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The Panini-Test Daniel J. Stekhoven CEO Quantik AG Statistician

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Page 1: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

The Panini-Test

Daniel J. Stekhoven

CEO Quantik AG

Statistician

Page 2: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

JT Rodgers et al. Nature 000, 1-4 (2014) doi:10.1038/nature13255

Activation of mTORC1 is necessary and sufficient for the alert

phenotype.

Page 3: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

JT Rodgers et al. Nature 000, 1-4 (2014) doi:10.1038/nature13255

Activation of mTORC1 is necessary and sufficient for the alert

phenotype.

Page 4: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

16 days ‘til…

Page 5: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

5 Copyright ©1994 - 2014 FIFA.

Page 6: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

And the most important thing before the world cup starts…

Page 7: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

© 1997-2014 Panini SpA

Page 8: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

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410 stickers 410 stickers

Page 9: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

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box box blister blister

5 Stickers 50 Blister = 250 Stickers

© 1997-2014 Panini SpA

Page 10: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

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?

Page 11: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

20 Minuten – Panini-Box – 21. März 2014

Page 12: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Gut feeling and hypotheses

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Complete box not so many doubles

Single Blisters bought at different stores many doubles

«Null hypothesis»:

Stickers filled randomly into the boxes

Alternative hypothesis:

Stickers are filled systematically into the boxes, such that not many doubles are present

«Null», because there is no system behind the filling of the boxes

How can we decide between these two hypotheses?

Page 13: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Hypothesis test

I bought a box with 250 stickers and I could fill 242 of these stickers into an empty album (410 possible pictures).

If we assume that the null hypothesis is true:

Is it plausible, that I could glue 242 pictures into the album?

Do the null hypothesis «randomly filled boxes» and the event «242 stickers at once» fit together?

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Page 14: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Problem: What is «normal»?

• If I was able to put many more stickers than «normal» into the album, then the boxes were probably not filled at random

• If we assume that the null hypothesis is true – how many stickers can we put into an album normally?

• Level of significance: How «abnormal» does an observation has to be, such that we do not believe in the null hypothesis anymore? – e.g. 1/1’000’000 we reject the null hypothesis if we

observe something that is less probable than 1/1’000’000

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Page 15: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Solution: computer simulation

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1 1 186 186

2 2 192 192

1 mio 1 mio 193 193

Page 16: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Resultat der Computersimulation

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Nu

mb

er

of

alb

um

s

Number of stickers

Page 17: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

How «abnormal» is our observation?

17

Nu

mb

er o

f al

bu

ms

Number of stickers

Page 18: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Conclusion

• If we assume that the stickers are filled into the boxes at random:

– The probability for observing an event with 242 stickers put in a new album coming from a single box is less than 1/1’000’000!

Our observation and the simulation (the null hypothesis world) do not fit together!

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Stickers are not filled randomly into the boxes

Page 19: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

20 Minuten – Panini-Box – 21. März 2014

Page 20: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Summary

1. Model: Draw 250 sticker with replacements from 410 possible stickers

2. Null hypothesis: «stickers are randomly filled into the boxes» Alternative: «systematically filled-in, such that less doubles appear»

3. Test statistic: Number of stickers put into a new album when we buy a box of 250 stickers. Distribution of the test statistic under the null hypothesis: computer simulation

4. Level of significance: = 1/1’000’000

5. Critical region of the test statistic: The computer has not observed more than 211 stickers in one album using 1 mio iterations critical region: K={212, 213, …, 250}

6. Test decision: The observed value (242) is within the critical region. This is why the null hypothesis will be rejected on the level of significance of 1/1’000’000

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Page 21: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

Acknowledgment

• Original idea by Markus Kalisch

Copyright ©1994 - 2014 FIFA.

Page 22: The Panini-Testpeople.inf.ethz.ch/jaggim/meetup/4/slides/ML-Meetup-4-Stekhoven.pdf · Problem: What is «normal»? •If I was able to put many more stickers than «normal» into

• …it’s all about collecting data

© 1997-2014 Panini SpA