Information Theory : Entropy
- Entropy : Expectation of self-information
-> -log(p)에 일어날 확률을 곱
- For Bernoulli variable,
- H(x) = -plogp - (1-p)log(1-p)
- Measure the difference of two distributions P(x) and Q(x)
- H(P,Q) = H(P) + Dkl(P||Q) = -Ex~p logQ(x)
Personal Correlation Coeff
- A measure of the strength of he linear relation between two variables x and y
관련성이 높으면 1 낮으면 -1에가까움
THe purpose of the hypothesis test is to decide between two explanations:
All-statistical tests have five elements:
Assumptions, hyphothesis, test statistics, p-value, and conclusion.
- The statement that the statistic test relies on
- Every test has assumptions, and cannot use if assumptions are violated
- There also exists some statistic test to assure assumptions
- Considering two hyphothesis about the value of a population parameter.
한 대립가설의 존재는 같지 않다 vs 한 대립가설의 존재는 보다 작다.