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Introductory Statistics 2e

OpenStax · CC BY-NC-SA 4.0

Contents

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Chapter 1 Sampling and Data

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This opening chapter builds the vocabulary and conceptual foundation the rest of the book depends on. It starts by distinguishing population from sample and parameter from statistic, then classifies data as qualitative or quantitative (discrete vs. continuous), illustrating each distinction with worked examples like tuition surveys, backpack weights, and malpractice-lawsuit studies. It then covers how samples are actually drawn: simple random, stratified, cluster, and systematic sampling versus non-random convenience sampling, plus the difference between sampling with and without replacement and how sampling error shrinks as sample size grows. A section on frequency tables shows how to compute relative and cumulative relative frequency, and introduces the four levels of measurement (nominal, ordinal, interval, ratio), which determine what calculations are valid on a given variable. The chapter closes with experimental design: explanatory vs. response variables, treatments, control groups, placebos, blinding, and how random assignment rules out lurking variables to support causal claims, followed by a discussion of research ethics (informed consent, IRBs, and real cases of data fraud). A student should read this chapter first if they need to understand terminology (population/sample/parameter/statistic), pick or evaluate a sampling method, interpret frequency tables, classify a variable's measurement level, or design/critique an experiment for bias and validity.
  • A population is the entire group under study, a sample is a subset drawn from it, a parameter is a numerical characteristic of the population, and a statistic is the corresponding number computed from a sample and used to estimate that parameter.
  • Data are classified as qualitative (categorical, e.g., hair color or brand names) or quantitative, and quantitative data split further into discrete (counted values, like number of books) and continuous (measured values, like weight or time).
  • Four random sampling methods build representative samples: simple random sampling (every group of n has equal chance of selection), stratified sampling (proportionate random draws from each subgroup/stratum), cluster sampling (randomly selecting whole clusters and including everyone in them), and systematic sampling (every kth item on a list after a random starting point); convenience sampling is nonrandom and prone to bias.
  • Larger samples reduce sampling error, the natural variation that comes from studying a sample instead of the whole population, but no increase in sample size fixes nonsampling error, which arises from flawed methodology such as biased selection, non-response, leading questions, or measurement mistakes.
  • Data can be measured on four levels: nominal (unordered labels, e.g., favorite food), ordinal (ordered but differences not measurable, e.g., satisfaction ratings), interval (ordered with meaningful differences but no true zero, e.g., Celsius/Fahrenheit), and ratio (ordered, meaningful differences, and a true zero so ratios are meaningful, e.g., exam scores or heights).
  • In a randomized experiment, the explanatory variable (treatment) is manipulated to test its effect on the response variable measured in experimental units; random assignment of units to treatment groups spreads lurking variables evenly so any measured difference can be attributed to the treatment, while a placebo-treated control group plus blinding or double-blinding guards against the power of suggestion.
  • Frequency counts how often a data value occurs, relative frequency is that count divided by the total number of observations, and cumulative relative frequency is the running sum of relative frequencies up to and including a given value, letting you answer questions like 'what percent of values fall at or below X.'

Chapter 2 Descriptive Statistics

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This chapter is the toolbox for describing a single data set, both visually and numerically, before any formal inference is attempted. It opens with graphical methods -- stem-and-leaf plots, line graphs, bar graphs, histograms, frequency polygons, and time series graphs -- explaining when each is appropriate (e.g., histograms for large continuous data sets, time series for data collected over time) and how to choose class boundaries so no value falls on an edge. A section on misleading graphs (pie charts, mismatched axis scales) builds visual literacy. The chapter then moves to location statistics: quartiles, percentiles, and the interquartile range (IQR), including the index formula for finding any percentile and using 1.5×IQR to flag outliers. Box plots translate the five-number summary (min, Q1, median, Q3, max) into a picture of concentration and spread. Center measures follow -- mean, median, mode -- along with how to estimate a mean from grouped/frequency-table data, and how skewness governs the relative position of mean versus median. The chapter closes with spread: variance and standard deviation (sample vs. population formulas), z-scores for comparing values across different distributions, and Chebyshev's/Empirical Rules for how much data clusters near the mean. A student should read this chapter to learn how to summarize and visualize a raw data set and detect outliers before applying probability or inferential methods covered later.
  • The interquartile range (IQR = Q3 - Q1) measures the spread of the middle 50% of the data, and a value is flagged as a potential outlier if it falls below Q1 - 1.5(IQR) or above Q3 + 1.5(IQR).
  • The kth percentile is located using the index formula i = (k/100)(n+1): if i is a whole number the percentile is the data value at that ordered position, and if not, the two neighboring values are averaged.
  • Sample standard deviation is computed by summing squared deviations from the mean and dividing by n-1 (population standard deviation divides by N instead), because dividing by n-1 gives a better estimate of the population variance.
  • A distribution's skew predicts the relative order of its center measures: in a left-skewed distribution the mean is typically less than the median, in a right-skewed distribution the mean is typically greater than the median, and in a symmetric distribution the mean and median are approximately equal.
  • A z-score, calculated as (value - mean) / standard deviation, lets you compare data points from different data sets or distributions on a common scale by expressing each as a number of standard deviations from its own mean.
  • For any data set, Chebyshev's Rule guarantees at least 75% of values fall within two standard deviations of the mean and at least 89% within three; for bell-shaped, symmetric data, the Empirical Rule instead expects about 68% within one, 95% within two, and over 99% within three standard deviations.
  • Box plots are built from five summary values (minimum, Q1, median, Q3, maximum) and give a quick visual read on concentration, spread, and skew, complementing histograms, stem-and-leaf plots, frequency polygons, and time series graphs as ways to picture a data set before computing numerical summaries.

