 不成比例次级组含量D Distribution free, 分布无关性/免分布Distribution shape, 分布形状D test, D 检验Distribution-free method, 任意分布法Data acquisition, 资料收集Distributive laws, 分配律Databank, 数据库Disturbance, 随机扰动项Data capacity, 数据容量Dose response curve, 剂量反应曲线Data deficiencies, 数据缺乏Double blind method, 双盲法Data handling, 数据处理Double blind rial, 双盲试验Data manipulation, 数据处理Double exponential distribution, 双指数分布Data processing, 数据处理Double logarithmic, 双对数Data reduction, 数据缩减Downward rank, 降秩Data set, 数据集Dual-space plot, 对偶空间图Data sources, 数据来源DUD, 无导数方法Data transformation, 数据变换Duncan's new multiple range method, 新复极差法/Duncan 新Data validity, 数据有效性法Data-in, 数据输入Data-out, 数据输出统计学专业英语词汇 4 E Factorial, 阶乘Factorial design, 析因试验设计Effect, 实验效应False negative, 假阴性Eigen value, 特征值False negative error, 假阴性错误Eigen vector, 特征向量Family of distributions, 分布族Ellipse, 椭圆Family of estimators, 估计量族Empirical distribution, 经验分布Fanning, 扇面Empirical probability, 经验概率单位Fatality rate, 病死率Enumeration data, 计数资料Field investigation, 现场调查Equal sun-class number, 相等次级组含量Field survey, 现场调查Equally likely, 等可能Finite population, 有限总体Equal variance, 同变性Finite-sample, 有限样本Error, 误差/错误First derivative, 一阶导数Error of estimate, 估计误差First principal component, 第一主成分Error type I, 第一类错误First quartile, 第一四分位数Error type II, 第二类错误Fisher information, 费雪信息量Estimand, 被估量Fitted value, 拟合值Estimated error mean squares, 估计误差均方Fitting a curve, 曲线拟合Estimated error sum of squares, 估计误差平方和Fixed base, 定基Euclidean distance, 欧式距离Fluctuation, 随机起伏Event, 事件Forecast, 预测Exceptional data point, 异常数据点Four fold table, 四格表Expectation plane, 期望平面Fourth, 四分点Expectation surface, 期望曲面Fraction blow, 左侧比率Expected values, 期望值Fractional error, 相对误差Experiment, 实验Frequency, 频率Experimental sampling, 试验抽样Frequency polygon, 频数多边图Experimental unit, 试验单位Frontier point, 界限点Explanatory variable, 说明变量/解释变量Function relationship, 泛函关系Exploratory data analysis, 探索性数据分析GExplore Summarize, 探索-摘要Exponential curve, 指数曲线Gamma distribution, 伽玛分布Exponential growth, 指数式增长Gauss increment, 高斯增量Exsooth, 指数平滑方法Gaussian distribution, 高斯分布/正态分布Extended fit, 扩充拟合Gauss-Newton increment, 高斯-牛顿增量Extra parameter, 附加参数General census, 全面普查Extra polation, 外推法GENLOG(Generalized liner models), 广义线性模型Extreme observation, 末端观测值Geometric mean, 几何平均数Extremes, 极端值/极值Gini's mean difference, 基尼均差F GLM(General liner models), 通用线性模型Goodness of fit, 拟和优度/配合度F distribution, F 分布Gradient of determinant, 行列式的梯度F test, F 检验Graeco-Latin square, 希腊拉丁方Factor, 因素/因子Grand mean, 总均值Factor analysis, 因子分析Gross errors, 重大错误Factor score, 因子得分Gross-error sensitivity, 大错敏感度统计学专业英语词汇 5 Group averages, 分组平均Initial estimate, 初始估计值Grouped data, 分组资料Initial level, 最初水平Guessed mean, 假定平均数Interaction, 交互作用H Interaction terms, 交互作用项Intercept, 截距Half-life, 半衰期Interpolation, 内插法Hampel M-estimators, 汉佩尔M 估计量Inter quartile range, 四分位距Happenstance, 偶然事件Interval estimation, 区间估计Harmonic mean, 调和均数Intervals of equal probability, 等概率区间Hazard function, 风险均数Intrinsic curvature, 固有曲率Hazard rate, 风险率Invariance, 不变性Heading, 标目Inverse matrix, 逆矩阵Heavy-tailed distribution, 重尾分布Inverse probability, 逆概率Hessian array, 海森立体阵Inverse sine transformation, 反正弦变换Heterogeneity, 不同质Iteration, 迭代Heterogeneity of variance, 方差不齐JHierarchical classification, 组内分组Hierarchical clustering method, 系统聚类法Jacobian determinant, 雅可比行列式High-leverage point, 高杠杆率点Joint distribution function, 联合分布函数HILOGLINEAR, 多维列联表的层次对数线性模型Joint probability, 联合概率Hinge, 折叶点Joint probability distribution, 联合概率分布Histogram, 直方图KHistorical cohort study, 历史性队列研究Holes, 空洞K means method, 逐步聚类法HOMALS, 多重响应分析Kaplan-Meier, 评估事件的时间长度Homogeneity of variance, 方差齐性Kaplan-Merier chart, Kaplan-Merier 图Homogeneity test, 齐性检验Kendall' s rank correlation, Kendall 等级相关Huber M-estimators, 休伯M 估计量Kinetic, 动力学Hyperbola, 双曲线Kolmogorov-Smirnove test, 柯尔莫哥洛夫-斯米尔诺夫检验Hypothesis testing, 假设检验Kruskal and Wallis test, Kruskal 及Wallis 检验/多样本的秩和检验/H 检验Hypothetical universe, 假设总体Kurtosis, 峰度ILImpossible event, 不可能事件Independence, 独立性Lack of fit, 失拟Independent variable, 自变量Ladder of powers, 幂阶梯Index, 指标/指数Lag, 滞后Indirect standardization, 间接标准化法Large sample, 大样本Individual, 个体Large sample test, 大样本检验Inference band, 推断带Latin square, 拉丁方Infinite population, 无限总体Latin square design, 拉丁方设计Infinitely great, 无穷大Leakage, 泄漏Infinitely small, 无穷小Least favorable configuration, 最不利构形Influence curve, 影响曲线Least favorable distribution, 最不利分布Information capacity, 信息容量Least significant difference, 最小显著差法Initial condition, 初始条件Least square method, 最小二乘法统计学专业英语词汇 6 Least-absolute-residuals estimates, 最小绝对残差估计Marginal probability, 边缘概率Least-absolute-residuals fit, 最小绝对残差拟合Marginal probability distribution, 边缘概率分布Least-absolute-residuals line, 最小绝对残差线Matched data, 配对资料Legend, 图例Matched distribution, 匹配过分布L-estimator,L 估计量Matching of distribution, 分布的匹配L-estimator of location, 位置L 估计量Matching of transformation, 变换的匹配L-estimator of scale, 尺度L 估计量Mathematical expectation, 数学期望Level, 水平Mathematical model, 数学模型Life expectance, 预期期望寿命Maximum L-estimator, 极大L 估计量Life table, 寿命表Maximum likelihood method, 最大似然法Life table method, 生命表法Mean, 均数Light-taile distribution, 轻尾分布Mean squares between groups, 组间均方Likelihood function, 似然函数Mean squares within group, 组内均方Likelihood ratio, 似然比Means (Compare means), 均值-均值比较Line graph, 线图Median, 中位数Linear correlation, 直线相关Median effective dose, 半数效量Linear equation, 线性方程Median lethal dose, 半数致死量Linear programming, 线性规划Median polish, 中位数平滑Linear regression, 直线回归/线性回归Median test, 中位数检验Linear trend, 线性趋势Minimal sufficient statistic, 最小充分统计量Loading, 载荷Minimum distance estimation, 最小距离估计Location and scale equi variance, 位置尺度同变性Minimum effective dose, 最小有效量Location equi variance, 位置同变性Minimum lethal dose, 最小致死量Location invariance, 位置不变性Minimum variance estimator, 最小方差估计量Location scale family, 位置尺度族MINITAB, 统计软件包Log rank test, 时序检验Minor heading, 宾词标目Logarithmic curve, 对数曲线Missing data, 缺失值Logarithmic normal distribution, 对数正态分布Model specification, 模型的确定Logarithmic scale, 对数尺度Modeling Statistics , 模型统计Logarithmic transformation, 对数变换Models for outliers, 离群值模型Logic check, 逻辑检查Modifying the model, 模型的修正Logistic distribution, 逻辑斯蒂分布Modulus of continuity, 连续性模Logit transformation, Logit 转换Morbidity, 发病率LOGLINEAR, 多维列联表通用模型Most favorable configuration, 最有利构形Lognormal distribution, 对数正态分布Multidimensional Scaling (ASCAL), 多维尺度/多维标度Lost function, 损失函数Multinomial Logistic Regression , 多项逻辑斯蒂回归Low correlation, 低度相关Multiple comparison, 多重比较Lower limit, 下限Multiple correlation , 复相关Lowest-attained variance, 最小可达方差Multiple covariance, 多元协方差LSD, 最小显著差法的简称Multiple linear regression, 多元线性回归Lurking variable, 潜在变量Multiple response , 多重选项M Multiple solutions, 多解Multiplication theorem, 乘法定理Main effect, 主效应Multiresponse, 