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Third Edition
Statistical Methods for the Social Sciences
Alan Agresti
University of Florida
Barbara Finlay
Texas A & M University
PRENTICE HALL, Upper Saddle River, New Jersey 07458
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ISBN 0'3152bi1;1;
9 780135 265260
Third Edition
PRENI'ICE HALL .
Key Formulas for Statistical Methods
Chapter 3
Mean
Descriptive Statistics
Standard deviation
Chapter 9 s=
Linear Regression and Correlation
predietieneqeaeiea
~Yi Y =n
Linear regression IlIodel£ffl=rr+fHt,
Pearson correlation r = (:;)
¥
=tt+b*
b, I :::r ::: I
Chapter 4
zscore
Probability Distributions
z
I.
YJL = 
a
Standard error
ay
= In
In
s
a
PRE r2 = TSST;SSSE, Test of independence Ho:
TSS =
L(Y  y)2,
ab
SSE =
L(Y  h2,
0::: r2:::
I
f3 = 0,
b t = ;:, df = n  2
Chapter 5
Confidence
Statistical Inference: Estimation
interval for mean
Y ± zOy with Oy =

Chapter 11
Multiple Regression and Correlation
model
0 0 0
Confidence
interval for proportion
if ± zOn: with an: =
, JirO  ir)
n
Multiple regression
E(Y)
=a
Global test Ho : f31 =
= f3k =
°
+ f3IXI + /hX2 +
(1 df
0
0
0
+ f3kXk + I)
Chapter 6
Statistical Inference: Significance Tests
°
0
Test statistic F = Model mean square = Error mean square df, = k, dh = n  (k for n ::: 30 Partial test Ho :
R2/ k R2) / n  (k
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Yay
JLo
WI
ith ri
ay =
s
+ I)
t  Ob
b,
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vn
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normal distribution,
f3i =
0,
test statistic
=
n  (k
+ I)
= n  I (assume normal population
Chapter 12
Ho : JLI =
000
Comparing Groups: Analysis of Variance Methods
= JLg, Oneway sum of squares/Tg ANOVA test statistic  I)
,
Ho : n
= 1To test
statistic z
=
if  1To with an: = aR
'J
1ToO n
1To)
F=
Between
0 0
Within sum of squares/t v  g)
dfL = g  1, dh = N  g
Chapter 7
Compare
Comparison of Two Groups
means:
Chapter 13
E(y) =
Combining Regression and ANOVA:Analysis of Covariance
f3X +
(Y2

YI) ± zOy,_y,
with Oy,_y, =
a+
f31Z1 + 0 ° 0+ f3g_IZg_l,
Zj= I or
°
is dummy variable for group i
Chapter 14
Quadratic Exponential
Model Building with Multiple Regression
regression regression E(Y) = a
+ f3IX + fhX2
E (Y) = af3x (log of mean is linear in X)
Chapter 15 Analvzlna Association Between Categorical Variables
Independence, ,,(fo  fe)2 X2 = L.' df = (rI)(cI) fe
_ £l+fJX
Logistic Regression: Modeling Categorical Responses
logitor) = log (odds) = log
Logistic regression
_
(I~"')
= ex + f3X
1T 
I+e"+px

odds I+odds
'I  I ::: y:::
,z
Y '±'zay = ;:,y
ay
Contents
1
Introduction
1.1 1.2 1.3 1.4
1
Introduction to Statistical Methodology Description and Inference 4 The Role of Computers in Statistics 7 Chapter Summary 9
2
Sampling and Measurement
2.1 2.2 2.3 2.4 2.5
12
Variables and Their Measurement 12 Randomization 17 Sampling and Nonsampling Variability 22 Other Probability Sampling Methods· 25 Chapter Summary 28
3
Descriptive Statistics
3.1 3.2 3.3 3.4 3.5 3.6
35
Tabular and Graphical Description 35 Measuring Central Tendency The Mean 45 The Median and Other Measures of Central Tendency 48 Measures of Variation 56 Sample Statistics and Population Parameters 64 Chapter Summary 65
v
Contents vi Contents
vII
4.1 4.2 4.3 4.4 4.5 4.6
Probability
Distributions
for Discrete and Continuous
Variables
81
The Normal Probability Distribution 86 Sampling Distributions 94 Sampling Distributions of Sample Means 99 Review: Population, Sample, and Sampling Distributions Chapter Summary
. 107
8.6 8.7 8.8
Inference for Ordinal Associations 278 Measuring Association: Proportional Reduction in Error' Chapter Summary 285
282
9
Linear Regression and Correlation
9.1 9.2 9.3 9.4 9.5 9.6 9.7
301
110
5
StJtistical Inference: Estimation
5.1 5.2 5.3 5.4 5.5 5.6
121
Point Estimation 122 Confidence Interval for a Mean 125 Confidence Interval for a Proportion 131 Choice of Sample Size 135 Confidence Intervals for a Median' 141 Chapter Summary 144
Linear Relationships 303 Least Squares Prediction Equation 307 The Linear Regression Model 314 Measuring Linear AssociationThe Correlation Inference for the Slope and Correlation 326 Model Assumptions and Violations 335 Chapter Summary 340
318
10 154
Introduction to Multivariate Relationships
10.1 10.2 10.3 10.4 10.5
Association and Causality 357 Controlling for Other Variables 359 Types of Multivariate Relationships 365 Inferential Issues in Statistical Control 371 Chapter Summary 372
356
6
Statistical Inference: Significance Tests
6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8
Elements of a Significance Test 155 Significance Test for a Mean 159 Significance Test for a Proportion 167 Decisions and Types of Errors in Tests of Hypotheses 173 SmallSample Inference for a MeanThe t Dist~ibuti?n .18? . SmallSample Inference for a Proportion The Binomial Distribution Calculating p(Type II error)" Chapter Summary 196
11
187
Multiple Regression and Correlation
11.1 11.2 11.3 11.4 11.5 11.6 11.7 11.8 11.9
382
388
193
7
Comparison of Two Groups
7.1 7.2 7.3 7.4 7.5 7.6
210
Quantitative Data: Comparing Two Means 212 Qualitative Data: Comparing Two Proportions 216 SmallSample Inference for Comparing Means and Proportions Comparing Dependent Samples 226 Nonparametric Statistics" 232 Chapter Summary 233
220
Multiple Regression Model 383 Example with Multiple Regression Computer Output Multiple Correlation and Rsquared 394 Inference for Multiple Regression Coefficients 398 Modeling Interaction 404 Comparing Regression Models 408 Partial Correlation" 411 Standardized Regression Coefficients' 415 Chapter Summary 419
12 248
Comparing Groups: Analysis of Variance Methods
12.1 12.2 12.3 12.4 12.5 12.6 12.7
438
8
Analyzing Association Between Categorical Variables
8.1 8.2 8.3 8.4
Contingency Tables 249 ChiSquared Test of Independence 253 More on Testing Independence 260 Measuring Association in 2 x 2 Tables 265
Comparing Several Means: OneWay Analysis of Variance 439 Multiple Comparisons of Means 445 Performing ANOVA by Regression Modeling 449 TwoWay ANOVA 452 TwoWay ANOVA and Regression 456 Repeated Measures ANOVA 462 TwoWay ANOVA with Repeated Measures on a Factor 466
vIII
Contents
Contents
Ix
Answers to Selected Problems
12.9 Chapter Summary 475
674
Index
700
13
Combining Regression and ANOVA: Analysis of Covariance
13.1 13.2 13.3 13.4 1~.5 13.6 Comparing Means and Comparing Regression Lines 491 Analysis of Covariance Model 494 Analysis of Covariance, Permitting Interaction 499 Inference for Analysis of Covariance Models 503 Adjusted Means 508 Chapter Summary 516
14
Model Building with Multiple Regression
14.1 14.2 14.3 14.4 14.5 14.6 14.7
527
Model Selection Procedures 527 Regression Diagnostics 534 MulticOllinearity 541 Nonlinearity: Polynomial Regression 543 Generalized Linear Models 550 Exponential Regression and Log Transforms 556 Chapter Summary 561
15
Logistic Regression: Modeling Categorical Responses
15.1 15.2 15.3 15.4 15.5 15.6 15.7 Logistic Regression 576 Inference and Multiple Predictors in LogistiCRegression 581 Logit Models with Qualitative Explanatory Variables 585 Loglinear Models for Categorical Variables 589 Logit and Loglinear Model Goodness of Fit 594 Logit Models for Ordinal Variables 599 Chapter Summary 606
575
16
Introduction to Advanced Topics
16.1 16.2 16.3 16.4 16.5
620
Event History Models 620 Path Analysis 624 Factor Analysis 630 Structural Equations with Latent Variables 634 Markov Chains 638
Appendix: SAS and SPSS for Statistical Analyses Tables 667
644
Preface
When my coauthor and I undertook the first edition of this book nearly two decades ago, our goal was to introduce both basic and advanced statistical methods in a style that emphasized their application to the social sciences rather than the mathematics behind them. We did this by focusing on how the methods are used and interpreted rather than their theoretical derivations.
In this third edition of the book, there is an even stronger emphasis on applications, with greater attention to "real data" both in the examples and exercises. We continue to downplay mathematics, in particular probability, which is all too often a stumbling block for students. We present only the basic probabilistic concepts needed for statistical inference, concentrating on the fundamental concept of sampling distributions. On the other hand, the text is not a cookbook. Reliance on an overly simplistic recipebased approach to statistics is not the route to good statistical practice.
Changes In the Third Edition
In the nearly twenty years since the first edition, the tremendous increase in computer power coupled with the continued improvement and accessibility of statistical software has had a major impact on the way social scientists analyze data. This is reflected in many of the major changes in this edition. This edition deemphasizes even further the traditional shortcut handcomputational formulas and approximations. The presentation of computationally complex methods, such as regression, devotes more attention
xl
• The book has a somewhat lower technical level in the first nine chapters. This material is optional. starting in Chapter 9. and for either a single term or a twoterm sequence. The large data sets in the examples and exercises. Appendix A explains how to use SAS and SPSS for methods of each chapter. integration of computer software. both in chapter text and homework problems. encompassing ordinary regression. and testing for causal relationships • The g~nera1iz~ linear modeling approach. • Chapter 8.9. is primarily concerned with model building. now includes two sections on repeated measures analyses. gamma regression for nonnegative responses With s~dard deviation proportional to the mean.37. including a data set introduced in Exercise 1. • Chapter 16 includes a section on event history analysis.7. and 8. such as: • Methods for contingency tables that are more informative than chisquared.7.xII Preface Statistics Courses Preface xiii to interpreting computer output than to using ond half of the text contains numerous sample SAS and SPSS printouts. If the instructor wishes to go further than Chapter 9 or wishes to cover some material in greater depth. • Chapter 15 provides stronger emphasis on logistic regression and introduces its extension for ordinal response variables. but especially sociology.5. The data come from all the social and behavioral sciences.1believe that the student who works through this book successfully will acquire a solid foundation in applied statistical methodology. sections that can easily be omitted without disturbing continuity include 2. such as scatterplot matrices. there is much stronger focus on real examples and on the Like the first two editions. This edition also adds a detailed Appendix explaining how to apply SAS and SPSS to conduct the methods of each chapter. 10: Emphasis on categorical data. straightforward exercises on the text material in' Practicing the Basics. not an encyclopedic cookbook. The main changes are as follows: • As already mentioned. These chapters naturally link with an introduction to computer software.5. ~alYSISofvanance and covariance. political science.7. It does cover the most important methods for social science research.66.112. The text does not attempt to present every available method. education. or exercises marked by asterisks. This material forms the basis of a second course. and advanced material in Concepts and Applications. 11: Emphasis on regression • Chapters 17.ufl. twosample procedures. • Chapter 14 presents the generalized linear model unification of regression models for continuous and discrete response variables. on contingency tables. Also. and linear regression • Chapters 16.6. basic issues of multivariate relationships My view is that. subsections. logistic regression for binary and ordinal data. and the instructor could move directly into any of these after covering the fundamentals in Chapters 16. Thus. conditioning plots. since it is meant to be a teaching tool. • Chapter 12. on analysis of variance methods.stat.html This edition contains several changes and additions in content.edu/users/aa/social/data. • The material on regression presents new types of plots in Chapter 11. with major emphasis on real data. Some material appears in sections. . and it includes topics not usually discussed in introductory statistics texts. Four possible paths for a oneterm course are as follows: • Chapters 19 (possibly omitting sections noted above): Standard crosssection of methods. are available on the World Wide Web at the address http://www. and loglinear association models for contingency tables . understanding of concepts. such as measuring association using odds ratios and describing patterns of association using cell residuals.58. directed toward a more modem approach. this edition is appropriate for introductory statistics courses at either the undergraduate or beginning graduate level. is reorganized to introduce modem methods.7 that appears again in exercises at the end of each chapter. including basic descriptive and inferential statistics. to make the book more easily accessible to undergraduate students. and partial regression plots. using printouts that the text provides. Chapters 19 are the basis for a single term course.2 are selfcontained. contingency tables. or responses with nonconstant variance. 12: Emphasis on group comparisons and analysis of variance • Chapters 18. and a new section on model diagnostics in Chapter 14. the second half of this text. and psychology.4. and exercises dealing with openended data analyses. Chapters 79 and Sections 12. a modeling paradigm emphasizing parameter estimation is more useful than the artificial hypothesistesting approach of many statistics texts. are special cases of a single model that can be fitted with a single software procedure. 5. however. Ordinary regression models and alternative models for categorical responses or count data. This edition has increased greatly the number of exercises. having lesser importance for introductory courses. Exposure to realistic but simple examples and to numerous homework exercises is vital to student learning. Each chapter's homework set is divided into two parts. regardless of the type of data. such as cell residuals and analyses that utilize category orderings • Controlling for variables.
and Larry Wmner. . and Janet Wilmoth for their £vice in preparing this edition. a wonderfully creative and cooperative artist. Alan Agresti Gainesville. Jacquelin Dietz. The computer revolution has made a greater variety of information easily available to researchers as well as to students and the general public. E. my editor. many thanks to Alfred DeMaris. Finally. Like research in other sciences. I hope that the combination of our respective fields of expertise provides a book that is statistically sound as well as relevant to the social sciences. Harry Khamis. Jane Myers. Many improvements are directly due to his suggestions. Also. as the joke goes that we recently heard. Cathy Knudsen took on the enormous job of preparing a J6lEX file from the second edition. Sharon McGinleyNally. Or. Research in the social sciences has taken on a more quantitative orientation. MingLong Lam. There are many reasons for this. and Mary Sue Younger for their comments that helped in the preparation of the first two editions. Thomas Severini.Acknowledgments I am grateful to Barbara Finlay for her contributions to the first two editions of this text. or other leading social science journals will reveal the fundamental role of statistics in social science research. Jacki Levine. Florida Chapter 1 Introduction 1. Thanks to Susan Reiland. Jeff Witmer. and in the increasingly common requirement of academic departments that their majors take courses in statistics. Michael Radelet. American Sociological Review. and a Coke. Sonja Wright.1 Introduction to Statistical Methodology In the last several years. Bonnie Seegmiller. A quick glance through recent issues of American Political Science Review. David Mitchell. was a source of much wisdom and support and is as fine an editor as one could hope to have. Maureen Hallinan. painted the cover. Anupama Narayanan. My special gratitude extends to seven individuals who invested a considerable amount of time in helping this book to reach fruition.. which I used in making my revisions. for assistance with editing and style and with overall encouragement throughout this revision project. Other individuals who provided advice or data sets include Abe Goldman. Shirley Scritchfield. John Heuretta.' . fries. Ann Heath. "What did the sociologist who passed statistics say to the sociologist who failed it? 'I'll have a Big Mac. it is becoming more strongly oriented toward analyzing empirical data. in the styles of textbooks. A student preparing for a career as a social scientist needs to become familiar with basic statistical methodology. Robert Franz. lowe special thanks to Burke Grandjean for providing detailed comments about the second edition and the revised material for this edition. Robert Walters of Prepress Management. Monika Ardelt. Douglas Zahn. Ronda Priest. Jeremy Hayhurst at Chrysalis Productions created this polished final copy from my text files. Jacld Levine. Davidson. Computers have also made statistical methods themselves easier to use. The increase in the use of statistics is evident in the changes in the content of articles published in major journals and reports prepared for use in government and private industry. Inc. Job advertisements for social scientists commonly list a knowledge of statistics as an important work tool. Dorothy K. Brent Coull used his SPlus expertise to compose the figures. served as project manager in the production of this text. extra special thanks to my wife. all social science disciplines have seen an increase in the use of statistical methods.