Chapter 3 Probability Topics

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This chapter builds the vocabulary and rules that later probability and inference topics in the book rely on. It opens by defining sample spaces, events, and the AND/OR/complement operations, then introduces conditional probability, P(A|B), as the probability of A once the sample space is reduced to B. From there it distinguishes two properties students routinely confuse: independence (one event's occurrence doesn't change the probability of the other, tested via P(A|B)=P(A), P(B|A)=P(B), or P(A AND B)=P(A)P(B)) and mutual exclusivity (events share no outcomes, so P(A AND B)=0), and ties independence to sampling with versus without replacement. It then packages these ideas into two formal tools, the multiplication rule and the addition rule, that let you compute joint and combined probabilities from simpler pieces. The chapter closes with two representational techniques, contingency tables and tree/Venn diagrams, that make multi-event, multi-step, or without-replacement problems tractable by organizing counts or probabilities visually. A student should read this chapter when they need to compute P(A|B), determine whether two events are independent or mutually exclusive, combine probabilities with AND/OR, or read probabilities off a two-way table or tree diagram — skills used throughout later chapters on discrete and continuous distributions.
  • The conditional probability formula P(A|B) = P(A AND B)/P(B), valid when P(B) > 0, gives the probability of A once the sample space has been reduced to the outcomes in B.
  • Two events A and B are independent if any one of three equivalent conditions holds: P(A|B) = P(A), P(B|A) = P(B), or P(A AND B) = P(A)P(B); sampling with replacement keeps successive draws independent, while sampling without replacement makes them dependent because the population changes after each draw.
  • Mutually exclusive events cannot occur at the same time, so P(A AND B) = 0; this is a separate property from independence, and if independence or mutual exclusivity is not established for a pair of events, the safe default assumption is that they are dependent and not mutually exclusive.
  • The multiplication rule, P(A AND B) = P(B)P(A|B) (which reduces to P(A)P(B) when A and B are independent), is used to find the joint probability of two events from a conditional probability.
  • The addition rule, P(A OR B) = P(A) + P(B) - P(A AND B) (which reduces to P(A) + P(B) when A and B are mutually exclusive), gives the probability that at least one of two events occurs.
  • Contingency tables display joint counts or probabilities for two variables in rows and columns, so marginal probabilities come from row/column totals and conditional probabilities come from restricting to a single row or column.
  • Tree diagrams (branches labeled with frequencies or conditional probabilities across successive draws) and Venn diagrams (overlapping circles/ovals inside a sample-space box) are visual aids for working out AND, OR, and conditional probabilities, especially in multi-step or without-replacement problems.

Chapter 4 Discrete Random Variables

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This chapter builds the core toolkit for working with discrete random variables—outcomes that are counted rather than measured. It opens by defining the two conditions a discrete probability distribution function (PDF) must satisfy, then develops the expected value (mean) and standard deviation of a discrete random variable using expected-value tables, tying the mean's interpretation to the Law of Large Numbers. The bulk of the chapter introduces four named discrete distributions, each matched to a distinct sampling situation: the binomial (a fixed number of independent trials with two possible outcomes each), the geometric (independent trials repeated until the first success, notable for its unique memoryless property), the hypergeometric (sampling without replacement from two groups, making trials dependent), and the Poisson (counting occurrences of an event in a fixed interval at a known average rate, which can approximate the binomial under certain conditions). For each distribution the chapter gives its notation, defining conditions, mean/standard-deviation formulas, and calculator syntax for computing probabilities, illustrated through worked examples spanning business, health, sports, and everyday betting scenarios. Two hands-on labs (a playing-card draw and a three-dice game) let students compare empirical simulation results against theoretical predictions. A student should turn to this chapter to learn how to recognize which of the four distributions fits a given word problem and how to compute its mean, standard deviation, and specific probabilities—skills that recur throughout the rest of the course.
  • A function qualifies as a valid discrete probability distribution function (PDF) only if every P(x) value is between 0 and 1 inclusive and the sum of all P(x) values equals 1.
  • The mean or expected value of a discrete random variable is μ = Σ x·P(x), computed via an expected-value table, and represents the long-run average outcome if the experiment were repeated many times (per the Law of Large Numbers).
  • The standard deviation of a discrete probability distribution is σ = √(Σ(x−μ)²·P(x)), found by adding a (x−μ)²P(x) column to the expected-value table and taking the square root of the total.
  • The binomial distribution X ~ B(n,p) applies only when there is a fixed number of independent trials n, each with exactly two outcomes (success probability p, failure probability q); its mean is μ=np and standard deviation is σ=√(npq).
  • The geometric distribution X ~ G(p) applies when independent trials with constant success probability p repeat until the first success; Case I (counting the successful trial) has mean μ=1/p, while Case II (counting only failures before success) has mean μ=q/p, and both forms are memoryless.
  • The hypergeometric distribution X ~ H(r,b,n) applies when sampling without replacement from two distinct groups (r of interest, b not of interest), which makes successive draws dependent and disqualifies the situation as binomial.
  • The Poisson distribution X ~ P(μ) models counts of events in a fixed interval given a known average rate, and can substitute for the binomial when n is large (generally ≥20) and p is small (generally ≤0.05), since the two give very close probabilities in that regime.