多元响应Major heading, 主辞标目Multi-stage sampling, 多阶段抽样Marginal density function, 边缘密度函数Multivariate T distribution, 多元T 分布统计学专业英语词汇7 Mutual exclusive, 互不相容Outliers, 极端值Mutual independence, 互相独立OVERALS , 多组变量的非线性正规相关Overshoot, 迭代过度NPNatural boundary, 自然边界Natural dead, 自然死亡Paired design, 配对设计Natural zero, 自然零Paired sample, 配对样本Negative correlation, 负相关Pairwise slopes, 成对斜率Negative linear correlation, 负线性相关Parabola, 抛物线Negatively skewed, 负偏Parallel tests, 平行试验Newman-Keuls method, q 检验Parameter, 参数NK method, q 检验Parametric statistics, 参数统计No statistical significance, 无统计意义Parametric test, 参数检验Nominal variable, 名义变量Partial correlation, 偏相关Nonconstancy of variability, 变异的非定常性Partial regression, 偏回归Nonlinear regression, 非线性相关Partial sorting, 偏排序Nonparametric statistics, 非参数统计Partials residuals, 偏残差Nonparametric test, 非参数检验Pattern, 模式Normal deviate, 正态离差Pearson curves, 皮尔逊曲线Normal distribution, 正态分布Peeling, 退层Normal equation, 正规方程组Percent bar graph, 百分条形图Normal ranges, 正常范围Percentage, 百分比Normal value, 正常值Percentile, 百分位数Nuisance parameter, 多余参数/讨厌参数Percentile curves, 百分位曲线Null hypothesis, 无效假设Periodicity, 周期性Numerical variable, 数值变量Permutation, 排列O P-estimator,P 估计量Pie graph, 饼图Objective function, 目标函数Pitman estimator, 皮特曼估计量Observation unit, 观察单位Pivot, 枢轴量Observed value, 观察值Planar, 平坦One sided test, 单侧检验Planar assumption, 平面的假设One-way analysis of variance, 单因素方差分析PLANCARDS, 生成试验的计划卡One way ANOVA , 单因素方差分析Point estimation, 点估计Open sequential trial, 开放型序贯设计Poisson distribution, 泊松分布Optrim, 优切尾Polishing, 平滑Optrim efficiency, 优切尾效率Polled standard deviation, 合并标准差Order statistics, 顺序统计量Polled variance, 合并方差Ordered categories, 有序分类Polygon, 多边图Ordinal logistic regression , 序数逻辑斯蒂回归Polynomial, 多项式Ordinal variable, 有序变量Polynomial curve, 多项式曲线Orthogonal basis, 正交基Population, 总体Orthogonal design, 正交试验设计Population attributable risk, 人群归因危险度Orthogonality conditions, 正交条件Positive correlation, 正相关ORTHOPLAN, 正交设计Positively skewed, 正偏Outlier cutoffs, 离群值截断点Posterior distribution, 后验分布Power of a test, 检验效能Ratio, 比例Precision, 精密度Raw data, 原始资料Predicted value, 预测值Raw residual, 原始残差Preliminary analysis, 预备性分析Rayleigh' s test, 雷氏检验Principal component analysis, 主成分分析Rayleigh' s Z,雷氏Z 值Prior distribution, 先验分布Reciprocal, 倒数Prior probability, 先验概率Reciprocal transformation, 倒数变换Probabilistic model, 概率模型Recording, 记录probability, 概率Redescending estimators, 回降估计量Probability density, 概率密度Reducing dimensions, 降维Product moment, 乘积矩/协方差Re-expression, 重新表达Profile trace, 截面迹图Reference set, 标准组Proportion, 比/构成比Region of acceptance, 接受域Proportion allocation in stratified random sampling, 按比例分Regression coefficient, 回归系数层随机抽样Regression sum of square, 回归平方和Proportionate, 成比例Rejection point, 拒绝点Proportionate sub-class numbers, 成比例次级组含量Relative dispersion, 相对离散度Prospective study, 前瞻性调查Relative number, 相对数Proximities, 亲近性Reliability, 可靠性Pseudo F test, 近似F 检验Reparametrization, 重新设置参数Pseudo model, 近似模型Replication, 重复Pseudo sigma, 伪标准差Report Summaries, 报告摘要Purposive sampling, 有目的抽样Residual sum of square, 剩余平方和Q Resistance, 耐抗性Resistant line, 耐抗线QR decomposition, QR 分解Resistant technique, 耐抗技术Quadratic approximation, 二次近似R-estimator of location, 位置R 估计量Qualitative classification, 属性分类R-estimator of scale, 尺度R 估计量Qualitative method, 定性方法Retrospective study, 回顾性调查Quantile-quantile plot, 分位数-分位数图/Q-Q 图Ridge trace, 岭迹Quantitative analysis, 定量分析Ridit analysis , Ridit 分析Quartile, 四分位数Rotation, 旋转Quick Cluster, 快速聚类Rounding, 舍入R Row, 行Row effects, 行效应Radix sort, 基数排序Row factor, 行因素Random allocation, 随机化分组RXC table, RXC 表Random blocks design, 随机区组设计SRandom event, 随机事件Randomization, 随机化Sample, 样本Range, 极差/全距Sample regression coefficient, 样本回归系数Rank correlation, 等级相关Sample size, 样本量Rank sum test, 秩和检验Sample standard deviation, 样本标准差Rank test, 秩检验Sampling error, 抽样误差Ranked data, 等级资料SAS(Statistical analysis system ),SAS 统计软件包Rate, 比率Scale, 尺度/量表Scatter diagram, 散点图Spurious correlation, 假性相关Schematic plot, 示意图/简图Square root transformation, 平方根变换Score test, 计分检验Stabilizing variance, 稳定方差Screening, 筛检Standard deviation, 标准差SEASON, 季节分析Standard error, 标准误Second derivative, 二阶导数Standard error of difference, 差别的标准误Second principal component, 第二主成分Standard error of estimate, 标准估计误差SEM (Structural equation modeling), 结构化方程模型Standard error of rate, 率的标准误Semi-logarithmic graph, 半对数图Standard normal distribution, 标准正态分布Semi-logarithmic paper, 半对数格纸Standardization, 标准化Sensitivity curve, 敏感度曲线Starting value, 起始值Sequential analysis, 贯序分析Statistic, 统计量Sequential data set, 顺序数据集Statistical control, 统计控制Sequential design, 贯序设计Statistical graph, 统计图Sequential method, 贯序法Statistical inference, 统计推断Sequential test, 贯序检验法Statistical table, 统计表Serial tests, 系列试验Steepest descent, 最速下降法Short-cut method, 简捷法Stem and leaf display, 茎叶图Sigmoid curve, S 形曲线Step factor, 步长因子Sign function, 正负号函数Stepwise regression, 逐步回归Sign test, 符号检验Storage, 存Signed rank, 符号秩Strata, 层（复数）Significance test, 显著性检验Stratified sampling, 分层抽样Significant figure, 有效数字Stratified sampling, 分层抽样Simple cluster sampling, 简单整群抽样Strength, 强度Simple correlation, 简单相关Stringency, 严密性Simple random sampling, 简单随机抽样Structural relationship, 结构关系Simple regression, 简单回归Studentized residual, 学生化残差/t 化残差simple table, 简单表Sub-class numbers, 次级组含量Sine estimator, 正弦Subdividing, 分割Single-valued estimate, 单值估计Sufficient statistic, 充分统计量Singular matrix, 奇异矩阵Sum of products, 积和Skewed distribution, 偏斜分布Sum of squares, 离差平方和Skewness, 偏度Sum of squares about regression, 回归平方和Slash distribution, 斜线分布Sum of squares between groups, 组间平方和Slope, 斜率Sum of squares of partial regression, 偏回归平方和Smirnov test, 斯米尔诺夫检验Sure event, 必然事件Source of variation, 变异来源Survey, 调查Spearman rank correlation, 斯皮尔曼等级相关Survival, 生存分析Specific factor, 特殊因子Survival rate, 生存率Specific factor variance, 特殊因子方差Suspended root gram, 悬吊根图Spectra , 频谱Symmetry, 对称Spherical distribution, 球型正态分布Systematic error, 系统误差Spread, 展布Systematic sampling, 系统抽样SPSS(Statistical package for the social science), SPSS Tags, 标签统计软件包Tail area, 尾部面积Tail length, 尾长Vague concept, 模糊概念Tail weight, 尾重Validity, 有效性Tangent line, 切线VARCOMP (Variance component estimation), 方差元素估计Target distribution, 目标分布Variability, 变异性Taylor series, 泰勒级数Variable, 变量Test( 检验) Variance, 方差Test of linearity, 线性检验Variation, 变异Tendency of dispersion, 离散趋势Varimax orthogonal rotation, 方差最大正交旋转Testing of hypotheses, 假设检验Volume of distribution, 容积Theoretical frequency, 理论频数W test, W 检验Time series, 时间序列Weibull distribution, 威布尔分布Tolerance interval, 容忍区间Weight, 权数Tolerance lower limit, 容忍下限Weighted Chi-square test, 加权卡方检验/Cochran 检验Tolerance upper limit, 容忍上限Weighted linear regression method, 加权直线回归Torsion, 扰率Weighted mean, 加权平均数Total sum of square, 总平方和Weighted mean square, 加权平均方差Total variation, 总变异Weighted sum of square, 加权平方和Transformation, 转换Weighting coefficient, 权重系数Treatment, 处理Weighting method, 加权法Trend, 趋势W-estimation, W 估计量Trend of percentage, 百分比趋势W-estimation of location, 位置W 估计量Trial, 试验Width, 宽度Trial and error method, 试错法Wilcoxon paired test, 威斯康星配对法/配对符号秩和检验Tuning constant, 细调常数Wild point, 野点/狂点Two sided test, 双向检验Wild value, 野值/狂值Two-stage least squares, 二阶最小平方Winsorized mean, 缩尾均值Two-stage sampling, 二阶段抽样Withdraw, 失访Two-tailed test, 双侧检验Youden's index, 尤登指数Two-way analysis of variance, 双因素方差分析Z test, Z 检验Two-way table, 双向表Zero correlation, 零相关Type I error, 一类错误/ α错误Z-transformation, Z 变换Type II error, 二类错误/ β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无约束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩。
