306 core topics
· approximately 98 hours of instruction
including spaced review
An adaptive diagnostic (up to
40 questions) places the student on the course's knowledge
graph - topics already known are credited, and instruction begins exactly
at the learning frontier. Every topic is taught with a worked-example
lesson and auto-graded practice; a topic is mastered at
75%+ and then maintained through spaced reviews on an
expanding schedule. Mixed checks follow every 6 lessons;
each unit ends with a 12-item quiz, and course-wide assessments appear at
25%, 50%, 75%, and 100% mastery. Prerequisite gaps below the course are detected and taught rather
than skipped, so completion certifies the whole tower, not just the top.
| Mean, Median & Mode
[M] |
Three measures of center - and when each is the right one. |
| Range, IQR & Standard Deviation
[M] |
Spread: from the crude range to the resistant IQR to standard deviation. |
| Five-Number Summary & Boxplots
[M] |
Min, Q1, median, Q3, max - the skeleton of a boxplot. |
| z-Scores & Percentiles
[M] |
Standardize a value into standard-deviation units. |
| Describing Distributions
[M] |
Shape, center, spread - and always in context. |
| Outliers & Linear Transformations
[M] |
Flag outliers with 1.5·IQR; predict how rescaling shifts summaries. |
| The Empirical Rule (68-95-99.7)
[M] |
Bell curves keep 68%, 95%, 99.7% within 1, 2, 3 standard deviations. |
| Two-Way Tables: Marginal & Conditional
[M] |
Read joint, marginal, and conditional proportions from a table. |
| Correlation: Interpreting r
[M] |
What the correlation coefficient does - and does not - tell you. |
| Least-Squares Regression Line
[M] |
Build and use ŷ = a + bx to predict. |
| Residuals
[M] |
Residual = observed − predicted; the leftover a line misses. |
| r² - the Coefficient of Determination
[M] |
r² is the fraction of variation the line explains. |
| The t-Distribution & Degrees of Freedom
[M] |
When σ is unknown you use t, not z - and df drives its shape. |
| One-Sample t Interval for a Mean
[H] |
Estimate μ with x̄ ± t*·(s/√n) when σ is unknown. |
| One-Sample t Test for a Mean
[H] |
Test H₀: μ = μ₀ with t = (x̄ − μ₀)/(s/√n). |
| One-Proportion z Test
[H] |
Test H₀: p = p₀ with z = (p̂ − p₀)/√(p₀(1 − p₀)/n). |
| Two-Proportion z Interval & Test
[H] |
Compare two proportions: interval unpooled, test pooled. |
| Two-Sample t Interval for a Difference of Means
[H] |
Estimate μ₁ − μ₂ with (x̄₁ − x̄₂) ± t*·√(s₁²/n₁ + s₂²/n₂). |
| Two-Sample t Test for a Difference of Means
[H] |
Test H₀: μ₁ = μ₂ with t = (x̄₁ − x̄₂)/√(s₁²/n₁ + s₂²/n₂). |
| Matched-Pairs t Procedures
[H] |
Paired data → one-sample t on the differences. |
| Chi-Square Goodness-of-Fit Test
[H] |
Compare observed counts to expected with χ² = Σ(O − E)²/E, df = k − 1. |
| Chi-Square Test for Independence / Homogeneity
[H] |
Two-way table: expected = row×col/total, df = (r − 1)(c − 1). |
| Inference for a Regression Slope
[H] |
Test and estimate β with t = b/SE_b on df = n − 2. |
| Checking Conditions for Inference
[M] |
Random, 10%, and Normal/Large-Counts before every procedure. |
| The Mean
[H] |
Add the values, divide by how many there are. |
| The Median
[H] |
The middle value once the data are sorted. |
| Mode & Range
[H] |
The most frequent value; the full span of the data. |
| Quartiles & the IQR
[H] |
Split the sorted data into quarters; the middle half is the IQR. |
| Sample Standard Deviation
[H] |
Typical distance from the mean, dividing squared deviations by n − 1. |
| Population Standard Deviation
[H] |
Same idea as s, but dividing squared deviations by n. |
| Variance
[H] |
The square of the standard deviation. |
| Five-Number Summary
[H] |
Min, Q1, median, Q3, max - the skeleton of a boxplot. |
| Outliers: the 1.5·IQR Rule
[H] |
Flag values below Q1 − 1.5·IQR or above Q3 + 1.5·IQR. |
| z-Scores (Standardizing)
[H] |
How many standard deviations a value sits from the mean. |
| The Empirical Rule (68-95-99.7)
[H] |
Normal curves keep 68%, 95%, 99.7% within 1, 2, 3 SDs. |
| Linear Transformations of Data
