Statistics 2: Statistical Inference: cram pack

Formula sheets, the key method steps for every topic and 10 practice problems, with full solutions at the back.

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1Formulas and methods

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

  1. Convert the value to a z-score: z = (x − μ)/σ.
  2. Look up Φ(z), the area to the left of z.
  3. For the area to the right use 1 − Φ(z); for an interval subtract the two left areas.
  4. 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

  1. Decide between z (population σ known) and t (only the sample s, with n − 1 degrees of freedom).
  2. Find the critical value for the confidence level.
  3. Margin of error: E = critical value × standard deviation/√n.
  4. 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

  1. State H₀ and H₁ and decide whether the test is one- or two-sided.
  2. Calculate the test statistic: (x̄ − μ₀)/(σ/√n), or with s and t.
  3. Compare with the critical value, or find the p-value.
  4. 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

Chi-square tests

Test statistic
χ² = Σ(O − E)²/E
Goodness of fit
E = n·p, df = k − 1 − (estimated parameters)
Independence
E = row total × column total / grand total, df = (r − 1)(c − 1)
Critical values (α = 0.05)
df 1: 3.841, 2: 5.991, 3: 7.815, 4: 9.488
Decision
reject H0 if χ² > χ²crit

2Practice problems

1.Normal distributionMedium
−3−2−10123zshaded area between −z and z = 0.2886

Drag z so that the shaded area between −z and z under the standard normal curve is 0.2886. Find z to two decimals.

A = 0.2886
z =
2.Normal distributionHard
157164171178185192199cmbottom 10%

The heights of adult men are normally distributed with mean 178 cm and standard deviation 7 cm. Drag the cut-off so the shaded bottom 10% is to the left of it. Find the cut-off x.

μ = 178 cmσ = 7 cm10%
x = cm
3.Confidence intervalsMedium
n = 13, sd​ = 2.70LU = ?d̄ = 3.5E99%

The blood pressure of 13 patients is measured before and after a treatment. The differences d = before − after (mmHg) have mean 3.5 and standard deviation 2.7. Find the upper limit of the 99% confidence interval for the mean difference.

n = 13d̄ = 3.5sd = 2.799%t(12) = 3.055
upper limit = mmHg
4.Confidence intervalsHard
μ₁ − μ₂, t(20) = 2.8450L = ?Ux̄₁ − x̄₂E99%

Two fertilisers are tested. Plot group 1: 6 plots, mean yield 58 kg, standard deviation 6 kg. Plot group 2: 16 plots, mean 69.5 kg, standard deviation 5.5 kg. Assume equal variances (pooled t, df = n₁ + n₂ − 2). Find the lower limit of the 99% confidence interval for μ₁ − μ₂.

n₁ = 6x̄₁ = 58s₁ = 6n₂ = 16x̄₂ = 69.5s₂ = 5.599%t(20) = 2.845
lower limit = kg
5.Hypothesis tests & confidence intervalsMedium
−2.4472.447t = ?df = 6

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 0.54 and the standard deviation of the differences is 1.3. Find the paired test statistic t for H₀: μd = 0.

n = 7d̄ = 0.54sd = 1.3
t =
6.Hypothesis tests & confidence intervalsHard
z −1.64501.645

A sample of 36 measurements has mean 50.3. The population standard deviation is 4. Find the lower limit L of the 90% confidence interval for the mean.

x̄ = 50.3σ = 4n = 3690%
L =
7.Linear regression & correlationMedium
xy1533675827101911211125xy51050100

The table gives 6 paired observations of x = hours studied and y = exam score. Their sums are given. Find Pearson's correlation coefficient r from these sums.

n = 6Σx = 36Σy = 540Σx² = 286Σy² = 52392Σxy = 3754
r =
8.Linear regression & correlationHard
xy352459558662772872xy4686070ŷ = 54

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 = 54?

n = 6ŷ = 54
x =
9.Chi-square testsMedium
busbikecarTotalstudents483438120staff722622120Total1206060240

The contingency table shows observed counts. Compute the chi-square statistic χ² for the test of independence between the row and column variables. Do not use a continuity correction.

N = 2402 × 3
χ² =
10.Chi-square testsHard

A chi-square goodness-of-fit test checks whether counts in 9 categories follow a Poisson distribution whose mean is estimated from the same data. How many degrees of freedom df does the test have?

k = 9
df =

3Solutions

1.Normal distribution

Answer: z = 0.37

From an area back to z: Φ(z) is the area to the left of z. For a left-tail area A, find z with Φ(z) = A in the table. A right-tail area A means Φ(z) = 1 − A. A central area A between −z and z leaves (1 − A)/2 in each tail, so Φ(z) = (1 + A)/2. For a value x, use x = μ + zσ.