are much more meaningful for most purposes than the complete data listing. Babbie. and you may not even plan on working in social science research. Can we use this information to predict the percentage of the entire population of 260 million Americans that believe in reincarnation? A method presented later in this book allows us to predict that for this much larger group.g. The social sciences use a wide variety of informationgathering techniques that provide the observations used in statistical analys~s. Just as you would not expect to take a single course in a foreign language and be able to speak that language fluently. determine factors that help predict sales of various products. In addition. The main purpose is to take what. For instance. from advertising. once you have completed even a portion of this text. Physicians and other healthrelated professionals evaluate results of studies investigating new drugs and therapies for treating disease. surveys about opinions on controversial issues. If a study is poorly designed or if the data are improperly collected or recorded. 1995). and measure employee performance. Inference consists of ways of making predictions based on the data. We realize that you are probably not reading this book in hopes of becoming a statistician. and analyzing data help us to evaluate the world in an These methods for collecting objective manner. Every day we are exposed to an explosion of information. for instance. Description: Summarizing and exploring data. Statistics Statistics Purposes of Using Statistical Methods of using statistical methods. 1. logical thinking and perseverance are much more important than mathematics. annual income. 3. Statistics Let's now be more specific about the objectives provides methods for 1. These techniques include questionnaire surveys. you may suffer from math phobia and feel fear at what lies ahead. The design aspects of a study might consider. Data Informationgathering is at the heart of all sciences. content analysis of newspapers and magazines. This is not to suggest that statistical design is unimportant. Even if you never use statistical methods in your career. and opinion about the legalization of abortion. Description and inference are the two elements of statistical analysisways of analyzing the data obtained as a result of the design. Such bulks of data. This book deals primarily with statistical analysis. instead of listing all observations we use numbers that summarize the typical family size in the collection of data. For example. and hospital files. how best to obtain the required data. these descriptions and related explorations of the data may reveal patterns to be investigated more fully in future studies. Methods for statistical design are covered in detail in textbooks on research methods (e. But statistics is an important tool today even for those who do not use statistical methods as part of their job. Predictions made using data are called statistical inferences. by consists of a body of methods for collecting and analyzing data. are meaningless reams of data and present them in an understandable and useful form. no matter how good the statistical analysis. called descriptive statistics. We might measure. And don't be frustrated if learning comes slowly and you need to read a chapter a few times before it starts to make sense. and direct observation of behavior in natural settings. such as police records. characteristics such as political party affiliation. the percentage believing in reincarnation falls between 21% and 27%. Or we present a graphical picture of the data. the same is true with the language of statistics. marital status. race. For instance. These summary descriptions. The raw data are a complete listing of measurements for each characteristic under study. an understanding of statistics is essential in many professions. In addition. Please be assured that you can read this book and learn the major concepts and methods of statistics with very little knowledge of mathematics. we think that you will find many of the ideas in this text helpful in understanding the information that you will encounter. however. 24% indicated a belief in reincarnation. in a recent survey of750 Americans conducted by the Gallup organization. you will have a much better understanding of how to make sense of quantitative information. Data consist of measurements on the characteristics of interest. to the untrained observer. On the other hand. census materials..1 Introductionto Statistical Methodology 3 In today's world. Inference: Making predictions or generalizing about phenomena represented the data. To understand this book. an analysis of family size in New York City might start with a list of the sizes of all families in the city. across the spectrum from medicine to business. news reporting. Statistics helps us make sense of this information and better understand our world. Descriptiondescribing and exploring dataincludes ways of summarizing and exploring patterns in the data using measures that are more easily understood by an observer. telephone surveys. for instance. For presentation of statistical information to readers. 2. then the conclusions may be worthless or misleading. "Are women politically more liberal than men?" "Is the imposition of the death penalty associated with a reduction in violent crime?" "Does student performance in secondary schools depend on the amount of money spent per Design refers to ways of determining . social scientists often analyze information already observed and recorded for other purposes.Sec. Social scientists use descriptive and inferential statistics to answer questions about social phenomena. are not easy to assesswe simply get bogged down in numbers. planned experiments. In fact. how to conduct a survey. Design: Planning and carrying out research studies. including the construction of a questionnaire and selection of a sample of people to participate in it. Managers analyze quality of products. The observations gathered through such processes are collectively called data. and other communications containing statistical arguments. political campaigning.
1 illustrates the use of inferential statistics. An inferential method presented in Chapter 5 predicts that the population percentage favoring control over sales of handguns falls between 50% and 58%. and numbers such as averages and percentages are easier to comprehend and interpret than are long listings of data. the size of the classes. a state with a relatively high crime rate. for instance. Since this number describes a characteristic of the sample. Statistical methods for analyzing data include d~~ptive me~O<_lsfor Summarizing the data and inferential methods for making predictions '. Inferential statistics can provide a prediction about this larger population using the sample data. The value of the parameter to which the inference refers. 0 Using inferential statistical methods with properly chosen samples. he can conclude.1 dealt with estimating the percentage of Florida residents who support gun control. 54% of the sampled subjects said that they favored controls over the sales of handguns. Population and Sample The population is the total set of subjects of Interest in a study.4 Chap. not just in those 834 people but in the entire population of all adult Florida residents. we next define the population and sample. Usually the subjects are people. DescriptIve Statistics Descriptive statistical methods summarize the information in a collection of data. Example 1. cities. . it is an example of a descriptive statistic. that probably a slim majority of Florida residents favor handgun control. He would like to know the percentage of Florida residents who favor controls over the sales of handguns. we can determine characteristics of entire populations quite well by selecting samples that are small relative to the size of the population. based on information In a sample from that population. descnbe the typical family size in New York City by computing the average family size. Sunnnary graphs. to study only samples from those populations. Even though the sample is very small compared to the population size. Since it is impossible for him to discuss the issue with everyone. This poll collected data for 834 residents. The ultimate goal of any study is to learn about populations. namely. !he Gallup and Harris polling organizations usually select samples of 7501500 Americans ~o collect information about political and social beliefs of the population of all Amencans. 54%. Parameters and Statistics A parameter is a numerical summary of the population. But it is usually necessary.1 Opinion About Handgun Control The first author of this text is a resident of Florida. for instance.2 Description and Inference Inferential statistical methods provide predictions about characteristics of a population. namely. Parameters and Statistics The objects on which one makes measurements are called the subjects for the study. We use descriptive s~tistics to summarize basic characteristics of a sample. He is interested. The population of interest is the collection of more than 10 million adult residents in Florida. or companies. The parameter of interest was the true. . the population percentage in favor of gun control. however. schools. is unknown. but unknown. Populations and Samples Example 1. 1. The inference about this parameter was based on a statisnc« the percentage of the 834 Florida residents in the sample who favor gun control. he can study results from a poll of 834 residents of Florida conducted in 1995 by the Institute for Public Opinion Research at Florida International University. To explain this distinction in more detail. For example. In that poll. we use known sample statistics in making inferences about unknown population parameters. The main purpose of descriptive statistics is to explore the data ~d to reduce them to simpler and more understandable terms without distorting or losing much of the available information. for example. according to whether Its main purpose IS to describe the data or make predictions. or the teachers' salaries?" Statistical methods help us study such issues. ~sta~Stlcal analysis is cl~sified as descriptive or inferential. In summary. population p~r~entage favoring gun control. 1 Introduction Sec. We might. Example 1.2 Inferential Statistics Descrlptlon and Inference 5 student. A sample is the subset of the population on which the study collects data. but might instead be families. We have seen that statistics consists of methods for designing studies and methods for analyzing data collected for the studies. and more practical. 1. tables. A statistic is a numerical summary of the sample data.
You should carefully assess the scope of conclusions in research articles. especially when the data set is large. we would normally study the records of the entire population instead of only a sample. Defining Populations Inferential statistical methods require specifying clearly the population to which the inferences apply. A caution is due here. Evaluate critically the basis for the conclusions by noting the makeup of the sample upon which the inferences are built. and these computers are becoming more accessible to people who are not technically trained. Statistical Software Statistical Package for the Social Sciences (SPSS). This book explains why this is so. Inc. In Example 1.3 The Roleof Computers Statistics in 7 (Students should note that. It is much easier to apply statistical methods using these software than using oldfashioned hand calculation. We cannot know whether this sample of 4.000 women. that is.S. With statistical inferenee.1. Versatile and userfriendly software is now readily available for analyzing data using descriptive and inferential statistical methods. the psychologist might claim that the conclusions generalize to all college students. Or a consumer organization may evaluate gas mileage for a new model of an automobile by observing the average number of miles per gallon for five sample autos driven on a standardized 100mile course. However. or between 50% and 58%. Inferences then refer to the performance on this course for the conceptual population of all autos of this model that will be or could hypothetically be manufactured. due to monetary and time limitations. the term parameter does not have its usual meaning of "limit" or "boundary. to all young adults. which sounds impressively large. For the results to be of wider interest. The sample and statistics describing it are important only insofar as they provide information about the unknown parameters. When data exist for an entire population. for example. the sample results generalize to the population of all students in the class. 1. however. Presentation of these methods occupies a large portion of this textbook. Shere Hite presented results of a survey she conducted of adult women in the United States. and the mass media. or even to a more heterogeneous group. not only the 834 subjects in the sample. however. In studying the voting records of members of the U. Sometimes the population is a clearly defined set of subjects. and Minitab are among popular statistical software found on college campuses. An important aspect of this expansion is the development of highly specialized software. the generalizations refer to a conceptual populationa population that does not actually exist but that one can hypothetically conceptualize. we could obtain data on votes for all senators on all such bills. We would want a prediction about all Floridians. New and more powerful personal computers and workstations are reaching the market. some modem statistical methods presented in this text are too complex to be done by hand . Thus. place of residence and home ownership are observed for virtually all Americans during census years. They plan to analyze results for a sample of patients suffering from depression to make inferences about the conceptual population of all individuals who might suffer depressive symptoms now or sometime in the future. such as in racial composition or average socioeconomic status. One of her conclusions was that 70% of women who had been married at least five years have extramarital affairs. much less the entire population of adult American women. In most social science research. beginning in Chapter 5. The accuracy of computations is greatly improved. such as the 7501500 subjects that most polls take. For example. advertisements. Chapter 2 discusses some desirable and undesirable types of samples. SAS (SAS Institute. the questionnaire was mailed to about 100. 1. since the sample may differ from those populations in fundamental ways. there is no need to use inferential statistical methods. A method from Chapter 5 determines that a sample of size 834 yields accuracy within about 4%. In the past quarter century. since hand calculations often result in mistakes or crude answers. it is impractical to collect data for the entire population. Often. in any case. A psychologist may conduct an experiment using a sample of students from an introductory psychology course.") The primary focus of most research studies is the parameters of the population. An inferential statistfal method predicts how close the sample value of 54% is likely to be to the true (unknown) percentage of the population favoring gun control.5% of the women who responded is representative of the 100. social scientists have increasingly recognized the power of inferential statistical methods. it was the collection of adult Florida residents. since one can then calculate exactly the parameters of interest For example. The development of this software has provided an enormous boon to the use of sophisticated statistical methods.6 Chap. suppose a team of researchers tests a new drug designed to relieve severe depression. 1 Introduction Sec. since good precision for inferences about population parameters results from relatively small samples. When the population of interest is small.). She based this conclusion on responses to questionnaires returned from a sample of 4500 women. Moreover.000 who received the questionnaire.' These generalizations may well be wrong. For instance. it is dangerous to try to make an inference to the larger population. in statistical usage. An important aspect of statistical inference involves reporting the likely accuracy of the sample statistic that predicts the value of a population parameter. the computer industry continues its ceaseless growth. in her 1987 book Women in Love. the true population percentage favoring gun control falls within 4% of the sample value of 54%. Investigators often try to generalize to a broader population than the one to which the sample results can be statistically extended. not the statistics calculated for the particular sample selected. It is usually unnecessary to do so. political and government reports. Senate on bills concerning defense appropriations.3 The Role of Computers in Statistics Even as you read this book.
Statistical methods are easy to apply using computer software. organized by chapter.5 14. It may well be that a different approach is more appropriate. age (in years). 2. TABLE 1.cting the analyses. The two types of statistical analyses are descriptive methods for summarizing the sample and population and inferential methods for making predictions about pop~lation parameters using sample statistics. for the characteristics: subjects' gender (F = female. a) Distinguish between a statistic and a parameter. 3. 0 = unmarried). Many incorrect analyses result when researchers take insufficient time to understand the nature of a statistical method. and some consist simply oflabels. refer to this appendix as you read each chapter to see how they perform the analyses of that chapter. Some of the data are nnmerical. Each row contains the measurements for a different subject in the sample. 1 Introduction Sec. the assumptions for its use.0 46. or its application to the specific problem. b) An article in a Florida newspaper (The Gainesville Sun) in 1995 reported that 66. 1. Table 1. racial group (B = black. A Data File inappropriate methods to the data.0 Gender F F M Status 1 0 1 1 1 0 1 0 1 0 B W W F M M M H W W W F F M H B Uses and Misuses A note of caution: The easy accessibility of complex statistical methods by means of computer software has dangers as well as benefits. The presentation of these more advanced methods shows examples of the output of statistical software.4 Chapter Summary The discipline of statistics includes methods for • designing and carrying out research studies. For a particular brand. Give an example of a situation in which descriptive statistics would be helpful but inferential statistical methods would not be needed. The main purpose of this text is to give you this background.5% of Floridians believe that state government should not restrict access to abortion. !fyou use SAS or SPSS. and annual income (in thousands of dollars). The Environmental Protection Agency (EPA) uses a few new automobiles of each brand every year to collect data on pollution emission and gasoline mileage performance. The remaining chapters deal with more advanced methods that provide more complete analyses. • exploring and describing data.5% most likely the value of a statistic. 1. 4. Chapter 3 presents descriptive statistics for summarizing the information about each characteristic. Dlustrate the distinction using an example. while parameters describe populations. Statistics describe samples.1 shows data for the first ten subjects in the sample. Is 66.1 59. Chapter 2 introduces the various types of data that occur in files of this type. H = Hispanic. It is simple.1 Subject 1 2 3 4 5 6 7 8 9 10 Example of Part of a Data Rle Racial Group W Marital Annual Age 23 37 47 61 30 21 55 27 61 47 Income 18. Each column contains the measurement for each characteristic we observe. • making predictions (inferences) using the data.9 64. or of a parameter? Why? Table 1. identify the (a) subject. marital status (1 = married.3 21.8 Chap. PROBLEMS Practicing the Basics 1. Just knowing how to use statistical software does not guarantee a proper analysis.4 Chapter Summary 9 The first seven chapters of this text present some fundamental ideas and methods of statistics.1 is an example of part of a file of data as organized for analysis by computer software.5 20. We normally apply statistical methods to measurements in a sample selected from a population of interest. (b) sample. do not assume that the analysis was correct without understanding the reasons.0 26. A computer performs the analysis requested whether or not the assumptions required for its proper use are satisfied. which options to choose in that method. for example. One purpose of this textbook is to teach you what to look for in a computer printout and how to interpret the information provided. Knowledge of computer programming is not necessary for using statistical software or for reading this book. (c) population. You'll need IIgood background in statistics to understand which method to select.8 21. Even if you read about similar studies that used the same type of analysis you are considering. The calculations for the methods of Chapters 816 are so complex that they would almost always be done by computer. M = male). Distinguish between description and inference as two purposes for using statistical methods. relieving us of computational drudgery and helping us focus on the proper application and interpretation of the methods. and how to make valid conclusions based on the computer output. W = white). It is vital to understand the method before using it.2 16. to apply . The appendix contains many examples of the use of SAS and SPSS statistical software for cond.
