Descriptive statistics
- Mean
- x̄ = Σx/n
- Sample standard deviation
- s = √(Σ(x − x̄)²/(n − 1))
- Median
- middle value of the sorted data
- z-score
- z = (x − μ)/σ
- Normal distribution
- 68% within ±1σ, 95% within ±2σ
Introductory Statistics: cram pack
Formula sheets, the key method steps for every topic and 12 practice problems, with full solutions at the back.
1Formulas and methods
Probability
- Complement
- P(not A) = 1 − P(A)
- Addition rule
- P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
- Independent events
- P(A ∩ B) = P(A)·P(B)
- Conditional probability
- P(A|B) = P(A ∩ B)/P(B)
- Binomial
- P(X = k) = C(n,k)·pk(1 − p)n−k
Normal distribution
- z-score
- z = (x − μ)/σ
- Below x
- P(X < x) = Φ(z)
- Above x
- P(X > x) = 1 − Φ(z)
- Between
- Φ(z2) − Φ(z1)
- Percentile
- x = μ + z·σ
Method
- Convert the value to a z-score: z = (x − μ)/σ.
- Look up Φ(z), the area to the left of z.
- For the area to the right use 1 − Φ(z); for an interval subtract the two left areas.
- For a percentile, work backwards: find z for the area, then x = μ + z·σ.
Confidence intervals
- σ known
- x̄ ± z·σ/√n
- σ unknown
- x̄ ± t·s/√n, df = n − 1
- Critical z
- 90%: 1.645, 95%: 1.96, 99%: 2.576
- Sample size
- n = (z·σ/E)², rounded up
Method
- Decide between z (population σ known) and t (only the sample s, with n − 1 degrees of freedom).
- Find the critical value for the confidence level.
- Margin of error: E = critical value × standard deviation/√n.
- Interval: x̄ ± E.
Hypothesis tests & confidence intervals
- z-test for a mean
- z = (x̄ − μ0)/(σ/√n)
- t-test for a mean
- t = (x̄ − μ0)/(s/√n), df = n − 1
- Two-sided at 5%
- reject H0 if |z| > 1.96
- Confidence interval
- x̄ ± z·σ/√n
Method
- State H₀ and H₁ and decide whether the test is one- or two-sided.
- Calculate the test statistic: (x̄ − μ₀)/(σ/√n), or with s and t.
- Compare with the critical value, or find the p-value.
- Reject H₀ if the statistic is beyond the critical value (p below α), and state the conclusion in words.
Linear regression & correlation
- Sums of squares
- Sxx = Σ(x − x̄)² = Σx² − (Σx)²/n, Sxy = Σxy − ΣxΣy/n
- Slope
- b = Sxy/Sxx
- Intercept
- a = ȳ − b·x̄
- Correlation
- r = Sxy/√(SxxSyy)
- Residual
- e = y − ŷ
2Practice problems
1.Descriptive statisticsMedium
Find the sample standard deviation s of the data: 37, 17, 20, 26, 16.
n = 5
s =
2.Descriptive statisticsHard
A quantity is normally distributed with mean 100 and standard deviation 12. What proportion P of values is above 82?
μ = 100σ = 12x = 82
P =
3.ProbabilityMedium
A bag holds 8 red and 5 blue balls. You draw two balls without putting the first one back. What is the probability P that both are red?
8 / 5
P =
4.ProbabilityHard
A game costs €10 to play. You win €30 with probability 0.2 and €100 with probability 0.01; otherwise you win nothing. The stake is not returned. Find the expected net gain E(G) per game.
stake = €10€30: p = 0.2€100: p = 0.01
E(G) = €
5.Normal distributionMedium
X is normal with mean 120 mm and standard deviation 0.3 mm; Y is independent and normal with mean 80 mm and standard deviation 0.4 mm. Find the probability P that X + Y is more than 201 mm. Round z to two decimals.
μX = 120, σX = 0.3μY = 80, σY = 0.4X + Y > 201 mm
P =
6.Normal distributionHard
The heights X of men and Y of women in a group are independent and normal: X has mean 180 cm and standard deviation 10 cm, Y has mean 170 cm and standard deviation 12 cm. Find the probability P that X is greater than Y. Round z to two decimals.
μX = 180 cm, σX = 10 cmμY = 170 cm, σY = 12 cm
P =
7.Confidence intervalsMedium
A sample of 21 items has mean 117 and standard deviation s = 1.5. The population is roughly normal. Find the margin of error E of a 99% confidence interval for the mean.
n = 21x̄ = 117s = 1.599%t(20) = 2.845
E =
8.Confidence intervalsHard
The population standard deviation is 19. How large a sample n do you need so that a 90% confidence interval for the mean has a margin of error of at most 2?