Area to the left of z

Φ(z) = (1 + 0.2886)/2 = 0.6443

Read the z-table backwards

Find 0.6443 inside the table and read off z.

z = 0.37

Answer

z = 0.37
2.Normal distribution

Answer: x = 169 cm

From an area back to z: Φ(z) is the area to the left of z. For a left-tail area A, find z with Φ(z) = A in the table. A right-tail area A means Φ(z) = 1 − A. A central area A between −z and z leaves (1 − A)/2 in each tail, so Φ(z) = (1 + A)/2. For a value x, use x = μ + zσ.

Area to the left

Φ(z) = 0.1

z from the table

z ≈ −1.28

Back to the original units

x = 178 − 1.28·7 = 169 cm

Answer

x = 169 cm
3.Confidence intervals

Answer: upper limit = 5.788 mmHg

Interval for a difference: estimate ± critical value × standard error. For two independent means with known σ: SE = √(σ₁²/n₁ + σ₂²/n₂) and z. With equal unknown variances: pooled s_p and t with n₁ + n₂ − 2 degrees of freedom. For paired data, work with the differences: d̄ ± t·s_d/√n.

Critical value

df = 12, t = 3.055

Margin of error

E = 3.055·2.7/√13 = 2.288

Interval

3.5 ± 2.288 → [1.212, 5.788]

Answer

upper limit = 5.788 mmHg
4.Confidence intervals

Answer: lower limit = −19.17 kg

Interval for a difference: estimate ± critical value × standard error. For two independent means with known σ: SE = √(σ₁²/n₁ + σ₂²/n₂) and z. With equal unknown variances: pooled s_p and t with n₁ + n₂ − 2 degrees of freedom. For paired data, work with the differences: d̄ ± t·s_d/√n.

Pooled standard deviation

sp² = (5·6² + 15·5.5²)/20 = 31.69
sp = 5.629

Margin of error

E = 2.845·5.629·√(1/6 + 1/16) = 7.667

Interval

−11.5 ± 7.667 → [−19.17, −3.833]

Answer

lower limit = −19.17 kg
5.Hypothesis tests & confidence intervals

Answer: t = 1.099

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 = 1.3/√7 = 0.4914

Test statistic

t = 0.54/0.4914 = 1.099

Answer

t = 1.099

With df = 6, the two-sided 5% critical value is 2.447; |t| is smaller, so H₀ is not rejected.

6.Hypothesis tests & confidence intervals

Answer: L = 49.2

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).

Margin of error

E = 1.645·4/√36 = 1.097

Interval limit

L = 50.3 − 1.097 = 49.2

Answer

L = 49.2
7.Linear regression & correlation

Answer: r = 0.9977

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.

Centred sums

Sxy = 3754 − 36·540/6 = 514
Sxx = 286 − 36²/6 = 70
Syy = 52392 − 540²/6 = 3792

Correlation coefficient

r = 514/√(70·3792) = 0.9977

Answer

r = 0.9977
8.Linear regression & correlation

Answer: x = 3.42

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 = 375/6 = 62.5

Sums of squares and products

Sxx = Σ(x − x̄)² = 17.5
Sxy = Σ(x − x̄)(y − ȳ) = 71.5

Regression line

b = 71.5/17.5 = 4.086
a = 62.5 − 4.086·5.5 = 40.03
ŷ = 40.03 + 4.086·x

Solve for x

x = (54 − 40.03)/4.086 = 3.42

Answer

x = 3.42
9.Chi-square tests

Answer: χ² = 10.13

Chi-square tests: compare observed counts O with the counts E expected under H₀ using χ² = Σ(O − E)²/E. Goodness of fit: E = n·p for each category, df = k − 1 (minus one more for each parameter estimated from the data). Independence in an r × c table: E = row total × column total / grand total, df = (r − 1)(c − 1). Reject H₀ when χ² exceeds the critical value for the chosen α.

Expected counts

students: 120·120/240 = 60, 120·60/240 = 30, 120·60/240 = 30
staff: 120·120/240 = 60, 120·60/240 = 30, 120·60/240 = 30

Chi-square statistic

χ² = (48 − 60)²/60 + (34 − 30)²/30 + (38 − 30)²/30 + (72 − 60)²/60 + (26 − 30)²/30 + (22 − 30)²/30
χ² = 10.13

Answer

χ² = 10.13

df = 2. At α = 0.05 the critical value is 5.991, so H₀ (independence) is rejected.

10.Chi-square tests

Answer: df = 7

Chi-square tests: compare observed counts O with the counts E expected under H₀ using χ² = Σ(O − E)²/E. Goodness of fit: E = n·p for each category, df = k − 1 (minus one more for each parameter estimated from the data). Independence in an r × c table: E = row total × column total / grand total, df = (r − 1)(c − 1). Reject H₀ when χ² exceeds the critical value for the chosen α.

Degrees of freedom

df = 9 − 1 − 1 = 7

Answer

df = 7

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