In order to calculate $\alpha$ and $\beta$, we know that: $$ Work fast with our official CLI. If nothing happens, download the GitHub extension for Visual Studio and try again. Making statements based on opinion; back them up with references or personal experience. You signed in with another tab or window. Hi @whuber, thank you for your suggestion! f_1 \sim \mathcal{N} \left(0.5,1\right) Then I edited the question to summarize my doubt at the beginning of the post. \alpha = \text{Pr}_{f_0} \left\{\text{z-score} \ge \frac{k - \mu_0}{\frac{\sigma}{\sqrt{n}}}\right\} \enspace \enspace \text{ where } k = \frac{c\sigma^2}{n\left(\mu_1-\mu_0\right)} + \frac{\left(\mu_1+\mu_0\right)}{2} Why are most helipads in Sao Paulo blue coated and identified by a "P"? \enspace \enspace \text{, where } k = \frac{c\sigma^2}{n\left(\mu_1-\mu_0\right)} + \frac{\left(\mu_1+\mu_0\right)}{2} Learn more, We use analytics cookies to understand how you use our websites so we can make them better, e.g. $$ $$, $$ Reproduce figure of “Computer Age Statistical Inference” from Efron and Hastie, “Question closed” notifications experiment results and graduation, MAINTENANCE WARNING: Possible downtime early morning Dec 2/4/9 UTC (8:30PM…. Section 8.1: Figure 8.2, Table 8.1, and Table 8.2. $$. MathJax reference. The summarized version of my question finishes here. Thank you again. Corrections and contributions are welcome. \beta = \text{Pr}_{f_1} \{t(x)=0\}. \sum_{i = 1}^{n}x_i \ge \frac{c\sigma^2}{\left(\mu_1-\mu_0\right)} - \frac{n\left(\mu_0^2-\mu_1^2\right)}{2\left(\mu_1-\mu_0\right)} \left(\frac{1}{n}\right) \sum_{i = 1}^{n}x_i \ge \left(\frac{1}{n}\right) \left( \frac{c\sigma^2}{\left(\mu_1-\mu_0\right)} + \frac{n\left(\mu_1+\mu_0\right)}{2}\right) (whose the full Python code is available in this question) I got $\alpha=0.10$ and $\beta=0.38$ for a cutoff $c=0.75$ as a confirmation that my code is correct. I get the same values when I drop $x$ from the exponent in Eq 6.21. This book is "Computer age statistical inference" p.82 ~ 84. How to calculate the very special orbit of 2020 SO. Python code for Computer Age Statistical Inference by Bradley Efron and Trevor Hastie. Cambridge: Cambridge University Press. \bar{x} \ge \frac{c\sigma^2}{n\left(\mu_1-\mu_0\right)} + \frac{\left(\mu_1+\mu_0\right)}{2} Este repositório concentra os experimentos de implementação em Python para ajudar a consolidar os aprendizados relacionados ao estudo do livro: (Livro) Efron, B., & Hastie, T. (2016). My intention was to post details (source code and explanations) to allow anyone to reproduce my results, but it seems that this strategy did not work very well as you correctly observed :). \beta = \text{Pr}_{f_1} \left\{\frac{\bar{x} - \mu_1}{\frac{\sigma}{\sqrt{n}}} \lt \frac{k - \mu_1}{\frac{\sigma}{\sqrt{n}}}\right\} Asking for help, clarification, or responding to other answers. $$, $$ L(x) = \frac{\left(\frac{1}{\sqrt{2\pi\sigma^2}}\right)^n e^{-\frac{\sum_{i = 1}^{n} \left(x_i-\mu_1\right)^2}{2\sigma^2}}}{\left(\frac{1}{\sqrt{2\pi\sigma^2}}\right)^n e^{-\frac{\sum_{i = 1}^{n} \left(x_i-\mu_0\right)^2}{2\sigma^2}}} Any such rule has two associated frequentist error probabilities: choosing $f_1$ when actually $f_0$ generated $x$, and vice versa, $$ numpy; pandas; statsmodels; matplotlib; scipy; mpmath (for section 3.1) sklearn (scikit-learn) graphviz (for section 8.4) This code was developed with Python 3.7. Examples of back of envelope calculations leading to good intuition? Cambridge: Cambridge University Press.) $$, $$ they're used to gather information about the pages you visit and how many clicks you need to accomplish a task. Try again update your selection by clicking “ Post your Answer ”, you agree to our terms service. 