σ = 19E = 290%
n =
9.Hypothesis tests & confidence intervalsMedium
7 employees take a typing test before and after a training course. For each person the difference d = after − before (words per minute) is recorded. The mean difference is 14.08 and the standard deviation of the differences is 9.8. Find the paired test statistic t for H₀: μd = 0.
n = 7d̄ = 14.08sd = 9.8
t =
10.Hypothesis tests & confidence intervalsHard
How large must a sample be so that the 99% confidence interval for a mean has a margin of error of at most 1? The standard deviation is 15. Find the smallest sample size n.
σ = 15E = 199%
n =
11.Linear regression & correlationMedium
The table gives 6 paired observations of x = hours studied and y = exam score. Find the coefficient of determination r² of the least-squares line.
n = 6
r² =
12.Linear regression & correlationHard
The table gives 6 paired observations of x = advertising spend in k€ and y = sales in k€. Use the least-squares line ŷ = a + b·x. For which value x does the line predict ŷ = 64?
n = 6ŷ = 64
x =
3Solutions
1.Descriptive statistics
Answer: s = 8.643
Descriptive statistics: the mean is the sum divided by n; the median is the middle value of the sorted data (the average of the two middle values when n is even). The sample standard deviation is s = √(Σ(x − x̄)²/(n − 1)). A z-score z = (x − μ)/σ says how many standard deviations a value lies from the mean.
Mean
x̄ = 116/5 = 23.2
Squared deviations
Σ(x − x̄)² = 13.8² + (−6.2)² + (−3.2)² + 2.8² + (−7.2)² = 298.8
Standard deviation
s = √(298.8/4) = 8.643
Answer
s = 8.643
2.Descriptive statistics
Answer: P = 0.9332
Descriptive statistics: the mean is the sum divided by n; the median is the middle value of the sorted data (the average of the two middle values when n is even). The sample standard deviation is s = √(Σ(x − x̄)²/(n − 1)). A z-score z = (x − μ)/σ says how many standard deviations a value lies from the mean.
Standardise
z = −1.5
Standard normal table
Φ(−1.5) = 0.06681
P = 1 − 0.06681 = 0.9332
Answer
P = 0.9332
3.Probability
Answer: P = 0.359
Probability: with equally likely outcomes, P(A) = favourable/total. For independent events multiply: P(A and B) = P(A)·P(B). The complement often helps: P(at least one) = 1 − P(none). Binomial: in n independent trials with success probability p, P(X = k) = C(n, k)·pᵏ·(1 − p)ⁿ⁻ᵏ.
First and second draw
P = 8/13 · 7/12 = 56/156 = 0.359
Answer
P = 0.359
4.Probability
Answer: E(G) = −3 €
Discrete random variables: a probability distribution lists every value x a variable can take with its probability p(x); the probabilities are between 0 and 1 and add up to 1. The expected value (mean) is E(X) = Σx·p(x), the long-run average. The variance is Var(X) = Σ(x − μ)²·p(x) = E(X²) − μ², and the standard deviation σ = √Var(X). For a linear change Y = aX + b: E(Y) = a·E(X) + b, Var(Y) = a²·Var(X) and σY = |a|·σX; adding a constant does not change the spread.
Net outcomes
G: 20 (p = 0.2), 90 (p = 0.01), −10 (p = 0.79)
Expected value
E(G) = 20·0.2 + 90·0.01 − 10·0.79 = −3 €
Answer
E(G) = −3 €
A negative value means you lose money on average.
5.Normal distribution
Answer: P = 0.02275
Sums and differences of normal variables: if X and Y are independent and normal, X + Y and X − Y are normal too. Means add or subtract: E(X ± Y) = μX ± μY. Variances always add, also for a difference: Var(X ± Y) = σX² + σY², so σ = √(σX² + σY²). Standard deviations never add directly. The total of n independent items with the same distribution has mean n·μ and standard deviation σ·√n. Then standardise as usual: z = (x − mean)/σ and read Φ(z).
Distribution of the sum
μ = 200 mm, σ = √(0.3² + 0.4²) = 0.5 mm
Standardise
z = (201 − 200)/0.5 = 2
Upper tail
P = 1 − Φ(2) = 1 − 0.9772 = 0.02275
Answer
P = 0.02275
6.Normal distribution
Answer: P = 0.7389
Sums and differences of normal variables: if X and Y are independent and normal, X + Y and X − Y are normal too. Means add or subtract: E(X ± Y) = μX ± μY. Variances always add, also for a difference: Var(X ± Y) = σX² + σY², so σ = √(σX² + σY²). Standard deviations never add directly. The total of n independent items with the same distribution has mean n·μ and standard deviation σ·√n. Then standardise as usual: z = (x − mean)/σ and read Φ(z).