DH = distance (in miles) of the campus from your home town. Is it a parameter or a statistic? Why? 6. Find out how to access the software.523. = = 8. The 1994 General Social Survey of adult Americans asked subjects whether astrologythe study of star signshas some scientific truth. no). A sociologist is interested in estimating the average age at marriage for women in New England in the early eighteenth century.000 households in the United States in 1992 indicated that 10. R = Republican.7% of Hispanics in the United States have annual income below the poverty level (Statistical Abstract of the United States.3% of whites.000 members of the student body are sampled and asked to complete a questionnaire. 7 very conservative). As an exercise. we would conclude that the percentage of all black households in the United States having income below the poverty level is at least 30% but no greater than 32%. 6 = conservative. PA = political affiliation (D = Democrat. PI = political ideology (1 = very liberal.AG= age in years. and each column should contain values of a particular characteristic. SP = average number of hours per week that you participate in sports or have other physical exercise. CO = college GPA. 31. NE = number of times a week you read a newspaper. Print the data. no).7 years. a) What part of this example is descriptive? b) What part of this example is inferential? c) To what population does the inference refer? 9. 1 Introduction Chap. available on the World Wide Web at http://www.stat. HI = high school GPA (on a fourpoint scale). The average age of the brides in the sample is 24. She finds within her state archives reasonably complete marriage records for a large Puritan village for the years 17001730. such as American Sociological Review or American Political Science Review. a) Describe the population of interest. and print any files you create. and 594 responded definitely or probably not true. One hundred of the 40. The Current Population Survey of about 60. Each row of the file should contain data for a particular student. 1 Problems 11 5. and 26.html Using a spreadsheet program or the statistical software the instructor has chosen for your course. occasionally. 3 = slightly liberal. Of 1245 sampled subjects who had an opinion. Find out what statistical software is available to you while taking this course. Using a statistical method from Chapter 5. W = belief in life after death (yes. 2 = liberal. I= independent). 5 = slightly conservative. Your instructor will help the class create a data file consisting of the values for class members of characteristics such as GE= gender. About what proportion of the articles seem to use statistics? Find some examples of descriptive statistics. 10.ufl. or inferential ? Concepts and Applications 7.10 Chap. a) Are these numbers statistics or parameters? Explain. The proportion responding definitely or probably true was 65l!1245 = . What are some questions one might ask about these data? Homework exercises in each chapter will refer to these data. AB = opinion about whether abortion should be legal in the first three months of pregnancy (yes. b) For what population parameter might we want to make an inference? c) What sample statistic could be used in making this inference? d) Does the value of the statistic in (c) necessarily equal the parameter in (b)? Explain.0% of blacks. AA = support affirmative action (yes. DR = distance (in miles) of the classroom from your current residence. One question asked is "On how many days in the past week did you consume at least one alcoholic drink?" a) Describe the population of interest. and print it. b) For the 40. takes a sample of those records. enter data. This value is computed for the students sampled. every week). noting the age of the bride for each. your instructor may ask you to use a data file of this type already prepared in fall 1996 with a class of social science graduate students at the University of Florida. no). 4 moderate.5 and 24. AH = number of people you know who have died from AIDS or who are IDV+. 1994). 651 responded definitely or probably true.000 students. no). suppose that one characteristic of interest is the percentage who would respond "zero" to this question. RE = how often you attend religious services (never.1 years. Alternatively. Look at a few recent issues of a major social science journal. The student government at the University of Wisconsin conducts a study about alcohol abuse among students. either on PCs or workstations in a computer lab or on an institutionwide mainframe computer. What type of statistical method does this illustratedescriptive.3.1 in Section 1. create a computer data file containing this information. create a data file using the data in Table 1. the sociologist then estimates the average age of brides at marriage for the population to be between 23. TV = average number of hours per week that you watch TV. VE = whether you are a vegetarian (yes. most weeks.edu/users/aa/social/data. She then . b) Using a method from this text. 11.
We next introduce two ways to classify variables that determine the valid statistical methods.and political party preference (Democrat. political party preference (Democrat. We must convert our ideas about social phenomena into actual data through measurement. 1. love. Although the different categories are often called the levels of the scale. For 12 Data are called qualitative when the scale for measurement is a set of unordered categories. For example. Independent). For each variable. Republican. Moreover. political party preference. divorced. Examples of variables are gender (with values female and male). British Columbia. that scale consists of the two labels.1 Variables and Their Measurement Statistical methods provide a way to deal with variability. Other qualitative variables are religious affiliation (with categories such as Catholic. Independent). religious beliefs. 2. is qualitative. Qualitative and Quantitative Data The ultimate goals of social science research are to understand. the problems related to finding valid and reliable measures of concepts have consequences for statistical analysis of the data. such as political preference (with scale Democrat. and musical talent. religious affiliation (Protestant. Other. I. polygyny. married. Jewish. Variable A variable is a characteristic that can vary in value among subjects in a sample or population. gender (female. 2. and marriage form of a society (monogamy. not in quantity or magnitude. We treat a numericalvalued variable such as annual income (in thousands of dollars) differently than a variable with a scale consisting of labels. We shall see that the nature and the extent of the variability has important implications both on descriptive and inferential statistical methods: Variables Sampling and Measurement i A characteristic measured for each subject in a sample is called a variable. Protestant. 2. towns. the categories are unordered. marital status. . Inferential statistical methods use sample data to make predictions about populations. but different subjects may possess different values. we need data. Variation occurs among people.). Descriptive statistical methods provide ways of summarizing the data. None).Sec. such as the different types of data. we must decide which subjects of the population to sample. distinct categories differ in quality. the province of one's residence is qualitative. To do this. intelligence. Other. widowed). Republican. Roman Catholic. The name refers to the fact that values of the characteristic vary among subjects in a sample or population. no level . The second and third sections discuss the principal methods for selecting the sample that provides the measurements. and make inferences about social phenomena. polyandry). The development of ways to measure abstract concepts such as prejudice. In particular.2. IQ. Muslim. For Canadians. To make inferences. and status is one of the most difficult problems of social research. Independent). The first refers to whether the measurement scale consists of labels or numbers. None). variation occurs from person to person in characteristics such as income. Jewish. For gender. number of children in a family (0. Each subject has a particular value for a variable. " . the scale does not have a "high" or "low" end. The valid statistical methods for analyzing a variable depend on the scale for its measurement. The second refers to the number of levels in that scale. with the categories Alberta. For qualitative variables. 3. and the various subjects of interest to us in our everyday lives. Selecting a sample that is likely to be representative of the population is a primary topic of this chapter. invalid or unreliable datagathering instruments render the statistical manipulations of the data meaningless. The possible values the variable can assume form the scale for measuring the variable. Republican. for instance. male). and so on. and so on). with categories (single. marital status. schools. The first section of this chapter discusses some statistical aspects of measurement. age at last birthday (with values 0. explain. female and male.1 Variablesand TheirMeasurement 13 Chapter 2 instance.
though. a person categorized as very liberal is more liberal than a person categorized as slightly liberal. lower). statisticians take advantage of the quantitative nature of ordinal scales by assigning numerical scores to categories. Data from interval scales are quantitative: distinct levels have differing magnitudes of the characteristic of interest. Statistical Methods and Type of Measurement The main reason for distinguishing between qualitative and quantitative data is that different statistical methods apply to each type of data. Place of residence may indicate the geographic place name of one's residence (nominal). too much).000. They possess an important quantitative feature: each level has a greater or smaller magnitude of the characteristic than another level. the average is a statistical summary for quantitative data. they are often treated as qualitative. subway. but not for a variable having a nominal scale. suppose age is measured using the ordered categories under 18. E) are ordinal. The quantitative treatment of ordinal data has benefits in the variety of methods available for data analysis. since they use the characteristics of the data to the fullest. number of siblings.000 and $30. equals $10. Jewish. but undefined interval distances between the values. Variables having categorical scales are called categorical variables. One cannot apply quantitative statistical methods based on interval scales to qualitative variables such as religious affiliation or county of residence. It consists of categorical scales having a natural ordering of values. Ordinal scales consist of a collection of ordered categories. for instance. This classification refers to the number of values in the measurement scale. 4165. Some methods are designed for qualitative variables and others are designed for quantitative variables. about right. . in a sense. a variable pertaining to one's mode of transportation to work might use the nominal scal& consisting of the categories (car. and government spending on the environment (classified as too little. Treating ordinal data as interval requires good judgment in assigning scores. When the possible values of a variable do differ in magnitude. C. not in quantity. Some statistical methods apply specifically to ordinal variables. Although the categories have a clear ordering. For instance. but we treat them as interval when we assign numbers to the grades (such as 4. nonworking age. the distance of that residence from a point on the globe (interval). but those names do not represent different magnitudes of the variable. The levels are said to form an ordilull scale. slightly conservative. None) for religious affiliation. Interval scales have a specific numerical distance or "interval" between each pair of levels. For instance. The position of ordinal scales Discrete and Continuous Variables We now present one other way of classifying variables that helps determine which statistical method is most appropriate for a data set. A third type of scale falls. because the categories are naturally ordered. or other kinds of sociological variables. A set ofnumerical values for a quantitative variable is called an interval scale. and it is often accompanied by a "sensitivity analysis" of checking whether substantive results differ for differing choices of the scores. such as income. course grades (such as A. This variable is quantitative. You should measure variables at as high a level as possible. But in many respects. Normally.14 Chap. On the other hand. one can compute the average for a variable having an interval scale. particularly for data sets with many variables. number of years of education completed. though. a comparison that is not relevant for a nominal scale. For the categories (Catholic. data from nominal scales are qualitativedistinct levels differ in quality. The various scales refer to the actual measurement of social phenomena and not to the phenomena themselves. Each possible value of a quantitative variable is greater than or less than any other possible value.000. such as religious affiliation.0) to compute a grade point average. slightly liberal. the variable is called quantitative. If a variable has only a nominal scale. These scales are not nominal.2. Annual income is usually measured on an interval scale.3. the size of one's community (interval or ordinal). since the levels of the scale do not have numerical values. Names or labels such as "Alberta" and "British Columbia" identify the categories. Both nominal and ordinal scales consist of a set of categories. moderate. Examples are social class (classified into upper. The set of categories for a qualitative variable is called a nominal scale.1 Variablesand Their Measurement 15 is greater than or smaller than any other level. Examples of quantitative variables are a subject's annual income. bicycle. Other. Such comparisons result from variables having a numerical scale. since it uses numerical values. the distances between them are unknown. For example. 1840. because a greater variety of methods apply with higherlevel variables. but one could treat it as qualitative either by ignoring the ordering of these four categories or by using unordered levels such as working age. but there is no numerical value for how much more liberal that person is. very conservative). they often treat ordinal data as interval in order to use the more sophisticated methods available for quantitative data. B. Protestant. D. walk). and number of times arrested. Each observation falls into one and only one category. between nominal and interval. on the quantitativequalitative classification is fuzzy. It is not possible to analyze qualitative data nsing methods for quantitative variables. over 65. For instance. Often. 2. the interval between $40. 1. Muslim. political philosophy (measured as very liberal. one cannot use methods for interval data. middle. 2 Samplingand Measurement Sec. it is always possible to treat a variable in a less quantitative manner. Because their scale consists of a set of categories. That is. Quantitative Nature of Ordinal Data As we've discussed. For example. for instance. ordinal scales more closely resemble interval scales. it does not make sense to think of one category as being higher or lower than another. bus. We can compare outcomes in terms of how much larger or how much smaller one is than the other. While the categories have a natural ordering for an ordinal scale. they are unordered for a nominal scale. we apply statistical methods Specifically appropriate for the actual scale of measurement. being analyzed using methods for nominal scales.
Variables having a nominal or ordinal scale take values in a set of categories. there is always another possible value. } for the variable. With discrete variables. . Quantitative Qualitative = IIII ~ Continuous ~ Discrete Note: Ordinal data are treated sometimes as qualitative and sometimes as quantitative Figure 2. In measuring annual family income in thousands of dollars. and number ofvisits to a physician in past year (measured for each subject). Quantitative variables can be discrete or continuous. hours. For example. and number of times arrested is discrete. Categorical variables are discrete.. up to some very large highest value. at best.) Examples of continuous variables are height. rough sections of the underlying continuous distributions. Variables having an interval scale can be either discrete or continuous. but 2. You need to understand the discretecontinuous classification. some variables. and some of these methods also require the variable to be continuous. 2 Sampling and Measurement Sec. " is discrete.5 and 21.16 Chap. 1. but measurements of them describe. and are categorical. In fact. For instance. A scale of prejudice may have discrete units from 0 to 10. The discretecontinuous distinction is. because each statistical method refers to a particular type of data. and the amonnt of time it takes to read a passage of a book. As long as the possible values do not form a continuum. statisticians treat discrete variables that can assume many different values as if they were continuous.3275 years old. Variables having an ordinal scale are sometimes treated as quantitative and sometimes as qualitative. between any two possible values. there could be an infinite number of values for such a variable. Statistical methods for continuous variables are often simpler than methods for discrete variables. such as income. are discrete. the potential values are 0. all categorical variables. between 20. one cannot subdivide the basic unit of measurement. The quality of the inferences depends crucially on how well the sample represents the population. At some welldefined point during the year in which a person ages from 20 to 21. 2.. there is 20. . . infinite collection of age values occurs between 20 and 21 alone.. The distinction between discrete and continuous variables is often blurry in practice. It is impossible to write down all the distinct potential values of a continuous variable. For example. but each discrete value is assumed to include all values within a certain continuous range of the degree of prejudice. Thus. number of murders in the past year (measured for each census tract). ContinuousDiscrete Randomization Inferential statistical methods use sample statistics to make predictions about population parameters. may take on a very large number of different values. 1. so we measure them as though they are discrete. there is 20. This section introduces an important sampling method that incorporates randomization. namely. in practice.3. a collection of values for a continuous variable can always be refined. nominal or ordinal. if it can Examples of discrete variables are number of children (measured for each family). 2 and 3 are possible values for the number of children in a family. age. (Strictly speaking. age is continuous. The amount of time needed to read a book. intelligence. We usually say that an individual is 20 years old whenever that person's age is somewhere between 20 and 21. though discrete. that person is 20.4.2. For example.1 summarizes the types of data and their connections. Variables having an interval scale are quantitative. and nominalordinalinterval scale classification. and variables that take relatively few values. Any variable phrased as "the number of .. could take on the value 8.5 years (among other values). On the other hand.. Continuous variables must be ronnded when measured. Other variables of this type are prejudice. weight. the variable is still said to be discrete.. all the nonnegative integers. a distinction between variables that can take lots of values. for example.1 Summary of QuantitativeQualitative. an individual does not age in discrete jumps. . and similarly for every other real number between 20 and 21. having a finite set of unordered categories.. Between 20 and 21 years of age. A continuous. On the other hand. such as number of times married. 3.7. Qualitative variables are discrete. Such variables are assumed to vary continuously. and other internalized attitudes or orientations. qualitativequantitative classification. that is.6294473 .2. because of the way variables are actually measured. since one can list all the possible values {O. since they form a continuum. Figure 2.. Classifications NominalOrdinalInterval. the mechanism for ensuring that the sample representation is adequate for inferential methods. Variables having a nominal scale are qualitative.571 is not. they treat variables such as income and college entrance examination score as continuous variables. some methods (such as summarizing data using an average) require quantitative data.2 Randomization 17 Discrete and Continuous Variables A variable is discrete If it can take on a finite number of values and continuous take an infinite continuum of possible real number values. motivation.
