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
60.585.5P = ?

The exam scores are normally distributed with mean 65 points and standard deviation 10 points. What fraction lies between 60.5 and 85.5 points? Give P as a decimal.

μ = 65σ = 10x1 = 60.5x2 = 85.5
P =
2.Normal distributionHard
35455565758595pointstop 20%

The exam scores are normally distributed with mean 65 points and standard deviation 10 points. Drag the cut-off so the shaded top 20% is to the right of it. Find the cut-off x.

μ = 65 pointsσ = 10 points20%
x = points
3.Confidence intervalsMedium
n = 10, sd​ = 7.60LU = ?d̄ = 7.2E95%

The blood pressure of 10 patients is measured before and after a treatment. The differences d = before − after (mmHg) have mean 7.2 and standard deviation 7.6. Find the upper limit of the 95% confidence interval for the mean difference.

n = 10d̄ = 7.2sd = 7.695%t(9) = 2.262
upper limit = mmHg
4.Confidence intervalsHard
σ = 16, n = ?x̄ − Ex̄ + Ex̄E = 2.590%

The population standard deviation is 16. 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 2.5?

σ = 16E = 2.590%
n =
5.Hypothesis tests & confidence intervalsMedium
t −2.13102.131

A sample of 16 students has a mean score of 500.9 and a sample standard deviation of 5. Find the test statistic t for H₀: μ = 500.

μ₀ = 500x̄ = 500.9s = 5n = 16
t =
6.Hypothesis tests & confidence intervalsHard
σ = 12, n = ?x̄ − Ex̄ + Ex̄E = 1.590%

How large must a sample be so that the 90% confidence interval for a mean has a margin of error of at most 1.5? The standard deviation is 12. Find the smallest sample size n.

σ = 12E = 1.590%
n =
7.Linear regression & correlationMedium
xy27486158191026xy5101020

The table gives 5 paired observations of x = load in kN and y = extension in mm. Their sums are given. Find Pearson's correlation coefficient r from these sums.

n = 5Σx = 30Σy = 75Σx² = 220Σy² = 1375Σxy = 548
r =
8.Linear regression & correlationHard
xy149348557769972xy5506070x = 6

The table gives 5 paired observations of x = hours studied and y = exam score. Use the least-squares line ŷ = a + b·x. A new observation (6, 57) is made. Find its residual e = y − ŷ.

n = 5(6, 57)
e =
9.Chi-square testsMedium
improvednot improvedTotalnew drug301040placebo6832100Total9842140

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 = 1402 × 2
χ² =
10.Chi-square testsHard

A chi-square test of independence is carried out on a contingency table with 2 rows and 4 columns (not counting the totals). How many degrees of freedom df does the test have?

2 × 4
df =

3Solutions

1.Normal distribution

Answer: P = 0.6535

Normal distribution: convert a value x to a z-score, z = (x − μ)/σ, which counts standard deviations from the mean. A z-table (or Φ(z)) gives the area to the left of z, which is P(X < x). The area to the right is 1 − Φ(z), and the area between two values is the difference of their two areas.

z-scores

z₁ = (60.5 − 65)/10 = −0.45
z₂ = (85.5 − 65)/10 = 2.05

Area between

P = Φ(2.05) − Φ(−0.45) = 0.9798 − 0.3264 = 0.6535

Answer

P = 0.6535
2.Normal distribution

Answer: x = 73.4 points

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) = 0.8

z from the table

z ≈ 0.84

Back to the original units

x = 65 + 0.84·10 = 73.4 points

Answer

x = 73.4 points
3.Confidence intervals

Answer: upper limit = 12.64 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 = 9, t = 2.262

Margin of error

E = 2.262·7.6/√10 = 5.436

Interval

7.2 ± 5.436 → [1.764, 12.64]

Answer

upper limit = 12.64 mmHg
4.Confidence intervals

Answer: n = 111

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 = (1.645·16/2.5)² = 110.8

Round up

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

n = 111

Answer

n = 111
5.Hypothesis tests & confidence intervals

Answer: t = 0.72

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

SE = 5/√16 = 5/4 = 1.25

Test statistic

t = (500.9 − 500)/1.25 = 0.72

Answer

t = 0.72
t0.025; df = 15 = 2.131

|t| < 2.131, so H₀ is not rejected at the 5% level (two-sided).

6.Hypothesis tests & confidence intervals

Answer: n = 174

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 = (1.645·12/1.5)² = 173.2

Round up

n = 174

Answer

n = 174
7.Linear regression & correlation

Answer: r = 0.98

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 = 548 − 30·75/5 = 98
Sxx = 220 − 30²/5 = 40
Syy = 1375 − 75²/5 = 250

Correlation coefficient

r = 98/√(40·250) = 0.98

Answer

r = 0.98
8.Linear regression & correlation

Answer: e = −5.35

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 = 25/5 = 5
ȳ = 295/5 = 59

Sums of squares and products

Sxx = Σ(x − x̄)² = 40
Sxy = Σ(x − x̄)(y − ȳ) = 134

Regression line

b = 134/40 = 3.35
a = 59 − 3.35·5 = 42.25
ŷ = 42.25 + 3.35·x

Predicted value

ŷ = 42.25 + 3.35·6 = 62.35

Residual

e = 57 − 62.35 = −5.35

Answer

e = −5.35

The point lies below the line.

9.Chi-square tests

Answer: χ² = 0.6667

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

new drug: 40·98/140 = 28, 40·42/140 = 12
placebo: 100·98/140 = 70, 100·42/140 = 30

Chi-square statistic

χ² = (30 − 28)²/28 + (10 − 12)²/12 + (68 − 70)²/70 + (32 − 30)²/30
χ² = 0.6667

Answer

χ² = 0.6667

df = 1. At α = 0.05 the critical value is 3.841, so H₀ (independence) is not rejected.

10.Chi-square tests

Answer: df = 3

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 = (2 − 1)·(4 − 1) = 3

Answer

df = 3

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