What should a modern Mathematical Statistics course look …rpruim/talks/MathStat/2010-05-07... · modern Mathematical Statistics course look like? Randall Pruim ... computer science

What should amodern Mathematical Statistics

course look like?

Randall Pruim

Calvin College

May 7, 2010

What Course(s) am I Talking About?

• 2-semester

• but some students only take first semester

• post-calculus

• ≥ 4 semesters of mathematics• NOT primarily mathematics majors

• Math, economics, chemistry, biology, engineering, psychology,computer science

• introduction

• some students have not seen any statistics before• some have had AP Stats or Stats in another discipline

(econometrics, for example)

The “prob and stats” sequence


• 2-semester• but some students only take first semester

• post-calculus

• ≥ 4 semesters of mathematics• NOT primarily mathematics majors


• introduction






• post-calculus• ≥ 4 semesters of mathematics• NOT primarily mathematics majors


• introduction








• introduction• some students have not seen any statistics before• some have had AP Stats or Stats in another discipline







• introduction• some students have not seen any statistics before• some have had AP Stats or Stats in another discipline



Truth in Advertizing

Coming soonto a bookstorenear you . . .

!"#$%&'("$)*&$%*+,,-(.&'("$)*"/*0'&'()'(.)+$*1$'2"%#.'("$*3)($4*!

!"#$"%%&'()*+

+562(.&$*7&'865&'(.&-*0".(6'9

!"#$%&'("$)*&$%*+

,,-(.&'("$)*"/*0'&'()'(.)***'

()*+

,-./!0!1.,12/&&&&&&2/324

154

&&&&&&&267&!"##$&&&&&4/!8/4

%&'()"*+),--#.(+9:

1542/32

9:

154&;#&<67&=7>&&???@"+A@;(B+70:;<:=>?

!"2*&%%('("$&-*($/"25&'("$*&$%*#,%&'6)*"$*'8()*@""AB*C()('

???@"+A@;(BC>;;DE"B7AC"+A<7F<G9:

2-color cover: PMS 432 (Gray) and PMS 1805 (Red) ??? pages • Backspace 1 1/8" • Trim Size: 7" x 10"

&&&&&&&267&!"##$&&&&&4/!8/4

!is series was founded by the highly respectedmathematician and educator, Paul J. Sally, Jr.

Some Ingredients

1. Computation

2. Statistics

3. Probability

4. Linear Algebra

5. Students

The Recipe

1. Computation

Computational FormulasStatistical Software (R)

2. Statistics

Emphasize practical, conceptual statistical thinking,and start early

3. Probability

Probability then StatisticsProbability for Statistics

4. Linear Algebra

Take the Middle Road (Geometry and Projections)

5. Season liberally with flavorful data

The Recipe

1. Computation


2. Statistics


3. Probability


4. Linear Algebra



The Recipe

1. Computation


2. Statistics


3. Probability


4. Linear Algebra



The Recipe

1. Computation


2. Statistics


3. Probability


4. Linear Algebra



The Recipe

1. Computation


2. Statistics


3. Probability


4. Linear Algebra



The Recipe

1. Computation


2. Statistics


3. Probability


4. Linear Algebra



A Hockey Problem

After a 2010 NHL play-off win in which Detroit Redwings wingmanHenrik Zetterberg scored two gaols in a 3-0 win over the PhoenixCoyotes, Detroit coach Mike Babcock said, “He’s been real goodat playoff time each and every year. He seems to score at a higherrate.”

Do the data support this claim?

season playoffs

goals 206 44games 506 89

Solution (R code)

1 - ppois(43, 206/506 * 89)

[1] 0.1156876

A Hockey Problem

After a 2010 NHL play-off win in which Detroit Redwings wingmanHenrik Zetterberg scored two gaols in a 3-0 win over the PhoenixCoyotes, Detroit coach Mike Babcock said, “He’s been real goodat playoff time each and every year. He seems to score at a higherrate.”

Do the data support this claim?

season playoffs

goals 206 44games 506 89

Solution (R code)

1 - ppois(43, 206/506 * 89)

[1] 0.1156876

Golfballs in Allan’s Yard

Data:

1 2 3 4

137 138 107 104

Question:

Are the numbers (1,2,3,4) on golf balls equally common?

(amonggolfers who drive about 150-200 yards and tend to slice)

How do we test this hypothesis?

1. State null and alternative hypothesesH0 : π1 = π2 = π3 = π4

2. Compute a test statistic

(but what test statistic?)