统计学英文版
统计学英文版Part1GatheringandExploring Data (descriptive statistics)Different Types of Data (2.1) VariableA variable is any characteristic observed on the subjects in a study. Examples: Marital status, Height, Weight, IQ, Sqft, Price, NE.A variable can be classified as eitherCategorical (in Categories), orQuantitative (Numerical)A variable can be classified as categorical if each observation belongs to one of a set of categories:Examples:Gender (Male or Female)Religious Affiliation (Catholic, Jewish, …)Type of Residence (Apartment, Condo, …)Belief in Life After Death (Yes or No)NE (Located in northeast sector of city (1) or not (0) )A variable is called quantitative if observations on it take numerical values that represent different magnitudes of the variable. Examples:Age, Number of Siblings, Annual Income, Selling price, Sqft Discrete versus continuous quantitative variablesA quantitative variable is discrete if its possible values form a set ofseparate numbers, such as 0,1,2,3,…The set of possible values is not denseExamples:o Number of pets in a householdo Number of children in a familyo Number of foreign languages spoken by an individualA quantitative variable is continuous if its possible values form anintervalThe set of possible values is denseExamples:o Height/Weighto Ageo Blood pressureExerciseIdentify the variable type1.Number of siblings in a family2.County of residence3.Distance (in miles) of commute to school4.Marital status5.Length of time to take a test6.Number of people waiting in line7.Number of speeding tickets received last year8.Your dog’s weightProportion & Percentage (Relative Frequencies)The proportion of the observations that fall in a certain category is the frequency (count) of observations in that category divided by the total number of observations Frequency of that categorySum of all frequenciesThe percentage is the proportion multiplied by 100Proportions and percentages are also called relative frequenciesExampleTable classifies the 630 parliamentary seats of the Italian chamber of deputies by coalition (2013 elections).Coalition SeatsFreq. Prop. Perc.Pierluigi Bersani 345 0.548 54.8Silvio Berlusconi 125 0.198 19.8Beppe Grillo 109 0.173 17.3Mario Monti 47 0.075 7.46Vallee d'Aoste 1 0.002 0.16MAIAE 2 0.003 0.32USEI 1 0.002 0.16Antonio Ingroia 0 0 0Total 630 1 100so, for Grillo,345 is the frequency.0.548 = 345/630 is the proportion and relative frequency.54.8 is the percentage 0.548×100 = 54.8%.Frequency TableA frequency table is a listing of possible values for a variable, together with the number of observations and/or relative frequencies for each value.Raw data Frequency tableCode Gender Gender n i f i p i000001 F F 1000 0.01 1000002 M M 99000 0.99 99 ... ...100000 FExampleA stock broker has been following different stocks over the last month and has recorded whether a stock is up, the same, or down in value. The results were:1.Performance of stock Up Same DownCount 21 7 12What are the subjects?What is the variable of interest?What type of variable is it?Add proportions to this frequency table.Describe data using graphical summaries (2.2) DistributionA graph or frequency table describes a distribution.A distribution tells us the possible values/categories a variable takesas well as the occurrence of those values (frequency or relativefrequency or percentage)In the 2008 General Social Survey, 2020 respondents answered the question, "How many children have you ever had?" The results wereGraphs for categorical data: bar graphs and pie charts Use pie charts and bar graphs to summarize categorical variables: Pie Chart.o A circle where each category is represented as a “slice of the pie”o The size of each pie slice is proportional to the percentage ofobservations falling in that categoryBar Graph.o Bar Graphs display a vertical bar for each categoryo The height of each bar represents either counts (“frequencies”) or percentages (“relative frequencies”) for that categoryPie Chart52%18%17%13%Cars soldFIAT FORD OPEL RENAULTBar GraphBar graph: easier to compare categoriesBar graphs are called Pareto Charts when the categories are ordered by their frequency, from the tallest bar to the shortest barGraphs for quantitative data: dot plotShows a dot for each subject (observation) placed above its value on a number line. To construct a dot plotDraw a horizontal line and label it with the name of the variable. ?Mark regular values of the variable on it.For each observation, place a dot above its value on the number line.Graphs for quantitative data: histogramsA Histogram is a graph that uses bars to portray the frequencies or the relative frequencies of the possible outcomes for a quantitative variable Steps for constructing a histogram1.Divide the range of the data into intervals of equal width2.Count the number of observations in each interval, creating afrequency table3.On the horizontal axis, label the values or the endpoints of theintervals.4.Draw a bar over each value or interval with height equal to itsfrequency (or proportion or percentage), values of which are marked on the vertical axis.bel and title appropriatelyDisplaying Data over Time: time plotsUsed for displaying a time series, a data set collected over time.Plots each observation on the vertical scale against the time it was measured on the horizontal scale. Points are usually connected.Common patterns in the data over time, known as trends, should be noted.Measuring the Center of Quantitative Data (2.3)。
统计学专业英语词汇完整版
