Summary
Complete samenvatting statistiek schakeljaar
- Course
- Institution
doormiddel van deze samenvatting heb ik 20/20 gehaald voor het open boek examen statistiek! inclusief screenshots van RFC, voorbeelden, ...
[Show more]
Seller
FollowCharlotteLy
Reviews received
Content preview
Samenvatting statistiek in bedrijfswetenschappenInhoudsopgave
1 Overzicht verschillende methodes ..................................................................... 4
1.1 Eén variabele .....................................................................................................................5
1.2 Twee of meer variabelen...............................................................................................6
1.3 Tijdreeksen .........................................................................................................................7
2 Introduction to probability .................................................................................... 8
2.1 Definitions of Probability ...............................................................................................8
2.1.1 Definitie Harold Jeffrey ...........................................................................................8
2.1.2 Waarschijnlijkheidsleer ...........................................................................................8
2.2 De stelling van Bayes .....................................................................................................9
2.3 Sensitiveit en specificteit ........................................................................................... 11
2.3.1 Sensitiviteit .............................................................................................................. 11
2.3.2 Specificiteit ............................................................................................................... 11
2.4 Mutlinomial Naive Bayes Classifier ......................................................................... 12
2.4.1 Interactie-effecten................................................................................................. 13
2.4.2 Zero probabilities ................................................................................................... 14
2.5 Law of large numbers.................................................................................................. 14
3 Probability Distributions (Waarschijnlijkheidsverdelingen) ................ 16
3.1 Statistical Measures for Probability Distributions ............................................. 16
3.2 Discrete Distributions (Discrete verdelingen) .................................................... 16
3.2.1 Bernouillie Distribution (Bernouillie verdeling) .......................................... 16
3.2.2 Binomial Distributions (Binominale verdeling) ........................................... 17
3.2.3 Multinomial Distributions (Mutinominaal Distributies) ............................ 18
3.3 Continuous Distributions ............................................................................................ 18
3.3.1 Uniform Distribution (Rectangular Distribution) ........................................ 18
3.3.2 Normal Distribution (Gaussian Distribution) ............................................... 20
3.3.3 Gaussian Naïve Bayes Classifier ...................................................................... 23
4 Descriptive Statistics & Exploratory Data Analysis .................................. 25
4.1 Soorten Data................................................................................................................... 25
4.1.1 Kwalitatieve gegevens ......................................................................................... 25
4.1.2 Kwantitatieve gegevens ...................................................................................... 25
4.2 Kwalitatieve data........................................................................................................... 26
4.2.1 Frequency plot ........................................................................................................ 26
4.2.2 Contingentie tabel ................................................................................................. 27
4.2.3 Binomial classificatie ............................................................................................ 27
1
, 4.3 Kwantitatieve data........................................................................................................ 28
4.3.1 Stem and Leaf plot ................................................................................................ 28
4.3.2 Histogram ................................................................................................................. 29
4.3.3 Kwantielen ................................................................................................................ 30
4.3.4 Central tendency .................................................................................................... 31
4.3.5 Variabiliteit ............................................................................................................... 38
4.3.6 Skewness & Kurtosis ............................................................................................ 39
4.3.7 Notched Boxplot ..................................................................................................... 41
4.3.8 Scatter plot .............................................................................................................. 43
4.3.9 Pearson correlatie .................................................................................................. 43
4.3.10 Phi coëfficiënt .......................................................................................................... 44
4.3.11 Rank Correlation .................................................................................................... 44
4.3.12 Partial Pearson correlation ................................................................................. 45
4.3.13 Simple linear regression ..................................................................................... 46
4.3.14 Quantile-Quantile Plot (QQ-plot) ..................................................................... 47
4.3.15 Probability Plot Correlation Coefficient Plot (PPCC plot) ......................... 49
4.3.16 Kernel Density Estimation .................................................................................. 50
4.3.17 Bivariate Kernel Density plot ............................................................................ 51
4.3.18 Bootstrap plot.......................................................................................................... 52
4.3.19 Survey Scores Rank Order Comparison (SSROC) .................................... 54
4.3.20 Cronbach Alpha ...................................................................................................... 56
4.4 Quantitive Data with Time Dimension (tijdreeksen) ....................................... 57
4.4.1 Equi-distant Time Series ..................................................................................... 57
4.4.2 Time series plot (run sequence plot) ............................................................. 57
4.4.3 Mean plot .................................................................................................................. 58
4.4.4 Blocked bootstrap plot ......................................................................................... 60
4.4.5 Standard Deviation-Mean Plot .......................................................................... 61
4.4.6 Variance Reduction Matrix ................................................................................. 62
4.4.7 (Partial) Autocorrelation Function ................................................................... 64
4.4.8 Periodogram & Cummulatief Periodogram................................................... 66
5 Hypothesis testing .................................................................................................. 71
5.1 Normal distribution....................................................................................................... 71
5.2 Populatie ........................................................................................................................... 71
5.3 De steekproef ................................................................................................................. 73