3. Determine the p-value (from null distrubution of test stat)

4. Draw a conclusion

[golfballs1]


Data:

1 2 3 4

137 138 107 104

Question:

Are the numbers (1,2,3,4) on golf balls equally common? (amonggolfers who drive about 150-200 yards

and tend to slice)







[golfballs1]


Data:

1 2 3 4

137 138 107 104

Question:

Are the numbers (1,2,3,4) on golf balls equally common? (amonggolfers who drive about 150-200 yards and tend to slice)







[golfballs1]


Data:

1 2 3 4

137 138 107 104

Question:








[golfballs1]


Data:

1 2 3 4

137 138 107 104

Question:




2. Compute a test statistic (but what test statistic?)



[golfballs1]


Data:

1 2 3 4

137 138 107 104

Question:




2. Compute a test statistic (but what test statistic?)



[golfballs1]

Old Faithful Erruptions

Famous data set: Eruption times of Old Faithful Geyser

eruptions

Per

cent

of T

otal

0

2

4

6

8

10

2 3 4 5

# density function for mixture of normals

> dmix <- function(x, alpha,mu1,mu2,sigma1,sigma2) {+ if (alpha < 0) return (dnorm(x,mu2,sigma2));

+ if (alpha > 1) return (dnorm(x,mu1,sigma1));

+ alpha * dnorm(x,mu1,sigma1) + (1-alpha) * dnorm(x,mu2,sigma2);

+ }# define log-likelihood function

> loglik <- function(theta, x) {+ alpha <- theta[1];

+ mu1 <- theta[2]; mu2 <- theta[3];

+ sigma1 <- theta[4]; sigma2 <- theta[5];

+ density <- function (x) {+ if (alpha < 0) return (Inf); if (alpha > 1) return (Inf);

+ if (sigma1<= 0) return (Inf); if (sigma2<= 0) return (Inf);

+ dmix(x,alpha,mu1,mu2,sigma1,sigma2);

+ }+ sum( log ( sapply( x, density) ) )

+ }# maximize the log likelihood

> m <- mean(faithful$eruptions); s <- sd(faithful$eruptions);

> mle <- nlmax(loglik,p=c(.5,m-1,m+1,s,s),x=faithful$eruptions)$estimate;

> mle;

[1] 0.3484040 2.0186065 4.2733410 0.2356208 0.4370633


Famous data set: Eruption times of Old Faithful Geyser

# density function for mixture of normals

> dmix <- function(x, alpha,mu1,mu2,sigma1,sigma2) {+ if (alpha < 0) return (dnorm(x,mu2,sigma2));

+ if (alpha > 1) return (dnorm(x,mu1,sigma1));

+ alpha * dnorm(x,mu1,sigma1) + (1-alpha) * dnorm(x,mu2,sigma2);

+ }# define log-likelihood function

> loglik <- function(theta, x) {+ alpha <- theta[1];

+ mu1 <- theta[2]; mu2 <- theta[3];

+ sigma1 <- theta[4]; sigma2 <- theta[5];

+ density <- function (x) {+ if (alpha < 0) return (Inf); if (alpha > 1) return (Inf);

+ if (sigma1<= 0) return (Inf); if (sigma2<= 0) return (Inf);

+ dmix(x,alpha,mu1,mu2,sigma1,sigma2);

+ }+ sum( log ( sapply( x, density) ) )

+ }# maximize the log likelihood

> m <- mean(faithful$eruptions); s <- sd(faithful$eruptions);

> mle <- nlmax(loglik,p=c(.5,m-1,m+1,s,s),x=faithful$eruptions)$estimate;

> mle;

[1] 0.3484040 2.0186065 4.2733410 0.2356208 0.4370633


The resulting fit:

eruptions

Den

sity

0.0

0.2

0.4

0.6

2 3 4 5

Kernel Density Estimation

Focus on role of kernels, and dependence on choice of kernels

K2

x

dens

ity

0.0

0.1

0.2

0.3

2 4 6 8 10

K4

x

dens

ity

0.0

0.1

0.2

0.3

2 4 6 8 10

Applied to Old Faithful in R:

Normal kernel

times

Den

sity

0.0

0.1

0.2

0.3

0.4

0.5

1 2 3 4 5 6

●● ●● ●● ●●● ●● ● ●● ●●● ●● ●●● ●● ●●● ●● ●● ●● ●●●● ●● ●●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●● ●● ●●● ●●● ●● ●●● ● ●●● ● ●● ●● ●● ●● ●● ● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●● ●● ● ●● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ●●● ●● ●● ●●● ●● ● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ● ●● ● ●● ●●●● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●●● ●● ●● ●● ●● ●● ●● ●● ●●●● ●● ●●● ●● ●●● ●●● ●● ●● ●●● ●● ●● ●● ●●●● ●● ● ●●● ●● ● ●●● ●● ●

Normal kernel; adjust=0.25

times

Den

sity

0.0

0.2

0.4

0.6

2 3 4 5

●● ●● ●● ●●● ●● ● ●● ●●● ●● ●●● ●● ●●● ●● ●● ●● ●●●● ●● ●●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●● ●● ●●● ●●● ●● ●●● ● ●●● ● ●● ●● ●● ●● ●● ● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●● ●● ● ●● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ●●● ●● ●● ●●● ●● ● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ● ●● ● ●● ●●●● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●●● ●● ●● ●● ●● ●● ●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●●● ●● ●● ●● ●●●● ●● ● ●●● ●● ● ●●● ●● ●

Kernel Density Estimation

Focus on role of kernels, and dependence on choice of kernels

K2

x

dens

ity

0.0

0.1

0.2

0.3

2 4 6 8 10

K4

x

dens

ity

0.0

0.1

0.2

0.3

2 4 6 8 10

Applied to Old Faithful in R:

Normal kernel

times

Den

sity

0.0

0.1

0.2

0.3

0.4

0.5

1 2 3 4 5 6

●● ●● ●● ●●● ●● ● ●● ●●● ●● ●●● ●● ●●● ●● ●● ●● ●●●● ●● ●●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●● ●● ●●● ●●● ●● ●●● ● ●●● ● ●● ●● ●● ●● ●● ● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●● ●● ● ●● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ●●● ●● ●● ●●● ●● ● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ● ●● ● ●● ●●●● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●●● ●● ●● ●● ●● ●● ●● ●● ●●●● ●● ●●● ●● ●●● ●●● ●● ●● ●●● ●● ●● ●● ●●●● ●● ● ●●● ●● ● ●●● ●● ●

Normal kernel; adjust=0.25

times

Den

sity

0.0

0.2

0.4

0.6

2 3 4 5

●● ●● ●● ●●● ●● ● ●● ●●● ●● ●●● ●● ●●● ●● ●● ●● ●●●● ●● ●●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●● ●● ●●● ●●● ●● ●●● ● ●●● ● ●● ●● ●● ●● ●● ● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●● ●● ● ●● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ●●● ●● ●● ●●● ●● ● ●●● ●● ●● ●● ●● ●● ●● ● ●● ● ● ●● ● ●● ●●●● ●●● ●● ●● ●●● ●● ●● ●● ●●● ●● ●●● ●● ●● ●● ●● ●● ●● ●● ●● ●● ●● ●●● ●● ●●● ●●● ●● ●● ●●● ●● ●● ●● ●●●● ●● ● ●●● ●● ● ●●● ●● ●

Ranking NCAA Basketball teams

Goals:

• Estimate π(x , y) = P(Team x defeats Team y)

• Rank the teams (choose top 65)

Data:

• Outcomes of each Divsion I basketball game

• Location of game (optionally used) and score (not used)

Problems:

• Too many parameters• Number of pairs of teams much larger than number of games

• Unclear how to get from π(x , y) to rankings


Goals:

• Estimate π(x , y) = P(Team x defeats Team y)

• Rank the teams (choose top 65)

Data:

• Outcomes of each Divsion I basketball game

• Location of game (optionally used) and score (not used)

Problems:

• Too many parameters• Number of pairs of teams much larger than number of games

• Unclear how to get from π(x , y) to rankings


Ideas:

• We need to reparameterize(to reduce number of parameters)

• Rx = rating for team x

• New Goal: Estimate Rx

• π(x , y) now a function of Rx and Ry

• Need to estimate the values of Rx and Ry and any parametersin the function.

Models:

• Linear model: π(x , y) = β0 + β1(Rx − Ry )

• Better model: log( π(x ,y)1−π(x ,y)) = β0 + β1(Rx − Ry )

• Fit using BradleyTerry package in R


Ideas:

• We need to reparameterize(to reduce number of parameters)

• Rx = rating for team x

• New Goal: Estimate Rx

• π(x , y) now a function of Rx and Ry

• Need to estimate the values of Rx and Ry and any parametersin the function.

Models:

• Linear model: π(x , y) = β0 + β1(Rx − Ry )

• Better model: log( π(x ,y)1−π(x ,y)) = β0 + β1(Rx − Ry )

• Fit using BradleyTerry package in R

2009-10 NCAA Results

# fit a Bradley-Terry model

> BTm( ncaa2010 ~ .. ) -> ncaa2010.model;

# look at top teams

> ratings <- BTabilities(ncaa2010.model);

> ratings[rev(order(ratings[,1]))[1:30],]

ability s.e.

Kansas 5.856908 0.9770697

Syracuse 5.502109 0.8949338

Kentucky 5.390957 0.9849255

West.Virginia 4.884033 0.8017172

Villanova 4.788624 0.8095992

Purdue 4.779373 0.8642392

Duke 4.720885 0.8028116

New.Mexico 4.675544 0.8846900

Kansas.St. 4.441391 0.8129761

Pittsburgh 4.371426 0.7968199

Baylor 4.352448 0.8103320...

Linear Models

Focus on:

• expressing models (and unsderstanding what they say)

• diagnostics (check model assumptions)

• model comparision tests

Linear Algebra:

• Don’t need much• dot products• length• projections• orthogonality

• Focus on visual/geometric• Formulas less mysterious• Degrees of freedom less mysterious

Linear Models

Focus on:

• expressing models (and unsderstanding what they say)

• diagnostics (check model assumptions)

• model comparision tests

Linear Algebra:

• Don’t need much• dot products• length• projections• orthogonality

• Focus on visual/geometric• Formulas less mysterious• Degrees of freedom less mysterious

Linear Models

model space

y

observation: y

fit: yeffect: y − y

residual: e = y − y

variance: y − y

[geolm]

Linear Models

Documents

What should a modern Mathematical Statistics course look …rpruim/talks/MathStat/2010-05-07... · modern Mathematical Statistics course look like? Randall Pruim ... computer science