for example. Random Number Table A random number table is a table containinga sequence of numbers that is computer generated according to a scheme whereby each digit is equally likelyto be any of the integers 0.. suppose that a survey interviewer administers a questionnaire to one randomly selected adult subject of each of several separate households. Let n denote the number of subjects in the sample. This list is called the sampling frame. © The Chemical Rubber Co. 1968. U). Simple Random Sample A simple random sample of n subjects froma populationis one inwhich each possible sample of that size has the same probabilityof being selected. F). father. so anyone digit has no influence on any other. ed. and uncleidentified as M. 2 Samplingand Measurement Sec. A simple random sample of n = 1 of the adults is one in which each of the four adults is equally likely to be interviewed. For example. The most common method for selecting a random sample from the sampling frame uses a random number table to ensure that each subject has an equal chance of selection. and soon. as follows: 1. the first three random numbers are 10480. records of reported crimes. families. 00002 for the second student in the list. aunt. We illustrate the use of this table for selecting a simple random sample of n = 100 students from a university student body of size 30.1. 3. and so on.... choose successive fivedigit numbers until you obtain 100 distinct numbers between 00001 and 30000.4 that also have elements of randomization. 13 14 15 16 17 18 19 20 Source: Abridged from William H. hospitals. 9. (F. For a simple random sample of n = 2 adults. we blindly select two ballots from the hat. by placing the four names on four identical ballots and selecting one blindly from a hat. U). The sampling frame is a list of these students.2. . and 24130. '" . Beyer. (M.1 shows a section of a random number table. This provides fairness and also permits inference about the population sampled. We select the students by using fivedigit sequences to identify them. Handbook of Tablesfor Probability and Statistics.000. schools. U). Any particular number has the same chance of being a 0. A). If the first digit in a row of the table is a 9. thus. houses. 2. the next digit is still just as likely to be a 9 as a 0 or 1 or any other number. F. such as a student directory. Assign the numbers Q0001 to 30000 to the students in the sampling frame. Used by permission of the Chemical Rubber Co. Include in the sample the students with assigned numbers equal to the random numbers selected. 1. The numbers are chosen independently. called the sample size. each possible sample of size two is equally likely. most inferential statistical methods assume randomization of the sort provided by simple random sampling. the first three students selected are those numbered 10480. .1 Part ofa Tableof RandomNumbers Line/Col. Starting at any point in the random number table. How to Select a Simple Random Sample Before we can select a random sample. Table 2. 22368. A particular household contains four adultsmother. 2nd ed. Simple random sampling is a method of sampling for which every possible sample has equal chance of occurring. The selection might be made. 1. 2. TABLE 2. using 0000 1 for the first student in the list. To select the sample. and 24130 in the listing.2 Randomization 19 Simple Random Sampling Subjects of a population to be sampled could be individuals. A. A). (M. and U. The numbers fluctuate according to no set pattern.. we need a list of all subjects in the population. using the first column of fivedigit numbers in Table 2. In fact. I or 9. cities.2. and (A. The "simple" adjective distinguishes this type of sampling from more complex sampling schemes presented in Section 2. for instance. 1 2 3 4 5 6 7 8 9 10 11 12 (1) 10480 22368 24130 42167 37570 77921 99562 96301 89579 85475 28918 63553 09429 10365 07119 51085 02368 01011 52162 07056 (2) 15011 46573 48360 93093 39975 06907 72905 91977 14342 36857 69578 40961 93969 61129 97336 12765 21382 54092 53916 97628 (3) 01536 25595 22527 06243 81837 ll008 56420 05463 63661 53342 88231 48235 52636 87529 71048 51821 52404 33362 46369 33787 (4) 02011 85393 97265 61680 16656 42751 69994 07972 10281 53988 33276 03427 92737 85689 08178 51259 60268 94904 58586 09998 (5) 81647 30995 76393 07856 06121 27756 98872 18876 17453 53060 70997 49626 88974 48237 77233 77452 89368 31273 23216 42698 (6) 91646 89198 64809 16376 91782 53498 31016 20922 18103 59533 79936 69445 33488 52267 13916 16308 19885 04146 14513 06691 (7) 69179 27982 15179 39440 60468 18602 71194 94595 57740 38867 56865 18663 36320 67689 47564 60756 55322 18594 83149 76988 (8) 14194 53402 24830 53537 81305 70659 18738 56869 84378 62300 05859 72695 17617 93394 81056 92144 44819 29852 98736 13602 For instance. (F.18 Chap. A simple random sample is often just called a random sample. 22368. The six potential samples are (M. .
These plans are called experimental designs. For instance. Individuals possessing one specific opinion on that issue might be much more likely to respond than individuals holding a different opinion. 2. One of the most common nonprobability sampling methods is volunteer sampling. the researchers knew that the groups would roughly balance on factors that could affect heart attack rates. The column (or row) from which we begin selecting the numbers does not matter. Forinstance. The conditions are called treatments. under different conditions. in this method subjects volunteer themselves for the sample.1. Inherent in this method is the danger that the sample will poorly represent the population and will yield misleading conclusions. such as temperature. A large sample does not help with volunteer sampling=the bias remains. "Should the President have the Line Item Veto to eliminate waste?" Of those who responded. By contrast. With probability samples one can apply inferential statistical methods. If the population size were between 1000 and 9999. which had no active agent. Wilbur. The journal used these to predict an overwhelming victory by Alfred Landon over Franklin Roosevelt.) Another example of nonprobability sampling is what we might call the streetcomer interview: An interviewer stands at a specific location and conducts interviews by stopping whoever passes by. those conditions might be different drugs for treating some illness or different combinations of chemicals for manufacturing some product.20 Chap. the Physicians' Health Study Research Group at Harvard Medical School designed a fiveyear randomized study to analyze whether regular intake of aspirin reduces mortality from cardiovascular disease. and so forth. Of more than 186. one night the ABC program Nightline asked viewers whether the United Nations should continue to be located in the United States. 67% wanted the United Nations out of the United States.000 callers. Samples Based on Experimental Designs In many sciences. a mailin questionnaire published in 7V Guide posed the question. since the derivation of those methods requires knowing the probabilities of the possible samples. each distinct possible sample of n subjects has the same probability of selection. The opposite result was predicted by George Gallup with a much smaller sample in the first scientific public poll taken for this purpose. For instance. 97% said yes. lilferences using such samples are of unknown reliability. the groups might have been out of balance on some important factor. we skip numbers greater than 30000. Severe biases may arise as a function of the time and location of the interview and the judgment of the interviewer in deciding whom to interview. data obtained from surveys are called observational data. and the remaining half took a placebo. Perhaps. For example. working people might be underrepresented if the interviews are conducted on weekdays between 9:00 A. it is far more trustworthy since it greatly reduces the chance of bias. half were randomly chosen to take an aspirin every other day. television. since no student in the sampling frame has an assigned number that large.2 Randomization 21 In selecting the 100 fivedigit numbers. 71 % said yes (D. Of about 22. The researcher measures subjects' responses on the variables of interest. in the late 1980s. Nonprobability sampling methods are ones for which it is not possible to specify the probabilities of the possible samples.M. (In fact. After five years. The scientist has experimental control over the subjects' values on factors that can influence the variable of interest in the study. 1993). since the numbers have no set pattern. Everyone has the same chance of inclusion in the sample. For the same question posed to a random sample. As the name implies. For instance. Such methods can specify the probability that any particular sample will be selected. we would use only four digits at a time. A good example of volunteer sampling is visible almost any day on U. humidity. They are not valid for data obtained with nonprobability samples. 2 Sampling and Measurement Sec. pressure. thus leading to inaccurate inferences about the population. After using the first column of fivedigit numbers.. Roosevelt won with 62% of the vote. but has no experimental control over the subjects. such as the next seven fivedigit numbers in Table 2. a scientific poll using a random sample of about 500 respondents estimated the true percentage wanting the United Nations out of the United States to be about 28%. but will be those people who watch that program and who happen to feel strongly enough to call. The questionnaires went to a relatively wealthy segment of society (those having autos or telephones). rates of heart attack were compared for the two groups.000 physicians. lilferential statistical methods utilize assumptions about the probability that any particular sample is selected. for instance. A major purpose of many experiments is to compare responses of subjects on some outcome measure. and fewer than 25% were returned. M. The Public Perspective.S. To obtain experimental data. From statistical inferential methods (from Chapter 5) with this random sample. r Probability and Nonprobabllity Sampling Simple random sampling is a type of probability sampling method. we move to the next column of numbers and continue. Data obtained in such studies are called experimental data. and the racial or socioeconomic composition of the sample may be biased if the interviewer conducts the interviews in an upscale shopping mall. For simple random sampling. Even though the random sample is much smaller. the true percentage of the population of all Americans who want the United Nations out of the United States is between about 24% and 32%. It's become a trend on many TV news and entertainment programs to ask viewers to offer their opinions on an issue of the moment by calling a 900 number. At the same time. younger physicians . and 5:00 P. By using randomization to determine who received the placebo and who received the aspirin. If the physicians could decide on their own which treatment to take. The problem is that the viewers who respond are unlikely to be a representative cross section. lil1936. for which such probabilities are unknown. such as age and overall quality of health. the newsweekly Literary Digest sent over 10 million questionnaires in the mail to predict the outcome of the presidential election. data result from a planned experiment. The reason for using random sampling is that it reduces the chance of selecting a sample that is seriously biased in some way. the researcher needs a plan for assigning subjects to the different conditions being compared.M.
or it may not be possible to reach them. which predicted 58%. a study of whether passive smoking (being exposed to secondhand cigarette smoke on a regular basis) leads to higher rates oflung cancer. For samples of size 1000.22 Chap. had a sampling error of 58% . One ~annot randomly assign subjects to treatments such as race or gender. which are supposed to record data for all people in the country. making it difficult to compare groups. the methods of this text allow us to predict the size of the sampling error. the percentages would probably differ somewhat because the samples are different For conclusions based on statistical methods to be worthwhile. Regardless of whether a study is observational or experimental. in order to estimate the percentage of Americans who give the president's performance in office a favorable rating. Variability also occurs in the values of sample statistics with nonrandom sampling. such as parents' education or income or other envi: ronmental factors. randomization is an important feature in any study that involves making inferences.56% = 2%. This results in the problem of nonresponse. For many variables. and place the other half in an environment where they are not exposed to smoke. the Gallup and Harris organizations might each take a random sample of 1000 Americans. the results of the study still depend on which sample of subjects is actually selected. It also allows us to gauge the likely size of the sampling error. one must determine the potential sampling errorthe extent to which . This is also sometimes true in other sciences. In social research.3 Sampling and NonsamplingVariability 23 would have been more likely to select the aspirin regimen. In practice. but the extent of that variability is not predictable as it is with random samples. Random sampling guards against a systematic bias in the sampling error. whereas Harris might report one of 58%. then. Even in censuses. since the true values of population parameters are unknown. 2 Samplingand Measurement Sec> 2. but even if the questions are worded exactly the same. had a sampling error of 53% . or randomly allocating subjects to different conditions for an experimental study. This difference could reflect slightly different question wording. unfortunately. for instance. of course. It may lack representation from some groups in the population of interest to us. This randomization could take the form of randomly selecting a sample for an observational study. Respondents might lie if they think their 2. perhaps 60 years later the observation is whether each has developed lung cancer. say. Some subjects who are supposed to be in the sample may refuse to participate. Therefore. Two researchers who select separate random samples from some population may have very little overlap. For instance. the results are questionnable if there is substantial nonresponse. A telephone survey will not reach homeless people or prison inmates or people not having a telephone. the sampling error for estimating percentages is usually no greater than 3% or 4%. the values of sample statistics will differ for the two samples. However. randomly select half of them for placement in an environment where they are passive smokers. for many reasons. If only half the intended sample was actually observed. it will not reach those having an unlisted number.56% = 3%. In an interview. the value of a statistic may differ from the parameter it predicts because of the way results vary from sample to sample.3 Sampling and Nonsampling Variability Even if a study wisely uses randomization in selecting a sample. If its sampling frame consists of the names in a telephone directory. a variety of other unmeasured variables might account for that difference. leading to biased results. a lower heart attack rate among the aspirin group could simply represent younger subjects being less likely to suffer heart attacks. For instance. Based on the samples they select. particularly medical sciences. the sampling error is unknown. the sampling frame may suffer from undercoverage. if white students have a higher average score than black students on some standardized test. it is rarely possible to conduct controlled experiments. including time and ethics. Gallup might report an approval rating of 53%. Imbalance between groups is always a danger with observational studies. it is not possible to conduct such an experimental study. we should worry about whether the half not observed differ from those observed in a way that causes bias in the overall results. which predicted 53%. and the respective inferences based on these samples may differ. Even if we select the sample randomly. Other Sources of Variability Other factors besides sampling error can introduce variability into results from samples and possibly cause bias. Sampling Error For instance. for instance. Then the Gallup organization. Suppose that the true population percentage giving the president a favorable rating is 56%. which is a serious one for many surveys. An experimental study might take a sample of children. characteristics of the interviewer or other factors may affect the response in a way that introduces response bias. if any. responses by the homeless or by those with unlisted numbers might well tend to be considerably different from those actually sampled. Then. Clearly. over 20%. Sampling Error The sampling error of a statistic is the error that occurs when a statistic based on a sample estimates or predicts the value of a population parameter. between the two sample memberships. some people are not observed or simply fail to cooperate. such as a tendency to underestimate consistently or overestimate consistently the true parameter values. Consider. the Harris organization.
