Univariate data Normal distribution

Since it is necessary to represent the various quantities by vectors and matrices, the operations for the MND that correspond to operations using the univariate (simple) Normal distribution must be matrix operations. Discussion of matrix operations is beyond the scope of this column, but for now it suffices to note that the simple arithmetic operations of addition, subtraction, multiplication, and division all have their matrix counterparts. In addition, certain matrix operations exist which do not have counterparts in simple arithmetic. The beauty of the scheme is that many manipulations of data using matrix operations can be done using the same formalism as for simple arithmetic, since when they are expressed in matrix notation, they follow corresponding rules. However, there is one major exception to this the commutative rule, whereby for simple arithmetic ... 

The test assumes that the data are univariate, continuous, normally distributed and that group sizes are unequal. 

For continuous variables you may be required to provide inferential statistics along with the descriptive statistics that you generate from PROC UNIVARIATE. The inferential statistics discussed here are all focused on two-sided tests of mean values and whether they differ significantly in either direction from a specified value or another population mean. Many of these tests of the mean are parametric tests that assume the variable being tested is normally distributed. Because this is often not the case with clinical trial data, we discuss substitute nonparametric tests of the population means as well. Here are some common continuous variable inferential tests and how to get the inferential statistics you need out of SAS. 

Univariate case data from normally distributed populations generally have a higher information value associated with them but the traditional hypothesis testing techniques (which include all the methods described in this section) are generally neither resistant nor robust. All the data analyzed by these methods are also, effectively, continuous that is, at least for practical purposes, the data may be represented by any number and each such data number has a measurable relationship to other data numbers. 

In Sections 1.6.3 and 1.6.4, different possibilities were mentioned for estimating the central value and the spread, respectively, of the underlying data distribution. Also in the context of covariance and correlation, we assume an underlying distribution, but now this distribution is no longer univariate but multivariate, for instance a multivariate normal distribution. The covariance matrix X mentioned above expresses the covariance structure of the underlying—unknown—distribution. Now, we can measure n observations (objects) on all m variables, and we assume that these are random samples from the underlying population. The observations are represented as rows in the data matrix X(n x m) with n objects and m variables. The task is then to estimate the covariance matrix from the observed data X. Naturally, there exist several possibilities for estimating X (Table 2.2). The choice should depend on the distribution and quality of the data at hand. If the data follow a multivariate normal distribution, the classical covariance measure (which is the basis for the Pearson correlation) is the best choice. If the data distribution is skewed, one could either transform them to more symmetry and apply the classical methods, or alternatively... 

The most commonly employed univariate statistical methods are analysis of variance (ANOVA) and Student s r-test [8]. These methods are parametric, that is, they require that the populations studied be approximately normally distributed. Some non-parametric methods are also popular, as, f r example, Kruskal-Wallis ANOVA and Mann-Whitney s U-test [9]. A key feature of univariate statistical methods is that data are analysed one variable at a rime (OVAT). This means that any information contained in the relation between the variables is not included in the OVAT analysis. Univariate methods are the most commonly used methods, irrespective of the nature of the data. Thus, in a recent issue of the European Journal of Pharmacology (Vol. 137), 20 out of 23 research reports used multivariate measurement. However, all of them were analysed by univariate methods. 

As concerns the former, statistical tests on the measured data are usually adopted to detect any abnormal behavior. In other words, an industrial process is considered as a stochastic system and the measured data are considered as different realizations of the stochastic process. The distribution of the observations in normal operating conditions is different from those related to the faulty process. Early statistical approaches are based on univariate statistical techniques, i.e., the distribution of a monitored variable is taken into account. For instance, if the monitored variable follows a normal distribution, the parameters of interest are the mean and standard deviation that, in faulty conditions, may deviate from their nominal values. Therefore, fault diagnosis can be reformulated as the problem of detecting changes in the parameters of a stochastic variable [3, 30],... 

For convenience, we normalized the univariate normal distribution so that it had a mean of zero and a standard deviation of one (see Section 3.1.2, Equation 3.5 and Equation 3.6). In a similar fashion, we now define the generalized multivariate squared distance of an object s data vector, x , from the mean, ju, where 2 is the variance-covariance matrix (described later) ... 

The representation of this equation for anything greater than two variates is difficult to visualize, but the bivariate form (m = 2) serves to illustrate the general case. The exponential term in Equation (26) is of the form x Ax and is known as a quadratic form of a matrix product (Appendix A). Although the mathematical details associated with the quadratic form are not important for us here, one important property is that they have a well known geometric interpretation. All quadratic forms that occur in chemometrics and statistical data analysis expand to produce a quadratic smface that is a closed ellipse. Just as the univariate normal distribution appears bell-shaped, so the bivariate normal distribution is elliptical. 

Examination of the univariate distribution of 5-FU clearance revealed it to be skewed and not normally distributed suggesting that any regression analysis based on least squares will be plagued by non-normally distributed residuals. Hence, Ln-transformed 5-FU clearance was used as the dependent variable in the analyses. Prior to analysis, age was standardized to 60 years old, BSA was standardized to 1.83 m2, and dose was standardized to 1000 mg. A p-value less than 0.05 was considered to be statistically significant. The results from the simple linear regressions of the data (Table 2.4) revealed that sex, 5-FU dose, and presence or absence of MTX were statistically significant. 

To estimate the parameters of distribution X and R, where U = X + R, we assume that (X, R) follows a non-degenerate bivariate normal distribution. For this distribution, it is well known (Bickel and Doksum, 1977) that the marginal distribution of X is an univariate normal distribution with mean px and standard deviation Ox, while the marginal distribution of R is also normally distributed with mean pr and standard deviation ctr. Let kt represent the proportion of total sales until reorder point t, 5t the correlation between X and R and pt the correlation between X and U. We estimate kt, 6t and Pt from historical data and use the formulas developed in Fisher... 

The normal model can take a variety of forms depending on the choice of noninformative or infonnative prior distributions and on whether the variance is assumed to be a constant or is given its own prior distribution. And of course, the data could represent a single variable or could be multidimensional. Rather than describing each of the possible combinations, I give only the univariate normal case with informative priors on both the mean and variance. In this case, the likelihood for data y given the values of the parameters that comprise 6, J. (the mean), and G (the variance) is given by the familiar exponential... 

Since yMst is a random variable, SPM tools can be used to detect statistically significant changes. histXk) is highly autocorrelated. Use of traditional SPM charts for autocorrelated variables may yield erroneous results. An alternative SPM method for autocorrelated data is based on the development of a time series model, generation of the residuals between the values predicted by the model and the measured values, and monitoring of the residuals [1]. The residuals should be approximately normally and independently distributed with zero-mean and constant-variance if the time series model provides an accurate description of process behavior. Therefore, popular univariate SPM charts (such as x-chart, CUSUM, and EWMA charts) are applicable to the residuals. Residuals-based SPM is used to monitor lhist k). An AR model is used for representing st k) ... 

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