统计学专业英语词汇AAbsolute deviation,绝对离差Absolute number,绝对数Absolute residuals,绝对残差Acceleration array,加速度立体阵Acceleration in an arbitrary direction,任意方向上的加速度Acceleration normal,法向加速度Acceleration space dimension,加速度空间的维数Acceleration tangential,切向加速度Acceleration vector,加速度向量Acceptable hypothesis,可接受假设Accumulation,累积Accuracy,准确度Actual frequency,实际频数Adaptive estimator,自适应估计量Addition,相加Addition theorem,加法定理Additivity,可加性Adjusted rate,调整率Adjusted value,校正值Admissible error,容许误差Aggregation,聚集性Alternative hypothesis,备择假设Among groups,组间Amounts,总量Analysis of correlation,相关分析Analysis of covariance,协方差分析Analysis of regression,回归分析Analysis of time series,时间序列分析Analysis of variance,方差分析Angular transformation,角转换ANOVA（analysis of variance）,方差分析ANOVA Models,方差分析模型Arcing,弧/弧旋Arcsine transformation,反正弦变换Area under the curve,曲线面积AREG,评估从一个时间点到下一个时间点回归相关时的误差ARIMA,季节和非季节性单变量模型的极大似然估计Arithmetic grid paper,算术格纸Arithmetic mean,算术平均数Arrhenius relation,艾恩尼斯关系Assessing fit,拟合的评估Associative laws,结合律Asymmetric distribution,非对称分布Asymptotic bias,渐近偏倚Asymptotic efficiency,渐近效率Asymptotic variance,渐近方差Attributable risk,归因危险度Attribute data,属性资料Attribution,属性Autocorrelation,自相关Autocorrelation of residuals,残差的自相关Average,平均数Average confidence interval length,平均置信区间长度Average growth rate,平均增长率BBar chart,条形图Bar graph,条形图Base period,基期Bayes theorem, 贝叶斯定理Bell-shaped curve,钟形曲线Bernoulli distribution,伯努力分布Best-trim estimator,最好切尾估计量Bias,偏性Binary logistic regression,二元逻辑斯蒂回归Binomial distribution,二项分布Bisquare,双平方Bivariate Correlate,二变量相关Bivariate normal distribution,双变量正态分布Bivariate normal population,双变量正态总体Biweight interval,双权区间Biweight M-estimator,双权M估计量Block,区组/配伍组BMDP(Biomedical computer programs),BMDP统计软件包Box plots,箱线图/箱尾图Break down bound,崩溃界/崩溃点CCanonical correlation,典型相关Caption,纵标目Case-control study,病例对照研究Categorical variable,分类变量Catenary,悬链线Cauchy distribution,柯西分布Cause-and-effect relationship,因果关系Cell,单元Censoring,终检Center of symmetry,对称中心Centering and scaling,中心化和定标Central tendency,集中趋势Central value,中心值CHAID-χ2AutomaticInteractionDetector,卡方自动交互检测Chance,机遇Chance error,随机误差Chance variable,随机变量Characteristic equation,特征方程Characteristic root,特征根Characteristic vector,特征向量Chebshev criterion of fit,拟合的切比雪夫准则Chernoff faces,切尔诺夫脸谱图Chi-square test,卡方检验/χ2检验Choleskey decomposition,乔洛斯基分解Circle chart,圆图Class interval,组距Class mid-value,组中值Class upper limit,组上限Classified variable,分类变量Cluster analysis,聚类分析Cluster sampling,整群抽样Code,代码Coded data,编码数据Coding,编码Coefficient of contingency,列联系数Coefficient of determination,决定系数Coefficient of multiple correlation,多重相关系数Coefficient of partial correlation,偏相关系数Coefficient of production-moment correlation,积差相关系数Coefficient of rank correlation,等级相关系数Coefficient of regression,回归系数Coefficient of skewness,偏度系数Coefficient of variation,变异系数Cohort study,队列研究Column,列Column effect,列效应Column factor,列因素Combination pool,合并Combinative table,组合表Common factor,共性因子Common regression coefficient,公共回归系数Common value,共同值Common variance,公共方差Common variation,公共变异Communality variance,共性方差Comparability,可比性Comparison of bathes,批比较Comparison value,比较值Compartment model,分部模型Compassion,伸缩Complement of an event,补事件Complete association,完全正相关Complete dissociation,完全不相关Complete statistics,完备统计量Completely randomized design,完全随机化设计Composite event,联合事件/复合事件Concavity,凹性Conditional expectation,条件期望Conditional likelihood,条件似然Conditional probability,条件概率Conditionally linear,依条件线性Confidence interval,置信区间Confidence limit,置信限Confidence lower limit,置信下限Confidence upper limit,置信上限Confirmatory Factor Analysis,验证性因子分析Confirmatory research,证实性实验研究Confounding factor,混杂因素Conjoint,联合分析Consistency,相合性Consistency check,一致性检验Consistent asymptotically normal estimate,相合渐近正态估计Consistent estimate,相合估计Constrained nonlinear regression,受约束非线性回归Constraint,约束Contaminated distribution,污染分布Contaminated Gausssian,污染高斯分布Contaminated normal distribution,污染正态分布Contamination,污染Contamination model,污染模型Contingency table,列联表Contour,边界线Contribution rate,贡献率Control,对照Controlled experiments,对照实验Conventional depth,常规深度Convolution,卷积Corrected factor,校正因子Corrected mean,校正均值Correction coefficient,校正系数Correctness,正确性Correlation coefficient,相关系数Correlation index,相关指数Correspondence,对应Counting,计数Counts,计数/频数Covariance,协方差Covariant,共变Cox Regression, Cox回归Criteria for fitting,拟合准则Criteria of least squares,最小二乘准则Critical ratio,临界比Critical region,拒绝域Critical value,临界值Cross-over design,交叉设计Cross-section analysis,横断面分析Cross-section survey,横断面调查Cross tabs,交叉表Cross-tabulation table,复合表Cube root,立方根Cumulative distribution function,累计分布函数Cumulative probability,累计概率Curvature,曲率/弯曲Curve fit,曲线拟和Curve fitting,曲线拟合Curvilinear regression,曲线回归Curvilinear relation,曲线关系Cut-and-try method,尝试法Cycle,周期Cyclist,周期性DD test, D检验Data acquisition,资料收集Databank,数据库Data capacity,数据容量Data deficiencies,数据缺乏Data handling,数据处理Data manipulation,数据处理Data processing,数据处理Data reduction,数据缩减Data set,数据集Data sources,数据来源Data transformation,数据变换Data validity,数据有效性Data-in,数据输入Data-out,数据输出Dead time,停滞期Degree of freedom,自由度Degree of precision,精密度Degree of reliability,可靠性程度Degression,递减Density function,密度函数Density of datapoints,数据点的密度Dependent variable,应变量/依变量/因变量Depth,深度Derivative matrix,导数矩阵Derivative-free methods,无导数方法Design,设计Determinacy,确定性Determinant,行列式Determinant,决定因素Deviation,离差Deviation from average,离均差Diagnostic plot,诊断图Dichotomous variable,二分变量Differential equation,微分方程Direct standardization,直接标准化法Discrete variable,离散型变量Discriminant,判断Discriminant analysis,判别分析Discriminant coefficient,判别系数Discriminant function,判别值Dispersion,散布/分散度Disproportional,不成比例的Disproportionate sub-class numbers,不成比例次级组含量Distribution free,分布无关性/免分布Distribution shape,分布形状Distribution-free method,任意分布法Distributive laws,分配律Disturbance,随机扰动项Dose response curve,剂量反应曲线Double blind method,双盲法Double blind rial,双盲试验Double exponential distribution,双指数分布Double logarithmic,双对数Downward rank,降秩Dual-space plot,对偶空间图DUD,无导数方法Duncan's new multiple range method,新复极差法/Duncan新法EEffect,实验效应Eigen value,特征值Eigen vector,特征向量Ellipse,椭圆Empirical distribution,经验分布Empirical probability,经验概率单位Enumeration data,计数资料Equal sun-class number,相等次级组含量Equally likely,等可能Equal variance,同变性Error,误差/错误Error of estimate,估计误差Error type I,第一类错误Error type II,第二类错误Estimand,被估量Estimated error mean squares,估计误差均方Estimated error sum of squares,估计误差平方和Euclidean distance,欧式距离Event,事件Exceptional data point,异常数据点Expectation plane,期望平面Expectation surface,期望曲面Expected values,期望值Experiment,实验Experimental sampling,试验抽样Experimental unit,试验单位Explanatory variable,说明变量/解释变量Exploratory data analysis,探索性数据分析Explore Summarize,探索-摘要Exponential curve,指数曲线Exponential growth,指数式增长Exsooth,指数平滑方法Extended fit,扩充拟合Extra parameter,附加参数Extra polation,外推法Extreme observation,末端观测值Extremes,极端值/极值FF distribution, F分布F test, F检验Factor,因素/因子Factor analysis,因子分析Factor score,因子得分Factorial,阶乘Factorial design,析因试验设计False negative,假阴性False negative error,假阴性错误Family of distributions,分布族Family of estimators,估计量族Fanning,扇面Fatality rate,病死率Field investigation,现场调查Field survey,现场调查Finite