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[PS] Examples II
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Der Vorteil hiervon ist, der ZGS garantiert: $T \sim \mathcal{N}(n\mu, n\sigma^2)$:
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Der Vorteil hiervon ist, der ZGS garantiert: $T \sim \mathcal{N}(n\mu, n\sigma^2)$:
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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.
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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.
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Hier z.B. $p \approx \P[Z \geq 2] = 1 - \Phi(2)\approx 0.023$, $Z \sim \mathcal{N}(0,1)$.\\
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$p=0.023>0.01$ bedeutet, wir akzeptieren $H_0$ auf dem $\alpha=0.01$ (1\%) Niveau.
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}
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}
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{\footnotesize
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{\footnotesize
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\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}.
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\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}.
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\remark \textbf{Requirement}: We assume $\mathbf{X}$ is centered. For general $\mathbf{X}$, we therefore use:
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$$
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\bar{\mathbf{X}} = \mathbf{X} - \mathbf{I}\mu \qquad \mu = \sum_{i=1}^{n}x_i
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$$
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i.e. we subtract the mean $\mu$ of all $x_i$ from each $x_i$.
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}
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}
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\subsubsection{PCA in one dimension}
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\subsubsection{PCA in one dimension}
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