[H] |
Adding shifts center only; multiplying scales center and spread. |
| Weighted Mean
[H] |
Average where some values count more than others. |
| Mean from a Frequency Table
[H] |
Weight each value by its frequency, then divide by the count. |
| Shape & Skewness
[H] |
Skew drags the mean toward the tail; report resistant summaries. |
| Resistant vs Non-Resistant Measures
[H] |
Median and IQR shrug off outliers; mean and SD do not. |
| Percentiles
[H] |
The percent of values at or below a given value. |
| Interpreting Correlation r
[H] |
r measures the strength and direction of a linear trend. |
| Properties of r
[H] |
Unitless, bounded by ±1, unchanged by shifting or rescaling. |
| LSRL Slope from r, sₓ, s_y
[H] |
Slope b = r·(s_y/sₓ). |
| LSRL Intercept
[H] |
The line passes through (x̄, ȳ), so a = ȳ − b·x̄. |
| Prediction with the LSRL
[H] |
Plug an x into ŷ = a + bx to get the predicted y. |
| Residuals
[H] |
Residual = observed − predicted. |
| r² - Coefficient of Determination
[H] |
Square the correlation to get the fraction of variation explained. |
| Interpreting r² as a Percent
[H] |
r² is the percent of variation in y the model accounts for. |
| Extrapolation
[H] |
Predicting outside the data range is risky. |
| Reading Residual Plots
[H] |
No leftover pattern means a line is a good fit. |
| Population, Sample, Parameter, Statistic
[H] |
Who we study vs who we measure; the truth vs our estimate. |
| Sampling Methods
[H] |
SRS, stratified, cluster, and systematic sampling. |
| Sources of Bias
[H] |
How samples systematically miss the truth - and a bigger n won't fix it. |
| Observational Study vs Experiment
[H] |
Watching vs doing - and what each can conclude. |
| Confounding Variables
[H] |
A lurking cause that mimics or masks the effect you care about. |
| Random Assignment vs Random Selection
[H] |
One earns causation; the other earns generalization. |
| Experimental Design: Control & Blinding
[H] |
Control groups, placebos, and double-blind comparison. |
| Blocking & Matched Pairs
[H] |
Group similar units first, then randomize within - like stratifying. |
| Principles of Experimental Design
[H] |
Control, randomization, replication - the three pillars. |
| Explanatory & Response Variables
[H] |
Which variable predicts, which one you measure. |
| Basic Probability Rules
[H] |
Favorable over total; every probability lives in [0, 1]. |
| The Complement Rule
[H] |
P(not A) = 1 − P(A). |
| The Addition Rule
[H] |
Add the pieces, then subtract the double-counted overlap. |
| Conditional Probability
[H] |
Probability once you restrict to a sub-population. |
| Independence & the Multiplication Rule
[H] |
Independent events multiply. |
| Mutually Exclusive vs Independent
[H] |
Disjoint events can't overlap; independent events don't influence. |
| Expected Value
[H] |
The probability-weighted average outcome. |
| 'At Least One' Probabilities
[H] |
P(at least one) = 1 − P(none). |
| Mean of a Discrete Random Variable
[H] |
μ_X = Σ x·P(x), the probability-weighted average. |
| Variance of a Discrete Random Variable
[H] |
σ²_X = Σ (x − μ)²·P(x). |
| SD of a Discrete Random Variable
[H] |
σ_X = √(variance), back in the original units. |
| Linear Transformation of a Random Variable
[H] |
Y = a + bX shifts and scales the mean; only |b| scales the SD. |
| Combining Means of Random Variables
[H] |
Means always add (or subtract): E(X ± Y) = E(X) ± E(Y). |
| Combining Variances of Independent RVs
[H] |
For independent X, Y variances ADD for both sums and differences. |
| Combining Standard Deviations
[H] |
SDs do NOT add - add variances first, then square-root. |
| Binomial Probability P(X = k)
[H] |
P(X = k) = C(n, k)·pᵏ·(1 − p)ⁿ⁻ᵏ. |
| Binomial Mean μ = np
[H] |
The expected number of successes is np. |
| Binomial Standard Deviation
[H] |
σ = √(np(1 − p)). |
| Binomial 'At Least One'
[H] |
P(X ≥ 1) = 1 − P(X = 0) = 1 − (1 − p)ⁿ. |
| Geometric Probability
[H] |
P(X = k) = (1 − p)ᵏ⁻¹·p - waiting for the first success. |
| Geometric Mean 1/p
[H] |