population,有限总体Finite-sample,有限样本First derivative,一阶导数First principal component,第一主成分First quartile,第一四分位数Fisher information,费雪信息量Fitted value,拟合值Fitting a curve,曲线拟合Fixed base,定基Fluctuation,随机起伏Forecast,预测Four fold table,四格表Fourth,四分点Fraction blow,左侧比率Fractional error,相对误差Frequency,频率Frequency polygon,频数多边图Frontier point,界限点Function relationship,泛函关系GGamma distribution,伽玛分布Gauss increment,高斯增量Gaussian distribution,高斯分布/正态分布Gauss-Newton increment,高斯-牛顿增量General census,全面普查GENLOG(Generalized liner models),广义线性模型Geometric mean,几何平均数Gini's mean difference,基尼均差GLM(General liner models),通用线性模型Goodness of fit,拟和优度/配合度Gradient of determinant,行列式的梯度Graeco-Latin square,希腊拉丁方Grand mean,总均值Gross errors,重大错误Gross-error sensitivity,大错敏感度Group averages,分组平均Grouped data,分组资料Guessed mean,假定平均数HHalf-life,半衰期Hampel M-estimators,汉佩尔M估计量Happenstance,偶然事件Harmonic mean,调和均数Hazard function,风险均数Hazard rate,风险率Heading,标目Heavy-tailed distribution,重尾分布Hessian array,海森立体阵Heterogeneity,不同质Heterogeneity of variance,方差不齐Hierarchical classification,组内分组Hierarchical clustering method,系统聚类法High-leverage point,高杠杆率点HILOGLINEAR,多维列联表的层次对数线性模型Hinge,折叶点Histogram,直方图Historical cohort study,历史性队列研究Holes,空洞HOMALS,多重响应分析Homogeneity of variance,方差齐性Homogeneity test,齐性检验Huber M-estimators,休伯M估计量Hyperbola,双曲线Hypothesis testing,假设检验Hypothetical universe,假设总体IImpossible event,不可能事件Independence,独立性Independent variable,自变量Index,指标/指数Indirect standardization,间接标准化法Individual,个体Inference band,推断带Infinite population,无限总体Infinitely great,无穷大Infinitely small,无穷小Influence curve,影响曲线Information capacity,信息容量Initial condition,初始条件Initial estimate,初始估计值Initial level,最初水平Interaction,交互作用Interaction terms,交互作用项Intercept,截距Interpolation,内插法Inter quartile range,四分位距Interval estimation,区间估计Intervals of equal probability,等概率区间Intrinsic curvature,固有曲率Invariance,不变性Inverse matrix,逆矩阵Inverse probability,逆概率Inverse sine transformation,反正弦变换Iteration,迭代JJacobian determinant,雅可比行列式Joint distribution function,联合分布函数Joint probability,联合概率Joint probability distribution,联合概率分布KK means method,逐步聚类法Kaplan-Meier,评估事件的时间长度Kaplan-Merier chart, Kaplan-Merier图Kendall's rank correlation, Kendall等级相关Kinetic,动力学Kolmogorov-Smirnove test,柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test, Kruskal及Wallis检验/多样本的秩和检验/H检验Kurtosis,峰度LLack of fit,失拟Ladder of powers,幂阶梯Lag,滞后Large sample,大样本Large sample test,大样本检验Latin square,拉丁方Latin square design,拉丁方设计Leakage,泄漏Least favorable configuration,最不利构形Least favorable distribution,最不利分布Least significant difference,最小显着差法Least square method,最小二乘法Least-absolute-residuals estimates,最小绝对残差估计Least-absolute-residuals fit,最小绝对残差拟合Least-absolute-residuals line,最小绝对残差线Legend,图例L-estimator,L估计量L-estimator of location,位置L估计量L-estimator of scale,尺度L估计量Level,水平Life expectance,预期期望寿命Life table,寿命表Life table method,生命表法Light-taile distribution,轻尾分布Likelihood function,似然函数Likelihood ratio,似然比Line graph,线图Linear correlation,直线相关Linear equation,线性方程Linear programming,线性规划Linear regression,直线回归/线性回归Linear trend,线性趋势Loading,载荷Location and scale equi variance,位置尺度同变性Location equi variance,位置同变性Location invariance,位置不变性Location scale family,位置尺度族Log rank test,时序检验Logarithmic curve,对数曲线Logarithmic normal distribution,对数正态分布Logarithmic scale,对数尺度Logarithmic transformation,对数变换Logic check,逻辑检查Logistic distribution,逻辑斯蒂分布Logit transformation, Logit转换LOGLINEAR,多维列联表通用模型Lognormal distribution,对数正态分布Lost function,损失函数Low correlation,低度相关Lower limit,下限Lowest-attained variance,最小可达方差LSD,最小显着差法的简称Lurking variable,潜在变量MMain effect,主效应Major heading,主辞标目Marginal density function,边缘密度函数Marginal probability,边缘概率Marginal probability distribution,边缘概率分布Matched data,配对资料Matched distribution,匹配过分布Matching of distribution,分布的匹配Matching of transformation,变换的匹配Mathematical expectation,数学期望Mathematical model,数学模型Maximum L-estimator,极大L 估计量Maximum likelihood method,最大似然法Mean,均数Mean squares between groups,组间均方Mean squares within group,组内均方Means (Compare means),均值-均值比较Median,中位数Median effective dose,半数效量Median lethal dose,半数致死量Median polish,中位数平滑Median test,中位数检验Minimal sufficient statistic,最小充分统计量Minimum distance estimation,最小距离估计Minimum effective dose,最小有效量Minimum lethal dose,最小致死量Minimum variance estimator,最小方差估计量MINITAB,统计软件包Minor heading,宾词标目Missing data,缺失值Model specification,模型的确定Modeling Statistics ,模型统计Models for outliers,离群值模型Modifying the model,模型的修正Modulus of continuity,连续性模Morbidity,发病率Most favorable configuration,最有利构形Multidimensional Scaling (ASCAL),多维尺度/多维标度Multinomial Logistic Regression ,多项逻辑斯蒂回归Multiple comparison,多重比较Multiple correlation ,复相关Multiple covariance,多元协方差Multiple linear regression,多元线性回归Multiple response ,多重选项Multiple solutions,多解Multiplication theorem,乘法定理Multiresponse,多元响应Multi-stage sampling,多阶段抽样Multivariate T distribution,多元T分布Mutual exclusive,互不相容Mutual independence,互相独立NNatural boundary,自然边界Natural dead,自然死亡Natural zero,自然零Negative correlation,负相关Negative linear correlation,负线性相关Negatively skewed,负偏Newman-Keuls method, q检验NK method, q检验No statistical significance,无统计意义Nominal variable,名义变量Nonconstancy of variability,变异的非定常性Nonlinear regression,非线性相关Nonparametric statistics,非参数统计Nonparametric test,非参数检验Normal deviate,正态离差Normal distribution,正态分布Normal equation,正规方程组Normal ranges,正常范围Normal value,正常值Nuisance parameter,多余参数/讨厌参数Null hypothesis,无效假设Numerical variable,数值变量OObjective function,目标函数Observation unit,观察单位Observed value,观察值One sided test,单侧检验One-way analysis of variance,单因素方差分析One way ANOVA ,单因素方差分析Open sequential trial,开放型序贯设计Optrim, 优切尾Optrim efficiency,优切尾效率Order statistics,顺序统计量Ordered categories,有序分类Ordinal logistic regression ,序数逻辑斯蒂回归Ordinal variable,有序变量Orthogonal basis,正交基Orthogonal design,正交试验设计Orthogonality conditions,正交条件ORTHOPLAN,正交设计Outlier cutoffs,离群值截断点Outliers,极端值OVERALS ,多组变量的非线性正规相关Overshoot,迭代过度PPaired design,配对设计Paired sample,配对样本Pairwise slopes,成对斜率Parabola,抛物线Parallel tests,平行试验Parameter,参数Parametric statistics,参数统计Parametric test,参数检验Partial correlation,偏相关Partial regression,偏回归Partial sorting,偏排序Partials residuals,偏残差Pattern,模式Pearson curves,皮尔逊曲线Peeling,退层Percent bar graph,百分条形图Percentage,百分比Percentile,百分位数Percentile curves,百分位曲线Periodicity,周期性Permutation,排列P-estimator,P估计量Pie graph,饼图Pitman estimator,皮特曼估计量Pivot,枢轴量Planar,平坦Planar assumption,平面的假设PLANCARDS,生成试验的计划卡Point estimation,点估计Poisson distribution,泊松分布Polishing,平滑Polled standard deviation,合并标准差Polled variance,合并方差Polygon,多边图Polynomial,多项式Polynomial curve,多项式曲线Population,总体Population attributable risk,人群归因危险度Positive correlation,正相关Positively skewed,正偏Posterior distribution,后验分布Power of a test,检验效能Precision,精密度Predicted value,预测值Preliminary analysis,预备性分析Principal