probability definition

2001-02-28 Thread James Ankeny

 Hello,
   I have a question regarding the definition of probability. If I
understand correctly, probability may be defined using just axioms. However,
my textbook also uses a relative frequency definition, in which a
probability is defined as being the proportion of times an outcome occurs in
repeated trials of an experiment. This makes sense when one flip of the coin
is one trial, and in repeated trials, the proportion of heads is 1/2. But
what about a situation (an ex. in my textbook) where the probability of rain
tomorrow is 0.70. How do you define this experiment? Perhaps you measure
rainfall, temperature, pressure, etc. for each day over a long time period.
Then the probability of rain tomorrow is the proportion of times that rain
occurred on days with similar values for temp., humidity, etc.? This seems a
bit awkard to me. Also, how many trials must one perform an experiment,
before you know that the proportion converges to a particular fraction? Any
help on interpretation of relative frequency probabilities would be greatly
appreciated. In many cases, it seems difficult, at least for textbook
examples, to define what the actual experiment is. 





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Re: Cronbach's alpha and sample size

2001-02-28 Thread Paul R Swank
The effect of N on alpha is minimal unless the assumptions for alpha are not met. If you have a multidimensional construct then the alpha will tend to go down as the sample size decreases. At leaset I have observed this in monte carlo analyses.

At 12:08 PM 2/28/01 +0100, you wrote:
>How is Cronbach's alpha affected by the sample size apart from questions
>related to generalizability issues?
>
>Ifind it hard to trace down the mathmatics related to this question
>clearly, and wether there migt be a trade off between N of Items and N
>of sujects (i.e. compensating for lack of subjects by high number of
>items).
>
>Any help is appreciated, 
>
>Thanks, Nico
>--
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Paul R. Swank, PhD.
Professor  Advanced Quantitative Methodologist
UT-Houston School of Nursing
Center for Nursing Research
Phone (713)500-2031
Fax (713) 500-2033

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Re: probability definition

2001-02-28 Thread Shareef Siddeek

Hi Alex,

Can you provide the definition of  probability under each way? In other words,
can you explain a little more on each way of defining probability? As it is,
some of them are clear (e.g., Frequentist theory) and others are not clear to
me. Thanks. Siddeek



Alex Yu wrote:

 Probability can be defined in at least five different ways:

 1. Classical Laplacean theory of probability: The prob.is derived from
 the fairness assumption e.g. a fair coin. It is also called
 equiproability.

 2. Frequentist theory: It is developed by von Mises and Reichenbach. Prob.
 is the relative frequency in the long run by limiting observations.

 3. Propensity: It is based upon the physical or the objective property of
 the events.

 4. Logical: developed by Carnap. Prob. is defined like Y logically
 entails X.

 5. Subjective or Bayesian: degree of belief

 There is no easy answer to your question. It depends on which point of
 view you chose.

 
 Chong-ho (Alex) Yu, Ph.D., MCSE, CNE
 Academic Research Professional/Manager
 Educational Data Communication, Assessment, Research and Evaluation
 Farmer 418
 Arizona State University
 Tempe AZ 85287-0611
 Email: [EMAIL PROTECTED]
 URL:http://seamonkey.ed.asu.edu/~alex/
 

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Re: Satterthwaite-newbie question

2001-02-28 Thread Christopher Tong

On Tue, 27 Feb 2001, Allyson Rosen wrote:

 I need to compare two means with unequal n's. Hayes (1994) suggests using a
 formula by Satterthwaite, 1946.  I'm about to write up the paper and I can't
 find the full reference ANYWHERE in the book or in any databases or in my
 books.  Is this an obscure test and should I be using another?

Perhaps it refers to:

F. E. Sattherwaite, 1946:  An approximate distribution of estimates of
variance components.  Biometrics Bulletin, 2, 110-114.