Distribution of the difference
μ = 180 − 170 = 10 cm, σ = 15.62 cm
Standardise
z = (0 − 10)/15.62 = −0.64
Probability
P = 1 − Φ(−0.64) = 0.7389
Answer
P = 0.7389
7.Confidence intervals
Answer: E = 0.9312
Confidence interval for a mean: x̄ ± margin of error. With a known population σ the margin is z·σ/√n; with only the sample standard deviation s, use t with n − 1 degrees of freedom: t·s/√n. Critical values: z = 1.645 (90%), 1.96 (95%), 2.576 (99%). To get a margin E or smaller, you need n ≥ (z·σ/E)², rounded up.
Critical value
df = n − 1 = 20, t = 2.845
Margin of error
E = 2.845·1.5/√21 = 0.9312
Answer
E = 0.9312
8.Confidence intervals
Answer: n = 245
Confidence interval for a mean: x̄ ± margin of error. With a known population σ the margin is z·σ/√n; with only the sample standard deviation s, use t with n − 1 degrees of freedom: t·s/√n. Critical values: z = 1.645 (90%), 1.96 (95%), 2.576 (99%). To get a margin E or smaller, you need n ≥ (z·σ/E)², rounded up.
Solve for n
n = (1.645·19/2)² = 244.2
Round up
A sample size is a whole number, and rounding down would make the margin too large.
n = 245
Answer
n = 245
9.Hypothesis tests & confidence intervals
Answer: t = 3.801
Testing a mean: the test statistic measures how many standard errors the sample mean lies from the value claimed in H₀: z = (x̄ − μ₀)/(σ/√n) when σ is known, t = (x̄ − μ₀)/(s/√n) when it is estimated from the sample. A confidence interval is x̄ ± (critical value)·(standard error).
Standard error of the mean difference
SE = 9.8/√7 = 3.704
Test statistic
t = 14.08/3.704 = 3.801
Answer
t = 3.801
With df = 6, the two-sided 5% critical value is 2.447; |t| is larger, so H₀ is rejected.
10.Hypothesis tests & confidence intervals
Answer: n = 1494
Testing a mean: the test statistic measures how many standard errors the sample mean lies from the value claimed in H₀: z = (x̄ − μ₀)/(σ/√n) when σ is known, t = (x̄ − μ₀)/(s/√n) when it is estimated from the sample. A confidence interval is x̄ ± (critical value)·(standard error).
Solve for n
n = (2.576·15/1)² = 1493
Round up
n = 1494
Answer
n = 1494
11.Linear regression & correlation
Answer: r² = 0.8916
Least-squares regression: with x̄ and ȳ the means, Sxx = Σ(x − x̄)², Syy = Σ(y − ȳ)² and Sxy = Σ(x − x̄)(y − ȳ), the line ŷ = a + b·x has slope b = Sxy/Sxx and intercept a = ȳ − b·x̄, so it always passes through (x̄, ȳ). Pearson's correlation coefficient r = Sxy/√(Sxx·Syy) lies between −1 and 1; r² is the fraction of the variation in y explained by the line.
Means
x̄ = 33/6 = 5.5
ȳ = 360/6 = 60
Sums of squares and products
Sxx = Σ(x − x̄)² = 17.5
Sxy = Σ(x − x̄)(y − ȳ) = 77
Syy = Σ(y − ȳ)² = 380
Coefficient of determination
r² = 77²/(17.5·380) = 0.8916
Answer
r² = 0.8916
About 89.16% of the variation in y is explained by the line.
12.Linear regression & correlation
Answer: x = 6.439
Least-squares regression: with x̄ and ȳ the means, Sxx = Σ(x − x̄)², Syy = Σ(y − ȳ)² and Sxy = Σ(x − x̄)(y − ȳ), the line ŷ = a + b·x has slope b = Sxy/Sxx and intercept a = ȳ − b·x̄, so it always passes through (x̄, ȳ). Pearson's correlation coefficient r = Sxy/√(Sxx·Syy) lies between −1 and 1; r² is the fraction of the variation in y explained by the line.
Means
x̄ = 33/6 = 5.5
ȳ = 351/6 = 58.5
Sums of squares and products
Sxx = Σ(x − x̄)² = 17.5
Sxy = Σ(x − x̄)(y − ȳ) = 102.5
Regression line
b = 102.5/17.5 = 5.857
a = 58.5 − 5.857·5.5 = 26.29
ŷ = 26.29 + 5.857·x
Solve for x
x = (64 − 26.29)/5.857 = 6.439
Answer
x = 6.439
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