component analysis,主成分分析Prior distribution,先验分布Prior probability,先验概率Probabilistic model,概率模型probability,概率Probability density,概率密度Product moment,乘积矩/协方差Profile trace,截面迹图Proportion,比/构成比Proportion allocation in stratified random sampling,按比例分层随机抽样Proportionate,成比例Proportionate sub-class numbers,成比例次级组含量Prospective study,前瞻性调查Proximities,亲近性Pseudo F test,近似F检验Pseudo model,近似模型Pseudo sigma,伪标准差Purposive sampling,有目的抽样QQR decomposition, QR分解Quadratic approximation,二次近似Qualitative classification,属性分类Qualitative method,定性方法Quantile-quantile plot,分位数-分位数图/Q-Q图Quantitative analysis,定量分析Quartile,四分位数Quick Cluster,快速聚类RRadix sort,基数排序Random allocation,随机化分组Random blocks design,随机区组设计Random event,随机事件Randomization,随机化Range,极差/全距Rank correlation,等级相关Rank sum test,秩和检验Rank test,秩检验Ranked data,等级资料Rate,比率Ratio,比例Raw data,原始资料Raw residual,原始残差Rayleigh's test,雷氏检验Rayleigh's Z,雷氏Z值Reciprocal,倒数Reciprocal transformation,倒数变换Recording,记录Redescending estimators,回降估计量Reducing dimensions,降维Re-expression,重新表达Reference set,标准组Region of acceptance,接受域Regression coefficient,回归系数Regression sum of square,回归平方和Rejection point,拒绝点Relative dispersion,相对离散度Relative number,相对数Reliability,可靠性Reparametrization,重新设置参数Replication,重复Report Summaries,报告摘要Residual sum of square,剩余平方和Resistance,耐抗性Resistant line,耐抗线Resistant technique,耐抗技术R-estimator of location,位置R估计量R-estimator of scale,尺度R估计量Retrospective study,回顾性调查Ridge trace,岭迹Ridit analysis , Ridit分析Rotation,旋转Rounding,舍入Row,行Row effects,行效应Row factor,行因素RXC table, RXC表SSample,样本Sample regression coefficient,样本回归系数Sample size,样本量Sample standard deviation,样本标准差Sampling error,抽样误差SAS(Statistical analysis system ),SAS统计软件包Scale,尺度/量表Scatter diagram,散点图Schematic plot,示意图/简图Score test,计分检验Screening,筛检SEASON,季节分析Second derivative,二阶导数Second principal component,第二主成分SEM (Structural equation modeling),结构化方程模型Semi-logarithmic graph,半对数图Semi-logarithmic paper,半对数格纸Sensitivity curve,敏感度曲线Sequential analysis,贯序分析Sequential data set,顺序数据集Sequential design,贯序设计Sequential method,贯序法Sequential test,贯序检验法Serial tests,系列试验Short-cut method,简捷法Sigmoid curve, S形曲线Sign function,正负号函数Sign test,符号检验Signed rank,符号秩Significance test,显着性检验Significant figure,有效数字Simple cluster sampling,简单整群抽样Simple correlation,简单相关Simple random sampling,简单随机抽样Simple regression,简单回归simple table,简单表Sine estimator,正弦Single-valued estimate, 单值估计Singular matrix, 奇异矩阵Skewed distribution, 偏斜分布Skewness, 偏度Slash distribution, 斜线分布Slope, 斜率Smirnov test, 斯米尔诺夫检验Source of variation, 变异来源Spearman rank correlation, 斯皮尔曼等级相关Specific factor, 特殊因子Specific factor variance, 特殊因子方差Spectra , 频谱Spherical distribution, 球型正态分布Spread, 展布SPSS(Statistical package for the social science), SPSS统计软件包Spurious correlation, 假性相关Square root transformation, 平方根变换Stabilizing variance, 稳定方差Standard deviation, 标准差Standard error, 标准误Standard error of difference, 差别的标准误Standard error of estimate, 标准估计误差Standard error of rate, 率的标准误Standard normal distribution, 标准正态分布Standardization, 标准化Starting value, 起始值Statistic, 统计量Statistical control, 统计控制Statistical graph, 统计图Statistical inference, 统计推断Statistical table, 统计表Steepest descent, 最速下降法Stem and leaf display, 茎叶图Step factor, 步长因子Stepwise regression, 逐步回归Storage, 存Strata, 层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength, 强度Stringency, 严密性Structural relationship, 结构关系Studentized residual, 学生化残差/t化残差Sub-class numbers, 次级组含量Subdividing, 分割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression, 回归平方和Sum of squares between groups, 组间平方和Sum of squares of partial regression, 偏回归平方和Sure event, 必然事件Survey, 调查Survival, 生存分析Survival rate, 生存率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error, 系统误差Systematic sampling, 系统抽样Tags, 标签Tail area, 尾部面积Tail length, 尾长Tail weight, 尾重Tangent line, 切线Target distribution, 目标分布Taylor series, 泰勒级数Test(检验)Test of linearity, 线性检验Tendency of dispersion, 离散趋势Testing of hypotheses, 假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit, 容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square, 总平方和Total variation, 总变异Transformation, 转换Treatment, 处理Trend, 趋势Trend of percentage, 百分比趋势Trial, 试验Trial and error method, 试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two-stage sampling, 二阶段抽样Two-tailed test, 双侧检验Two-way analysis of variance, 双因素方差分析Two-way table, 双向表Type I error, 一类错误/α错误Type II error, 二类错误/β错误UMVU, 方差一致最小无偏估计简称Unbiased estimate, 无偏估计Unconstrained nonlinear regression , 无约束非线性回归Unequal subclass number, 不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit, 单元Unordered categories, 无序分类Unweighted least squares, 未加权最小平方法Upper limit, 上限Upward rank, 升秩Vague concept, 模糊概念Validity, 有效性VARCOMP (Variance component estimation), 方差元素估计Variability, 变异性Variable, 变量Variance, 方差Variation, 变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W检验Weibull distribution, 威布尔分布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran检验Weighted linear regression method, 加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient, 权重系数Weighting method, 加权法W-estimation, W估计量W-estimation of location, 位置W估计量Width, 宽度Wilcoxon paired test, 威斯康星配对法/配对符号秩和检验Wild point, 野点/狂点Wild value, 野值/狂值Winsorized mean, 缩尾均值Withdraw, 失访Youden's index, 尤登指数Z test, Z检验Zero correlation, 零相关Z-transformation, Z变换。
计量经济学课件 ch10
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Basic Regression Analysis with Time Series Data
Finite Distributed Lag Models
We can consider: temporary increases in z permanent increases in z
Finite Distributed Lag Models
Other way to interpret the long run multiplier: Suppose that the economy were in a steady state (aka long run equilibrium) in which all of the variables were constant over time. Hence zt = zt 1 = zt 2 = z, yt = y and in the steady state ut = 0. The long run relation is given by
δ0 yields the immediate change in yt δ0 + δ1 yields the change in yt+1. δ0 + δ1 + δ2 yields the change in yt+2. We can call δ = δ0 + δ1 + δ2 the long-run propensity (LRP) or long-run multiplier– it reflects the long-run change in y after a permanent change in z.
计量经济学导论-ch10
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Analyzing Time Series: Basic Regression Analysis
Finite distributed lag models In finite distributed lag models, the explanatory variables are allowed to influence the dependent variable with a time lag
Analyzing Time Series: Basic Regression Analysis
Example: US inflation and unemployment rates 1948-2019
Here, there are only two time series. There may be many more variables whose paths over time are observed simultaneously. Time series analysis focuses on modeling the dependency of a variable on its own past, and on the present and past values of other variables.