According to Casella  Berger (1990, pp. 287-9), "this approximation
is quite good, and is still widely used today."  However, it still may
not be valid for your specific analysis:  I suggest reading the
discussion in Casella  Berger ("Statistical Inference", Duxbury Press,
1990).  There are more commonly used methods for comparing means with
unequal n available, and you should make sure that they can't be used
in your problem before resorting to Sattherwaite.



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Re: basic stats question

2001-02-28 Thread Lise DeShea

Re probability/independence, I've found that the most
effective way to communicate this concept to my students (College of
Education, not heavily math-oriented) is the following:

Consider the student population of your university. Perhaps there
is a fairly equal split of males and females in the student body.
Now, put a condition upon the student body -- only those majoring in,
say, psychology. Do you find the same proportion of students who
are male within only psych majors, compared with the proportion of
students in the entire student body who are male? If gender and
psych major are independent, then the probability of a randomly chosen
person at the university being male should equal the probability of a
randomly chosen psych major being male. That is, 

p(male) = p(male|psych major) ==(p. of male, given
you're looking at psych majors)

Then you can move to an example of racial profiling. Out of all the
people in your city who drive, what proportion are
African-American? [p(African-American).] Now, GIVEN that you look
only at drivers who are pulled over, what proportion of these people are
African American? [p(African-American|pulled over).] If being
black and being pulled over are independent events, then the
probabilities should be equal. 

You can illustrate this graphically by drawing a large box to
represent all the drivers, then mark the proportion representing
African-American drivers. Then draw a smaller box representing the
people being pulled over, with a proportion of the box marked to
represent the African-American drivers who are pulled over. If the
proportions of each box are equal, then the events are independent.

