lab7 - This lab might seem similar to the previous lab and...

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Sheet1 Page 1 # This lab might seem similar to the previous lab, and it is! # But there are some subtle differences. The main difference is # the emphasis this lab places on the concept of a confidence interval, # and what it is expected/designed to do. # The first task of this lab is to show that the formula for the confidence # interval for the population mean actually does what it is designed to do. # Recall that the formula is # sample.mean +- z_star * sample.sd/root(n) # and it is designed to cover the population mean in 95% of samples taken # from the population. The nontrivial part of this formula is the # sample.sd/root(n), also called the standard error (std err) of the sample mean. # The second task is to show that we can actually get similar answers, # WITHOUT using the formula for the std err of the mean. This is important # when simple formulas for the std err do not exist, e.g., for sample median. # The main idea is called the bootstrap, and it basically treats the single # sample that you have in a realistic situation as if it were the population! # So, instead of sampling from the population (i.e., what we did last time), # bootstrap resamples from the sample. # It's like magic, but you'll see how it works below. # The third task is to actually use the bootstrap idea to build a CI for # the population median, i.e. a situation where simple formulas for the # std. err. of the median do not exist. # Type in a script window, first, because you'll be using similar # lines of code for different purposes. # The final task is to learn about a function in R - called t.test() - # which computes CIs under special conditions (normality, etc.). We'll # learn more about the t.test() in the next lab. ########################################################################## # Cut/paste the following block from # http://www.stat.washington.edu/marzban/390/lab7_supp.txt rm(list=ls(all=TRUE)) N = 100000 # Here is our population. set.seed(1) pop=rgamma(N,2,3) pop.mean=mean(pop) pop.sd=sd(pop) pop.median=median(pop) c(pop.mean,pop.sd,pop.median) hist(pop,breaks=400) # Population is not Normal. Check it out. ############################################################################ ## 1) Build CIs for population mean, using the formula for the std err of mean.
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Sheet1 Page 2 ## Draw n.trial=100 samples of size sample.size=90 from the population made above. ## We want to confirm that the CI (as computed with our formula) covers the
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lab7 - This lab might seem similar to the previous lab and...

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