《统计学》 各章关键术语(中英文对照)
第二部分 各章关键术语（中英文对照）第1章统计学（statistics）随机性（randomness）描述统计学（descriptive statistics）推断统计学（inferential statistics）总体（population）母体（parent）(parent population）样本、子样（sample）调查对象总体（respondents population）有限总体（finite population）调查的理论总体（survey’s heoretical population）超总体（super population）变量（variable）数据（data）原始数据（original data）派生数据（derived data）定类尺度（nominal scale）定类尺度变量（nominal scale level variable）定类尺度数据（nominal scale level data）定序尺度（ordinal scale）定序尺度变量（ordinal scale level variable）定序尺度数据（ordinal scale level data）定距尺度（interval scale）定距尺度变量（interval scale level variable）定距尺度数据（interval scale level data）定比尺度（ratio scale）定比尺度变量（ratio scale level variable）定比尺度数据（ratio scale level data）分类变量（categorical variable）定性变量、属性变量（qualitative variable）数值变量（numerical variable）定量变量、数量变量（quantitative variable）绝对数变量（absolute number level variable）绝对数数据（absolute number level data）比率变量（ratio level variable）比率数据（ratio level data）实验数据（experimental data）调查数据（survey data）观察数据（observed data）第2章随机性（randomness）随机现象（random phenomenon）随机试验（random experiment）事件（event）基本事件（elementary event）复合事件（union of event）必然事件（certain event）不可能事件（impossible event）基本事件空间（elementary event space）互不相容事件（mutually exclusive events）统计独立（statistical independent）统计相依（statistical dependence）概率（probability）古典方法概率（classical method probability）相对频数方法概率（relative frequency method probability）主观方法概率（subjective method probability）几何概率（geometric probability）条件概率（conditional probability）全概率公式（formula of total probability）贝叶斯公式（Bayes’ formula）先验概率（prior probability）后验概率（posterior probability）随机变量（random variable）离散型随机变量（discrete type random variable）连续型随机变量（continuous type random variable）概率分布（probability distribution）特征数（characteristic number）位置特征数（location characteristic number）数学期望（mathematical expectation）散布特征数（scatter characteristic number）方差（variance）标准差（standard deviation）变异系数（variable coefficient）贝努里分布（Bernoulli distribution）二点分布（two-point distribution）0-1分布（zero-one distribution）贝努里试验（Bernoulli trials）二项分布（binomial distribution）超几何分布（hyper-geometric distribution）正态分布（normal distribution）正态概率密度函数（normal probability density function）正态概率密度曲线（normal probability density curve）正态随机变量（normal random variable）卡方分布（chi-square distribution）F_分布（F-distribution）t_分布（t-distribution）“学生”氏t_分布（Student’s t-distribution）列联表（contingency table）联合概率分布（joint probability distribution）边缘概率分布（marginal probability distribution）条件分布（conditional distribution）协方差（covariance）相关系数（correlation coefficient）第3章统计调查（statistical survey）数据收集（collection of data）统计单位（statistical unit）统计个体（statistical individual）社会经济总体（socioeconomic population）调查对象总体（respondents population）有限总体（finite population）标志（character）标志值（character value）属性标志（attributive character ）品质标志（qualitative character ）数量标志（numerical indication）不变标志（invariant indication）变异（variation）调查条目（item of survey）指标（indicator）统计指标（statistical indicator）总量指标（total amount indicator）绝对数（absolute number）统计单位总量（total amount of statistical unit ）标志值总量（total amount of indication value）（total amount of character value）时期性总量指标（time period total amount indicator）流量指标（flow indicator）时点性总量指标（time point total amount indicator）存量指标（stock indicator）平均指标（average indicator）平均数（average number）相对指标（relative indicator）相对数（relative number）动态相对指标（dynamic relative indicator）发展速度（speed of development）增长速度（speed of growth）增长量（growth amount）百分点（percentage point）计划完成相对指标（relative indicator of fulfilling plan）比较相对指标（comparison relative indicator）结构相对指标（structural relative indicator）强度相对指标（intensity relative indicator）基期（base period）报告期（given period）分组（classification）（grouping）统计分组（statistical classification）（statistical grouping）组（class）（group）分组设计（class divisible design）（group divisible design）互斥性（mutually exclusive）包容性（hold）分组标志（classification character）（grouping character）按品质标志分组（classification by qualitative character）（grouping by qualitative character）按数量标志分组（classification by numerical indication）（grouping by numerical indication）离散型分组标志（discrete classification character）（discrete grouping character）连续型分组标志（continuous classification character）（continuous grouping character）单项式分组设计（single-valued class divisible design）（single-valued group divisible design）组距式分组设计（class interval divisible design）（group interval divisible design）组界（class boundary）（group boundary）频数（frequency）（frequency number）频率（frequency）组距（class interval）（group interval）组限（class limit）（group limit）下限（lower limit）上限（upper limit）组中值（class mid-value）（group mid-value）开口组（open class）（open-end class）（open-end group）开口式分组（open-end grouping）等距式分组设计（equal class interval divisible design）（equal group interval divisible design）不等距分组设计（unequal class interval divisible design）（unequal group interval divisible design）调查方案（survey plan）抽样调查（sample survey）有限总体概率抽样（probability sampling in finite populations）抽样单位（sampling unit）个体抽样（elements sampling）等距抽样（systematic sampling）整群抽样（cluster sampling）放回抽样（sampling with replacement）不放回抽样（sampling without replacement）分层抽样（stratified sampling）概率样本（probability sample）样本统计量（sample statistic）估计量（estimator）估计值（estimate）无偏估计量（unbiased estimator）有偏估计量（biased estimator）偏差（bias）精度（degree of precision）估计量的方差（variance of estimates）标准误（standard error）准确度（degree of accuracy）均方误差（mean square error）估计（estimation）点估计（point estimation）区间估计（interval estimate）置信区间（confidence interval）置信下限（confidence lower limit）置信上限（confidence upper limit）置信概率（confidence probability）总体均值（population mean）总体总值（population total）总体比例（population proportion）总体比率（population ratio）简单随机抽样（simple random sampling）简单随机样本（simple random sample）研究域（domains of study）子总体（subpopulations）抽样框（frame）估计量的估计方差（estimated variance of estimates）第4章频数（frequency）（frequency number）频率（frequency）分布列（distribution series）经验分布（empirical distribution）理论分布（theoretical distribution）品质型数据分布列（qualitative data distribution series）数量型数据分布列（quantitative data distribution series）单项式数列（single-valued distribution series）组距式数列（class interval distribution series）频率密度（frequency density）分布棒图（bar graph of distribution）分布直方图（histogram of distribution）分布折线图（polygon of distribution）累积分布数列（cumulative distribution series）累积分布图（polygon of cumulative distribution）位置特征（location characteristic）位置特征数（location characteristic number）平均值、均值（mean）平均数（average number）权数（weight number）加权算术平均数（weighted arithmetic average）加权算术平均值（weighted arithmetic mean）简单算术平均数（simple arithmetic average）简单算术平均值（simple arithmetic mean）加权调和平均数（weighted harmonic average）加权调和平均值（weighted harmonic mean）简单调和平均数（simple harmonic average）简单调和平均值（simple harmonic mean）加权几何平均数（weighted geometric average）加权几何平均值（weighted geometric mean）简单几何平均数（simple geometric average）简单几何平均值（simple geometric mean）绝对数数据（absolute number data）比率类型数据（ratio level data）中位数（median）众数（mode）耐抗性（resistance）散布特征（scatter characteristic）散布特征数（scatter characteristic number）极差、全距（range）四分位差（quartile deviation）四分间距（inter-quartile range）上四分位数（upper quartile）下四分位数（lower quartile）在外截断点（outside cutoffs）平均差（mean deviation）方差（variance）标准差（standard deviation）变异系数（variable coefficient）第5章随机样本（random sample）简单随机样本（simple random sample）参数估计（parameter estimation）矩（moment）矩估计（moment estimation）修正样本方差（modified sample variance）极大似然估计（maximum likelihood estimate）参数空间（space of paramete）似然函数（likelihood function）似然方程（likelihood equation）点估计（point estimation）区间估计（interval estimation）假设检验（test of hypothesis）原假设（null hypothesis）备择假设（alternative hypothesis）检验统计量（statistic for test）观察到的显著水平（observed significance level）显著性检验（test of significance）显著水平标准（critical of significance level）临界值（critical value）拒绝域（rejection region）接受域（acceptance region）临界值检验规则（test regulation by critical value）双尾检验（two-tailed tests）显著水平（significance level）单尾检验（one-tailed tests）第一类错误（first-kind error）第一类错误概率（probability of first-kind error）第二类错误（second-kind error）第二类错误概率（probability of second-kind error）P_值（P_value）P_值检验规则（test regulation by P_value）经典统计学（classical statistics）贝叶斯统计学（Bayesian statistics）第6章方差分析（analysis of variance，ANOV A）方差分析恒等式（analysis