Sampling and point estimates

You have access to a small trading history of Bitcoin (BTC) and the S&P 500 (SP500). You decide to choose ninety consecutive days to analyze the percent growth of each asset over the same time period.

You'll start by selecting an initial row number. To ensure that you get a sample of 90 consecutive rows, you'll need to select this starting row number from a range of values from zero to the length of btc_sp_df, excluding the last 90 rows. Your goal is to use this sample to better understand the growth of both assets in general.

The trading data has been loaded into btc_sp_df, as have the packages pandas as pd and NumPy as np.

Diese Übung ist Teil des Kurses

Foundations of Inference in Python

Interaktive Übung

Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.

# Select a random starting row number, not including the last 90 rows
initial_row_number = np.random.____(____(len(____) - ____))

# Use initial_row_number to select the next 90 rows from that row number
sample_df = btc_sp_df.____[____:(____ + ____)]

Code bearbeiten und ausführen

Diese Übung ist Teil des Kurses

Foundations of Inference in Python

Hohe SchwierigkeitSchwierigkeitsgrad

4.9+

Kurs kostenlos starten

In this chapter, we'll explore the relationship between samples and statistically justifiable conclusions. Choosing a sample is the basis of making sound statistical decisions, and we’ll explore how the choice of a sample affects the outcome of your inference.

Exercise 1: Statistical inference and random sampling Exercise 2: Sampling and point estimates

Aktuelle Übung

Exercise 3: Repeated sampling, point estimates and inference Exercise 4: Sampling and bias Exercise 5: Visualizing samples Exercise 6: Inference and bias Exercise 7: Confidence intervals and sampling Exercise 8: Normal sampling distributions Exercise 9: Calculating confidence intervals Exercise 10: Drawing conclusions from samples

Learn all about applying normality tests, correlation tests, and parametric and non-parametric tests for sound inference. Hypothesis tests are tools, and choosing the right tool for the job is critical for statistical decision-making. While you may be familiar with some of these tests in introductory courses, you'll go deeper to enhance your inferential toolkit in this chapter.

Exercise 1: Normality tests Exercise 2: Testing for normality Exercise 3: Distribution of errors Exercise 4: Fitting a normal distribution Exercise 5: Correlation tests Exercise 6: Testing for correlation Exercise 7: Autocorrelation Exercise 8: Explained variance Exercise 9: Parametric tests Exercise 10: Equal variance Exercise 11: Normality of groups Exercise 12: ANOVA Exercise 13: Non-parametric tests Exercise 14: Comparing rankings Exercise 15: Comparing medians

In this chapter, you'll measure and interpret effect size in various situations, encounter the multiple comparisons problem, and explore the power of a test in depth. While p-values tell you if a significant effect is present, they don't tell you how strong that effect is. Effect size measures how strong an effect a treatment has. Master the factors underpinning effect size in this chapter.

Exercise 1: Effect size Exercise 2: Effect size for means Exercise 3: Effect size for correlations Exercise 4: Effect size for categorical variables Exercise 5: Multiple comparisons and corrections Exercise 6: Multiple comparisons problem Exercise 7: Bonferonni-Holm correction Exercise 8: Power of a test Exercise 9: What is power anyway?Exercise 10: Power for experimental design Exercise 11: Computing power and sample sizes

You’ll expand your inferential statistics toolkit further with a look at bootstrapping, permutation tests, and methods of combining evidence from p-values. Bootstrapping will provide you with a first look at statistical simulation. In the lesson meta-analysis, you’ll learn all about combining results from multiple studies. You’ll end with a look at permutation tests, a powerful and flexible non-parametric statistical tool.

Exercise 1: Bootstrapping Exercise 2: Bootstrap confidence intervals Exercise 3: Bootstrapping vs. normality Exercise 4: Combining evidence from p-values Exercise 5: Fisher's method in SciPy Exercise 6: Inference using Fisher's method Exercise 7: Summarizing Fisher's method Exercise 8: Permutation tests Exercise 9: Permutation tests for correlations Exercise 10: Permutation tests and bootstrapping Exercise 11: Analyzing skewed data with a permutation test Exercise 12: Course wrap-up video