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  2. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The sample size is an important feature of any empirical study in which the goal is to make inferences about a population from a sample. In practice, the sample size used in a study is usually determined based on the cost, time, or convenience of collecting the data, and the need for it to offer sufficient statistical power. In complex studies ...

  3. Test statistic - Wikipedia

    en.wikipedia.org/wiki/Test_statistic

    (z is the distance from the mean in relation to the standard deviation of the mean). For non-normal distributions it is possible to calculate a minimum proportion of a population that falls within k standard deviations for any k (see: Chebyshev's inequality). Two-sample z-test

  4. Point estimation - Wikipedia

    en.wikipedia.org/wiki/Point_estimation

    In general, with a normally-distributed sample mean, Ẋ, and with a known value for the standard deviation, σ, a 100(1-α)% confidence interval for the true μ is formed by taking Ẋ ± e, with e = z 1-α/2 (σ/n 1/2), where z 1-α/2 is the 100(1-α/2)% cumulative value of the standard normal curve, and n is the number of data values in that ...

  5. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    This is the one-sided p-value for the null hypothesis that the 55 students are comparable to a simple random sample from the population of all test-takers. The two-sided p-value is approximately 0.014 (twice the one-sided p-value). Another way of stating things is that with probability 1 − 0.014 = 0.986, a simple random sample of 55 students ...

  6. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters.The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest.

  7. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The sample mean is the average of the values of a variable in a sample, which is the sum of those values divided by the number of values. Using mathematical notation, if a sample of N observations on variable X is taken from the population, the sample mean is: ¯ = =.

  8. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    The difference between the two sample means, each denoted by X i, which appears in the numerator for all the two-sample testing approaches discussed above, is ¯ ¯ = The sample standard deviations for the two samples are approximately 0.05 and 0.11, respectively. For such small samples, a test of equality between the two population variances ...

  9. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    Consider the sample (4, 7, 13, 16) from an infinite population. Based on this sample, the estimated population mean is 10, and the unbiased estimate of population variance is 30. Both the naïve algorithm and two-pass algorithm compute these values correctly.