On average it takes 1/p trials to reach the first success. |
| Normal Percentages (Empirical Rule)
[H] |
Use 68-95-99.7 and symmetry to get common Normal percents. |
| Standardizing a Normal Value
[H] |
z = (x − μ)/σ turns any Normal value into a standard score. |
| Normal Value from a Percentile
[H] |
Invert with x = μ + z·σ for the common empirical percentiles. |
| The Standard Normal Distribution
[H] |
N(0, 1): the yardstick every Normal is measured against. |
| Center of the Sampling Distribution of x̄
[H] |
x̄ is unbiased: μ_x̄ = μ. |
| Standard Error of x̄
[H] |
σ_x̄ = σ/√n - bigger samples, less variability. |
| Center of the Sampling Distribution of p̂
[H] |
p̂ is unbiased: μ_p̂ = p. |
| Standard Error of p̂
[H] |
σ_p̂ = √(p(1 − p)/n). |
| The Central Limit Theorem
[H] |
Large samples make x̄ approximately Normal, whatever the population shape. |
| The Large Counts Condition
[H] |
np ≥ 10 and n(1 − p) ≥ 10 make p̂ approximately Normal. |
| Normal Condition for Means
[H] |
Normal population or a large sample (CLT) justifies t/z for a mean. |
| Bias vs Variability
[H] |
Center handles bias; sample size handles variability. |
| Effect of Sample Size
[H] |
SE ∝ 1/√n, so quadrupling n halves the standard error. |
| z Confidence Interval for a Mean
[H] |
x̄ ± z*·(σ/√n) when σ is known. |
| Margin of Error for a Mean
[H] |
Margin of error = critical value × standard error. |
| Critical Values z*
[H] |
1.645 → 90%, 1.96 → 95%, 2.576 → 99%. |
| Confidence Interval for a Proportion
[H] |
p̂ ± z*·√(p̂(1 − p̂)/n). |
| Standard Error for a Proportion Interval
[H] |
In a CI, estimate the SE with p̂: √(p̂(1 − p̂)/n). |
| Margin of Error for a Proportion
[H] |
ME = z*·√(p̂(1 − p̂)/n). |
| Interpreting a Confidence Interval
[H] |
Confidence is about the method's long-run capture rate, not one interval. |
| What Changes Interval Width
[H] |
Higher confidence widens; larger samples narrow. |
| Setting Up Hypotheses
[H] |
H₀ is the status quo; both hypotheses are about parameters. |
| One-Proportion z Statistic
[H] |
z = (p̂ − p₀)/√(p₀(1 − p₀)/n). |
| One-Sample z Statistic for a Mean
[H] |
z = (x̄ − μ₀)/(σ/√n) when σ is known. |
| Interpreting a p-Value
[H] |
P(data this extreme | H₀ true) - small means evidence against H₀. |
| The Decision Rule
[H] |
Reject H₀ when p-value ≤ α; otherwise fail to reject. |
| Type I & Type II Errors
[H] |
Type I: reject a true H₀ (rate α). Type II: keep a false H₀. |
| Choosing t vs z
[H] |
Means with unknown σ → t; proportions → z. |
| Chi-Square Expected Counts
[H] |
Expected = (row total × column total) / grand total. |
| Chi-Square Degrees of Freedom
[H] |
GOF: df = k − 1. Two-way: df = (r − 1)(c − 1). |
| Chi-Square Contributions
[H] |
Each cell contributes (O − E)²/E; sum them for χ². |
| Computing the Chi-Square Statistic
[H] |
χ² = Σ (O − E)²/E summed over every category. |
| Describing a Distribution Completely
[H] |
A complete description reports shape, center, spread, and unusual features in context. |
| Shape from a Dotplot
[H] |
Read shape from a dotplot by where the long tail points and how many peaks appear. |
| Gaps, Clusters and Isolated Values
[H] |
Gaps, clusters, and isolated values are unusual features that must be reported. |
| Inferring Shape from Summary Statistics
[H] |
Compare the mean with the median and the two tail lengths to infer skew. |
| Locating the Median in a Histogram
[H] |
Accumulate the frequencies until you pass half the observations to find the median's interval. |
| Reading a Cumulative Relative Frequency Plot
[H] |
A cumulative relative frequency plot gives the percent at or below each value, so subtract to get an interval. |
| Comparing Centers of Two Distributions
[H] |
Compare two distributions by reporting the difference in their centers with units and context. |
| Comparing Spreads of Two Distributions
[H] |
Compare variability with the IQR, the resistant measure of spread read from a boxplot. |
| Writing a Comparison in Context
[H] |
A comparison must use comparative language, cite both centers and both spreads, and stay within what the data support. |
