Statistical Inference - september stats

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Questions and Answers

What does the sampling distribution of a statistic show?

How the sample statistic varies from sample to sample (correct)

The fixed relationship of all sample statistics

The distribution of the original population

The probability of each individual observation

All observed values in a random sample are dependent on each other.

False

What is the term for the standard deviation of a point estimator?

standard error

The difference between the data point $x_i$ and its mean $\bar{x}$ is called a _____ .

deviation Signup and view all the answers

Which of the following is NOT a common statistical inference problem?

Descriptive statistics Signup and view all the answers

Match the sample statistics with their definitions:

X̄ = Sample mean or average S² = Sample variance S = Sample standard deviation P̂ = Sample proportion Signup and view all the answers

A point estimate is denoted by the symbol $\hat{\theta}_n$.

True Signup and view all the answers

What does i.i.d stand for in the context of random variables?

independent and identically distributed Signup and view all the answers

What is the formula for the sample mean (average) of a set of observations?

$rac{1}{n} imes ext{Sum of observations}$ Signup and view all the answers

The sample variance is calculated using $n$ in the denominator.

False Signup and view all the answers

What is the formula for the point estimate of variance (sample variance)?

S² = \frac{1}{n-1} \sum_{i=1}^{n} (X_i - \bar{X})^2 Signup and view all the answers

The best point estimator for the mean is ___ .

X̄ Signup and view all the answers

Match the following terms to their definitions:

Point Estimator = A statistic used to estimate a parameter Sample Mean = The average of a sample Population Variance = The variance of an entire population Sample Standard Deviation = A measure of the amount of variation in a sample Signup and view all the answers

Given a sample of size 10 with observations of weights, what is the first step to calculate the average weight?

Add all the weights together Signup and view all the answers

Find the sample average weight of the given brown sugar bags: 27.7, 31.5, 30.9, 29.6, 27.0, 38.1, 32.4, 31.1, 36.7, 28.4.

30.53 Signup and view all the answers

The standard deviation is the square root of ___ .

variance Signup and view all the answers

Which of the following best describes inferential statistics?

It makes predictions about a population based on a sample. Signup and view all the answers

The term 'population' in statistics refers to a small segment of the data being studied.

False Signup and view all the answers

What denotes the number of statistical units within a population?

Population size, denoted as N. Signup and view all the answers

A _____ variable can take on any value within a given range.

Quantitative Signup and view all the answers

Match the following statistical terms with their definitions:

Random variable = A characteristic of any entity being studied. Parameter = A number that describes some aspect of a population. Qualitative variable = Categorical data that cannot be measured numerically. Random sample = A subset of statistical units selected from the population. Signup and view all the answers

Which expression represents the expected value of a random variable?

E(X) = Σ xi * P(xi) Signup and view all the answers

In statistics, the distribution of random variable X changes when random variable Y changes if they are independent.

False Signup and view all the answers

What does the notation θ represent in the context of statistics?

A parameter that describes some aspect of a population. Signup and view all the answers

What does a smaller p-value indicate in hypothesis testing?

Stronger evidence against H0 Signup and view all the answers

Failing to reject H0 means there is sufficient evidence to conclude that H0 is true.

False Signup and view all the answers

What is a type-I error in the context of hypothesis testing?

Convicting an innocent defendant Signup and view all the answers

In hypothesis testing, a p-value condition of p-value < α indicates that H0 is ______ to be true.

less likely Signup and view all the answers

Match the following p-value conditions with their corresponding interpretations:

p-value < α = Reject H0 p-value ≥ α = Fail to reject H0 Small p-value = Strong evidence against H0 Large p-value = Weak evidence against H0 Signup and view all the answers

What does a jury concluding 'not guilty' correspond to in hypothesis testing?

Failing to reject H0 Signup and view all the answers

In hypothesis testing, the null hypothesis H0 is equivalent to the alternative hypothesis H1.

False Signup and view all the answers

Define hypothesis testing in one sentence.

Hypothesis testing is a process for assessing the significance of evidence provided by sample data against a null hypothesis. Signup and view all the answers

What does the notation $X ilde{N}(µ, σ^2)$ represent?

A random variable from a normal distribution with mean µ and variance σ^2 Signup and view all the answers

The sum of two independent normal random variables is also normally distributed.

True Signup and view all the answers

What is the expected value of the weighted sum $aX + bY$ if $X$ and $Y$ are independent random variables?

aµ1 + bµ2 Signup and view all the answers

If $X ∼ N(µ1, σ^2_1)$ and $Y ∼ N(µ2, σ^2_2)$, then $X + Y ∼ N(, )$

µ1 + µ2, σ1^2 + σ2^2 Signup and view all the answers

Match the following terminology with their correct definitions:

Normal Distribution = A continuous probability distribution defined by its mean and variance Independent Random Variables = Two random variables that do not influence each other Weighted Sum = A linear combination of variables where each variable is multiplied by a constant Sample Proportion = The ratio of a certain characteristic in a sample population Signup and view all the answers

What is the meaning of the notation $X - Y ∼ N(µ1 - µ2, σ^2_1 + σ^2_2)$?

It indicates the difference between two independent normal variables is also normally distributed. Signup and view all the answers

The density function for sums of independent normal variables becomes wider as more variables are added.

True Signup and view all the answers

What is the function used to describe the sampling distribution of the sum of 25 normal variables?