So now, I would welcome comments from the more
mathematically/statistically rigorous list members among us!

~~~
Lise DeShea, Ph.D.
Assistant Professor
Educational and Counseling Psychology Department
University of Kentucky
245 Dickey Hall
Lexington KY 40506
Email: [EMAIL PROTECTED]
Phone: (859) 257-9884





Re: Regression with repeated measures

2001-02-28 Thread Rich Strauss

I don't have an answer, but I'm very glad this question was asked because
I'm having a similar problem.  I have 14 grids, values from which are to be
used as the dependent variable in a regression.  Each 6x6 grid consists of
36 observation points.  Their are some fairly strong spatial correlations
among the values at each grid, so I certainly can't treat them as if they
were independent, yet reducing each grid to a single mean value (the other
extreme) seems like a foolish waste of power.  I'm trying to figure out how
to use all of the observations, but also use the estimated spatial
autocorrelations to weight them in the regression.  (The design was
originally created to answer a very different question, which is how I got
into this mess.)

I hope that there's a single answer to both of our questions.

Rich Strauss

At 10:54 AM 2/28/01 -0600, Michael M. Granaas wrote:

I have a student coming in later to talk about a regression problem.
Based on what he's told me so far he is going to be using predicting
inter-response intervals to predict inter-stimulus intervals (or vice
versa).

What bothers me is that he will be collecting data from multiple trials
for each subject and then treating the trials as independent replicates.
That is, assuming 10 tials/S and 10 S he will act as if he has 100
independent data points for calculating a bivariate regression.
 
Obviously these are not independent data points.
 
Is the non-independence likely to be severe enough to warrant concern?
 
If yes, is there some method that will allow him to get the prediction
equation he wants?
 
Thanks
 
Michael



Dr Richard E Strauss
Biological Sciences  
Texas Tech University   
Lubbock TX 79409-3131

Email: [EMAIL PROTECTED]  (formerly [EMAIL PROTECTED])
Phone: 806-742-2719
Fax: 806-742-2963 



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Re: Regression with repeated measures

2001-02-28 Thread Steve Gregorich

Linear mixed models (aka 
multilelvel models, random 
coefficient models, etc) as 
implemented by many software
products: SAS PROC MIXED,
MIXREG, MLwiN, HLM, etc.

You might want to look at some
links on my website

http://sites.netscape.net/segregorich/index.html

Steve Gregorich

Obviously these are not independent data points.
Is the non-independence likely to be severe enough to warrant concern?
If yes, is there some method that will allow him to get the prediction
equation he wants?
Thanks
Michael M. Granaas





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Re: Regression with repeated measures

2001-02-28 Thread Gary Winkel

Hi Professor Granaas!

The  observations that your student is collecting is indeed a problem. 
Because they are correlated (being collected over time), the standard
errors for the regression approach that he is planning to use are
probably too low creating type I error problems.  You should look into a
repeated measures type of design.  Given what he is trying to do, it is
difficult to suggest what steps he might take exactly.

Hope this helps.

Gary Winkel
City University of New York


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Re: Cronbach's alpha and sample size

2001-02-28 Thread Rich Ulrich

On Wed, 28 Feb 2001 12:08:55 +0100, Nicolas Sander
[EMAIL PROTECTED] wrote:

 How is Cronbach's alpha affected by the sample size apart from questions
 related to generalizability issues?

 - apart from generalizability, "not at all."
 
 Ifind it hard to trace down the mathmatics related to this question
 clearly, and wether there migt be a trade off between N of Items and N
 of sujects (i.e. compensating for lack of subjects by high number of
 items).

I don't know what you mean by 'trade-off.'   I have trouble trying to
imagine just what it is, that you are trying to trace down.
But, NO.  

Once you assume some variances are equal, Alpha can be seen 
as a fairly simple function of the number of items and the average
correlation -- more items, higher alpha.   The average correlation has
a tiny bias  by N, but that's typically, safely ignored.

-- 
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html


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FW: Regression with repeated measures

2001-02-28 Thread Magill, Brett

These both sound to me as if multi-level models would be appropriate to
handle the type of data to which you are referring.  

Look at this site for some basic info on multi-level models (MLM):

http://www.ioe.ac.uk/multilevel/ 


Interested in learning more... then dowload this classic text on MLM for
free:

http://www.arnoldpublishers.com/support/goldstein.htm


Finally, If you decide this method is what you are looking for, then have a
look at the following text that describes Linear MLM or as they call it
Hierarchichal Linear Models (HLM)--the multilevel equivalent of linear
regression:

Bryk,A.S., and Raudenbush,S.W. (1992). Hierarchical Linear Models. Newbury
Park, Sage.


-Original Message-
From: Rich Strauss [mailto:[EMAIL PROTECTED]]
Sent: Wednesday, February 28, 2001 2:40 PM
To: [EMAIL PROTECTED]
Subject: Re: Regression with repeated measures


I don't have an answer, but I'm very glad this question was asked because
I'm having a similar problem.  I have 14 grids, values from which are to be
used as the dependent variable in a regression.  Each 6x6 grid consists of
36 observation points.  Their are some fairly strong spatial correlations
among the values at each grid, so I certainly can't treat them as if they
were independent, yet reducing each grid to a single mean value (the other
extreme) seems like a foolish waste of power.  I'm trying to figure out how
to use all of the observations, but also use the estimated spatial