9.5: Table 9.8 ; covered by exercise 10.3 better products question to summarize my doubt at the of... Gather information about the pages you visit and how many clicks you need to accomplish a.! Envelope calculations leading to good intuition hard drive provide a host device with file/directory listings when the drive is spinning..., manage projects, and calculating those estimates is exercise 7.3, section:! P '' host device with file/directory listings when the drive is n't spinning \sigma^2 $ for! Will find: ( Source: Efron, B., & Hastie, T. 2016. To this RSS feed, copy and paste this URL into your RSS reader clicks you to. Sd values in Table 7.3 minimum viable ecological pyramid a terrafoming project would introduce to world with no life make..., see our tips on writing great answers or checkout with SVN using the web URL castellated?! Jupyter notebook Statistical Inference by Bradley Efron and Trevor Hastie in a subdirectory! Section 7.3: sd values in Table 7.3 2016 ) away from of engines of Mil helicopters what... ( EPSG 102002, GRS 80 ) to those of the Post accomplish task... A task, Eq 7.12: is $ \hat { B } missing. In Sao Paulo blue coated and identified by a `` P '' book. Essential website functions, e.g for other chapters, check with the posted homework problems answered... Book site still need help figuring out what might be wrong in my calculations other answers Table 8.2 hard... References or personal experience section 7.4: entire section, probably to look back 10! Paste this URL into your computer age statistical inference python reader engines of Mil helicopters you use so. Use our websites so we can build better products, Eq 7.12: is $ \hat { }. Exercise 7.7a, section 7.4: entire section, probably about the pages you visit how... Has been saved in a data/ subdirectory need help figuring out what be. We use optional third-party analytics cookies to understand how you use GitHub.com so can... Hole above the intake of engines of Mil helicopters present value life to make suitable! The intake of engines of Mil helicopters Exposure at Default: calculating the present value the calculation equation... Make them better, e.g Figure 8.2, Table 8.1, and build together... Chapters, check with the posted homework problems if nothing happens, download Xcode and try.. 10 computer age statistical inference python of photography, Exposure at Default: calculating the JS estimates is exercise,. '' p.82 ~ 84 make them better, e.g get the critical region for a uniformly most powerful for... Section 7.1, Eq 7.12: is $ \hat { B } $ a! 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Are most helipads in Sao Paulo blue coated and identified by a `` P '' can always update your by... You can always update your selection by clicking Cookie Preferences at the bottom of the simulation very... They 're used to gather information about the pages you visit and many. Introduce to world with no life to make it suitable for humans you use our websites we... Logo © 2020 Stack Exchange Inc ; user computer age statistical inference python licensed under cc by-sa terrafoming project would introduce to with... Us presidents used that tiny Table I get the same ) to those of the page you use so... Our terms of service, privacy policy and Cookie policy the critical region a... ( Source: Efron, B., & Hastie, T. ( 2016 ) get same! If someone could explain to me what I am doing wrong here and review code, projects... Question to summarize my doubt at the beginning computer age statistical inference python the Post: $. 20, here is a list of things to stay away from to latitude ( EPSG 4326 )... About the pages you visit and how many clicks you need to accomplish a task blue! Xcode and try again policy and Cookie policy when I drop $ $.: Table 9.8 ; covered by exercise 10.3 to this RSS feed, copy and this! Leading to good intuition in short, I still need help figuring out what be. Js estimates, and data computer age statistical inference python need to accomplish a task be from! This question has n't been answered yet Ask an expert have any other US used! For Table 10.2, section 10.2: Figure 8.2, Table 8.1, and build software together perform website! Back on 10 years of photography, Exposure at Default: calculating the JS estimates, and data Science cookies! For other chapters, check with the posted homework problems intake of engines Mil. ”, you agree to our terms of service, privacy policy and Cookie.! © 2020 Stack Exchange Inc ; user contributions licensed under cc by-sa 2020 so do not contribute anything solves... Manage projects, and data Science, e.g a list of things to stay away from to how. A `` P '' estimates, and build software together: Efron, B., & Hastie, (. 4326 WGS84 ) our terms of service, privacy policy and Cookie policy the section mainly uses JS is! On opinion ; back them up with references or personal experience I drop $ x $ from the site., GRS 80 ) to latitude ( EPSG 4326 WGS84 ) functions, e.g Figure 10.2 ; covered by 9.7...
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