Chapter 5 Continuous Random Variables

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This chapter extends probability from discrete counts to continuous measurements — time, distance, money — where outcomes take any value in an interval. It opens by establishing that for a continuous random variable, probability is the area under a probability density function (pdf) between two points, not the value at a single point, and introduces the cumulative distribution function (CDF) as "area to the left." The chapter then develops two named continuous distributions in depth. The uniform distribution, X ~ U(a, b), models situations where every value in a range is equally likely (bus wait times, smiling durations, ages) and is used to practice computing probabilities, percentiles, and conditional probabilities from a rectangular pdf. The exponential distribution, X ~ Exp(m), models the waiting time until a random event (customer arrivals, equipment failure, calls) and introduces its defining memoryless property along with its close relationship to the Poisson distribution from the discrete chapter. A student should read this chapter to learn how to compute P(a < X < b) and percentiles for uniform or exponential scenarios, how to handle conditional probability questions involving elapsed time, and how the exponential and Poisson distributions connect. It ends with a hands-on random-number-generator lab, key term definitions, formula summaries, and extensive practice/homework problems for each distribution.
  • For a continuous random variable, probability equals the area under the pdf f(x) between two values, so P(X = x) = 0 for any single point because a vertical line has zero width; the CDF P(X ≤ x) gives 'area to the left' and P(X > x) = 1 − P(X < x).
  • The uniform distribution X ~ U(a, b) has pdf f(x) = 1/(b − a) for a ≤ x ≤ b, mean μ = (a + b)/2, and standard deviation σ = √[(b − a)²/12]; because the pdf is a rectangle, P(c < X < d) is just (d − c) times the height 1/(b − a).
  • Conditional probabilities under a uniform distribution can be solved two equivalent ways: rewrite f(x) over the reduced sample space implied by the condition, or apply P(A|B) = P(A ∩ B)/P(B) to the original distribution.
  • The exponential distribution X ~ Exp(m) models the time until a random event occurs, with pdf f(x) = me^(−mx) for x ≥ 0, cdf P(X ≤ x) = 1 − e^(−mx), and mean μ = 1/m = σ (the decay parameter m equals 1/μ).
  • For an exponential percentile k, solve p = 1 − e^(−mk) for k, i.e., k = −ln(1 − p)/m, giving the value below which a given percentage of outcomes fall.
  • The exponential distribution has the memoryless property P(X > r + t | X > r) = P(X > t): knowing how long you've already waited (or how old a part already is) gives no information about how much longer you'll wait, which is why it suits modeling equipment lifetimes.
  • If waiting times between independent events are exponential with mean μ, the number of events occurring per unit time follows a Poisson distribution with mean λ = 1/μ, linking this chapter's continuous model back to the discrete Poisson distribution.