5.3.1 Theorema 1 .............................................................................................................. 74
5.3.2 Theorema 2 .............................................................................................................. 75
5.4 Centrale limietstelling.................................................................................................. 76
5.5 Statistische tests van het gemiddelde van de populatie met een gekende
variantie....................................................................................................................................... 77
5.6 Statistische tests voor het gemiddelde ................................................................ 79
5.6.1 Kritieke waarde bepalen ..................................................................................... 79
5.6.2 P-waarde bepalen .................................................................................................. 80
5.6.3 Type 2 fout of bèta-fout bepalen ..................................................................... 81
2
, 5.6.4 Steekproefgrootte bepalen ................................................................................ 82
5.6.5 De varinatie is niet gekend ................................................................................ 82
5.7 Statistische tests voor de variantie ....................................................................... 83
5.7.1 Kritische waarde bepalen ................................................................................... 83
5.7.2 P-waarde bepalen .................................................................................................. 84
5.7.3 Betrouwbaarheidsinterval van de variantie de steekproef .................... 84
5.7.4 Betrouwbaarheidsinterval voor de variantie van de populatie ............ 85
5.8 Statistische testen voor populatie proportie ...................................................... 86
5.9 Statistische test voor het verschil tussen gemiddeldes ................................. 86
5.10 Hypothesis Testing for Research Purposes ......................................................... 86
5.10.1 One-sample T-test ................................................................................................ 86
5.10.2 Skewness & Kurtosis test ................................................................................... 89
5.10.3 Paired Two Sample t-test ................................................................................... 91
5.10.4 Wilcoxon Signed-Rank Test ............................................................................... 93
5.10.5 Unpaired Two Sample t-test.............................................................................. 94
5.10.6 Unpaired two sample Welch test ..................................................................... 96
5.10.7 Mann-Whitney U test (Wilcoxon Rank-Sum test) ..................................... 97
5.10.8 Bayesian Two Sample t-Test ............................................................................. 98
5.10.9 Median test based on Notched Boxplots ....................................................... 98
5.10.10 Chi-Squared test for Count Data ................................................................. 98
5.10.11 One Way Analysis of Variance (1-way ANOVA) ................................... 101
5.10.12 Two Way Analysis of Variance (2-way ANOVA) ................................... 104
5.10.13 Testing correlation ........................................................................................... 106
5.10.14 Causaliteit ........................................................................................................... 112
6 Regression models ................................................................................................ 113
6.1 Simple linear Regression Model (enkelvoudig lineair regressiemodel) .. 113
6.1.1 Kleinste kwadraten criteria .............................................................................. 113
6.1.2 Ordinary least squares for simple linear regression .............................. 113
6.1.3 Statistische interferentie ................................................................................... 115
6.2 Multiple Linear Regression Model (MLRM) ......................................................... 117
6.3 Hypothesis Testing with Linear Regression Models ....................................... 119
6.3.1 On the relationship between Linear Regression models and ANOVA
119
6.3.2 Model Assumpties ................................................................................................ 122
6.3.3 Testing Regression Coefficients ..................................................................... 124
6.3.4 Testing regression model assumptions ....................................................... 126
6.3.5 Misspecification in Regression ........................................................................ 137
7 Tijdreeksen .............................................................................................................. 138
7.1 Extrapolatie ................................................................................................................... 138
7.2 Decompositie van tijdreeksen ................................................................................ 138
7.2.1 Classical Decomposition .................................................................................... 138
7.2.2 Decompositie van Loess .................................................................................... 141
3
, 7.2.3 Decomposition by Structural Time Series Models ................................... 142
7.3 Ad Hoc Forecasting of Time Series ...................................................................... 144
7.3.1 Regression analysis of time series ................................................................ 144
7.3.2 Smoothing models............................................................................................... 149
8 Univariate Box-Jenkins’ analyse ..................................................................... 155
8.1 Theoretische concepten ............................................................................................ 155
8.1.1 Stationariteit .......................................................................................................... 155
8.2 Een tijdreeks stationair maken .............................................................................. 156
8.2.1 Stationariteit in het gemiddelde .................................................................... 156
8.2.2 Stationariteit in de variantie............................................................................ 160
8.2.3 Waarom hebben we stationariteit nodig?................................................... 163
8.3 Het bepalen van ARMA parameters ..................................................................... 163
8.3.1 Het AR(1) model .................................................................................................. 163
8.3.2 Het AR(2) model .................................................................................................. 164
8.3.3 AR-model algemeen (AR(p)proces) .............................................................. 164
8.3.4 Het MA(1) model.................................................................................................. 164
8.3.5 Het volledige ARIMA model ............................................................................. 164
1 OVERZICHT VERSCHILLENDE METHODES
4
The benefits of buying summaries with Stuvia:
Guaranteed quality through customer reviews
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
Quick and easy check-out
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Focus on what matters
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
Frequently asked questions
What do I get when I buy this document?
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Satisfaction guarantee: how does it work?
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Who am I buying these notes from?
Stuvia is a marketplace, so you are not buying this document from us, but from seller CharlotteLy. Stuvia facilitates payment to the seller.
Will I be stuck with a subscription?
No, you only buy these notes for $16.80. You're not tied to anything after your purchase.
Can Stuvia be trusted?
4.6 stars on Google & Trustpilot (+1000 reviews)
80796 documents were sold in the last 30 days
Founded in 2010, the go-to place to buy study notes for 14 years now