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 = 0.3401

Drag z so that the shaded area between −z and z under the standard normal curve is 0.3401. Find z to two decimals.

A = 0.3401
z =
2.Normal distributionHard
157164171178185192199cmtop 5%

The heights of adult men are normally distributed with mean 178 cm and standard deviation 7 cm. Drag the cut-off so the shaded top 5% is to the right of it. Find the cut-off x.

μ = 178 cmσ = 7 cm5%
x = cm
3.Confidence intervalsMedium
n = 6, sd​ = 5.20L = ?Ud̄ = −8.3E99%

The blood pressure of 6 patients is measured before and after a treatment. The differences d = before − after (mmHg) have mean −8.3 and standard deviation 5.2. Find the lower limit of the 99% confidence interval for the mean difference.

n = 6d̄ = −8.3sd = 5.299%t(5) = 4.032
lower limit = mmHg
4.Confidence intervalsHard
σ = 14, n = ?x̄ − Ex̄ + Ex̄E = 395%

The population standard deviation is 14. How large a sample n do you need so that a 95% confidence interval for the mean has a margin of error of at most 3?

σ = 14E = 395%
n =
5.Hypothesis tests & confidence intervalsMedium
−2.0932.093t = ?df = 19

Two teaching methods are compared. Group 1: 6 students, mean score 60, standard deviation 11.5. Group 2: 15 students, mean score 52.4, standard deviation 6. Assume equal population variances and use the pooled two-sample t test. Find the test statistic t for H₀: μ₁ = μ₂, taking the difference as x̄₁ − x̄₂ (group 1 minus group 2).

n₁ = 6x̄₁ = 60s₁ = 11.5n₂ = 15x̄₂ = 52.4s₂ = 6
t =
6.Hypothesis tests & confidence intervalsHard
z −1.9601.96

A sample of 49 measurements has mean 98.7. The population standard deviation is 5. Find the lower limit L of the 95% confidence interval for the mean.

x̄ = 98.7σ = 5n = 4995%
L =
7.Linear regression & correlationMedium
xy153318572154247427893097xy15202530406080100

The table gives 6 paired observations of x = temperature in °C and y = ice creams sold. Find the coefficient of determination r² of the least-squares line.

n = 6
r² =
8.Linear regression & correlationHard
xy3535647689761186xy5106080ŷ = 73

The table gives 5 paired observations of x = hours studied and y = exam score. Use the least-squares line ŷ = a + b·x. For which value x does the line predict ŷ = 73?

n = 5ŷ = 73
x =
9.Chi-square testsMedium
busbikecarTotalstudents10131740staff10151540Total20283280

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 = 802 × 3
χ² =
10.Chi-square testsHard

A chi-square goodness-of-fit test compares observed counts in 9 categories with fully specified expected proportions (no parameters are estimated from the data). How many degrees of freedom df does the test have?

k = 9
df =

3Solutions

1.Normal distribution

Answer: z = 0.44

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 + 0.3401)/2 = 0.6700

Read the z-table backwards

Find 0.6700 inside the table and read off z.

z = 0.44

Answer

z = 0.44
2.Normal distribution

Answer: x = 189.5 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) = 0.95

z from the table

z ≈ 1.64

Back to the original units

x = 178 + 1.64·7 = 189.5 cm

Answer

x = 189.5 cm
3.Confidence intervals

Answer: lower limit = −16.86 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 = 5, t = 4.032

Margin of error

E = 4.032·5.2/√6 = 8.559

Interval

−8.3 ± 8.559 → [−16.86, 0.2595]

Answer

lower limit = −16.86 mmHg
4.Confidence intervals

Answer: n = 84

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 = (1.96·14/3)² = 83.66

Round up

A sample size is a whole number, and rounding down would make the margin too large.

n = 84

Answer

n = 84
5.Hypothesis tests & confidence intervals

Answer: t = 2.009

Hypothesis test: the test statistic = (estimate − value under H₀)/(standard error under H₀). The p-value is the probability, assuming H₀ is true, of a statistic at least as extreme as the one observed: the area in one tail for a one-sided H₁, twice the tail area for a two-sided H₁. Reject H₀ when p ≤ α.

Pooled variance

sp² = (5·11.5² + 14·6²)/19 = 61.33
sp = 7.831

Standard error

SE = 7.831·√(1/6 + 1/15) = 3.783

Test statistic

t = (60 − 52.4)/3.783 = 2.009

Answer

t = 2.009

With df = 19, the two-sided 5% critical value is 2.093; |t| is smaller, so H₀ is not rejected.

6.Hypothesis tests & confidence intervals

Answer: L = 97.3

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 = 1.96·5/√49 = 1.4

Interval limit

L = 98.7 − 1.4 = 97.3

Answer

L = 97.3
7.Linear regression & correlation

Answer: r² = 0.9504

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 = 135/6 = 22.5
ȳ = 404/6 = 67.33

Sums of squares and products

Sxx = Σ(x − x̄)² = 157.5
Sxy = Σ(x − x̄)(y − ȳ) = 654
Syy = Σ(y − ȳ)² = 2857

Coefficient of determination

r² = 654²/(157.5·2857) = 0.9504

Answer

r² = 0.9504

About 95.04% of the variation in y is explained by the line.

8.Linear regression & correlation

Answer: x = 7.923

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 = 35/5 = 7
ȳ = 347/5 = 69.4

Sums of squares and products

Sxx = Σ(x − x̄)² = 40
Sxy = Σ(x − x̄)(y − ȳ) = 156

Regression line

b = 156/40 = 3.9
a = 69.4 − 3.9·7 = 42.1
ŷ = 42.1 + 3.9·x

Solve for x

x = (73 − 42.1)/3.9 = 7.923

Answer

x = 7.923
9.Chi-square tests

Answer: χ² = 0.2679

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: 40·20/80 = 10, 40·28/80 = 14, 40·32/80 = 16
staff: 40·20/80 = 10, 40·28/80 = 14, 40·32/80 = 16

Chi-square statistic

χ² = (10 − 10)²/10 + (13 − 14)²/14 + (17 − 16)²/16 + (10 − 10)²/10 + (15 − 14)²/14 + (15 − 16)²/16
χ² = 0.2679

Answer

χ² = 0.2679

df = 2. At α = 0.05 the critical value is 5.991, so H₀ (independence) is not rejected.

10.Chi-square tests

Answer: df = 8

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 = 8

Answer

df = 8

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