of variance identity equation）单因子方差分析（one-factor analysis of variance）双因子方差分析（two-factor analysis of variance）总变差平方和（total variation sum of squares）总平方和SST（total sum of squares）组间变差平方和（among class(group) variation sum of squares），回归平方和SSR （regression sum of squares）组内变差平方和（within variation sum of squares）误差平方和SSE（error sum of squares）皮尔逊χ2统计量（Pearson’s chi-statistic）分布拟合（fitting of distrbution）分布拟合检验（test of fitting of distrbution）皮尔逊χ2检验（Pearson’s chi-square test）列联表（contingency table）独立性检验（test of independence）数量变量（quantitative variable）属性变量（qualitative variable）对数线性模型（loglinear model）回归分析（regression analysis）随机项（random term）随机扰动项（random disturbance term）回归系数（regression coefficient）总体一元线性回归模型（population linear regression model with a single regressor）总体多元线性回归模型（population multiple regression model with a single regressor）完全多重共线性（perfect multicollinearity）遗漏变量（omitted variable）遗漏变量偏差（omitted variable bias）面板数据（panel data）面板数据回归（panel data regressions）工具变量（instrumental variable）工具变量回归（instrumental variable regressions）两阶段最小平方估计量（two stage least squares estimator）随机化实验（randomized experiment）准实验（quasi-experiment）自然实验（natural experiment）普通最小平方准则（ordinary least squares criterion）最小平方准则（least squares criterion）普通最小平方（ordinary least squares，OLS）最小平方（least squares）最小平方法（least squares method）第7章简单总体（simple population）复合总体（combined population）个体指数：价比（price relative），量比（quantity relative）总指数（general index）（combined index）统计指数（statistical indices）类指数、组指数（class index）动态指数（dynamic index）比较指数（comparison index）计划完成指数（index of fulfilling plan）数量指标指数（quantitative indicator index）物量指数（quantitative index）（quantity index）（quantum index）质量指标指数（qualitative indicator index）价格指数、物价指数（price index）综合指数（aggregative index）（composite index）拉斯贝尔指数（Laspeyres’ index）派许指数（Paasche’s index）阿斯·杨指数（Arthur Young’s index）马歇尔—埃奇沃斯指数（Marshall-Edgeworth’s index）理想指数（ideal index）加权综合指数（weighted aggregate index）平均指数（average index）加权算术平均指数（weighted arithmetic average index）加权调和平均指数（weighted harmonic average index）因子互换（factor-reversal）购买力平价（purchasing power parity，PPP）环比指数（chain index）定基指数（fixed base index）连环替代因素分析法（factor analysis by chain substitution method）不变结构指数、固定构成指数（index of invariable construction）结构指数、结构影响指数（structural index）第8章截面数据（cross-section data）时序数据（time series data）动态数据（dynamic data）时间数列（time series）发展水平（level of development）基期水平（level of base period）报告期水平（level of given period）平均发展水平（average level of development）序时平均数（chronological average）增长量（growth quantity）平均增长量（average growth amount）发展速度（speed of development）增长速度（speed of growth）增长率（growth rate）环比发展速度（chained speed of development）定基发展速度（fixed base speed of development）环比增长速度（chained growth speed）定基增长速度（fixed base growth speed）平均发展速度（average speed of development）平均增长速度（average speed of growth）平均增长率（average growth rate）算术图（arithmetic chart）半对数图（semilog graph）时间数列散点图（scatter diagram of time series）时间数列折线图（broken line graph of time series）水平型时间数列（horizontal patterns in time series data）趋势型时间数列（trend patterns in time series data）季节型时间数列（season patterns in time series data）趋势—季节型时间数列（trend-season patterns in time series data）一次指数平滑平均数（simple exponential smoothing mean）一次指数平滑法（simple exponential smoothing method）最小平方法（leas square method）最小平方准则（least squares criterion）原资料平均法（average of original data method）季节模型（seasonal model）（seasonal pattern）长期趋势（secular trends）季节变动（变差）（seasonal variation）季节波动（seasonal fluctuations）不规则变动（变差）（erratic variation）不规则波动（random fluctuations）时间数列加法模型（additive model of time series）时间数列乘法模型（multiplicative model of time series）11。
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We saw earlier that point probabilities in continuous distributions were virtually zero. Likewise, we’d expect that the point estimator gets closer to the parameter value with an increased sample size, but point estimators don’t reflect the effects of larger sample sizes. Hence we will employ the interval estimator to estimate population parameters…
Copyright © 2009 Cengage Learning
Unbiased Estimators…
An unbiased estimator of a population parameter is an estimator whose expected value is equal to that parameter. E.g. the sample median is an unbiased estimator of the population mean µ since: E(Sample median) = µ
To do so we need the population parameters. Binomial: p Poisson: µ Normal: µ and σ Exponential: λ or µ
Cop we have been…
Copyright © 2009 Cengage Learning
Consistency…
An unbiased estimator is said to be consistent if the difference between the estimator and the parameter grows smaller as the sample size grows larger. E.g. X is a consistent estimator of µ because: V(X) is σ2/n That is, as n grows larger, the variance of X grows smaller.
Qualities desirable in estimators include unbiasedness, consistency, and relative efficiency: An unbiased estimator of a population parameter is an estimator whose expected value is equal to that parameter. An unbiased estimator is said to be consistent if the difference between the estimator and the parameter grows smaller as the sample size grows larger. If there are two unbiased estimators of a parameter, the one whose variance is smaller is said to be relatively efficient.
Copyright © 2009 Cengage Learning
Interval Estimator…
An interval estimator draws inferences about a population by estimating the value of an unknown parameter using an interval.
Copyright © 2009 Cengage Learning
Consistency…
An unbiased estimator is said to be consistent if the difference between the estimator and the parameter grows smaller as the sample size grows larger. E.g. Sample median is a consistent estimator of µ because: V(Sample median) is 1.57σ2/n That is, as n grows larger, the variance of the sample median grows smaller.
Chapter 10
Introduction to Estimation
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Where we have been…
Chapter 7 and 8: Binomial, Poisson, normal, and exponential distributions allow us to make probability statements about X (a member of the population).
That is we say (with some ___% certainty) that the population parameter of interest is between some lower and upper bounds.
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Point & Interval Estimation…
For example, suppose we want to estimate the mean summer income of a class of business students. For n = 25 students, is calculated to be 400 $/week.
Statistics Data Information
Population
Sample
Inference
Statistic Parameter
In order to do inference, we require the skills and knowledge of descriptive statistics, probability distributions, and sampling distributions.
Chapter 9: Sampling distributions allow us to make probability statements about statistics. We need the population parameters. Sample mean: µ and σ Sample proportion: p Difference between sample means: µ1,σ1 ,µ , and σ2 2
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Estimation…
The objective of estimation is to determine the approximate value of a population parameter on the basis of a sample statistic. There are two types of estimators: Point Estimator Interval Estimator
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Unbiased Estimators…
An unbiased estimator of a population parameter is an estimator whose expected value is equal to that parameter. E.g. the sample mean X is an unbiased estimator of the population mean µ , since: E(X) = µ
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Estimation…
There are two types of inference: estimation and hypothesis testing; estimation is introduced first. The objective of estimation is to determine the approximate value of a population parameter on the basis of a sample statistic. E.g., the sample mean ( population mean ( ). ) is employed to estimate the
Copyright © 2009 Cengage Learning
Where we are going…
However, in almost all realistic situations parameters are unknown. We will use the sampling distribution to draw inferences about the unknown population parameters.
Copyright © 2009 Cengage Learning
Point Estimator…