Chapter 6 The Normal Distribution

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This chapter introduces the normal distribution, the bell-shaped continuous distribution underlying most later inferential statistics work. Section 6.1 defines the z-score, the standardized value z = (x-μ)/σ that converts any X~N(μ,σ) observation into the standard normal Z~N(0,1), and uses it to state the Empirical (68-95-99.7) Rule for how data cluster around the mean. Section 6.2 shows how to actually compute probabilities and percentiles for a normal variable using calculator functions (normalcdf for areas/probabilities, invNorm for percentiles and critical values) or standard normal tables, working through worked examples on exam scores, screen time, smartphone-user ages, and orange diameters, including finding quartiles and the IQR. Sections 6.3 and 6.4 are hands-on stats labs where students collect their own data (race lap times, pinkie-finger lengths) and compare the empirical histogram to a fitted theoretical normal model. The chapter closes with key term definitions, a formula review, and a large practice/homework problem set (with solutions) covering z-scores, empirical-rule ranges, and normalcdf/invNorm-style probability and percentile problems across health, sports, testing, and consumer-behavior contexts. A student should read this chapter when they need to compute a probability or percentile for normally distributed data, interpret a z-score, or understand why 68/95/99.7% figures appear in a problem.
  • The z-score, z = (x - μ)/σ, standardizes any value x from a normal distribution X~N(μ,σ) into the number of standard deviations it lies above (positive z) or below (negative z) the mean, and the inverse formula x = μ + zσ recovers the raw value from a known z-score.
  • The Empirical Rule (68-95-99.7 rule) states that about 68% of values in a normal distribution fall within 1 standard deviation of the mean, about 95% within 2 standard deviations, and about 99.7% within 3 standard deviations.
  • z-scores let you compare observations from differently scaled normal distributions on common ground, since two values with the same z-score are equally many standard deviations from their own respective means.
  • Probabilities for a normal variable (areas under the curve) are found with a calculator function like normalcdf(lower value, upper value, mean, standard deviation), or with a standard normal probability table when technology isn't used.
  • The kth percentile, or critical value, is found with invNorm(area to the left, mean, standard deviation); this is how the chapter computes quartiles (Q1 = 25th percentile, Q3 = 75th percentile) and the interquartile range IQR = Q3 - Q1.
  • Because P(X < x) and P(X ≤ x) are identical for a continuous distribution like the normal (P(X = x) = 0), 'at least,' 'at most,' 'more than,' and 'fewer than' problems all translate directly into left-tail or right-tail area calculations.
  • The two Stats Lab activities (lap times, pinkie lengths) have students build an empirical histogram from real or collected data and compare its percentiles, IQR, and shape against a theoretical normal model fit to the sample mean and standard deviation.

Chapter 7 The Central Limit Theorem

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This chapter explains the central limit theorem (CLT), the result that makes most of inferential statistics possible: for a population with any distribution, known or unknown, the distribution of sample means (and separately, sample sums) becomes approximately normal as sample size increases. Section 7.1 covers the CLT for sample means, giving X̄ ~ N(μ, σ/√n) and worked examples computing probabilities and percentiles for averages using normalcdf/invNorm-style calculations. Section 7.2 parallels this for sums, ΣX ~ N(nμ, √n·σ). Section 7.3 is the practical payoff: it teaches students to recognize which formula a question calls for (mean, sum, or neither — individual values never use the CLT), connects the CLT to the law of large numbers, and introduces the normal approximation to the binomial distribution with the continuity correction. Sections 7.4 and 7.5 are hands-on "stats lab" activities (pocket change, cookie recipes) that let students empirically observe the CLT's convergence to normality as n grows. The chapter closes with key terms, formula review, and extensive practice/homework problems with solutions. A student should read this chapter to learn how to compute probabilities and percentiles for sample averages and totals, and to understand why those differ from individual-value probabilities — it directly sets up Chapter 8's confidence intervals.
  • The central limit theorem for means says that for a population with any distribution (known or unknown) having mean μ and standard deviation σ, as sample size n grows large the sample mean X̄ becomes approximately N(μ, σ/√n); this holds even if the individual data X are not normally distributed.
  • The central limit theorem for sums says that the sum ΣX of a large sample becomes approximately normal with mean nμ and standard deviation √n·σ, so the same normal-distribution tools (normalcdf/invNorm equivalents) apply to totals as well as averages.
  • Whether to use the CLT for means or for sums depends entirely on what the question asks: use N(μ, σ/√n) for probabilities or percentiles of an average, use N(nμ, √n·σ) for probabilities or percentiles of a total, and never use the CLT (use the original distribution instead) when the question is about a single individual value.
  • The law of large numbers follows from the CLT: as sample size n increases, the standard error σ/√n shrinks, so the sample mean converges toward the true population mean μ.
  • The normal approximation to the binomial distribution applies when X ~ B(n, p) and both np and nq (q = 1 − p) exceed 5 (ideally 10); the binomial is then approximated by Y ~ N(np, √(npq)), applying a continuity correction of ±0.5 to the binomial value before computing normal probabilities.
  • Z-scores for sample means (z = (x̄ − μ)/(σ/√n)) and for sums (z = (Σx − nμ)/(√n·σ)) let you find percentiles or standardize values just as with any normal distribution, using the same invNorm/normalcdf-style procedures.
  • Example problems repeatedly show that the probability for an individual observation and the probability for a sample mean/sum of the same cutoff differ substantially, because individuals follow the original (possibly skewed) distribution while means and sums follow the CLT's normal distribution.