autocorrelations to weight them in the regression.  (The design was
originally created to answer a very different question, which is how I got
into this mess.)

I hope that there's a single answer to both of our questions.

Rich Strauss

At 10:54 AM 2/28/01 -0600, Michael M. Granaas wrote:

I have a student coming in later to talk about a regression problem.
Based on what he's told me so far he is going to be using predicting
inter-response intervals to predict inter-stimulus intervals (or vice
versa).

What bothers me is that he will be collecting data from multiple trials
for each subject and then treating the trials as independent replicates.
That is, assuming 10 tials/S and 10 S he will act as if he has 100
independent data points for calculating a bivariate regression.
 
Obviously these are not independent data points.
 
Is the non-independence likely to be severe enough to warrant concern?
 
If yes, is there some method that will allow him to get the prediction
equation he wants?
 
Thanks
 
Michael



Dr Richard E Strauss
Biological Sciences  
Texas Tech University   
Lubbock TX 79409-3131

Email: [EMAIL PROTECTED]  (formerly [EMAIL PROTECTED])
Phone: 806-742-2719
Fax: 806-742-2963 



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Re: basic stats question

2001-02-28 Thread Herman Rubin

In article [EMAIL PROTECTED],
Richard A. Beldin [EMAIL PROTECTED] wrote:
This is a multi-part message in MIME format.
--20D27C74B83065021A622DE0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit

I have long thought that the usual textbook discussion of independence
is misleading. In the first place, the most common situation where we
encounter independent random variables is with a cartesian product of
two indpendent sample spaces. Example: I toss a die and a coin. I have
reasonable assumptions about the distributions of events in either case
and I wish to discuss joint events. I have tried in vain to find natural
examples of independent random variables in a smple space not
constructed as a cartesian product.

I think that introducing the word "independent" as a descriptor of
sample spaces and then carrying it on to the events in the product space
is much less likely to generate the confusion due to the common informal
description "Independent events don't have anything to do with each
other" and "Mutually exclusive events can't happen together."

Comments?

The usual definition of "independence" is a computational
convenience, but an atrocious definition.  A far better
way to do it, which conveys the essence, is to use
conditional probability.  Random variables, or more
generally partitions, are independent if, given any
information about some of them, the conditional
probability of any event formed from the others is the
same as the unconditional probability.  This is the way
it is used.

As for a "natural" example not coming from a Cartesian
product, consider drawing a hand from an ordinary deck
of cards.  On another newsgroup, someone asked for a
proof that the number of aces and the number of spades
was uncorrelated; they are not independent.  The proof
I posted used that for the i-th and j-th cards dealt,
the rank of the i-th card and the suit of the j-th are
independent.  For i=j, this can be looked upon as a
product space, but not for i and j different.

There are other examples.  The independence of the sample
mean and sample variance in a sample from a normal 
distribution is certainly an important example.  The 
independence of the various sample variances in an ANOVA
model is another.  The independence for each t of X(t)
and X'(t) in a stationary differentiable Gaussian 
process is another.

This is thrown together off the cuff.  There are lots of
others.
-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054   FAX: (765)494-0558


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Re: probability definition

2001-02-28 Thread Herman Rubin

In article [EMAIL PROTECTED],
James Ankeny [EMAIL PROTECTED] wrote:
 Hello,
   I have a question regarding the definition of probability. If I
understand correctly, probability may be defined using just axioms. However,
my textbook also uses a relative frequency definition, in which a
probability is defined as being the proportion of times an outcome occurs in
repeated trials of an experiment. This makes sense when one flip of the coin
is one trial, and in repeated trials, the proportion of heads is 1/2. But
what about a situation (an ex. in my textbook) where the probability of rain
tomorrow is 0.70. How do you define this experiment? Perhaps you measure
rainfall, temperature, pressure, etc. for each day over a long time period.
Then the probability of rain tomorrow is the proportion of times that rain
occurred on days with similar values for temp., humidity, etc.? This seems a
bit awkard to me. Also, how many trials must one perform an experiment,
before you know that the proportion converges to a particular fraction? Any
help on interpretation of relative frequency probabilities would be greatly
appreciated. In many cases, it seems difficult, at least for textbook
examples, to define what the actual experiment is. 


I think it is dangerous, and even useless, to ATTEMPT to
define probability.  In physics, one no longer even tries
to define length or mass, just specify their properties.


It is the same with probability.  A quantum mechanical
model has a joint probability distribution for observations,
but is worse between them.  Just as we use the postulated
properties for length and mass, we should use those for
probabilities.  We do have the nasty problem that there
is no way we can accurately calculate probabilities, unless
very strong additional assumptions are made.




-- 
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054   FAX: (765)494-0558


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The currency market may be your answer. 30528

2001-02-28 Thread littleapril
Title: Hello






























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