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Stephen Mansour, PhD University of Scranton and The Carlisle Group Dyalog ’14 Conference, Eastbourne, UK.

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Presentation on theme: "Stephen Mansour, PhD University of Scranton and The Carlisle Group Dyalog ’14 Conference, Eastbourne, UK."— Presentation transcript:

1 Stephen Mansour, PhD University of Scranton and The Carlisle Group Dyalog ’14 Conference, Eastbourne, UK

2  Many statistical software packages out there: Minitab, R, Excel, SPSS  Excel has about 87 statistical functions. 6 of them involve the t distribution alone: T.DIST T.INV T.DIST.RT T.INV.2T T.DIST.2T T.TEST  R has four related functions for each of 20 distributions resulting in a total of 80 distribution functions alone

3 Defined Operators!  How can we exploit operators to reduce the explosive number of statistical functions?  Let’s look at an example...

4  Typical attendance is about 100 delegates with a standard deviation of 20.  Assume next year’s conference centre can support up to130 delegates.  What are the chances that next year’s attendance will exceed capacity?

5 =1-NORM.DIST(130,100,20,TRUE) Now let’s use R-Connect in APL: +#.∆r.x 'pnorm( ⍵, ⍵, ⍵, ⍵ )' Wouldn’t it be nice to enter: normal probability > (normal probability >) 130

6 normal probability < normal probability between binomial probability = 2 7 tDist criticalValue < chiSquare randomVariable 13 mean confidenceInterval X (SEX='F') proportion hypothesis ≥ 0.5 GROUPA mean hypothesis = GROUPB variance theoretical binomial 5 0.2

7  Summary Functions ◦ Descriptive Statistics  Probability Distributions ◦ Theoretical Models  Relations


9  Examples ◦ Measures of central tendency: mean, median, mode ◦ Measures of Spread variance, standard deviation, range, IQR ◦ Measures of Position min, max, quartiles, percentiles ◦ Measures of shape skewness, kurtosis

10  Probability Distributions are functions defined in a natural way when they are called without an operator: ◦ Discrete: probability mass function ◦ Continuous: density function  Left argument is parameter list  Right argument can be any value taken on by the distribution.  Probability Distributions are scalar with respect to the right argument.

11 Discrete Distributions Parameter List uniforma - lower bound (default 1), b - upper bound. binomialn - Sample size, p - probability of success poissonλ - average number of arrivals per time period negativeBinomialn - number of success, p - probability of success hyperGeometric m - number of successes, n - sample size, N - Population size multinomialV - List of Values (default 1 thru n), P - List of probabilities totaling 1

12 Continuous DistributionsParameter List normal μ - theoretical mean (default 0); σ - standard deviation (default 1) exponentialλ - mean time to fail rectangular (continuous uniform) a - lower bound (default 0), b - upper bound (default 1) triangular a - lower bound, m - most common value, b - upper bound chiSquaredf - degrees of freedom tDist (Student)df - degrees of freedom fDistdf1 - degrees of freedom for numerator, df2 - degrees of freedom for denominator

13  Relational functions are dyadic functions whose range is {0,1}  1=relation is satisfied, 0 otherwise.  Examples: ≠ ∊ between←{¯1=×/× ⍺∘.- ⍵ }

14  By limiting the domain of an operator to one of the previously-defined functional classifications, we can create an operator to perform statistical analysis.  For a dyadic operator, each operand can be limited to a particular (but not necessarily the same) functional classification.

15 OperatorLeft OperandRight Operand probabilityDistributionRelation criticalValueDistributionRelation confidenceIntervalSummaryN/A hypothesisSummaryRelation goodnessOfFitDistributionN/A randomVariableDistributionN/A theoreticalSummaryDistribution runningSummaryN/A

16  Most functions and operators can easily be written in APL.  Internals not important to user  R interface can be used if necessary for statistical distributions.  Correct nomenclature and ease of use is critical.

17 DescExcel R APL Operator DensityT.DIST(DF,X,0) dt(X, df=DF) DF tDist X Cumul Prob T.DIST(DF,X,1) pt(X, df=DF) DF tDist probability ≤ X 2-Tail Prob T.DIST.2T(DF,X) 2*pt(X,df=DF) DF tDist probability (~between)(-X)X Upper Tail T.DIST.RT(DF,X) qt(X,df=df, lowertail=FALSE) DF tDist probability > X Crit. Value T.INV(DF,P) qt(P, df=DF, lower,tail=FALSE) DF tDist criticalValue< P 2-tail c.v. T.INV.2T(DF,P) qt(P/2,df=DF, lower.tail=FALSE) DF tDist criticalValue≠ P Hyp test T.TEST(X1,X2) t.Test(X1,X1, paired=FALSE,mu=0) X1 mean hypothesis = X2

18 A sample can be represented by raw data, a frequency distribution, or sample statistics. The following items are interchangeable as arguments to the limited domain operators above:  Raw data: Vector  Frequency Distribution: Matrix  Summary Statistics: PropertySpace

19 Matrix: Frequency Distribution Namespace: Sample Statistics D ⎕ ←FT←frequency D mean D 1.9 variance D PS← ⎕ NS '' PS.count←10 PS.mean←1.9 PS.variance←2.544

20  )LOAD TamingStatistics ◦ All APL version  )LOAD TamingStatisticsR ◦ Third party – Must install R (Free)

21  There are many statistical packages out there; some, like R can be used with APL  Operator syntax is unique to APL  R can be called directly from APL using RCONNECT, but APL operator syntax is easier to understand.

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