Chapter 8 Confidence Intervals

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This chapter teaches how to build and interpret confidence intervals for a single population mean or a single population proportion — the core tool for estimating an unknown parameter from one sample. Section 8.1 covers the case where the population standard deviation σ is known, using the normal distribution and the point-estimate ± error-bound (EBM) format. Section 8.2 covers the far more common real-world case where σ is unknown, introducing the Student's t-distribution (degrees of freedom = n − 1) as the correct substitute for the normal distribution when the sample standard deviation s is used instead. Section 8.3 extends the same logic to proportions (binomial data), building intervals around the sample proportion p′, and adds the "plus four" adjustment for small samples. Throughout, the chapter emphasizes how confidence level and sample size trade off against interval width, and how to work backward from a stated interval to recover the sample mean or error bound, plus how to solve for the sample size needed to hit a target margin of error. Three hands-on Stats Labs (home costs, place of birth, women's heights) let students build intervals from real or classroom data. A student should read this chapter to learn exactly which distribution (z or t) and which formula to use for a given estimation problem, and how to correctly state what a confidence interval does and does not mean.
  • When the population standard deviation σ is known, the confidence interval for a mean is x̄ ± EBM, where EBM = z(α/2)·(σ/√n) and z(α/2) is the z-score cutting off area α/2 in each tail of the standard normal distribution.
  • When σ is unknown (the typical real-world case), replace σ with the sample standard deviation s and use the Student's t-distribution with df = n − 1: the interval becomes x̄ ± t(α/2,df)·(s/√n), which is more accurate than the normal approximation, especially for small n.
  • Increasing the confidence level widens the interval (a larger z or t multiplier), while increasing the sample size narrows it, holding all else constant; these two effects explain why different studies of the same quantity produce different-width intervals.
  • To find the sample size needed for a mean estimate with a known σ and a target error bound, solve n = (z(α/2)·σ / EBM)^2 and always round up to the next whole number.
  • For a population proportion, the interval is p′ ± EBP, where p′ = x/n is the sample proportion, q′ = 1 − p′, and EBP = z(α/2)·√(p′q′/n); this method requires both the number of successes and failures to exceed five.
  • The 'plus four' method improves proportion intervals for small samples by adding two hypothetical successes and two failures (using x + 2 and n + 4 in place of x and n) before computing p′; it is recommended when the confidence level is at least 90% and n is at least 10.
  • The sample size needed for a proportion estimate is n = (z(α/2))^2·p′q′ / EBP^2; when no prior estimate of p′ exists, using p′ = q′ = 0.5 gives the most conservative (largest) required sample size.

Chapter 9 Hypothesis Testing with One Sample

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This chapter teaches the complete mechanics of testing a claim about a single population mean or a single population proportion. It opens by formalizing null (H0) and alternative (Ha) hypotheses, then covers the four possible outcomes of a test — correct decisions plus Type I and Type II errors — and their probabilities α and β, including the tradeoff with the Power of the Test. It explains how to pick the right sampling distribution: a z-test when the population standard deviation is known, a Student's t-test when it isn't, and a normal approximation for proportions when np and nq both exceed five. The heart of the chapter is the p-value framework: computing the probability of a result as extreme as the sample's under H0, comparing it to a preset significance level α, and using the simple rule "if α exceeds the p-value, reject H0" to reach a decision and write a plain-language conclusion. Roughly a dozen fully worked examples (swim times, bench-press weights, cell-phone cancer risk, blood-type rates, bride ages) walk through every test type end to end, including TI-83/84 calculator steps, so a student can pattern-match their own problem to a template. This is the foundational chapter for anyone needing to run or interpret a one-sample z-test, t-test, or proportion test and decide whether sample evidence is strong enough to overturn an assumed population value.
  • The chapter lays out a four-step hypothesis-testing process: state H0 and Ha, identify the random variable and its sampling distribution, compute the test statistic and p-value, then compare the p-value to a preset significance level α to decide and write a conclusion in plain English.
  • H0 must always contain equality (=, ≤, or ≥) while Ha uses ≠, <, or > and is never true simultaneously with H0; the direction of Ha's inequality determines whether the test is left-tailed, right-tailed, or two-tailed.
  • For a population mean with known σ, use the normal (z) test with test statistic z = (x̄ − μ0)/(σ/√n); when σ is unknown but the population is approximately normal (or n is large), use the Student's t-test with t = (x̄ − μ0)/(s/√n) and df = n − 1.
  • For a single population proportion, use a normal (z) test on p′ with test statistic z = (p′ − p0)/√(p0q0/n), valid only when np and nq are both greater than five so the binomial distribution is well approximated by the normal.
  • The decision rule is mechanical once the p-value is found: reject H0 if α > p-value (results are statistically significant); do not reject H0 if α ≤ p-value (evidence is insufficient), and failing to reject never proves H0 true.
  • A Type I error is rejecting a true H0 (probability α, chosen before collecting data, default 0.05 if unstated); a Type II error is failing to reject a false H0 (probability β); the Power of the Test, 1 − β, is the probability of correctly rejecting a false H0 and is improved by increasing sample size.
  • Multiple fully worked examples (swim times, bench-press weights, brain-cancer rates, blood type proportions) walk through choosing between z-test, t-test, and proportion test and interpreting the resulting p-value in context, reinforcing that test choice depends on whether you're testing a mean or proportion and whether σ is known.