n = 100. during the Cold War. Then it selects every 300th student after the one selected randomly. This means that the population size is 300 times the desired sample size. July 25. "Does it seem possible to you that the Nazi extermination of the Jews never happened. Yet. and so forth. or are easier to obtain. It selects one student at random. For instance.000/ 100 = 300.000 students listed in a campus directory. and so on.J Section 2.1 are 104. using a random number table. In a fine book summarizing the potential difficulties with conducting and interpreting survey research.2 explained the importance to statistical inference of randotnization. For instance.1004+300 1304.24 Chap. skips several names and selects another subject. Finally. They may be more likely to give the response that they think the interviewer would prefer. two subjects listed next to each other on the list cannot both appear in the sample. Perceiving a white interviewer resulted in more conservative opinions. on the effect of the race of the interviewer. June 26. With this method. and (2) selects every kth subject listed after that one. A systematic random sample is not a simple random sample. = = = = 1 Sections or subsections marked with an asterisk have less importance for a first introduction to statistics and are optional. I The way a variable is measured can have a large impact on the types of results observed. Some subjects do not provide responses for some of the variables measured. skips several more names and selects the next subject. the less information that is available about the way a poll was conducted. other probability sampling methods that also have elements of randonmess are sometimes preferable to simple random sampling. the wording of a question in a survey can greatly affect the responses. The 100th student selected is listed in the last 300 names in the directory. so the first student selected is the one numbered 104. Crosson (1994) described a study that. the population size divided by the desired sample size. the less it can be trusted. even the order in which questions are asked can influence the results dramatically.4 Other ProbabilitySampling Methods··1 25 response to a question is socially unacceptable.S. Systematic Sampling A probability sampling method called systematic random sampling is often easier to implement than simple random sampling but just as good for inferencemaking. With this method. "As a general rule. and statisticians have recently developed methods that replace tnissing observations by predicted values based on patterns in the data. or do you feel certain that it happened?" only 1% said it was possible it never happened (Newsweek. 1994). In practice.404+300 704. Specifically. She notes. she notes that any newspaper report or TV story should say who sponsored and conducted the research. it typically provides just as good a representation of the population. and tell how the sample was selected and how large it was. N = 30. since it uses only one random number." Missing Data A problem encountered in almost all large studies is missing data. from the first 300 students listed in the directory.704+300 1004. When they asked. Following a phone interview. "Does it seem possible or does it seem impossible to you that the Nazi extermination of the Jews never happened?" 22% said it was possible the Holocaust never happened. 1995). The Roper organization later admitted that the question was worded in a confusing manner. asked "Do you think the U. It introduced an example of probability sampling. For a systematic random sample of 100 students from a population of 30. 2 Sampling and Measurement Sec. Other Probability Sampling Methods*. a political scientist at the University of Chicago. here's how it's done: Systematic Random Sample Denote the sample size by n and the population size by N. The numbers of the other students selectedare 104+300 404. Standard software ignores cases for which observations are tnissing for at least one of the variables used in an analysis. This can result in much wasted information. such as occurs in probability sampling. Crosson (1994) makes several recommendations. The number of names skipped at each stage depends on the desired sample size. . and k = 30. respondents were asked whether they thought the interviewer was black or white (all were actually black). 14% agreed that "American society is fair to everyone" when they thought the interviewer was black. In response to the question. should let Russian newspaper reporters come here and send back whatever they want?" and "Do you think Russia should let American newspaper reporters come in and send back whatever they want?" The percentage of yes responses to the first question was 36% when it was asked first and 73% when it was asked second.000. however. This results in a sample of size 100. A systematic random sample is simpler to select than a simple random sample. indicate how the questions were worded. but we refer readers to Little and Rubin (1989) for a good introduction to this important topic. The first three digits in Table 2. In particular. so the method selects one out of every 300 students. one can use statistical formulas based on simple random sampling. 2. A Roper Poll was designed to determine the percentage of Americans who express some doubt that the Holocaust occurred. but 31 % agreed to the same statement when posed by an interviewer the respondent thought was white (Washington Post. For example. unlike in a simple random sample. one selects a subject near the beginning of the sampling frame list. The number k is called the skip number. because all samples of size n are not equally likely. which falls between 001 and 300. Most of this work is beyond the scope of this text. National Weekly Edition. A systematic random sample (1) selects a subject at random from the first k names in the sampling frame. called simple random sampling. An example is provided by a study by Lynn Sanders. Let k = N In. This section introduces some of these methods.
and then selects a simple random sample from each stratum. and stratified random sampling are very expensive or even impossible to implement in many situations. If these nourepresented people differ from the rest of the population on the variables being studied. controls the number of observations from each stratum. A group that comprises a small part of the population may not gain enough representation in a simple random sample to allow precise inferences. such as directories of names of individuals. Stratified random samples are useful when the strata are groups that the study will compare. and advertising. For alphabetic listings. for example. if 80% of the population of interest is white and 20% is black. The variables must have strata that are easily identifiable. families with unlisted numbers. 2 Sampling and Measurement Sec. cluster sampling has lower travel time between interviews than other sampling Stratified Sampling Another probability sampling method used in social science research is the stratified random sample. and so forth. or families too Poor to afford telephones. randomly sample 100 Native Americans and 100 other Americans. then the sampling is proportional if the sample size for the white sample is four times the sample size for the black sample. it is difficult to prepare an adequate sampling frame of city households stratified by income of household head. state news. for example. national news. Using a map to identify city blocks. The sampling is called proportional if the proportions of the sample chosen in the various strata are the same as those existing in the entire population. statistical inferences may be faulty. all Monday papers would be similar. on the other hand. If the measurement process requires interviewing the subjects in person.4 Other Probability Sampling Methods··1 27 A systematic random sample has one potential disadvantage: Bias may occur in studying a variable if regular cyclical fluctuation occurs in its values throughout the sampling frame. it is fairly easy to select a stratified sample of a school population using grade level as the stratification variable. The cluster sampling technique is useful when a complete listing of the population is not available. Each method requires access to a complete sampling frame. Disproportional stratified sampling. a study might plan to sample about 1% of the families in a city. Such lists are easy to obtain for sampling units such as cities from the collection of all cities in a nation. to study patient care in mental hospitals in Ontario. one must know the stratum into which each subject of the sampling frame belongs. Or. cities. For example. A sample of families that is based on listings in a telephone directory. It is not possible to compare accurately Native Americans to other Americans on the percentage favoring legalized . or counties. then this would affect the resnlts. it is more difficult. This consideration becomes especially important when the strata are formed by combining levels of several variables. So. A cluster sample is one for which the sampling units are the subjects in a random sample of the clusters. sports. For a systematic sample of these editions with k equal to 7 or a multiple of 7. The sampling is called disproportional if the sampled proportions differ from the population proportions. that is. so the sampling units within a cluster are geographically close. one could first sample mental hospitals (the clusters) and then collect data for patients within those hospitals. all Sunday papers would be similar in format. A study in Onondaga County.26 Chap. for sampling indi viduals or families. however. plans to compare white and black subjects in terms of their access to quality health care facilities. systematic random samples from a sampling frame with alphabetically ordered sampling units are usually acceptable. gambling. with the period of the cycle equal to the skip number k. since the format of the paper would vary regularly with period 7. 2. Suppose. local news. The study might. Cluster Sample Divide the population into a large number of groups. For instance. New York. If only Thursdays were sampled and if the newspaper carried special sections of advertisements for grocery stores on that day. The sampling frame might consist of the daily editions of the newspaper for the previous year. Cluster Sampling Simple. using city blocks as clusters. called clusters. Stratified Random Sample A stratified random sample divides the population into separate groups. to implement it. This could lead to bias in interpreting the amount of space devoted to each SUbject. The clusters in a cluster sample are often defined geographically. one could select a simple random sample of 1% of the blocks and then sample every family on each block. For example. only one day of the week is sampled. On the other hand. Stratifying according to race of subject. for instance. A simple random sample might yield too few observations to analyze characteristics of the population subset who are black and registered Republicans. especially if the total sample size is not very large. and if the geographic area covered by the population is large. called strata. values of most variables fluctuate randomly through the list. systematic. that a content analysis of a daily newspaper studies the percentages of newspaper space devoted to foreign news. the study selects a random sample of white subjects and another random sample of black subjects. has no representation of newcomers to the community. if only 3 of the 200 people in the sample are Native Americans. One problem with stratification is that. for example. Disproportional stratified sampling is useful when the population size of at least one stratum is relatively small. This usually restricts the variables that can be used for forming the strata.
The formulas are complex even for basic statistical methods. For statistical inference procedures. 1965. our focus changes next to the descriptive aspects of statistical methodology. no) h) Number of people you have known with AIDS (0. and the strata are the groups compared. income. such as income and number of arrests. systematic sampling. Within each region selected. Stratified sampling draws a sample from within every stratum. stratified sampling. 1. with most clusters not represented at all in the eventual sample. Books specializing in sampling methodology provide further details (Kalton. are quantitative.4 or more) 3. Sudman. Independent) 2. Examples of probability sampling include simple random sampling. such as religious affiliation and province of residence. the results for stratified samples may be more precise than those stated in this textbook for simple random samples.5 Chapter Summary Statistics is concerned with the study of variables. cluster samples. infinite set of possible values for the variable. • Variables are also classified as discrete or continuous. The goal is not to compare the clusters but simply to use them to obtain a sample. have an ordinal scale of measurement. • Variables having a scale of ordered categories. one obtains many observations quickly and with little travel.2. often because they are simpler to implement than simple random sampling but provide a broader sampling of the population than a single method. for a fixed sample size. For example. nonvegetarian) f) Tune spent in previous month browsing the World Wide Web g) Ownership of personal computer (yes. • Variables having a scale of unordered categories. Hence. and multistage combinations of these. they are continuous if there is a continuous. Categorical variables. and multistage samples require different formulas from the ones in this book. a) Number of pets in family b) County of residence c) Choice of auto (domestic or import) d) Distance (in miles) commute to work e) Choice of diet (vegetarian. one could systematically sample every tenth house. one could take a cluster sample of squareblock regions.2. The formulas in this text refer to simple random sampling. occupation. Explain the difference between a) Discrete and continuous variables b) Qualitative and quantitative variables c) Nominal and ordinal variables Why do these distinctions matter for statistical analysis? 2. 1996. such as social class and poli~cal philosophy. in cluster sampling. 2 Problems 29 methods. are qualitative. cluster sampling. Multistage Sampling Multistage sampling methods use combinations of various sampling techniques.. whereas the results for cluster samples are less precise. Random sampling allows control over the amount of sampling error. Within each house selected. as well as the corresponding parameters for describing populations. 1976.. by interviewing every family living in a particular city block. and opinion issues. Quantitative variables can be of either type. tt observations from a cluster do not provide n times as much information as a single observation from that cluster. This causes the main disadvantage of cluster sampling: One may need a larger sample to achieve as much accuracy in making inferences about populations as other types of random samples provide. . and one can determine their sampling error by methods presented later in this text. are discrete. whether nominal or ordinal. Observations within clusters tend to be homogeneous. Which scale of measurement (nominal. The statistical methods used for a particular variable depend on whether it is qualitative or quantitative. These are common in social science research. Thus. such as age. Thompson. oppose) b) Gender (male. 1. which are characteristics that vary among subjects. • Numerically measured variables. . Identify each of the following variables as qualitative or quantitative. They are said to be measured on an interval scale. Random samples are more likely to be representative of the population than are nonrandom samples. Kish. ) d) Political party affiliation (Democrat. To study various characteristics of adult residents in the United States. • Inferential statistical methods are appropriate only for probability samples. such as cluster sampling. PROBLEMS Practicing the Basics 1. Republican.. Within each county selected. because of the tendency of subjects living neartone another to be similar on economic and demographic variables such as age. They are often treated ill a quantitative manner by assigning scores to the categories.28 Chap. 1992). They are said to be measured on a nominal scale. provides. one could treat counties (or census tracts) as clusters and select a random sample of a certain number of them. stratified samples.3. female) c) Number of siblings (0. Sampling occurs from among the clusters. or interval) is most appropriate for a) Attitude toward legalization of marijuana (favor. one could select one adult at random for the sample. 2 Sampling and Measurement Chap. clusters are simply ways of easily identifying groups of subjects. every possible sample has the same chance of selection. By contrast. race. Chapter 3 introduces basic statistics for describing samples. Scheaffer et al. neutral. ordinal. In short. For a simple random sample. which incorporate randomization in some way. • We select samples from populations to collect quantitative or qualitative data. 1983.
) b) Grade level (elementary school. using the scale very important. ) j) Scholastic Aptitude Test score (200800 range for scores) k) Employment status (employed. select 5 numbers to identify subjects for the sample. d) One keeps sampling until obtaining a fixed number of people having various characteristics (e. small city. and what would be the advantages and disadvantages? c1ea: Concepts and Applications 15.2 shows the result of the 1992 Presidential election along with the vote predicted by several organizations in the days before the election. . doctorate) i) College major (education. or why not? In fall 1995. somewhat important. large city) h) Annual income (thousands of dollars per year) i) Attitude toward affirmative action (favorable. 2 Problems 31 e) Religious affiliation (Roman Catholic.g. middle school. Baptist. What factors cause the results to vary somewhat among organizations? How accurate would you characterize these results.2. Table 2. 1. These variables represent what scale of measurement? 8.eir vote on whether to cancel the swimwear parade by phoning a number the network provided. neutral. . Which Fale of measurement is most appropriate for each of the following variables? a) Occupation (plumber. master's.. graduate school) c) School type (public school.. small town. Refer to the preceding problem. Was their sample a probability sample? Explain." "unemployment evaluation. Refer to the data file created in Problem 1. ) f) Political philosophy (very liberal. or whites. Which of the following variables are continuous when the 'measurements are as fine as possible? a) Age of mother b) Number of children in family c) Income of spouse d) Population of cities e) Latitude and longitude of cities f) Distance of home from place of employment 9. unimportant.. A survey asks subjects to rate five issues according to their importance in determining voting intention for U.1) to select a simple random sample of three students." and so on. college. high school.7. more than twice as many voted for Rudyard Kipling's lfthan for any other poem. large town. Is cluster sampling applicable? How could it be carried out. etc. Give an example of a variable that is a) Qualitative b) Quantitative c) Ordinal scale d) Categorical e) Discrete f) Continuous g) Quantitative and discrete 7. the arms race. somewhat liberal.30 Chap. sociology. .2. Which scale of measurement is most appropriate for "attained education" when it is measuredas a) Number of years (0. . or interval 16.1. inflation. 14.. About I million viewers called and registered their opinion.. ) h) Highest degree obtained (none. Of more than 7500 callers. The BBC then reported that this was the favorite. even if much smaller in size? A local telephone directory has 300 pages with 120 names per page. moderate. Using the second column of Table 2. unemployed) 4. 2 Sampling and Measurement Chap. a) Explain how you would choose a simple random sample of 5 names. 1. ordinal. The evaluations can be treated as five variables: ''foreign policy evaluation.. unfavorable) 5. considering the relative sizes of the sample and the population? 18. The issues are foreign policy.3. private school) 6. bachelor's. How might they have obtained a more reliable sample. indicate whether it is a) Qualitative or quantitative b) Nominal. physics.. what are the numbers of the three students selected? In the 1995 Miss America beauty pageant. television viewers could cast th. 17. the BBC in Britain requested viewers to call the network and indicate their favorite poem.S. b) Length of time of residence in a state c) Task completion time d) Intelligence e) Authoritarianism f) Alienation g) State of residence A class has 50 students. and civil rights. blacks). white collar) c) Social status (lower. middle. . somewhat conservative. very conservative) g) Years of school completed (0. The percentages for each poll do not sum to 100 because of voters reporting as undecided. The sample sizes were typically about 2000. Is this sample a probability sample of all viewers of this program in 1995? Why. c) There is exactly the same proportion of women in the sample as is in the population. 13. teacher. 12. b) Select five numbers to identify subjects for a systematic sample of five names from the same directory. For each variable in the data set. upper class) d) Statewide murder rate (number murders per 1000 population) e) County population size (number of people) f) Population growth rate (in percentages) g) Community size (rural. Use the column of the first two digits in the random number table (Table 2.3. b) Each possible sample of size n has the same chance of being selected.) b) Occupational status (blue collar. Which of the following variables could theoretically be measured on a continuous scale? a) Method of contraception used 10. secretary. If the students are numbered 1 to 50. Repeat the previous exercise for the World Wide Web (WWW) data set (problem 1.. anthropology. . of whom 79% said they wanted to see the contestants dressed as bathing beauties. high school. unemployment. females. senator. Methodist. A simple random sample of size n is one in which (select the best response): a) Every nth member is selected from the population. males.7).. 11.
