Unit 2.

Sample mean Conf Int – proportion

distribution π(1−π)
x~N(μ; n)
σ Estimation error: 𝑑 = 𝑧𝛼/2 √ 𝑛
Sample proportion
distribution π(1 − π)
𝑃(𝑝 − 𝑧𝛼/2 √ ≤π
p ̂~(π; √(π(1 − π)/n)) 𝑛
nπ(1 − π) > 5
Sample variance distribution π(1 − π)
E(S 2 ) = σ2 ≤ 𝑝 + 𝑧𝛼/2 √ ) =1−𝛼
2σ4 𝑛
V(S 2 ) = Conf Int – variance
2 (n
n−1 ∑(𝑥 − 𝑥̅ ) 2
S − 1) σ2 = S 2 =
≈ 𝑥 2 n−1 𝑛−1
σ2 (𝑛 − 1)𝑆 2 (𝑛 − 1)𝑆 2
Unit 4. Conf.Int. – mean 𝑃( 2 ≤ σ2 ≤ 2 )
(variance known) 𝑥 1−𝛼/2,𝑛−1 𝑥 𝛼/2,𝑛−1
𝑥̅ − 𝜇 =1
𝑃 (−𝑧𝛼 ≤ ≤ 𝑧𝛼 ) −𝛼
2 𝜎⁄√𝑛 2
Unit 5. Pop mean. One sample.
=1−𝛼 Known var (If var unknown
(Var unknown) 𝑧𝛼/2 =>𝑡𝛼/2,𝑛−1 or 𝑡𝛼,𝑛−1 ; σ=>S)
𝑥̅ −𝜇
𝑃 (−𝑡𝛼,𝑛−1 ≤ 𝑆⁄ ≤ 𝑡𝛼,𝑛−1 )= 𝐻𝑜: 𝜇 = 𝜇0 𝑥̅ −𝜇
√𝑛
=1−𝛼
2 2
{ => | 𝜎 0 | ≥ 𝑧𝛼/2 =>
𝐻1: 𝜇 ≠ 𝜇0 ⁄
Conf.Int. – diff between Reject Ho
√𝑛
means (var known) 𝐻𝑜: 𝜇 = 𝜇0 𝑥̅ −𝜇0
{ => 𝜎 ≤ −𝑧𝛼 =>
𝐻1: 𝜇 < 𝜇0 ⁄
𝜎𝑥2 𝜎𝑦2 Reject Ho
√𝑛
𝑃 ((𝑥̅ − 𝑦̅) − 𝑧𝛼 √ +
2 𝑛𝑥 𝑛𝑦 𝐻𝑜: 𝜇 = 𝜇0 𝑥̅ −𝜇0
{ => 𝜎 ≥ 𝑧𝛼 => Reject
≤ 𝜇𝑥 − 𝜇𝑦 𝐻1: 𝜇 > 𝜇0 ⁄
√𝑛
Ho
Diff of mean. Unknown and equal
𝜎𝑥2 𝜎𝑦2 var.
≤ (𝑥̅ − 𝑦̅) + 𝑧𝛼 √ + )
2 𝑛𝑥 𝑛𝑦 𝐻𝑜: 𝜇𝑥 − 𝜇𝑦 = 𝜇0
{
=1−𝛼 𝐻1: 𝜇𝑥 − 𝜇𝑦 ≠ 𝜇0
(𝑛 −1)𝑆 2 +(𝑛2 −1)𝑆22
Matched pairs (Before & 𝑆̂ 2 = 1 𝑛 1+𝑛 −2 =>
1 2
after)
d=x-y (𝑋̅ −𝑌̅)−(𝜇𝑥0 −𝜇𝑦0 )
| | ≥ 𝑡𝑛1 +𝑛2 −2,𝛼/2
∑(𝑑 − 𝑑̂ )2 1
𝑆√ +
1
𝑆̂ 2 = 𝑛𝑥 𝑛𝑦
Diff of proportions
𝑛−1
𝑆 𝐻𝑜: 𝜋𝑎 − 𝜋𝑏 = 𝑝0
𝑃 (𝑑 − 𝑡𝛼/2,𝑛−1 ≤ 𝜇𝑑 { => 𝜋̂ =
√𝑛 𝐻1: 𝜋𝑎 − 𝜋𝑏 > 𝑝0
𝑁𝑎 𝑃𝑎 +𝑁𝑏 𝑃𝑏
𝑆
≤ 𝑑 + 𝑡𝛼/2,𝑛−1 ) = 1 − 𝛼 𝑁𝑎 +𝑁𝑏
√𝑛
𝑁𝑎 + 𝑁𝑏
𝑃𝑎 − 𝑃𝑏 ~𝑁(0; √ π(1 − π)
𝑁𝑎 ∗ 𝑁𝑏