Module 4 Introductory Statistical Analysis
by Patrick Boily, with contributions from Rafal Kulik and Shintaro Hagiwara
Loosely speaking, a statistic is any function of a sample from the distribution of a random variable; statistics aim to extract information from an observed sample to summarize the essential features of a dataset.
In this module, we introduce the basics of statistics, and we show how probability theory can be used to build confidence intervals and conduct hypothesis tests, two of the fundamental tasks of statistical analysis. We also discuss various variance decompositions and multivariate statistics.
Our review of statistical methods is by necessity quite brief; further details can be found in , , , , , , , , , and . A fair number of the examples we provide in the rest of the module also come from those references.
4.3 Point and Interval Estimation
4.3.1 Standard Error
4.3.2 C.I. for \(\mu\) When \(\sigma\) is Known
4.3.3 Confidence Level
4.3.4 Sample Size
4.3.5 C.I. for \(\mu\) When \(\sigma\) is Unknown
4.3.6 C.I. for a Proportion
4.4 Hypothesis Testing
4.4.1 Hypothesis Testing in General
4.4.2 Test Statistics and Critical Regions
4.4.3 Test for a Mean
4.4.4 Test for a Proportion
4.4.5 Two-Sample Tests
4.4.6 Difference of Two Proportions
4.4.7 Hypothesis Testing with