| What Boxplots Cannot Show
[H] |
A boxplot shows the five-number summary only, so it hides sample size, modes, the mean, and the standard deviation. |
| How an Outlier Moves the Mean
[H] |
Recompute a mean after a value is added by rebuilding the total, since the mean is not resistant. |
| How Little an Outlier Moves the Median
[H] |
The median depends only on position, so adding one extreme value shifts it at most one position. |
| Recomputing a Mean After Removing Values
[H] |
Recover the total from n times the mean, subtract the removed values, then divide by the count that remains. |
| Outliers, the Standard Deviation and the IQR
[H] |
Squared deviations make the standard deviation sensitive to outliers, while the IQR ignores them. |
| Comparing Performances with z-Scores
[H] |
Standardizing removes units and centers, so the larger z-score marks the better relative performance. |
| Solving for a Missing Mean or Standard Deviation
[H] |
Rearrange z = (x - mu)/sigma to recover whichever of mu or sigma is unknown. |
| The Empirical Rule on Measurement Values
[H] |
Convert each boundary to a whole number of standard deviations, then combine the 68-95-99.7 areas. |
| Expected Counts from the Empirical Rule
[H] |
Multiply the empirical-rule percent for a region by the sample size to get an expected count. |
| Normal Areas from Boundaries
[H] |
Standardize each boundary, then subtract cumulative Normal areas to get the proportion between them. |
| Normal Boundaries from Areas
[H] |
Find the z-score with the required area below it, then unstandardize with x = mu + z sigma. |
| The Middle c Percent of a Normal Model
[H] |
Split the leftover area between the two tails, so the middle c percent runs from the (50 - c/2) to the (50 + c/2) percentile. |
| Solving a Normal Model for sigma
[H] |
Convert the stated area to a z-score, then divide the distance from the mean by that z-score. |
| Solving a Normal Model for mu
[H] |
Convert the stated area to a z-score, then subtract z sigma from the given value to recover the mean. |
| Counting Outliers from Raw Data
[H] |
Compute the quartiles, build both fences, then count the values outside them. |
| Building the Fences from Raw Data
[H] |
The fences sit one and a half IQRs beyond the quartiles, so the quartiles must be found from the data first. |
| Recovering a Quartile from a Fence
[H] |
Reverse the 1.5 IQR rule by treating the fence equation as an equation to solve for the unknown quartile. |
| Reading Percentages from a Boxplot
[H] |
The quartiles cut a boxplot into four parts holding about 25 percent of the data each. |
| Form, Direction and Strength
[H] |
Describe a scatterplot by its form, its direction, and the strength of the pattern, in context. |
| Matching a Scatterplot to r
[H] |
The sign of r follows the direction of the pattern and its magnitude follows how tightly the points hug a line. |
| Why r Alone Cannot Judge Form
[H] |
The correlation measures only linear association, so a large r never establishes that a line is the right model. |
| Finding the Point that Departs from the Pattern
[H] |
The point that departs most from a linear pattern is the one with the largest residual in absolute value. |
| The Least-Squares Line from Summary Statistics
[H] |
Build the line from b = r times s_y over s_x and the point of averages, then predict. |
| Interpreting a Slope in Context
[H] |
The slope is the predicted change in y for each one-unit increase in x, with the units of y per unit of x. |
| Interpreting an Intercept in Context
[H] |
The intercept is the predicted value of y when x equals zero, and it is meaningful only if x = 0 is within the data's reach. |
| Recovering r from the Slope
[H] |
Invert b = r times s_y over s_x to get r = b times s_x over s_y. |
| Inverse Prediction from a Regression Line
[H] |
Set the predicted value equal to the target and solve the linear equation for x. |
| Recovering an Observed Value from a Residual
[H] |
