Donald F. Burrill <[EMAIL PROTECTED]> wrote:
> Preliminary response:

> On 22 Nov 1999 [EMAIL PROTECTED] wrote:

>> I am looking for a way to characterize a set of data - each set consists
>> of many thousands of data points spanning a wide range over three
>> sometimes four orders of magnitudes. 

>       This leads one to wonder whether the original variables, or their
> logarithms, would be the more appropriate metric for descriptive purposes. 
> What do the distributions look like?

>> This analysis will then be used by others to examine their own
>> experiments - will allow them to compare their results with ours - Are 
>> they similar?  Different?  with a confidence level of 95%

>> Excuse my ignorance - I have calculated many Student's T Test, 
>> p values - but have never handled so much data as I am now! 
>> 
>> Assume for the purpose of this discussion that we have a data set  
>> defined by X(I,J) where I = 1,3000 and J=1,10 
>> 
>> (J will therefore be the different data sets, I will refer to 
>> points within each data set) 
>> 
>>    Calculate the mean and the standard deviation at each point - 
>>    i.e. calculate average and standard deviation at each I for 
>>    J from 1 to 10 

>       This would imply that the only characteristics of interest are 
> the mean and s.d.  Is that really so?  (If the 10 distributions are all 
> (approximately) Gaussian (aka "normal"), these are all you need;  but if 
> they are not, rather more descriptive information is probably needed. 
> As remarked above, the fact that your range extends over several orders 
> of magnitude seems to suggest that the distributions probably are NOT 
> Gaussian. 

>> Now if I (or someone else) do an eleventh experiment, i.e. J = 11, how
>> will I know with some confidence that this 11th experiment is "similar" 
>> to the 1st 10 experiments?  Is it similar (95 %) if the value at each I 
>> falls within 2 standard deviations of the mean for that I?  (I am 
>> making the assumption that the errors at each point are truly random 
>> i.e. normally distributed)

> I don't see how one could tell in advance;  so I'll rephrase the question 
> to "how can I tell whether this 11th experiment was "similar"...?"
>  Sounds to me as though you'd want to test the formal hypothesis that the 
> 11th mean is equal to the mean of the previous 10 experiments.

> On reflection, I see that I've been assuming that each of your 10 data 
> sets contains univariate values whose distribution is of interest;  but 
> your description is also consistent with having multivariate values, or 
> (what is not quite the same thing) having a clutch of subsets, each of 
> which is of interest for its own distribution (or parameters thereof). 
> If those several orders of magnitude arise from several systematic 
> differences within each data set, then a less simple-minded approach than 
> what I've outlined above would surely be called for.

> (In particular, if you're dealing with some industrial chemical process, 
> there may be different temporal regimes to be dealt with:  startup, 
> coming to equilibrium, equilibrium, shutdown, for (surely over-simple) 
> example.)
>                                                       -- DFB.
>  ------------------------------------------------------------------------
>  Donald F. Burrill                                 [EMAIL PROTECTED]
>  348 Hyde Hall, Plymouth State College,          [EMAIL PROTECTED]
>  MSC #29, Plymouth, NH 03264                                 603-535-2597
>  184 Nashua Road, Bedford, NH 03110                          603-471-7128  

-- 
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