Statistic(3) - Confidence Level
2021. 1. 30. 10:25ㆍ[AI]/Data Science Fundamentals
<Learned Stuff>
Key Points
- Law of large numbers
- sample size가 커질수록 모집단의 모수와 같아짐
- Central Limit Theorem
- sampling 횟수가 많을수록 (+sample size) sample data의 평균은 정규분포에 근사
- Confidence Interval
- 모수가 실제로 포함될 것으로 예측한 범위
- Standard Error of Mean
- 모집단 평균 추정
<New Stuff>
[Standard error of mean]
- std/ sqrt(n)
CI = t.interval(0.95,df,loc=mean,scale=stderr)
# ==> returns lower & upper limit
[모집단 평균 추정]
- 샘플링 데이터를 통해 confidence interval 구함
# H0 : pop_mean == sample_mean
# H1 : pop_mean != sample_mean
# ==> if pop_mean falls within sample confidence interval ==> accept H0
# ==> elif ==> reject H0
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