Since residual equals observed minus predicted, the observed value is the prediction plus the residual. |
| Residuals from a Least-Squares Line Sum to Zero
[H] |
Least-squares fitting forces the residuals to sum to zero, so a missing residual is the negative of the others' total. |
| Reading a Residual Plot
[H] |
A residual plot shows observed minus predicted, so a point below zero marks an over-prediction. |
| The Sign of a Residual in Context
[H] |
A negative residual means the model over-predicted and the point lies below the line. |
| Recovering the Sign of r from r Squared
[H] |
r squared hides the direction, so take the square root and attach the sign of the slope. |
| Stating r Squared Precisely
[H] |
r squared is the percent of the variation in y explained by the linear model, not the percent of points on the line. |
| What Changes r and What Does Not
[H] |
The correlation is unitless and unchanged by linear rescaling or by swapping the variables, while the slope is not. |
| High Leverage, Outliers and Influence
[H] |
Leverage comes from an extreme x value, an outlier from a large residual, and influence from removing the point changing the fit. |
| Diagnosing an Influential Point
[H] |
A point is influential when deleting it markedly changes the slope, the intercept, or r squared. |
| Refitting the Slope with a Point Removed
[H] |
Refit the least-squares slope from the remaining points using the sums of the deviation products. |
| Choosing a Transformation to Linearize
[H] |
Constant multiplicative growth calls for log y on x, a power relationship for log y on log x, and logarithmic growth for y on log x. |
| Back Transforming an Exponential Fit
[H] |
Predict the transformed response first, then undo the logarithm to return to the original units. |
| Back Transforming a Power Fit
[H] |
A line fitted to log y against log x is a power model, so substitute log x and then undo the logarithm. |
| Reading Growth from a Transformed Slope
[H] |
In a log y model the slope is a multiplicative rate: each unit of x multiplies the predicted y by the base raised to the slope. |
| A Simple Random Sample from a Line of Random Digits
[H] |
Read equal-length digit groups in order, keeping labels that are in range and skipping repeats. |
| Proportional Allocation in a Stratified Sample
[H] |
Proportional allocation gives every stratum the same sampling fraction, so n_i = n(N_i/N). |
| Why Stratify: Precision, Not Fairness
[H] |
Stratifying reduces variability when the strata differ from one another and are similar inside. |
| Cluster Samples versus Stratified Samples
[H] |
A cluster sample measures every individual in a few randomly chosen groups; a stratified sample takes some individuals from every group. |
| The Interval in a Systematic Sample
[H] |
A systematic sample takes every k-th individual with k = N/n after a random start, so the j-th selection is start + (j - 1)k. |
| Periodicity Breaks a Systematic Sample
[H] |
When the list repeats with a period matching the sampling interval, every selection shares the same position in the cycle and the sample is biased. |
| Sampling Frames and Undercoverage
[H] |
Undercoverage occurs when the list sampled from omits part of the population, giving those individuals no chance of selection. |
| Nonresponse versus Voluntary Response
[H] |
Nonresponse is failure to reply by individuals selected at random; voluntary response is self-selection by individuals never sampled. |
| Question Wording and Response Bias
[H] |
A leading or loaded question pushes answers in a predictable direction, biasing the estimate that way. |
| Predicting the Direction of a Bias
[H] |
A biased design misses the parameter in a predictable direction, and a larger sample does not remove it. |
| Retrospective and Prospective Studies
[H] |
Both look at groups the subjects already belong to: a retrospective study reads past records, a prospective study follows subjects forward in time. |
| Factors, Levels and the Number of Treatments
[H] |
A treatment is one combination of levels, so the number of treatments is the product of the numbers of levels. |
