Bootstrapping vs. normaliteit

Je hebt de resultaten gezien van een bootstrap-betrouwbaarheidsinterval voor Pearson’s R. Maar hoe zit het met veelvoorkomende situaties zoals een betrouwbaarheidsinterval voor een gemiddelde? Waarom zou je een bootstrap-betrouwbaarheidsinterval gebruiken in plaats van een “normaal” betrouwbaarheidsinterval uit stats.norm?

Een DataFrame met investeringen van durfkapitaalbedrijven (investments_df) is voor je geladen, net als de pakketten pandas als pd, NumPy als np en stats uit SciPy.

Deze oefening maakt deel uit van de cursus

Basis van inferentie in Python

Cursus bekijken

Praktische interactieve oefening

Probeer deze oefening eens door deze voorbeeldcode in te vullen.

# Select just the companies in the Analytics market
analytics_df = ____[____ == 'Analytics']

# Confidence interval using the stats.norm function
norm_ci = stats.norm.____(alpha=____,
                         loc=____,
                         scale=____.std() / np.___(____))

# Construct a bootstrapped confidence interval
bootstrap_ci = stats.bootstrap(data=(____, ),
                              statistic=np.____)

print('Normal CI:', norm_ci)
print('Bootstrap CI:', bootstrap_ci.confidence_interval)

Code bewerken en uitvoeren

Deze oefening maakt deel uit van de cursus

Basis van inferentie in Python

SkillTag.level.advancedSkillTag.label

4.9+

Begin de cursus gratis

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 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: Bootstrappen Exercise 2: Bootstrap-betrouwbaarheidsintervallen Exercise 3: Bootstrapping vs. normaliteit

Huidige oefening

Exercise 4: Bewijs combineren op basis van p-waarden Exercise 5: Fisher's methode in SciPy Exercise 6: Inferentie met de methode van Fisher Exercise 7: De methode van Fisher samengevat Exercise 8: Permutatietests Exercise 9: Permutatietests voor correlaties Exercise 10: Permutatietests en bootstrapping Exercise 11: Scheve data analyseren met een permutationtest Exercise 12: Afsluitende video van de cursus