Univariate Data Cleaning
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Efficient Estimation of Parameters of the Negative Binomial Distribution
E±cient Estimation of Parameters of the Negative Binomial Distribution V. SAVANI AND A. A. ZHIGLJAVSKY Department of Mathematics, Cardi® University, Cardi®, CF24 4AG, U.K. e-mail: SavaniV@cardi®.ac.uk, ZhigljavskyAA@cardi®.ac.uk (Corresponding author) Abstract In this paper we investigate a class of moment based estimators, called power method estimators, which can be almost as e±cient as maximum likelihood estima- tors and achieve a lower asymptotic variance than the standard zero term method and method of moments estimators. We investigate di®erent methods of implementing the power method in practice and examine the robustness and e±ciency of the power method estimators. Key Words: Negative binomial distribution; estimating parameters; maximum likelihood method; e±ciency of estimators; method of moments. 1 1. The Negative Binomial Distribution 1.1. Introduction The negative binomial distribution (NBD) has appeal in the modelling of many practical applications. A large amount of literature exists, for example, on using the NBD to model: animal populations (see e.g. Anscombe (1949), Kendall (1948a)); accident proneness (see e.g. Greenwood and Yule (1920), Arbous and Kerrich (1951)) and consumer buying behaviour (see e.g. Ehrenberg (1988)). The appeal of the NBD lies in the fact that it is a simple two parameter distribution that arises in various di®erent ways (see e.g. Anscombe (1950), Johnson, Kotz, and Kemp (1992), Chapter 5) often allowing the parameters to have a natural interpretation (see Section 1.2). Furthermore, the NBD can be implemented as a distribution within stationary processes (see e.g. Anscombe (1950), Kendall (1948b)) thereby increasing the modelling potential of the distribution. -
A Review on Outlier/Anomaly Detection in Time Series Data
A review on outlier/anomaly detection in time series data ANE BLÁZQUEZ-GARCÍA and ANGEL CONDE, Ikerlan Technology Research Centre, Basque Research and Technology Alliance (BRTA), Spain USUE MORI, Intelligent Systems Group (ISG), Department of Computer Science and Artificial Intelligence, University of the Basque Country (UPV/EHU), Spain JOSE A. LOZANO, Intelligent Systems Group (ISG), Department of Computer Science and Artificial Intelligence, University of the Basque Country (UPV/EHU), Spain and Basque Center for Applied Mathematics (BCAM), Spain Recent advances in technology have brought major breakthroughs in data collection, enabling a large amount of data to be gathered over time and thus generating time series. Mining this data has become an important task for researchers and practitioners in the past few years, including the detection of outliers or anomalies that may represent errors or events of interest. This review aims to provide a structured and comprehensive state-of-the-art on outlier detection techniques in the context of time series. To this end, a taxonomy is presented based on the main aspects that characterize an outlier detection technique. Additional Key Words and Phrases: Outlier detection, anomaly detection, time series, data mining, taxonomy, software 1 INTRODUCTION Recent advances in technology allow us to collect a large amount of data over time in diverse research areas. Observations that have been recorded in an orderly fashion and which are correlated in time constitute a time series. Time series data mining aims to extract all meaningful knowledge from this data, and several mining tasks (e.g., classification, clustering, forecasting, and outlier detection) have been considered in the literature [Esling and Agon 2012; Fu 2011; Ratanamahatana et al. -
Lesson 7: Measuring Variability for Skewed Distributions (Interquartile Range)
NYS COMMON CORE MATHEMATICS CURRICULUM Lesson 7 M2 ALGEBRA I Lesson 7: Measuring Variability for Skewed Distributions (Interquartile Range) Student Outcomes . Students explain why a median is a better description of a typical value for a skewed distribution. Students calculate the 5-number summary of a data set. Students construct a box plot based on the 5-number summary and calculate the interquartile range (IQR). Students interpret the IQR as a description of variability in the data. Students identify outliers in a data distribution. Lesson Notes Distributions that are not symmetrical pose some challenges in students’ thinking about center and variability. The observation that the distribution is not symmetrical is straightforward. The difficult part is to select a measure of center and a measure of variability around that center. In Lesson 3, students learned that, because the mean can be affected by unusual values in the data set, the median is a better description of a typical data value for a skewed distribution. This lesson addresses what measure of variability is appropriate for a skewed data distribution. Students construct a box plot of the data using the 5-number summary and describe variability using the interquartile range. Classwork Exploratory Challenge 1/Exercises 1–3 (10 minutes): Skewed Data and Their Measure of Center Verbally introduce the data set as described in the introductory paragraph and dot plot shown below. Exploratory Challenge 1/Exercises 1–3: Skewed Data and Their Measure of Center Consider the following scenario. A television game show, Fact or Fiction, was cancelled after nine shows. Many people watched the nine shows and were rather upset when it was taken off the air. -
