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Introduction to Bayesian statistics - Bolstad M.

Bolstad M. Introduction to Bayesian statistics - Wiley Publishing, 2004. - 361 p.
ISBN 0-471-27020-2
Download (direct link): introductiontobayesianstatistics2004.pdf
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3.1 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026 .0025 .0025
3.2 .0024 .0023 .0022 .0022 .0021 .0020 .0020 .0019 .0018 .0018
3.3 .0017 .0017 .0016 .0016 .0015 .0015 .0014 .0014 .0013 .0013
3.4 .0012 .0012 .0012 .0011 .0011 .0010 .0010 .0010 .0009 .0009
3.5 .0009 .0008 .0008 .0008 .0008 .0007 .0007 .0007 .0007 .0006
3.6 .0006 .0006 .0006 .0005 .0005 .0005 .0005 .0005 .0005 .0004
3.7 .0004 .0004 .0004 .0004 .0004 .0004 .0003 .0003 .0003 .0003
3.8 .0003 .0003 .0003 .0003 .0003 .0002 .0002 .0002 .0002 .0002
3.9 .0002 .0002 .0002 .0002 .0002 .0002 .0002 .0002 .0001 .0001
Table B.4 Critical values of the Student's t distribution
degrees of freedom .20 .10 .05 r e5 p2 ^ • ta;7 area .01 .005 .001 .0005
1 1.376 3.078 6.314 12.71 31.82 63.66 318.3 636.6
2 1.061 1.886 2.920 4.303 6.965 9.925 22.33 31.60
3 .979 1.638 2.353 3.182 4.541 5.841 10.21 12.92
4 .941 1.533 2.132 2.776 3.747 4.604 7.173 8.610
5 .920 1.476 2.015 2.571 3.365 4.032 5.893 6.868
6 .906 1.440 1.943 2.447 3.143 3.707 5.208 5.959
7 .896 1.415 1.895 2.365 2.998 3.499 4.785 5.408
8 .889 1.397 1.860 2.306 2.896 3.355 4.501 5.041
9 .883 1.383 1.833 2.262 2.821 3.250 4.297 4.781
10 .879 1.372 1.812 2.228 2.764 3.169 4.144 4.587
11 .876 1.363 1.796 2.201 2.718 3.106 4.025 4.437
12 .873 1.356 1.782 2.179 2.681 3.055 3.930 4.318
13 .870 1.350 1.771 2.160 2.650 3.012 3.852 4.221
14 .868 1.345 1.761 2.145 2.624 2.977 3.787 4.140
15 .866 1.341 1.753 2.131 2.602 2.947 3.733 4.073
16 .865 1.337 1.746 2.120 2.583 2.921 3.686 4.015
17 .863 1.333 1.740 2.110 2.567 2.898 3.646 3.965
18 .862 1.330 1.734 2.101 2.552 2.878 3.610 3.922
19 .861 1.328 1.729 2.093 2.539 2.861 3.579 3.883
20 .860 1.325 1.725 2.086 2.528 2.845 3.552 3.850
21 .859 1.323 1.721 2.080 2.518 2.831 3.527 3.819
22 .858 1.321 1.717 2.074 2.508 2.819 3.505 3.792
23 .858 1.319 1.714 2.069 2.500 2.807 3.485 3.768
24 .857 1.318 1.711 2.064 2.492 2.797 3.467 3.745
25 .856 1.316 1.708 2.060 2.485 2.787 3.450 3.725
26 .856 1.315 1.706 2.056 2.479 2.779 3.435 3.707
27 .855 1.314 1.703 2.052 2.473 2.771 3.421 3.690
28 .855 1.313 1.701 2.048 2.467 2.763 3.408 3.674
29 .854 1.311 1.699 2.045 2.462 2.756 3.396 3.659
30 .854 1.310 1.697 2.042 2.457 2.750 3.385 3.646
40 .851 1.303 1.684 2.021 2.423 2.704 3.307 3.551
60 .848 1.296 1.671 2.000 2.390 2.660 3.232 3.460
80 .846 1.292 1.664 1.990 2.374 2.639 3.195 3.416
100 .845 1.290 1.660 1.984 2.364 2.626 3.174 3.390
TO .842 1.282 1.645 1.960 2.326 2.576 3.090 3.291
USE OF STATISTICAL TABLES
305
Figure B.3 Ordinates of standard normal density function. These values are shown in Table B.3.
STUDENT’S t DISTRIBUTION
Figure B.4 shows the Student's t distribution for several different degrees of freedom, along with the standard normal(0,1) distribution. We see the Student's t family of distributions are similar to the standard normal in that they are symmetric bell shaped curves, however they have more weight in the tails. The heaviness of the tails of the Student's t decreases as the degrees of freedom increase1.
The Student's t distribution is used when we use the unbiased estimate of the standard deviation a instead of the true unknown standard deviation a in the standardizing formula
У - M
z =--------
ay
and y is a normally distributed random variable. We know that z will have the normal(0, 1) distribution. The similar formula
t = y-^
ay
will have the Student's t distribution with k degrees of freedom. The degrees of freedom k will equal the sample size minus the number of parameters estimated in the equation for a. For instance, if we are using y the sample mean, the estimated standard deviation ay = n where
a = - y)2
i= 1
n
1The normal(0,1) distribution corresponds to the Student’s t distribution with ^ degrees of freedom
306
USE OF STATISTICAL TABLES
Figure B.4 Student’s t densities for selected degrees of freedom together with the standard normal (0,1) density which corresponds to Student’s t with to degrees of freedom.
and we observe that to use the above formula we have to first estimate y. Hence, in the single sample case we will have k = n - 1 degrees of freedom.
Table B.4 contains the tail areas for the Student’s t distribution family. The degrees of freedom are down the left column, and the tabulated tail areas are across the rows for the specified tail probabilities.
C
Using the Included Minitab Macros
Minitab macros for performing Bayesian analysis and for doing Monte Carlo simulations are included. The address may be downloaded from the Web page for this text on the site <www.wiley.com>. The Minitab Macros are zipped up in a package called Bolstad Minitab Macros.zip. Some Minitab worksheets are also included at that site.
To use the Minitab macros, define a directory named BAYESMAC on your hard disk. The best place is inside the Minitab directory, which on is often called MTBWIN on PC’s running Microsoft Windows. For example, on my PC, BAYESMAC is inside MTBWIN which is within program files which is on drive C. The correct path I need to invoke to use these macros is C:/progra ~ 1/MTBWIN/BAYESM ~1/ (Note that the the filenames are truncated at six characters.) You should also define a directory BAYESMTW for the Minitab worksheets containing the data sets. The best place is also inside the Minitab directory, so you can find it easily.
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