Chapter 10 Hypothesis Testing with Two Samples

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This chapter extends one-sample hypothesis testing to situations comparing two groups, which is the most common real-world testing scenario (comparing two products, two demographics, two treatments, before/after). It walks through four distinct test setups, each keyed to a different combination of research question and data structure: independent means with unknown population standard deviations (Welch's t-test, the default case), independent means with known population standard deviations (a z-test, rarely applicable but instructive), independent proportions (a pooled z-test), and matched/paired samples (reducing two dependent samples to one sample of differences and running a one-sample t-test). It also introduces Cohen's d as a companion measure of effect size, since statistical significance alone doesn't convey how large a difference actually is. Each section follows the same worked-example structure: state hypotheses, pick the distribution, compute the test statistic and p-value, decide, and write a conclusion sentence, with parallel TI-83/84 calculator instructions. A student should read this chapter to learn how to identify which two-sample test applies to their data (the recurring diagnostic questions are: are the two samples independent or paired, are you comparing means or proportions, and are population standard deviations known), and to get the exact formulas and worked p-value examples for each case.
  • For two independent samples with unknown population standard deviations, use Welch's t-test: t = [(x̄1 − x̄2) − (μ1 − μ2)] / sqrt(s1²/n1 + s2²/n2), with an approximate degrees-of-freedom formula from the sample variances and sizes; the sample variances are never pooled for this test.
  • When the population standard deviations are known (uncommon in practice), the test uses the normal distribution directly: z = [(x̄1 − x̄2) − (μ1 − μ2)] / sqrt(σ1²/n1 + σ2²/n2).
  • If n1 + n2 > 30, the normal distribution can be used to approximate the Student's t-distribution for independent means even when population standard deviations are unknown.
  • Comparing two independent population proportions requires a pooled proportion pc = (x1 + x2)/(n1 + n2), used in the test statistic z = (p′1 − p′2) / sqrt[pc(1 − pc)(1/n1 + 1/n2)]; each sample needs at least five successes and five failures.
  • Matched or paired samples (e.g., before/after measurements on the same subjects) are analyzed by first computing the differences for each pair, then running a one-sample t-test on those differences: t = (x̄d − μd) / (sd/√n) with df = n − 1, requiring the differences to be approximately normal (or n large).
  • Cohen's d = difference between the two sample means divided by the pooled standard deviation measures effect size independent of sample size; values near 0.2, 0.5, and 0.8 are Cohen's benchmarks for small, medium, and large effects, and a statistically significant result can still correspond to a small effect size.
  • Choosing the right test in this chapter is a diagnostic process: first determine whether the two samples are independent or paired, then whether the comparison is of means or proportions, and if means, whether the population standard deviations are known.

Chapter 11 The Chi-Square Distribution

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This chapter teaches four hypothesis-testing procedures built on the chi-square distribution, all of which compare observed data to expected values under a null hypothesis. The goodness-of-fit test asks whether a single population's data match a claimed or theoretical distribution (uniform, given percentages, etc.). The test of independence uses a two-way contingency table to ask whether two categorical factors are related. The test for homogeneity asks whether two or more separate populations share the same distribution across one categorical variable. All three of these are right-tailed and require expected cell counts of at least five; a comparison section lays out exactly which wording and setup signals each test. The chapter closes with the test of a single variance (or standard deviation), a structurally different chi-square test that can be left-, right-, or two-tailed and checks a claim about population variability rather than distribution shape. Two hands-on labs let students apply goodness-of-fit and independence tests to real data they collect. A student trying to decide whether this chapter answers their question should look here for: contingency-table analysis, categorical survey/frequency comparisons, or any claim phrased in terms of variance or standard deviation rather than the mean.
  • The goodness-of-fit test statistic is chi-square = sum of (O-E)^2/E with df = (number of categories minus 1); it checks whether one population's observed frequencies fit an assumed or expected distribution, and each expected cell must be at least five (categories should be combined if not).
  • The test of independence uses the same sum of (O-E)^2/E formula applied to a contingency table with df = (rows-1)(columns-1), and asks whether two categorical factors are independent, with the expected count for a cell computed as (row total)(column total)/grand total.
  • The test for homogeneity uses the identical test statistic and calculation procedure as the test of independence but asks whether two or more populations follow the same distribution across one variable; df = (number of columns-1)(number of rows-1), and the test only shows the distributions differ, not how they differ.
  • Goodness-of-fit, independence, and homogeneity tests are all right-tailed because a large discrepancy between observed and expected values pushes the statistic into the right tail; a comparison section (11.5) gives wording cues (one variable vs. two variables vs. two populations) for choosing the correct test.
  • The test of a single variance uses chi-square = (n-1)s^2/sigma^2 with df = n-1, and is the only test in the chapter that can be left-tailed, right-tailed, or two-tailed, since it tests a claim about population variance or standard deviation rather than distribution shape.
  • The chi-square distribution itself is right-skewed, always nonnegative, defined by degrees of freedom df, with mean equal to df and standard deviation equal to the square root of 2 times df; once df exceeds about 90 the curve approximates a normal distribution.