| Group Sizes in a Completely Randomized Design
[H] |
In a completely randomized design every unit is assigned at random among the groups, whose sizes sum to the number of units. |
| What Replication Means
[H] |
Replication means applying each treatment to several experimental units, not repeating a measurement or the whole study. |
| The Placebo Effect and a Placebo Control
[H] |
The placebo effect is a response to the act of being treated, so a placebo control group is needed to isolate the treatment effect. |
| Single-Blind and Double-Blind Experiments
[H] |
An experiment is single-blind when one of the two parties, subjects or measurers, is unaware of the assignment, and double-blind when both are. |
| Choosing a Blocking Variable
[H] |
Block on a variable known to affect the response, then randomize treatments within each block. |
| Randomizing Within Blocks
[H] |
In a randomized block design each block is split at random among the treatments, so a block of size s gives s/t units per treatment. |
| Randomization in a Matched-Pairs Design
[H] |
A matched-pairs design is blocking with blocks of size two: the assignment is randomized within each pair and the paired differences are analyzed. |
| Scope of Inference: Which Conclusion Is Earned
[H] |
Random selection permits generalization to the population; random assignment permits a cause-and-effect conclusion. |
| Diagnosing the Flaw in an Experiment
[H] |
A sound experiment needs comparison, random assignment and replication; each missing element permits a specific alternative explanation. |
| Assigning Digits to Model a Probability
[H] |
Use the shortest digit group whose count of equally likely outcomes matches the probability, and assign that share of the groups to success. |
| Estimating a Probability from Simulated Trials
[H] |
A simulation estimates a probability by the proportion of trials in which the event occurred, and a mean by the average trial result. |
| Choosing a Correct Simulation Setup
[H] |
A valid simulation matches the probability of each outcome, the number of repetitions in one trial, and whether selection is with or without replacement. |
| The Addition Rule for Three Events
[H] |
Add the single probabilities, subtract every pairwise overlap, then add back the triple overlap. |
| Mutually Exclusive, Independent, or Neither
[H] |
Mutually exclusive means P(A and B) = 0; independent means P(A and B) = P(A)P(B); events with positive probabilities cannot be both. |
| The Overlap That Independence Forces
[H] |
Independence fixes the intersection at P(A and B) = P(A)P(B), which also determines the union. |
| Reversing a Conditional in a Two-Way Table
[H] |
The condition sets the denominator: P(row | column) divides by the column total, P(column | row) by the row total. |
| The Law of Total Probability
[H] |
Split the sample space into cases, multiply each case probability by its conditional probability, and add. |
| Reversing a Conditional in a Screening Test
[H] |
P(condition | positive) is the probability of the true-positive path divided by the total probability of a positive result. |
| Testing Independence in a Two-Way Table
[H] |
Two events in a table are independent exactly when the conditional proportion equals the overall proportion. |
| Completing a Probability Distribution
[H] |
The probabilities of a discrete random variable sum to 1, which recovers any single missing value. |
| Standard Deviation from a Probability Table
[H] |
Compute the mean, then the probability-weighted average squared deviation, then take the square root. |
| Interpreting the Mean of a Random Variable
[H] |
The mean of a random variable is its long-run average value, not its most likely value and not necessarily attainable. |
| Expected Net Gain
[H] |
Expected net gain is the expected payout minus the fixed cost, and it scales with the number of repetitions. |
| Tail and Conditional Probabilities from a Table
[H] |