Outlier Identification.Pdf
STATGRAPHICS – Rev. 7/6/2009 Outlier Identification Summary The Outlier Identification procedure is designed to help determine whether or not a sample of n numeric observations contains outliers. By “outlier”, we mean an observation that does not come from the same distribution as the rest of the sample. Both graphical methods and formal statistical tests are included. The procedure will also save a column back to the datasheet identifying the outliers in a form that can be used in the Select field on other data input dialog boxes. Sample StatFolio: outlier.sgp Sample Data: The file bodytemp.sgd file contains data describing the body temperature of a sample of n = 130 people. It was obtained from the Journal of Statistical Education Data Archive (www.amstat.org/publications/jse/jse_data_archive.html) and originally appeared in the Journal of the American Medical Association. The first 20 rows of the file are shown below. Temperature Gender Heart Rate 98.4 Male 84 98.4 Male 82 98.2 Female 65 97.8 Female 71 98 Male 78 97.9 Male 72 99 Female 79 98.5 Male 68 98.8 Female 64 98 Male 67 97.4 Male 78 98.8 Male 78 99.5 Male 75 98 Female 73 100.8 Female 77 97.1 Male 75 98 Male 71 98.7 Female 72 98.9 Male 80 99 Male 75 2009 by StatPoint Technologies, Inc. Outlier Identification - 1 STATGRAPHICS – Rev. 7/6/2009 Data Input The data to be analyzed consist of a single numeric column containing n = 2 or more observations. -
A Machine Learning Approach to Outlier Detection and Imputation of Missing Data1
Ninth IFC Conference on “Are post-crisis statistical initiatives completed?” Basel, 30-31 August 2018 A machine learning approach to outlier detection and imputation of missing data1 Nicola Benatti, European Central Bank 1 This paper was prepared for the meeting. The views expressed are those of the authors and do not necessarily reflect the views of the BIS, the IFC or the central banks and other institutions represented at the meeting. A machine learning approach to outlier detection and imputation of missing data Nicola Benatti In the era of ready-to-go analysis of high-dimensional datasets, data quality is essential for economists to guarantee robust results. Traditional techniques for outlier detection tend to exclude the tails of distributions and ignore the data generation processes of specific datasets. At the same time, multiple imputation of missing values is traditionally an iterative process based on linear estimations, implying the use of simplified data generation models. In this paper I propose the use of common machine learning algorithms (i.e. boosted trees, cross validation and cluster analysis) to determine the data generation models of a firm-level dataset in order to detect outliers and impute missing values. Keywords: machine learning, outlier detection, imputation, firm data JEL classification: C81, C55, C53, D22 Contents A machine learning approach to outlier detection and imputation of missing data ... 1 Introduction .............................................................................................................................................. -
Univariate and Multivariate Skewness and Kurtosis 1
Running head: UNIVARIATE AND MULTIVARIATE SKEWNESS AND KURTOSIS 1 Univariate and Multivariate Skewness and Kurtosis for Measuring Nonnormality: Prevalence, Influence and Estimation Meghan K. Cain, Zhiyong Zhang, and Ke-Hai Yuan University of Notre Dame Author Note This research is supported by a grant from the U.S. Department of Education (R305D140037). However, the contents of the paper do not necessarily represent the policy of the Department of Education, and you should not assume endorsement by the Federal Government. Correspondence concerning this article can be addressed to Meghan Cain ([email protected]), Ke-Hai Yuan ([email protected]), or Zhiyong Zhang ([email protected]), Department of Psychology, University of Notre Dame, 118 Haggar Hall, Notre Dame, IN 46556. UNIVARIATE AND MULTIVARIATE SKEWNESS AND KURTOSIS 2 Abstract Nonnormality of univariate data has been extensively examined previously (Blanca et al., 2013; Micceri, 1989). However, less is known of the potential nonnormality of multivariate data although multivariate analysis is commonly used in psychological and educational research. Using univariate and multivariate skewness and kurtosis as measures of nonnormality, this study examined 1,567 univariate distriubtions and 254 multivariate distributions collected from authors of articles published in Psychological Science and the American Education Research Journal. We found that 74% of univariate distributions and 68% multivariate distributions deviated from normal distributions. In a simulation study using typical values of skewness and kurtosis that we collected, we found that the resulting type I error rates were 17% in a t-test and 30% in a factor analysis under some conditions. Hence, we argue that it is time to routinely report skewness and kurtosis along with other summary statistics such as means and variances. -