Chapter 12 Linear Regression and Correlation

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This chapter introduces bivariate data analysis: how to describe and test a linear relationship between an independent variable x and a dependent variable y. It starts with linear equations (y = a + bx) and scatter plots, which let a student visually judge whether a linear model is even appropriate before doing any calculation. It then builds the least-squares regression line, showing how a and b are derived by minimizing the sum of squared residuals, and introduces residuals plots as a diagnostic. The correlation coefficient r and the coefficient of determination r² quantify how strong the linear relationship is and how much of y's variation x accounts for. A central section covers the hypothesis test of the significance of the correlation coefficient (H0: ρ = 0), using either a p-value/t-test or a table of critical values, which determines whether the sample relationship is strong enough to trust for population-level prediction. The chapter then addresses prediction itself, distinguishing safe interpolation from unreliable extrapolation, and closes with outliers and influential points, showing how to flag and evaluate them using the standard deviation of residuals. Worked examples throughout (tutoring fees, exam scores, dive times, CPI over time) tie each formula to interpretation in context. A student should read this chapter when they need to fit and justify a straight-line model relating two numeric variables and decide whether that model can be used to predict.
  • A linear relationship is written y = a + bx (a = y-intercept, b = slope); the slope tells you how much the dependent variable y changes, on average, for each one-unit increase in the independent variable x.
  • Before fitting any line, a scatter plot is used to check whether x and y show a linear pattern and whether the association is positive or negative; regression should only be computed when x plausibly explains or predicts y.
  • The least-squares regression line ŷ = a + bx is the line that minimizes the Sum of Squared Errors (SSE = Σ(y – ŷ)²), with slope b = r(sy/sx) and the line always passing through (x̄, ȳ).
  • The correlation coefficient r (–1 ≤ r ≤ 1) measures the strength and direction of the linear relationship, and the coefficient of determination r² (expressed as a percent) gives the proportion of variation in y explained by variation in x via the regression line.
  • To decide if the regression line is usable for the population, test H0: ρ = 0 versus Ha: ρ ≠ 0 at α = 0.05 using either the p-value from a t-test with n – 2 degrees of freedom (t = r√(n-2)/√(1-r²)) or by comparing r to a tabled critical value for df = n – 2; the line should only be used for prediction if r is significant and the scatter plot shows a linear trend.
  • Predicting y within the observed range of x values is called interpolation and is reasonable when r is significant; predicting outside that range is extrapolation and can produce unreliable or even impossible results.
  • Outliers (points with residuals at least 2 standard deviations from the line) and influential points (extreme in the x-direction) can be identified graphically or numerically and should be investigated for data errors before deciding whether to remove them, since removing a genuine outlier can change the slope, r, and predictions substantially.

Chapter 13 F Distribution and One-Way ANOVA

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This chapter extends hypothesis testing about means from two groups to three or more, using the F distribution and one-way Analysis of Variance (ANOVA). It opens with the mechanics of the F-ratio: partitioning total variation into between-group and within-group sums of squares, converting these into mean squares (MSbetween, MSwithin) using numerator degrees of freedom k-1 and denominator degrees of freedom n-k, then combining them into the test statistic F = MSbetween/MSwithin, organized in a standard ANOVA source table. Several fully worked examples (diet plans, tomato mulching conditions, sorority grades, bean plant heights) walk through building this table by hand, including a simplified formula for when all groups are the same size. A section on the shape and behavior of the F distribution explains why the one-way ANOVA test is always right-tailed and how the curve's shape changes with different numerator/denominator degrees-of-freedom pairs. The chapter then pivots to a second, related use of the F distribution: testing whether two independent normal populations have equal variances, using F = s1²/s2², with an explicit warning that this variance test is unreliable when normality doesn't hold. A hands-on lab closes the chapter, having students collect their own price data and run a complete one-way ANOVA. Students who need to compare means across more than two groups, or compare the spread of two datasets, will find the full method, formulas, worked examples, and TI-83/84 calculator steps here.
  • One-way ANOVA tests whether the means of three or more independent groups are equal, requiring that each population be normally distributed, have equal standard deviations, and be sampled randomly and independently (page 707).
  • The test statistic is F = MSbetween/MSwithin, where MSbetween = SSbetween/(k-1) and MSwithin = SSwithin/(n-k), with k the number of groups and n the total combined sample size; results are organized in a standard ANOVA table with Factor (Between), Error (Within), and Total rows (page 693-694).
  • When all groups have equal size n, the calculation simplifies to F' = n·(variance of the group means)/(mean of the sample variances), avoiding the full sum-of-squares computation (page 694, illustrated in Example 13.4).
  • The one-way ANOVA hypothesis test is always right-tailed, because a larger F value (driven by larger between-group variation relative to within-group variation) is the evidence that pushes toward rejecting the null hypothesis of equal means (page 696).
  • The F distribution curve is never negative, is skewed right rather than symmetric, has a distinct shape for every combination of numerator and denominator degrees of freedom, and approaches a normal shape as both degrees of freedom grow large (page 696).
  • The F distribution also supports a test of two variances, using F = s1²/s2² ~ F(n1-1, n2-1); this test is very sensitive to departures from normality in the underlying populations, so it can give misleading p-values if the normality assumption is violated (page 702-703).
  • Worked examples throughout the chapter give matching TI-83/83+/84/84+ calculator steps (the ANOVA and 2-SampFTest functions) for reproducing the F statistic, p-value, and full ANOVA table (page 695, 703-704).