Add the probabilities of the values in the event; a condition restricts the table and rescales by the probability of the condition. |
| The Total of n Copies versus n Times One
[H] |
Variances add for independent copies, so the total of n copies has SD σ√n, while n times a single observation has SD nσ. |
| Mean and Standard Deviation of aX + bY
[H] |
Means combine linearly; for independent variables the variances combine as a²σ²_X + b²σ²_Y, whatever the signs. |
| Checking the Binomial Conditions
[H] |
A binomial count needs a fixed number of independent trials, two outcomes per trial, and the same success probability throughout. |
| Binomial Probability over a Range
[H] |
Add the binomial probabilities of every count in the range, or subtract the complement when fewer terms are needed. |
| The Most Likely Binomial Count
[H] |
The most likely count of a binomial variable is the largest whole number not exceeding (n + 1)p. |
| Cumulative Geometric Probabilities
[H] |
For a geometric count P(X greater than k) = (1 - p)^k, and the model is memoryless, so past failures do not change what follows. |
| Binomial or Geometric?
[H] |
Count successes in a fixed number of trials with the binomial model; count trials up to the first success with the geometric model. |
| A Probability for a Sample Mean
[H] |
Standardize with z = (x̄ - μ)/(σ/√n), then read the Normal table. |
| When the Central Limit Theorem Is Needed
[H] |
The Central Limit Theorem makes the sampling distribution of x̄ approximately Normal for a large sample, whatever the population shape. |
| A Probability for a Sample Proportion
[H] |
Standardize with z = (p̂ - p)/√(p(1 - p)/n), then read the Normal table. |
| The 10% Condition
[H] |
When sampling without replacement, the standard error formulas require the sample to be at most one tenth of the population. |
| The Shape of the Distribution of p-hat
[H] |
The distribution of p̂ is approximately Normal only when np and n(1 - p) are both at least 10; otherwise it is skewed away from the nearer boundary. |
| Conditions for a Proportion Interval
[H] |
A one-sample z interval for p requires Random, 10%, and Large Counts. |
| Constructing a Proportion Interval
[H] |
The interval is p-hat plus or minus z* times the square root of p-hat(1 minus p-hat)/n. |
| Interpreting a Proportion Interval
[H] |
An interval estimates the population proportion, not the sample proportion or individuals. |
| Recovering p-hat, the Margin of Error and n
[H] |
The centre of an interval is the estimate and half its width is the margin of error. |
| Assessing a Claim with a Proportion Interval
[H] |
Values inside a confidence interval are plausible; values outside it are not. |
| Conditions for a t Interval for a Mean
[H] |
A t interval needs Random, 10%, and a Normal population or a large sample. |
| Constructing a t Interval for a Mean
[H] |
The interval is x-bar plus or minus t* times s/root n, with df = n minus 1. |
| Interpreting a t Interval for a Mean
[H] |
A confidence interval estimates the population mean, not individual values. |
| Recovering x-bar, the Margin of Error and s
[H] |
From a reported interval, x-bar is the midpoint and the margin of error is the half-width. |
| Changing the Confidence Level
[H] |
With the sample fixed, the margin of error is proportional to z*. |
| Changing the Sample Size
[H] |
The margin of error shrinks in proportion to the square root of the sample size. |
| Comparing Margins of Error
[H] |
The margin of error rises with z* and with p-hat near 0.5, and falls as n grows. |
| Precision Against Confidence
[H] |
At a fixed sample size, more confidence costs precision and less confidence buys it. |
| Planning a Sample Size from a Pilot Estimate
[H] |
Solve the margin of error formula for n, using a pilot value of p-hat, and round up. |
| The Conservative Sample Size
[H] |
Using p = 0.5 maximizes p(1 minus p) and guarantees the target margin of error. |
| Planning a Sample Size for a Mean
[H] |
Solve m = z* sigma over root n for n, giving n = (z* sigma / m) squared, and round up. |
| How Precision Scales with Sample Size
