Introductory Statistics 2e
Contents
Chapter 1 Sampling and Data
19- 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
79- 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
181- 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
241- 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
305- 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
349- 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
379- 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
419- 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
475- 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
525- 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
577- 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
631- 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
693- 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.