N(µ, σ^2/25) Signup and view all the answers

Study Notes

Statistical Inference - Basic Concepts

Statistics is divided into descriptive and inferential statistics.
Population is the set of all individuals or statistical units of interest.
Population size is denoted by N.
A random variable assigns an outcome to a statistical unit.
Variables are categorized as qualitative/categorical and quantitative.
A parameter describes an aspect of a population.
E(a) = a, E(aX + b) = aE(X) + b, E(aX + bY ) = aE(X) + bE(Y).
V(X) >= 0, V(a) = 0, V(X) = E(X^2) - E^2(X), V(aX + b) = a^2V(X).
V(aX + bY) = a^2V(X) + b^2V(Y) if X and Y are independent.
A random sample is a representative subset of a population.
X1,...,Xn is a random sample of size n, its observations are x1,...,xn
X1,...,Xn are independent and identically distributed (i.i.d) random variables.
E(X1) = E(X2) = ... = E(Xn) = µ and V(X1) = V(X2) = ... = V(Xn) = σ^2.
Statistical inference of θ is done using functions Θ̂n = h(X1,...,Xn).
Θ̂n is a random variable, its probability distribution is called the sampling distribution.
Standard deviation of a point estimator is called standard error: √V(Θ̂n).
A point estimator is a sample statistic used to estimate θ.
X̄, S^2, S and P̂ are sample mean, variance, standard deviation, and proportion respectively.
xi - x̄ is the deviation of the i-th observation from the mean.

Inference Procedures for Means

Point estimator for µ = E(X) is X̄ = (1/n)Σ(Xi).
Point estimator for σ^2 = V(X) is S^2 = (1/(n-1))Σ(Xi - X̄)^2.
Point estimator for σ = √V(X) is S = √(1/(n-1))Σ(Xi - X̄)^2.
Point estimator for p = Y/N is P̂ = Ỹ/n.

Sampling Distributions

The central limit theorem states that the distribution of sample means approaches a normal distribution as the sample size increases, regardless of the original distribution of the population.

This applies to sums of normal distributions, where Sums of n normal distributions become more normally distributed as n increases, converging towards a normal distribution.

Hypothesis Tests - Inference a Decision

A hypothesis test is a process for assessing evidence provided by data against the null hypothesis.
The null hypothesis, H0, is a statement about the population parameter that we want to test.
The alternative hypothesis, H1, is a statement that contradicts the null hypothesis.
The p-value measures the strength of sample data evidence against H0.
If the p-value is less than the significance level, α, we reject H0.
If the p-value is greater than or equal to α, we fail to reject H0.
Type I error occurs when we reject H0, but it's actually true.
Type II error occurs when we fail to reject H0, but it's actually false.

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Description

This quiz covers the foundational elements of statistical inference, including key definitions, properties of random variables, and the distinction between populations and samples. It also touches on the relationships between expectation, variance, and independence in statistics. Test your knowledge of these essential concepts in statistics!

Statistical Inference - september stats

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Questions and Answers

What does the sampling distribution of a statistic show?

All observed values in a random sample are dependent on each other.

What is the term for the standard deviation of a point estimator?

The difference between the data point $x_i$ and its mean $\bar{x}$ is called a _____ .

Which of the following is NOT a common statistical inference problem?

Match the sample statistics with their definitions:

A point estimate is denoted by the symbol $\hat{\theta}_n$.

What does i.i.d stand for in the context of random variables?

What is the formula for the sample mean (average) of a set of observations?

The sample variance is calculated using $n$ in the denominator.

What is the formula for the point estimate of variance (sample variance)?

The best point estimator for the mean is ___ .

Match the following terms to their definitions:

Given a sample of size 10 with observations of weights, what is the first step to calculate the average weight?

Find the sample average weight of the given brown sugar bags: 27.7, 31.5, 30.9, 29.6, 27.0, 38.1, 32.4, 31.1, 36.7, 28.4.

The standard deviation is the square root of ___ .

Which of the following best describes inferential statistics?

The term 'population' in statistics refers to a small segment of the data being studied.

What denotes the number of statistical units within a population?

A _____ variable can take on any value within a given range.

Match the following statistical terms with their definitions:

Which expression represents the expected value of a random variable?

In statistics, the distribution of random variable X changes when random variable Y changes if they are independent.

What does the notation θ represent in the context of statistics?

What does a smaller p-value indicate in hypothesis testing?

Failing to reject H0 means there is sufficient evidence to conclude that H0 is true.

What is a type-I error in the context of hypothesis testing?

In hypothesis testing, a p-value condition of p-value < α indicates that H0 is ______ to be true.

Match the following p-value conditions with their corresponding interpretations:

What does a jury concluding 'not guilty' correspond to in hypothesis testing?

In hypothesis testing, the null hypothesis H0 is equivalent to the alternative hypothesis H1.

Define hypothesis testing in one sentence.

What does the notation $X ilde{N}(µ, σ^2)$ represent?

The sum of two independent normal random variables is also normally distributed.

What is the expected value of the weighted sum $aX + bY$ if $X$ and $Y$ are independent random variables?

If $X ∼ N(µ1, σ^2_1)$ and $Y ∼ N(µ2, σ^2_2)$, then $X + Y ∼ N(____, ____ )$

Match the following terminology with their correct definitions:

What is the meaning of the notation $X - Y ∼ N(µ1 - µ2, σ^2_1 + σ^2_2)$?

The density function for sums of independent normal variables becomes wider as more variables are added.

What is the function used to describe the sampling distribution of the sum of 25 normal variables?

Study Notes

Statistical Inference - Basic Concepts

Inference Procedures for Means

Sampling Distributions

Hypothesis Tests - Inference a Decision

Studying That Suits You

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