or interval. When they posed ibe question. d) A questionnaire was mailed to a simple random sample of 500 household addresses in a city. and the rest were not returned. 100 housewives. (iii) continuous or discrete. She administered a questionnaire to her large class of Anthropology 437. because the social sciences deal in subjective rather iban objective truib. both suspected and unsuspected. is necessary in medical research but not in social research. the quota might be 50 factory workers. or do groups have a right to contribute to the candidate they support?" only 40% said yes (Source: A Mathematician Reads the Newspaper. Ten were returned as bad addresses. Comparative Human Sexuality.) b) Explain how quota sampling differs from (i) cluster sampling.32 Chap. d) Controlling for biases. Of the females.2 Predicted Vote Poll Gallup Harris ABC CBS NBC Clinton 44 44 44 44 44 43 43 Bush Perot 36 14 38 17 37 16 35 15 36 15 Washington Post 35 16 Actual vote 38 19 Source: The New York lImes. How would you improve the sample design? a) A newspaper wants to determine whether its readers believe that government expenditures should be reduced by cutting welfare programs. 23. In June. 20. 30 blacks. she chooses a class at random and interviews every student in that class about the proposed test. p. Refer to the previous exercise. or environmental agent is harmful or beneficial should be viewed skeptically. She found no appreciable difference between her physical science and social science majors in ibeir attitudes. b) Many newspaper articles that suggest ibat a particular food. A. and so forib. 21. assigning a number to each.ups from contributing to campaigns. Explain what this use your answer to between sampling error and other types of variability in survey results. a) Is this a probability or nonprobability sampling method? Explain. Of the 159. provide the scale you would use to measure it. (ii) stratified sampling. 24. Based on 1434 calls ibat they receive. evaluate whether the method of sample selection is appropriate for obtaining information about the population of interest. The loan application requested an estimate of the yearly gross income of the business. (Even professional pollsters such as Gallup used this method until 1948. e) A particular minority group member of the population is less likely to be chosen than a particular majority group member. She decided to calculate the average daily receipt based on a sample of the daily records and multiply that by the number of days of opera . They provide a telephone number for readers to call to give ibeir opinions. 15). It states that ''research for the Bar found ibat over 40 percent of female junior tenants said they had encountered sexual harassment during their time at the Bar. She lists all of the firstperiod classes. a) Describe how you might select a sample of 100 students for the study." This was based on a study conducted at the University of Sheffield. Paulos. 60 elderly people. Crosson (1994. because it is harder to show that new ideas are beneficial. unless we learn more about the statistical design and analysis for the study. For each. by J. and indicate whether statistical analysis could treat it as (i) qualitative or quantitative. 1992. they report that 93% of the city's residents believe ibat welfare payments should be reduced. after six months of operation. The researcher analyzed the 63 cases and reported that they represent a "random sample of city households. the new therapy provided improved treatment 9% of the time. p. an interviewer stands at a street comer ~d c~nducts in~ews until obtaining a quota in various categories representing ib~ relative Sizes of VarIOUS groups in the population of interest. the Equality Code used by the legal profession added a section to make members more aware of the dangers of sexual harassment. 2 Sampling and Measurement Chap. b) List some variables that you would measure in your study. 63 were returned completed. Repeat for the following scenarios: a) A principal in a large high school is interested in student attitudes toward a proposed general achievement test to determine wheiber a student should graduate. In 19~5 in the United Kingdom. Select the correct response(s). Comment on ways in which the quoted statement might be misleading. 168) describes an analysis of published medical studies involving treatments for heart attacks." 25. The owner's record book contains receipts for each day of operation since opening. "Should laws be passed to prohibit mterest gro. drug. for example. so she concluded that the two student groups were about the same in ibeir relative acceptance of premarital sex. controlled studies. and discuss potential advanlll:ges or disadv~tages of this meib~. b) A new restaurant opened in January. using a random number table. c) This result suggests that you should be skeptical about published results of medical studies that are not randomized. 67 were female. "Should laws be passed to eliminate all possibilities of special interests giving huge sums of money to candidates?" 80% of the ~ample answered yes. In each of the following situations. c) An anthropology professor wanted to compare attitudes toward premarital sex of physical science majors and social science majors. a) This result suggests it is better not to use randomization in medical studies. You are assigned to direct a study on your campus to determine the factors ibat relate to strong academic performance at the school. the owner applied for a loan to improve the building. New York: Basic Books. In the studies having randomization and strong controls for bias. In studies without randomization or oiber controls for bias. and 24 had experienced it as a slight problem. The academics sent a questionnaire to 334 junior tenants at the Bar. 1995. When the Yankelovich polling organization asked. 2 Problems 33 TABLE 2. 3 said they had experienced sexual harassment as a major problem. the new therapy provided improved treatment 58% of the time. Then. November3. She concludes that approximately 75% of her constituents oppose stricter gun control laws. For instance. QUaM sampling is a meibod used When. f) All of the above g) None ofibe above 19. 22. when ibey incorrectly predicted that Dewey would defeat Truman in a landslide in the presidential election. ordinal. (ii) nominal. of whom 159 responded. b) A congresswoman reports that letters to her office are running 3 to 1 in opposition to the passage of stricter gun control laws.
Kalton. I choose every tenth home on the list.000 population. its murder rate was (120/2. if a state had 120 murders and a population size of 2. CA: Sage. (1994). if you want a simple random sample of 100 students. every subject has the same chance of selection. 18. Secti~. to make the information easier to assimilate. Introduction to Survey Sampling. Scheaffer. I then obtain lists of residents from those 31 homes. For instance.. D.3 introduces statistics that describe the ~a. S. Applied Sampling. 7th ed. Crosson. 5th ed.34 Chap. 2 Sampling and Measurement every Friday's record. (1989). CA: Wadsworth. New York: Free Press.. (1983). Sociological Methods and Research. (1996). Belmont. Explain why. and numerical measures to understand these data mo~ fully. C. It is difficult to learn much by simply reading through the murder rates. One of the two primary reasons for using statistical metho. Sampling. New York: Academic Press.measures. The analysis of social science data with missing values. B. We will use tables. a typical" measurement in the sample. New York: Simon & Schuster. 4th ed. Tainted Truth: The Manipulation of Fact in America.300. a) Explain how you would proceed.2 defines statistics that describe the center of a collection of datasin other words.1 to illustrate descriptive methods. E. Methods of Social Research. 26.2. R. New York: WIley.1 State Murder Rates We use the data in Table 3. (1965). (1995). These tools provide a summary picture of the da~. Tabular and Graphical Description Example 3. and you stop selecting males as soon as you have 50.300. You plan to sample from the 5000 students at your college in order to compare the proportions of men and women who believe that women should have the right to an abortion.000. New York: WIley. Bailey. S. (1994). What kinds of sampling have I used? Descriptive Statistics Bibliography Babbie. (1976). R. L. Kish.. but the sample is not a simple random sample. Beginning randomly. G. by showing that every possible sample of size n is not equally likely. Section 3. I need to collect data for a sample of residents of registered nursing homes in my state. L. Survey Sampling.I. and Ott. 292326. and Rubin. K. In a systematic random sample.ds is to summarize and describe data. We then present ways of describing the data wi~ numerical .riation of the data about that center. This table lists all 50 states in the United States and their 1993 murder rates. K. Is the resulting sample a simple random sample? Why or why not? 27.000 5. CA: Wadsworth. Sudman. Little. ending up with 31 homes.n 3'. Mendenhall. Elementary Survey Sampling. Newbury Park. I obtain from the state a list of all nursing homes.000) x 100. b) How would you proceed if you want a systematic random sample? c) You use a random number table to select students. and I select a simple random sample from each list. The final section distinguishes between statistics describing samples and related parameters describing populations. graphs. W. The first section discusses statistical descnption through the use of tables and graphs. Thompson. L. The Practice of Social Research. which I number from 1 to 317. The murder rate measures the number of murders in that state in 1993 per 100. A. Chapter 3 28. (1992). The average daily receipt for this sample was then used to estimate the yearly receipts. but you stop selecting females as soon as you have 50. Thi~ c~apter pr~e~ts common methods of data description. = 35 . Belmont.
but it is easier to make comparisons between different intervals using relative frequencies.4 75 2. we can summarize the data.36 Chap.1 3. Afrequency distribution.9. In addition. 3. for example. if a difference of $5000 in income is not considered especially important. the width equals 3 in Table 3.017.0 8. Frequency Distribution A frtIqu~nt.6 8.8 6.08.3 5. Counting the number of states with murder rates in each interval. and an overall pattern in the results may be obscured.999.2. 18.05. gether with a tabulation of the number of observations in each interval.9 15. we might choose intervals of width less than $10.000 is somewhat notable.6 9.08.9 18.7 3. they are so narrow that the information presented is difficult to digest. they should be mutuaUy exclusive. SAS. 9.000.000$23. for instance.4 2.0 3.05.0 13.9 9.9 10.6 6.0 8.4 3.000) 0. To summarize annual income.9 3.3 1. with one state being considerably higher than the rest. that is.9 3.0 5.0 8. we get the frequency distribution shown in Table 3. and so forth.02.000 population.3 8. as Table 3.1 does. any possible value must fit into one and only one interval.2. As with any summary method. but a difference of $10.3 3.9.011. $16.4 13. To construct a frequency distribution for murder rate. the greater the number of intervals used.2 6.014. to quency distribution does not identify which states have low or high murder rates.8 3.9.1 Tabular and Graphical Description 37 Alabama Alaska Arizona Arkansas California Colorado Connecticut Delaware Florida Georgia Hawaii Idaho IIlioois Indiana Iowa Kansas Kentucky 11. The fre Relative Frequencies Frequency distributions are informative.3 6.2 13. Usually.9 6.9. the larger the number of observations. of the sample observations that .6 Louisiana Maine Maryland Massachusetts Michigan Minnesota Mississippi Missouri Montana Nebraska Nevada New Hampshire New Jersey New Mexico New York North Carolina North Dakota TABLE 3. We must first select a set of intervals for murder rate. It is clear from looking at this frequency distribution that considerable variability exists in statewide murder rates. We then count the number (frequency) of states in each interval.9 4.017.1 5.4 Murder Rate (No. $8000$15.9} for the number of murders per 100. 3 Descriptive Statistics Sec. such as 0$7999.8 3.9.4 10.3 3. 6. The number of intervals in a frequency distribution depends both on the judgment of the researcher and on the number of observations to be classified.5 11.9. nor are the exact murder rates known. more than 15). we divide the possible murder rate values into separate intervals. If very few intervals are used.020.5 11.011.3 11. States) 5 16 12 12 4 o 1 50 Frequency Distributions Rather than simply listing all the separate observations.014. The intervals of values for the categories in frequency distributions are usually of equal width.4 4. Relative Frequency The relative frequency for an interval is the proportion fail in that interval.6 12. defined next. uses the intervals {02.7 Ohio Oklahoma Oregon Pennsylvania Rhode Island South Carolina South Dakota Tennessee Texas Vermont Vrrginia Washington WestVIrginia Wisconsin Wyoming Utah 6. If too many intervals are used (say.y dlstrl~utlon is a listing of intervals of possible values for a variable.3 1.9 12.6 10. Follow this general guideline: The interval should not be so wide that two measurements included in it have a difference between them that is considered major. too much information may be lost through pooling together observations that are not very similar. A common summary method divides the measurement scale into a set of intervalsand totals the number of observations in each interval.9 11. however.3 5. 15.4 3.2 Frequency Distribution of Murder Rates for the 50 States 20.999.020.4 6. for example. 12.9 9.8 3. does this.2 11.9 10. Murders per 100. Or computer statistical software such as SAS or SPSS chooses them for us.9 Total Frequency (No. 3. The intervals should include all possible values of the variable. some information is lost as the cost of achieving some clarity.
0 32.017.9. Figure 3.9.013.9 Murder Rate (per 100.020. In that case.00.9 7.05. the statement that 60% of a sample of 1000 individuals favor a decrease ill the national defense budget is much more striking than the same statement derived from a sample of 5 individuals.08 .1 Relative Frequency Histogram for Murder Rates The relative frequency equals the number of observations in an interval divided by the total number of observations. More often.9 18.00 .2 Relative Frequency Histogram for Murder Rates.4 0. for the murder rates.10. the histogram is very irregular if too many intervals are used relative to the size of the data set. 14.32 . For categorical (nominal or ordinal) variables.~2.9 6.2.6 Relative Frequency 0. that is. for a ~lative ~uency of . The relative frequency ISa proportiona number between 0 and 1 that expresses the share of the observations falling in that interval.0 L__ 0. Obviously. 3 Descriptive Statistics Sec.9 3.013. with height of the bar representing the relative number of observations in that interval.9 9. using the intervals in Table 3.0 24. Table 3. had murder rates between 0 and 2.0 0.9.9 6.000) Figure 3. It is sufficient in such a table to report just the percentages and the total sample size. the relative frequency for the first interval in Table 3.38 Chap.24 . by interval. A b~ IS drawn over each interval of numbers.1 onl__ J_ __J_ O.9 15.9 12.020.9.9 3.06. and 100(. Most statistical software makes it simple to request histograms of data.0 100. that is. We construct the relative frequency distribution for the data on murder rates in Table 3. since each frequency equals the corresponding proportion multiplied by the 0.00 10. 3.2 0.4 Murder Rate 0.000) Figure 3. Example 3. 5/50 = . Relative frequencies are useful for data of any type. are recorded as percentages rather than proportions. rela~v~ frequencies.5.9 _j___ ___t====::::=J 14.3 shows it.1 TabularandGraphicalDescription 39 Relative 0.3 5 16 12 12 4 0 1 50 . such as 100.9. too much information is lost or obscured.9 18.014.10 .1).S states out of 50.2 0. This is too crude to be very informative.2 is 5/50 .0&. and the sum of the percentages equals 100. For example.011.9 Murder Rate (per 100.3 also shows the relative frequency distribution as a percentage distribution.9 Total Frequency Relative Frequency Frequency Percentage 0.2 Bar Graph of Famlly Household Structure Table 3.020.06.011. As with frequency distributions.2 is a histogram of murder rates using the intervals 0. Using Crude Intervals .020. On the other hand.9 15. instead of intervals of numbers we use the categorical scale for the variable. the graph of the relative frequencies for those categories is called a bar graph. Histograms and Bar Graphs A gra~h of a frequency distribution for a quantitative variable is called a histogram. 1983). For example.02.1 is a histogram for the murder rates. if too few intervals are used.on which they are b~. Although guidelines exist for drawing histograms (see Tufte.08.10 is the relative frequency for the interval 02.014.0 8.02 1.4 lists percentages of different types of family households in the United States in 1994. provides a relative frequency distribution. the total number of states.24 . it is primarily a matter of common sense. = .10. always include the total number of cas~s ?p.10) = 10 is the percentage.017.9. A percentage IS SImply a relative frequency multiplied by 100. When presenting relative frequencies in a table. Table 3.0 2.0 0. The process of rounding may lead to slightly different totals.0 24. A listing of these.9 __ L __ L __ L __ L~_J 12. The total sum of the proportions equals 1. and the software automatically chooses intervals that are sensible.1 or 99. For instance. the decimal place is moved two positions to the right. 7.2 by dividing each frequency by 50.9 9. Figure 3.