Effects of Outliers with an Outlier
• The mean is a good measure to use to describe data that are close in value. • The median more accurately describes data Effects of Outliers with an outlier. • The mode is a good measure to use when you have categorical data; for example, if each student records his or her favorite color, the color (a category) listed most often is the mode of the data. In the data set below, the value 12 is much less than Additional Example 2: Exploring the Effects of the other values in the set. An extreme value such as Outliers on Measures of Central Tendency this is called an outlier. The data shows Sara’s scores for the last 5 35, 38, 27, 12, 30, 41, 31, 35 math tests: 88, 90, 55, 94, and 89. Identify the outlier in the data set. Then determine how the outlier affects the mean, median, and x mode of the data. x x xx x x x 10 12 14 16 18 20 22 24 26 28 30 32 34 36 38 40 42 55, 88, 89, 90, 94 outlier 55 1 Additional Example 2 Continued Additional Example 2 Continued With the Outlier Without the Outlier 55, 88, 89, 90, 94 55, 88, 89, 90, 94 outlier 55 mean: median: mode: mean: median: mode: 55+88+89+90+94 = 416 55, 88, 89, 90, 94 88+89+90+94 = 361 88, 89,+ 90, 94 416 5 = 83.2 361 4 = 90.25 2 = 89.5 The mean is 83.2. The median is 89. There is no mode. -
How Significant Is a Boxplot Outlier?
Journal of Statistics Education, Volume 19, Number 2(2011) How Significant Is A Boxplot Outlier? Robert Dawson Saint Mary’s University Journal of Statistics Education Volume 19, Number 2(2011), www.amstat.org/publications/jse/v19n2/dawson.pdf Copyright © 2011 by Robert Dawson all rights reserved. This text may be freely shared among individuals, but it may not be republished in any medium without express written consent from the author and advance notification of the editor. Key Words: Boxplot; Outlier; Significance; Spreadsheet; Simulation. Abstract It is common to consider Tukey’s schematic (“full”) boxplot as an informal test for the existence of outliers. While the procedure is useful, it should be used with caution, as at least 30% of samples from a normally-distributed population of any size will be flagged as containing an outlier, while for small samples (N<10) even extreme outliers indicate little. This fact is most easily seen using a simulation, which ideally students should perform for themselves. The majority of students who learn about boxplots are not familiar with the tools (such as R) that upper-level students might use for such a simulation. This article shows how, with appropriate guidance, a class can use a spreadsheet such as Excel to explore this issue. 1. Introduction Exploratory data analysis suddenly got a lot cooler on February 4, 2009, when a boxplot was featured in Randall Munroe's popular Webcomic xkcd. 1 Journal of Statistics Education, Volume 19, Number 2(2011) Figure 1 “Boyfriend” (Feb. 4 2009, http://xkcd.com/539/) Used by permission of Randall Munroe But is Megan justified in claiming “statistical significance”? We shall explore this intriguing question using Microsoft Excel. -
Lecture 14 Testing for Kurtosis
9/8/2016 CHE384, From Data to Decisions: Measurement, Kurtosis Uncertainty, Analysis, and Modeling • For any distribution, the kurtosis (sometimes Lecture 14 called the excess kurtosis) is defined as Testing for Kurtosis 3 (old notation = ) • For a unimodal, symmetric distribution, Chris A. Mack – a positive kurtosis means “heavy tails” and a more Adjunct Associate Professor peaked center compared to a normal distribution – a negative kurtosis means “light tails” and a more spread center compared to a normal distribution http://www.lithoguru.com/scientist/statistics/ © Chris Mack, 2016Data to Decisions 1 © Chris Mack, 2016Data to Decisions 2 Kurtosis Examples One Impact of Excess Kurtosis • For the Student’s t • For a normal distribution, the sample distribution, the variance will have an expected value of s2, excess kurtosis is and a variance of 6 2 4 1 for DF > 4 ( for DF ≤ 4 the kurtosis is infinite) • For a distribution with excess kurtosis • For a uniform 2 1 1 distribution, 1 2 © Chris Mack, 2016Data to Decisions 3 © Chris Mack, 2016Data to Decisions 4 Sample Kurtosis Sample Kurtosis • For a sample of size n, the sample kurtosis is • An unbiased estimator of the sample excess 1 kurtosis is ∑ ̅ 1 3 3 1 6 1 2 3 ∑ ̅ Standard Error: • For large n, the sampling distribution of 1 24 2 1 approaches Normal with mean 0 and variance 2 1 of 24/n 3 5 • For small samples, this estimator is biased D. N. Joanes and C. A. Gill, “Comparing Measures of Sample Skewness and Kurtosis”, The Statistician, 47(1),183–189 (1998). -