[H] |
Dividing the margin of error by k requires multiplying the sample size by k squared. |
| Hypotheses Stated in Context
[H] |
The null states no effect at the claimed value; the alternative states the effect asked about. |
| Parameters, Not Statistics, in Hypotheses
[H] |
Hypotheses are claims about population parameters, never about sample statistics. |
| Writing a Conclusion in Context
[H] |
Compare the p-value with alpha, then state the decision and the evidence in context. |
| The p-Value as a Conditional Probability
[H] |
A p-value is the chance of a result this extreme or more, computed assuming the null is true. |
| Finding a p-Value from a Normal Table
[H] |
The p-value is the tail area beyond z, doubled for a two-sided alternative. |
| Misreadings of a p-Value
[H] |
A p-value measures evidence against the null, not the probability that a hypothesis holds. |
| Significance, Effect Size and Design
[H] |
A small p-value shows an effect is detectable, not that it is large or causal. |
| The One-Proportion z Statistic from Counts
[H] |
Standardize p-hat using the null value: z = (p-hat minus p0) over root p0(1 minus p0)/n. |
| Which Proportion Goes in the Standard Error
[H] |
A test standardizes with the null value p0; an interval must estimate with p-hat. |
| The Pooled Two-Proportion z Test
[H] |
Under H0 the two proportions are equal, so the counts are pooled into one estimate. |
| Conclusions from a Two-Sample Test
[H] |
Random assignment permits a causal conclusion; random sampling permits generalization. |
| A t Statistic from Raw Data
[H] |
From raw data, compute x-bar and s first, then t = (x-bar minus mu0) over s/root n. |
| The Two-Sample t Statistic
[H] |
Standardize the observed difference of means about the hypothesized difference. |
| Paired Data or Two Independent Samples
[H] |
Data are paired when each observation in one group is naturally linked to one in the other. |
| Paired t Procedures from a Data Table
[H] |
Reduce paired measurements to one column of differences and analyse that column. |
| A Type I Error in Context
[H] |
A Type I error rejects a null hypothesis that is actually true. |
| A Type II Error in Context
[H] |
A Type II error fails to reject a null hypothesis that is actually false. |
| Controlling Type I and Type II Errors
[H] |
Lowering alpha reduces Type I errors; only more data reduces both error rates at once. |
| Power Described in Context
[H] |
Power is the chance a test detects a specified true alternative value. |
| Intervals and Two-Sided Tests Agree
[H] |
A C% interval rejects exactly the null values it excludes, at alpha = 1 minus C. |
| Reading an Interval for a Difference
[H] |
An interval for a difference shows a difference only when it excludes zero. |
| Matching a Level to a Significance Level
[H] |
A two-sided test at alpha matches a confidence level of 1 minus alpha. |
| Expected Counts for a Goodness-of-Fit Test
[H] |
Each expected count is the sample size times the claimed proportion for that category. |
| The Chi-Square Goodness-of-Fit Statistic
[H] |
Add (observed minus expected) squared over expected across every category. |
| The Largest Chi-Square Contribution
[H] |
A category's contribution compares its squared deviation with its expected count. |
| Choosing the Right Chi-Square Procedure
[H] |
One sample and one variable is goodness of fit; one sample and two variables is independence; several samples is homogeneity. |
| Chi-Square from a Two-Way Table
[H] |
Each expected count is the row total times the column total divided by the grand total. |
| A t Statistic for a Regression Slope
[H] |
The slope statistic is the estimate minus the hypothesized slope, divided by its standard error. |
| A Confidence Interval for a Slope
[H] |
The interval for beta is b plus or minus t* times the standard error of the slope, on n minus 2 degrees of freedom. |
| Conclusions about a Regression Slope
[H] |
A significant slope shows a linear relationship in the population, not causation or strength. |