from Figure 3.0. When a number has several digits. for a stem and leaf plot of annual income in thousands of dollars. 1994 Type of Family Number (millions) 25. a value of $27. In fact.111(68.40 Chap.6 41.6 and 1. representing the murder rates 2. they are usually ordered by frequency. A stem and leaf plot conveys much of the same information as a histogram. children children Father.5 Percentage 36. 0 Relative frequency of family structure stem is the whole part of a number. On the second line.4 thousand has a stem of 10 and leaf of 6. . Stem and leaf plots arrange the leaves in order on each line.1 28.4 68.5 9 9 0.4 10 0. Families.5) = 7. The order of presentation for an ordinal classification is the natural ordering of the levels of the variable.S. For instance.3 Relative Frequency of Family Structure Types. By convention.3. it displays information that is lost with a histogram. As the sample size increases. children 6 9 0.6. the last line has a stem of 20 and a leaf of 3. Current Population Reports.3 presents the same data in a bar graph. TUrned on its side. For instance.4 shows an alternative graphical representation of the murder rate data. and the leaf is the fractional part.1 Tabular and Graphical Description 41 TABLE 3. 3. the largest murder rate for a state was 20.3 Source: U.2.4.0 11. 1994 Stem and Leaf Plots Figure 3. Bureau of the Census.1 7.4. Since family structure is a nominal variable.7. the frequency of singlemother families with children equals . For instance. 9. total sample size. Figure 3. it has the same shape as the histogram.S.3 6. the order of the bars is not determined.S. It is not possible to determine these exact values from the histograms in Figures 3.4 Stem and Leaf Plot for Murder Rate Data in Table 3. which is listed last. it is simplest for graphical portrayal to drop the last digit or two.2 with Mother.9. except possibly for an "other" category. on the first line.1 3. since one can recover the sample measurements from the stem and leaf plot.3 11 12 13 14 15 16 17 18 19 20 Manied. 3. from smallest to largest. represents each observation by its leading digit(s) (the stem) and by its final digit (the leaf). U. each stem is a number to the Stem and leaf plots are useful for quick portrayals of small data sets. no children FIgure Married.1 and 3. Stem I 2 3 4 5 6 7 8 9 6 0 0 4 0 0 5 0 0 2 3 7 I 7 3 I 6 2 3 3 8 2 3 3 9 4 3 4 4 3 4 5 Leaf 4 8 6 6 4 4 4 6 8 9 9 9 0. For instance. are separated to emphasize that the variable is categorical rather than interval (quantitative).6 1. The bars in a bar graph.6 million. unlike in a histogram. no children Single mother with children Single father with children Other families Total 1. you might list each stem twice. In Figure 3. the stem of 1 and the leaves of 6 and 7 represent the murder rates 1. Families. Twodigit stems refer to doubledigit numbers. the stem of2 has leaves of 0.3 and the smallest was 1.1 Married couple with children Married couple. For instance. Other Figure 3. called a stem and lea/plot.9 9.1 thousand has a stem of 2 and a leaf of 7 and a value of $106. This figure. for instance. you can accommodate the increase in leaves by splitting the stems. putting leaves of 0 to 4 on one line and leaves of 5 to 9 on another.4 Family Structure. and 2. representing the murder rate 20.3. U. 3 Descriptive Statistics Sec. 2.
as the sample size increases indefinitely and the number of intervals simultaneously increases. One way to summarize a sample or population distribution is to describe its shape. 0 Sample and Population Distributions Frequency distributions and histograms for a variable apply both to a population and to samples from that population. Thus. When a variable is continuous. The rates are all less than 3. Figure 3. and the sample distribution looks more like the population distribution.6 shows two sample histograms. Year Book. Stem and Leaf Plots for Murder Rate Data from U.3 0.3 Comparing Canadian and U. The first type is called the population distribution of the variable.1 1. 7 6 United States 6 0 0 4 0 0 5 0 0 2 3 7 I 7 3 1 6 2 3 3 8 2 3 9 9 4 3 4 4 3 4 5 4 8 6 6 4 4 4 6 9 9 9 Example 3. and Canada Stem and leaf plots can provide simple visual comparisons of two relatively small samples on a quantitative variable. TABLE 3.42 Chap. the shape of the sample histogram gradually approaches a smooth curve. and stem and leaf plots are useful for describing differences between the groups.1. the photograph gets clearer. 1992.0. for example. a smooth curve often approximates well the population distribution. Murder Rates 8 9 9 Table 3.2 or the first bar of thb histogram in Figure 3. so they would all fall in the first category of Table 3. each plot uses the same stem. one based on a sample of size 100 and the second based on a sample of size 500. one can choose the intervals for a histogram as narrow as desired. Figure 3.S. For ease of comparison. See Figure 3. the sample proportion in any interval gets closer to the true population proportion. and also a smooth curve representing the population distribution. with leaves for one sample to its left and leaves for the other sample to its right. with their width narrowing. As the sample size increases. This text uses such curves to represent population distributions.6 Values of the Variable Histograms for a Continuous Variable Values of the Variable . the results are plotted "back to back". the highest points (representing the largest frequencies) are at a) 100 measurements Relative Frequency Relative Frequency b) 500 measurements Relative Frequency c) Population High Values of the Variable Figure 3. it is clear that the murder rates tend to be much lower in Canada.7 2. A group for which the distribution is bellshaped is fundamentally different from a group for which the distribution is Ushaped. From this figure. Even if a variable is discrete. In the Ushaped distribution.S.000 Population) Alberta Manitoba Newfoundland Ontario Quebec 2. In a sense.2 2.2 Figure 3.7. 3 Descriptive Statistics Canada 2 2 7 I 0 Tabular and Graphical Description Stem 0 1 2 3 4 5 6 7 8 9 10 II 12 13 14 15 16 17 18 19 20 43 Comparing Groups Many studies compare different groups with respect to their distribution on some variable.5 Canadian Provinces and Their Murder Rates (Number of Murders per 100.6 1.3 British Columbia New Brunswick Nova Scotia Prince Edward Island Saskatchewan 2.7 2. To illustrate. especially when the number of possible values of the variable is large.0 2. and the second type is called a sample distribution. the sample distribution is a blurry photograph of the population distribution. histograms.5 BacktoBack 6 9 Source: Canada.5 shows recent annual murder rates for the provinces of Canada. Now.5 shows backtoback stem and leaf plots of the murder rate data for the United States and Canada. Relative frequency distributions.9 1.
For example.. (The values in the United States and Canada were 65 and 63. = . Example 3. We illustrate the mean and its calculation with the following example.. and so forth up to Yn. whereas a bellshaped distribution indicates that most subjects tend to fall close to a central value. It is simpler to describe the difference between the two histograms. Y2 the second. The sample size is symbolized by n. Relative frequency Relative frequency The next two sections present statistics that describe the center of a frequency distribution. the last observation made.7 UShaped and BellShaped Frequency Distributions The bellshaped and Ushaped distributions in Figure 3. A Ushaped distribution indicates a polarization on the variable between two segments of the group. The parts of the curve for the lowest values and the highest values are called the tails of the distribution.4 higher than the murder rate for Canadian provinces.8 illustrates. With these methods. according to which tail is longer. Figure 3. n denotes the sample size. . using numerical descriptive methods. They are called measures of central tendency. The n sample observations on a variable Y are denoted by Yl for the first observation. The statistics show what a typical measurement in the sample is like.5. its observations are denoted by Y(.6 shows an index of female economic activity for the countries of Western and Eastern Europe in 1994 (data Were not available for Germany): The number reported refers to female employment.5. By comparison. for female economic activity in Eastern Europe. considerably lower. the murder rate for U. or the difference between sample distributions for two groups. Throughout the text. The table lists six observations for Eastern Europe.44 Chap.) 0 We now introduce notation for the mean. ••• . For these data. In Austria. you can check that the mean for the Western European countries equals 722113 = 55. Y2. the sum of the measurements equals 88 + 84 + 70 + 77 + 77 + 81 = 477. Yz = 84. Bellshaped Mean The mean is the sum of the measurements dividedby the number of subjects." We now turn our attention to ways of numerically describing data. 3 DescriptiveStatistics Sec. Income Figure 3. for instance. The mean economic activity for these countries equals 477/6 = 79. states is 5. . The Mean The best known and most frequently used measure of central tendency is the mean. A nonsymmetric distribution is said to be skewed to the right or skewed to the left. Relative frequency Relative frequency Table 3. a description of the average response.The Mean 45 is near the middle value of the variable.4 Female Economic Activity in Europe Figure j. Most distributions of variables studied in the social sciences are not exactly syminetric. We use this notation in a formula for the mean and in formulas for other statistics that use the mean. For a variable denoted by Y. the number of females in the work force was 60% of the number of males in the workforce. as a percentage of male employment. Yn• The sample mean is denoted by Y. one can make comparisons such as "On the average. 3. Yn = Y6 = 81.8 Skewed Frequency Distributions Exam Score Notation for Observations and Sample Mean A histogram for a sample approximates the corresponding population histogram.7 are symmetric.2 MeasuringCentralTendency. Low Values of the Variable High Low Values of the Variable High The mean is often called the average.S. and the observations are Y1 = 88. n 6.
for the Eastern European data.300. Catholic. X represents the sample mean for a vari.000 income is the salary of the owner's son. The overall sample mean for the combined set of (nt +n2) measurements is the weighted average Source: Human Developmem Report 1995. Using this summation symbol. instance. the mean is appropriate only for quantitative data... In general. Figure 3.•.. quite different from the mean of $37. $11. • Denote the sample means for two sets of data with sample sizes nl and n2 by YI and Y2.9 shows that if an equal weight is placed at each observation from Example 3. Female Employment as a Percentage of Male Employment Western Europe Country Austria Belgium Denmark France Ireland Italy Netherlands Norway Portugal Spain Sweden Switzerland United Kingdom Programme. illustrate. . For example. called an outlier. E Y. the more highly skewed the frequency distribution. even though these levels may sometimes be coded by numbers for convenience. $10.4. Other). A bl!f over the symbol represents the sample mean of data for that variable. unless we assign numbers such as 4. Similarly. and poor.hlll. + Yn• This symbol stands for the of the Y values. The mean computed for the other six •observations alone equals $10. treating it as quantitative. such as X or Z.5. we find that the annual incomes of the employees are $10. For instance. 3. $10.400. $11. This is fairly common with small samples when one or more measureis much larger or much smaller than the others. relative to most of the data In Example 3. • The mean is pulled in the direction of the longer tail of a skewed distribution..000 is an outlier. The definition of the sample mean implies that it equals Y= YI+Y2+"'+Yn n The symbol E (uppercase Greek letter sigma) represents the process of summing. we have the shortened expression for the sample mean of n measurements. able denoted by X.tnl'_ •• is $37. $li. and $200.200. we consider some basic properties of the mean.2 Measuring Central TendencyThe Mean 47 Female Economic Activity In Europe. the mean religion does not make sense. Jewish. Y = nlYI +n2Y2 nl +n2 . Upon closer inspection. who happens to be an employee.900 including '"the outlier. Properties of the Mean Before presenting additional examples.200. we cannot find the mean of observations on an ordinal rating such as excellent. such as in highly skewed distributions. the large observation $200.000 results in an extreme skewness to the right of the income distribution.5 Effect of Outlier on Mean Income The owner of a small store reports that the mean annual income of employees in the . 2.6 Sec. Yn for the observations. The value $200. L Y. The mean is the center of gravity of the observations. Activity 60 47 77 64 41 44 42 68 51 31 77 60 60 Eastern Europe Country Bulgaria Czech Republic HungIII)' Poland Romania Slovakia Activity 88 84 70 77 77 81 is not to compute the mean for observations on a nominal scale. This property implies that the sum of the distances to the mean from the observations above the mean equals the sum of the distances to the mean from the observations below the mean. the less representative the mean is of a typical observation. United Nations Development The symbol Y for the sample mean is read as "Y bar.700. 0 This example shows that the mean is not always representative of the measurements the sample. where the index i represents a typical value in the range 1 to n.5. good. then the line balances by placing a fulcrum at the point 79. For instance. 3 Descriptive Statistics TABLE 3.883. Y2. 3. The $200. for religion measured with categories such as (Protestant. 1 to the ordered levels. Example 3. fair. = YI + Y2 + Y3 + Y4 + Ys + Y6 = 477 Y= EY1 n The symbol is sometimes even further abbreviated as E Y..000. This skewness pulls the mean above six of the seven measurements. Because of this.500. • The formula for the mean assumes numerical values YI.900. • The mean is the point of balance on the number line when an equal weight occurs at each measurement point. . represents the sum YI + Y2 + . • The mean can be highly influenced by an observation that falls far from the rest of the data.46 Chap." Other symbols are also sometimes used for variables.