Normal Probability Distribution
MATH2114 Week 8, Thursday The Normal Distribution Slides Adopted & modified from “Business Statistics: A First Course” 7th Ed, by Levine, Szabat and Stephan, 2016 Pearson Education Inc. Objective/Goals To compute probabilities from the normal distribution How to use the normal distribution to solve practical problems To use the normal probability plot to determine whether a set of data is approximately normally distributed Continuous Probability Distributions A continuous variable is a variable that can assume any value on a continuum (can assume an uncountable number of values) thickness of an item time required to complete a task temperature of a solution height, in inches These can potentially take on any value depending only on the ability to precisely and accurately measure The Normal Distribution Bell Shaped f(X) Symmetrical Mean=Median=Mode σ Location is determined by X the mean, μ μ Spread is determined by the standard deviation, σ Mean The random variable has an = Median infinite theoretical range: = Mode + to The Normal Distribution Density Function The formula for the normal probability density function is 2 1 (X μ) 1 f(X) e 2 2π Where e = the mathematical constant approximated by 2.71828 π = the mathematical constant approximated by 3.14159 μ = the population mean σ = the population standard deviation X = any value of the continuous variable The Normal Distribution Density Function By varying 휇 and 휎, we obtain different normal distributions Image taken from Wikipedia, released under public domain The -
Characterization of the Bivariate Negative Binomial Distribution James E
Journal of the Arkansas Academy of Science Volume 21 Article 17 1967 Characterization of the Bivariate Negative Binomial Distribution James E. Dunn University of Arkansas, Fayetteville Follow this and additional works at: http://scholarworks.uark.edu/jaas Part of the Other Applied Mathematics Commons Recommended Citation Dunn, James E. (1967) "Characterization of the Bivariate Negative Binomial Distribution," Journal of the Arkansas Academy of Science: Vol. 21 , Article 17. Available at: http://scholarworks.uark.edu/jaas/vol21/iss1/17 This article is available for use under the Creative Commons license: Attribution-NoDerivatives 4.0 International (CC BY-ND 4.0). Users are able to read, download, copy, print, distribute, search, link to the full texts of these articles, or use them for any other lawful purpose, without asking prior permission from the publisher or the author. This Article is brought to you for free and open access by ScholarWorks@UARK. It has been accepted for inclusion in Journal of the Arkansas Academy of Science by an authorized editor of ScholarWorks@UARK. For more information, please contact [email protected], [email protected]. Journal of the Arkansas Academy of Science, Vol. 21 [1967], Art. 17 77 Arkansas Academy of Science Proceedings, Vol.21, 1967 CHARACTERIZATION OF THE BIVARIATE NEGATIVE BINOMIAL DISTRIBUTION James E. Dunn INTRODUCTION The univariate negative binomial distribution (also known as Pascal's distribution and the Polya-Eggenberger distribution under vari- ous reparameterizations) has recently been characterized by Bartko (1962). Its broad acceptance and applicability in such diverse areas as medicine, ecology, and engineering is evident from the references listed there. -
2018 Statistics Final Exam Academic Success Programme Columbia University Instructor: Mark England
2018 Statistics Final Exam Academic Success Programme Columbia University Instructor: Mark England Name: UNI: You have two hours to finish this exam. § Calculators are necessary for this exam. § Always show your working and thought process throughout so that even if you don’t get the answer totally correct I can give you as many marks as possible. § It has been a pleasure teaching you all. Try your best and good luck! Page 1 Question 1 True or False for the following statements? Warning, in this question (and only this question) you will get minus points for wrong answers, so it is not worth guessing randomly. For this question you do not need to explain your answer. a) Correlation values can only be between 0 and 1. False. Correlation values are between -1 and 1. b) The Student’s t distribution gives a lower percentage of extreme events occurring compared to a normal distribution. False. The student’s t distribution gives a higher percentage of extreme events. c) The units of the standard deviation of � are the same as the units of �. True. d) For a normal distribution, roughly 95% of the data is contained within one standard deviation of the mean. False. It is within two standard deviations of the mean e) For a left skewed distribution, the mean is larger than the median. False. This is a right skewed distribution. f) If an event � is independent of �, then � (�) = �(�|�) is always true. True. g) For a given confidence level, increasing the sample size of a survey should increase the margin of error.