Overview

A one-semester introductory statistics course for students who are not mathematics majors — the standard requirement across business, social science, nursing, and education programmes. It assumes only elementary algebra and builds in a deliberate order: first the vocabulary and study design that determine whether data mean anything at all (population versus sample, parameter versus statistic, sampling methods, levels of measurement, experimental design and bias), then descriptive statistics for summarising a data set graphically and numerically, then probability as the machinery that makes inference possible. From there it works through the distributions a first course needs — discrete random variables including the binomial and Poisson, continuous random variables, the normal distribution — and arrives at the central limit theorem, which is the hinge of the whole book: it explains why sample means behave predictably and therefore why inference works at all. The last third is inference proper: confidence intervals, hypothesis testing with one and two samples, the chi-square distribution for categorical data, linear regression and correlation, and one-way ANOVA. Worked examples run throughout with calculator and spreadsheet instructions, so it doubles as a procedural reference when you know which test you need but not how to run it.

The book's central argument is that statistical conclusions are only as good as the design that produced the data — which is why sampling, bias, and experimental design come before any formula, and why the distinction between association and causation is raised repeatedly rather than once. Its second thread is that a small number of ideas do most of the work: the central limit theorem underwrites nearly every inferential procedure in the second half, and confidence intervals and hypothesis tests are two views of the same underlying calculation rather than separate topics. The recurring practical lesson is that choosing the right procedure is mostly a matter of correctly identifying the data type, the number of samples, and what is known about the population — which is the decision the later chapters keep drilling.

Key Concepts

Parameter and statistic p.19

A parameter is a numerical characteristic of the whole population, usually unknown; a statistic is the corresponding number computed from a sample and used to estimate it.

Simple random sampling p.30

A sampling method in which every group of n individuals in the population has an equal chance of being selected.

Levels of measurement p.38

The four categories — nominal, ordinal, interval, ratio — that determine which calculations are meaningful on a given variable.

Interquartile range p.99

The spread of the middle 50 percent of an ordered data set, Q3 minus Q1, used both to describe spread and to flag outliers.

Standard deviation p.119

A number measuring how far data values lie from their mean, computed with n-1 in the denominator for a sample and N for a population.

z-score p.128

The number of standard deviations a value falls from its mean, allowing values from different distributions to be compared on one scale.

Chebyshev's Rule and the Empirical Rule p.129

Chebyshev's Rule guarantees minimum proportions of data within k standard deviations for any distribution; the Empirical Rule gives the tighter 68-95-99.7 figures for bell-shaped symmetric data.

Central limit theorem p.380

The result that the distribution of sample means approaches a normal distribution as sample size grows, regardless of the population's shape — the basis for most inference in the book.

Confidence interval p.419

An interval estimate of an unknown population parameter, constructed so that a stated percentage of such intervals would contain the true value.

Hypothesis test p.475

A procedure that weighs sample evidence against a null hypothesis, using a significance level and p-value to decide whether the data are inconsistent with it.

Themes

Study design and sampling as the foundation of valid inferenceDescribing data graphically and numerically before analysing itProbability as the bridge from description to inferenceRandom variables and their distributionsThe central limit theorem as the basis of inferential statisticsEstimation with confidence intervalsHypothesis testing and the logic of statistical evidenceChoosing the correct procedure for the data at handAssociation versus causationEthics and bias in data collection and reporting

Notable Passages

A parameter is a numerical characteristic of the whole population that can be estimated by a statistic.
p.19 The distinction the entire book rests on: everything after Chapter 1 is machinery for estimating unknown parameters from observable statistics.
The standard deviation is a number that measures how far data values are from their mean.
p.119 The measure of spread that recurs in every later formula, from z-scores to confidence intervals to test statistics.
This is known as Chebyshev's Rule. For data having a distribution that is BELL-SHAPED and SYMMETRIC:
p.129 Marks the point where the book separates what holds for any distribution from what requires the normal shape — a distinction students routinely conflate.
by the central limit theorem for means
p.380 The hinge of the book: it is why sample means are predictable and therefore why the entire inference half works.

How to Read This

Read Chapters 1 and 2 before anything else: sampling, bias, and the levels of measurement decide which procedures are even legitimate later, and the descriptive tools in Chapter 2 are used throughout. Chapters 3 to 6 are the probability and distribution machinery — if you are only here for a specific test, you can skim these, but Chapter 6 on the normal distribution is not optional. Chapter 7 on the central limit theorem is the pivot; everything from Chapter 8 onward depends on it, so do not skip ahead past it. The inference chapters (8 to 13) are largely independent of each other, so go straight to the one matching your problem: confidence intervals in 8, one-sample tests in 9, two-sample tests in 10, categorical data in 11, regression in 12, and ANOVA in 13. Each chapter's worked examples include calculator and spreadsheet steps, which is the fastest route if you know the test you need and want the procedure.