mirror of
https://github.com/janishutz/eth-summaries.git
synced 2026-09-10 13:05:24 +02:00
[PS] Examples II
This commit is contained in:
Binary file not shown.
@@ -92,4 +92,7 @@ $$
|
||||
Der Vorteil hiervon ist, der ZGS garantiert: $T \sim \mathcal{N}(n\mu, n\sigma^2)$:
|
||||
|
||||
Realisierungen $T(\omega) = T(\bar{s}_n) = T(32) = 2$ bilden mit $z_{1-\alpha}$: $K = (z_{1-\alpha},\infty)$ und können direkt ausgewertet werden, z.B. für $p$-Wert.
|
||||
|
||||
Hier z.B. $p \approx \P[Z \geq 2] = 1 - \Phi(2)\approx 0.023$, $Z \sim \mathcal{N}(0,1)$.\\
|
||||
$p=0.023>0.01$ bedeutet, wir akzeptieren $H_0$ auf dem $\alpha=0.01$ (1\%) Niveau.
|
||||
}
|
||||
Binary file not shown.
@@ -174,6 +174,12 @@ There are several other methods to do this, based e.g. on concepts from informat
|
||||
|
||||
{\footnotesize
|
||||
\textbf{Intuition}: High dimensional data usually has many redundancies \& highly correlated features. Dimensionality Reduction in practice preserves most substantial data. This idea is formalized as the \textit{Manifold Hypothesis}.
|
||||
|
||||
\remark \textbf{Requirement}: We assume $\mathbf{X}$ is centered. For general $\mathbf{X}$, we therefore use:
|
||||
$$
|
||||
\bar{\mathbf{X}} = \mathbf{X} - \mathbf{I}\mu \qquad \mu = \sum_{i=1}^{n}x_i
|
||||
$$
|
||||
i.e. we subtract the mean $\mu$ of all $x_i$ from each $x_i$.
|
||||
}
|
||||
|
||||
\subsubsection{PCA in one dimension}
|
||||
|
||||
Reference in New Issue
Block a user