than to 79. For the data in Table 3. = = Y _ n.8% 18.5th lowest. (n + 1)/2 = 25.3. The measurement scale grouped the possible responses into an ordered set of categories. 84. Bureau of the Census.6 Median for Grouped or Ordinal Data Table 3. the median is the value of the (n+l)/2nd measurement in the ordered sample. because most of the 19 observations for the overall sample come from Western Europe.7 summarizes data on the highest degree completed for a sample of subjects taken recently by the U.291) = 103. which is (77 + 81)/2 = 79.7. The median is the middle measurement.S. and the median is the midpoint between the two.5) + 6(79. For instance.8)/2 = 6. This is close to the sample mean of 79. 77.191 7.3 The Median and Other Measuresof Central Tendency 49 The numerator n. the value for Eastern Europe. Example 3.4% 36.7 Highest Degree Completed.000.845 7. Since n = 6 is even. This is partly due to the outlier observation of 20.7% .6 + 6.570 22. (n + 1)/2 falls halfway between two numbers.303 in the first two. $11. (38.48 Chap.5. The sample size is n = 177. (n+ 1)/2 = (7 + 1)/2 = 4.900. whenn = 7. so the median is the midpoint between the 25th and 26th smallest observations.500.6.5.5. $11. 55. or equivalently fourth largest. other measures are also informative and occasionally more appropriate than the mean. when n = 50.291 33.809. + + n2Y2 _ n2  13(55. it is easy to determine the median using such a plot. 3 Descriptive Statistics Sec. which is considerably higher than the other observations.110 Percentage 21. the median is (6.1 is closer to 55. the value for Western Europe.5) 13 + 6 = (722 + 477) 19 = 1199 19 = 63. we see that the murder rate values are skewed to the right. observation.3% 12. when the subjects' observations are ordered from lowest to highest.3 The Median and Other Measures of Central Tendency Although the mean is a simple measure of central tendency. and the Eastern European measurements have n2 = 6 and Y2 = 79. the median better describes central tendency than does the mean. In Table 3. When the sample size is even. we find that 25th and 26th smallest values are 6. the Western European measurements have 13 and Y.6. When n is even. When the sample size n Is odd.77. a single measurement occurs in the middle. Now.4 shows the stem and leaf plot. So.3% 1.9 75 I•• • i =795 IS I 85 90 Economic Activity The Mean as the Center of Gravity To illustrate for the female economic activity data in Table 3. It is a measure of central tendency that better describes a typical value when the sample distribution of measurements is highly skewed.5. the ordered economic activity values for the Eastern European nations are 70.1 on murder rates. 38. and the median is the midpoint of the measurements with those indices.9% 4. since this small data set has no outliers. two middle measurements occur. The mean is Y = 7. This is a much more typical value for this sample than the sample mean of $37.7% 4. Since the sample size n = 50 is even.200.1 The weighted average of 63. and $200. so the median is the fourth smallest. The overall mean economic activity for the 19 nations equals n. the median is the midpoint between the middle measurements.599 3. That is.700.for a Sample of Americans Highest Degree Not a high school graduate High school only Some college. 3. somewhat larger than the median.y.012 65. 65 • 70 Figure 3. 3. For instance. Since a stem and leaf plot arranges the observations in order. Counting down 25 leaves from the top of the plot. no degree Associate'S degree Bachelor's degree Master's degree Doctorate or professional Frequency 38.6 and 6.5. Median The median Is the measurement that falls in the middle of the ordered sample.618. 81. The Median The median splits the sample into two parts with equal numbers of subjects. Turning Figure 3. since nY = are $10.4 on its side.012 responses fall in the first category. The middle observation is the one having index (n + 1)/2. $11.3 for Louisiana. n.012 + 65.y. The median score is the (n + 0/2 (177. = = TABLE 3. and 88. the 25th and 26th smallest.0. In this case. +n2Y2 is the total sum of all the measurements.8. 77 and 81. the median is the midpoint between the two middle values. Figure 3.5.200.300.618 + 0/2 88. $11.
f grades on an exam tends to. has 25 smaller and 25 larger observations. Length of prison sentences tend to. For instance.). The median. be highly skewed to. or $2. Properties of the Median • The median. Table 3. It is not appropriate for nominal data.7. the categories.809. 11. 14. In this case. 1994. 10. asks a sample of adult American subjects about a wide variety of issues.2% fall in the first two. the distances of the measurements from the middle.7.f 78. 10.000. 16.7 Effect of Extreme Outlier for Murder Rate Data Table 3. The data set does not include the District of Columbia (D. By contrast. 3. the left when students perform considerably poorer than the others. In Table 3. Then most students performed Relative Frequency Relative Frequency 10. for 67 sentences for murder imposed using U. as we have seen in Examples 3.3 The Median and Other Measures of Central Tendency 51 fore contains the 88. 20 to. the median is barely affected by including this outlier.3 and a median of 6. 10. O· = the majority • The median since it uses ing four sets of students in order to. For instance. bring the mean down to. For example. as Figure 3. • Por skewed distributions.7. This is 6. compared to. Bureau Census. the sample of measurements 4. 100.C.6). 4 and Thus. The median also has disadvantages.of Chicago. which had a murder rate in 1993 o. the median is usually more appropriate when the distribution is highly skewed. Sentencing Commissior guidelines. whereas the is not. for example. • For symmetric distributions.5 showed. the categories of highest degree.yees in Example 3. 9. so. mean household income in the United States in 1993. 76." Equivalently. "Within the past 12 Medi. 13. compared to. 12 100 10 100 • The median is unaffected by outliers. 11. since the vations cannot be ordered.f76. which is the median.10 shows. it is also valid for ordinal data. though usually not as severely as in Example 3. 10 is sylDlllletric about 7. 3 Descriptive Statistics Sec. If we include this observation in the data set. For instance. 100 has a median o. 9. the 50% point falls in the second category. 8.8. the mean changes from 7. The median response school only. using the mean for ordinal data requires assigning sco. from the percentages in the last column of the table. The mean requires quantitative data. co. the mean. 8. illustrate.5. For instance. 12.8.f $31.000. suppose that an exam scored on a scale to. 7. 7 is both the median and the mean. only the ordinal characteristics o. whereas the median also applies for ordinal scales (see Example 3. like the mean. so.50 Chap.f the seven emplo.200 whether the largest observation is $20.f88 and a mean o. 0. 9. Since it erdered observations to compute it. the mean. being considerably affected by the outlier. the right. we get a sample mean of 12. the median and the mean identical. quite different patterns of data can give the same result. Current Population Reports). is appropriate for interval data. was $8000 higher than the median household income o.S.. The effect o.nducted annually by the National Opinion Research Center (NORC) at the University . 18. such as in Figure 3.f the data. the right. then n = 51.res to. the median. Values of the V ariable Figure 3.000.000 (U.4%+36.8%) 58.f an outlier tends to. if we assign scores 10.f education. be skewed to. This survey.000. the mean length was 251 months and the median was 160 The distribution o. 8. The mean can be greatly affected by outliers.10 Values of the Variable The Mean and the Median for Skewed Distributions . o Median Compared to Mean The median has certain advantages.5 have a median of $11.5th lowest.3 to.S. To. as Example 3. 5 and 9 fall equally distant from it in opposite directions.8. theincomes o.f 10: Set Set Set Set 1: 2: 3: 4: 8. For instance. 9.1 contains murder rates for the 50 states and has a mean of 7. On the other hand. the question. consider Table 3. $200. This is certainly an extreme outlier. nearly four times that of Louisiana. 10. Example 3. the mean lies toward the direction of skew (the tail) relative to. fall in the first category and (21. the 26th largest observation. For discrete data that take on relatively few values.8 summarizes the 1514 responses in 1991 to. from the General Social Survey of 1991.5 and 3. is insensitive to.5. be even greater when the sample size is small. 5.7. as do. the followof measurements all have medians o. as mustrated in the previous example. 9.7. the less than the median. representing approximate number of years o. Income distributions be skewed to.
we shift 586 responses from 0 to 4). high). The upper quartile is the median for the 25 observations above the median.8 1. We illustrate with the murder rates from Table 3.69. so the sample mean response 1 Y = 1. Since (n + 1)12 = 757. Percentile The pth percentile is a number such that p% of the scores fall below it and (100 . and 88.7. = = LYj The sample sizeisn is = 1344(0) = 1344+ + 133(1) + 25(2) + 11(3) + 1(4) 133+25+ 11+1 = 220 = 1514.9 2.3. for the upper half of the data.7.2. 3.6. for the bottom half of the data. The sample size is n = 50.9. that is.5. since most values occurred several times.6.11 The Quartiles and Interquartile Range Quartlles and Other Percentiles The median is a special case of a more general set of measures of location called per centiles. then the median would still be 0. ' = 4 25 11 1 . that is.4. The mean uses the numerical values of all the observations.25.p)% fall above it. how many people have you known personally that have committed suicide?" Only five distinct responses occur.133. The lower quartile is the median for the 25 observations below the median. As with the median..7 3. Two other commonly used percentiles are the lower quartile and upper quartile. the median is the midpoint between the 757th and 758th smallest measurements. as Figure 3. and then add. or 10.7 and 10. such as (0.e. 3 DescriptiveStatistics Sec. 11.7 . but the mean would shift to 1.8 8.9.3 The Medianand Other Measures of Central Tendency 53 TABLE 3. The quartiles together with the median split the distribution into four parts.15 of the 1514 observations among these categories were (758. 25% Itlohths.7 p= median. The lower quartile is the median for the observations that fall below the median. 1) or (low. or 3. such as Figure 3.587) (i.8. The distance between the upper quartile and the median is 10. This means that a quarter of the states had murder rates above 10. each containing onefourth of the measurements.Yj n = 1514 220 = . The 75th percentile is called the upper quartile.8 = = . that is. the median is larger than 50% of the measurements and smaller than the other (100 . If the distribution Interquartile range /25% Lower quutiJe Median Upper quutiJe Figure 3. One quarter of the data fall below the lower quartile.3. so the median response is O.7 .3.50) 50%. To calculate the sample mean for Table 3. Similarly. we multiply each possible value by the frequency of its occurrence.3. not just their ordering. and between 6. which is the 13th smallest observation.9 and the median of6.3 . a quarter of the states had murder rates below 3.1 Lower and Upper Quartiles The 25th percentile is called the lower quartile. which is the 13th largest observation. Yj for the numerator of Y. and one quarter fall above the upper quartile. it is unnecessary to add the 1514 separate measurements to obtain 1. A more extreme form of this problem occurs for binary data. and the median equals 6.52 Chap. The median equals the most common outcome. But those are both 0 responses. to sum the 1514 observations. The upper quartile is the median for the observations that fall above the median. but gives no information about the relative number of observations at the two levels. These refer to p 25 and p 75 in the percentile definition. the quartiles can easily be found from a stem and leaf plot. Such data can take only two values. which exceeds the distance 6. That is.8 Numberof PeopleYou Know Who Have Committed Suicide Response Frequency 1344 133 Percentage o 1 2 3 88. between 3.11 shows.8% of those are O.
Other statistics that might provide somewhat different interpretations are ignored. The middle rates fall within a range of 6.8 on the suicide data." since the rating. be wary of the mean when you think that the distribution may be highly skewed. In any particular example. "Do you personally think it is wrong or not wrong for a woman to have an abortion if the family has a very low income and cannot afford any more children?" The relative frequencies in the two extreme categories are higher than those in the middle categories. The mode of Table 3. and mode are complementary measures. half of the only for Percentiles other than the quartiles and the median are usually reported fairly large data sets.12 shows the relative frequency distribution of responses in the 1991 General Social Survey to the question.3 6. For instance. They describe different aspects of the data. 3. The mode is not as popular as the mean or median for describing central tendency of quantitative variables. quartiles. Many quantitative variables in the social sciences. it may be largest or the smallest value. the mode is O.33. scribes variability of the data and is described further in Section 3. as in Example 3.9 1.7 on only. " summary provides a simpletounderstand The difference between the upper and lower quartiles is called range. Figure 3. a software package reports these as follows: 100% 75% 50% 25% 0% The fivenumber Max Q3 Med Q1 Min 20. We can summarize this information by reporting efivenumber summary. • A frequency distribution is called bimodal if two distinct mounds occur in the distribution. median. For instance. It is useful when the most frequently occurring level of a variable is relevant. the interquartilerange equals 10. In fact. For instance.3 10. if that is most common. data or grouped frequency distributions than with ungrouped is then the category or interval with the highest frequency.5. near 10 Not Wrong at All Wrong Almost Always Wrong Only Always Sometimes Wrong Figure 3. 3 Descriptive Statistics This commonly happens when the Sec. In the highest degree completed. we might measure the modal religion (nominal level) in the United Kingdom. The middle half of the observations fall within that range. For example.S. the modal rating (ordinal level) given a teacher. symmetric distribution. Thus. Bimodal distributions often occur with attitudinal variables. it is somewhat inaccurate to call the mode a measure of central tendency.11.10 and 3. People who present statistical conclusions often choose the statistic giving the impression they wish to convey. for instance. derrates. properties of the Mode • The mode is appropriate for all types of data. the mode is "High frequency for that category is higher than the frequency for any 30 20 The mode need not be the center of the distribution.3 The Median and Other Measuresof CentralTendency 55 between the lower quartile and the median. some or all of their values may be useful. = the interquarti/e This measure deFor the U. • The mean.9 6. The Mode Another measure.4. have distributions in which the mode is near the such as in bellshaped distributions and in slightly skewed distributions such as in Figures 3.54 Chap. You should be on the lookout for misleading statistical analyses. when responses tend to be strongly in one direction or another. the mode. a typical sample measurement in terms of Mode The mode is the value that occurs most frequently. Finally. or the modal number of years of education (interval level) completed by Hispanic Americans. .6 description of a data set. which is often true for categorical variables. describes most common outcome. though. so Percent 40 In Table 3. these statistics are sometimes misused.4. such as a bellshaped distribution.4. The mean.7 3. and we omit rules for their calculation in this text. bution is skewed to the right.12 Bimodal Distribution for Opinion about Abortion . leading to polarization of the population. COllSl1!llIll2 of the three quartiles and the minimum and maximum values. and mode are identical for a unimodal. The mode is more commonly with categorical tions. median.
from the sample mean f is (Y. Yl.000 = $10. Figure 3.4 Measuresof Variation 57 3. o 10 20 30 40 50 Deviation The deviation of the ith observation Yearly Income (thousands of dollars) Y. The incomes in nation A tend to be farthest from the mean.l~ge for a resident of nation~ '.000.000 .13 illustrate. The interpretation of Y as the center of gravity of the data implies that the sum of the positive deviations equals the negative of the sum of negative deviations. These stansncs are called measures of variation.4 Measures of Variation A measure of central location alone is not adequate for numerically describing a frequency distribution.000$20. the difference FIgure 3.000).000) and range ($50.. Relative Frequency NationB Figure 3. nation B being much more homogeneous. the range is about $30.13 indicates that the range of income values is about $50..This section introduces statistics that describe the vWiability of a data set. It describes a typical value. and the incomes in nation B tend to be closest. usually their mean.14 Relative Frequency o 10 20 30 Yearly Income (thousands of dollars) Distributions with the Same Mean and Range.14 all have the same mean ($25.f)2 (Yl f)2 + (Y2 _ f/ + . In terms of distances of measurements from the mean. though not es~i~y. equals 0 for any sample. Because of this.13 Distributions with the Same Mean but Different Variability between them. The citizens of nation A and the citizens of nation B have the same mean annual income ($25. but not the spread of the data about that value.000 is extremely large for a resident of nation B.Y). however. nation A is the most disperse.000). Nation A has greater variation of incomes than nation B.0 = $50. The deviation is positive when the observation falls above the sample mean and negative when it falls below it. for nation B.56 Chap. Each observation has a deviation.. The distributions of those incomes differ fundamentally. An income of $30. and nation B is the least. The two distributions in Figure 3. The two measures we present incorporate the squares. that is. yet they differ in variation about the center of the distribution.f). 3 DescriptiveStatistics Sec. . •••• Yn is  2 s= :E (Y. sensitive to other characteristics of data variability. The three distributions shown in Figure 3. 3. but Different Variations About the Mean Variance and Standard Deviation Other measures of variation are based on the deviations of the data from a measure of central tendency. :E (Yi . + (Yn ni _ f)2 nl . Range The range is the difference between the largest and smallest observations. The Range The difference between the largest and smallest observations in a sample is a simple measure of variation. The range is not.000. The first measure is the vari ance. however. summary measures of variation use either the absolute values or the squares of the deviations. Variance The variance of n observations For nation A. the sum of all the deviations about the mean.
8 for Canada. and s2 S O. the standard deviation also changes by a factor of 1000 (such as from 11.0 for the United States and S = . 19. In fact.4. we refer back to the U. the standard deviation. SB. and Canadian murder rates shown in Figure 3. each of the five deviations equals 0. whereas the scores in sample 2 are quite far from 5. You should do the calculation yourself for a few small data sets to help you understand what this measure represents. is better for this purpose. then the sample mean equals 19.10 0.9.8 illustrated this property. which is less than SA· Statistical software and many hand calculators can calculate the standard deviation for you.64 at the end of this chapter presents two properties of standard deviations that refer to the effect of rescaling the data.14.2 3. In the (rare) instances when we have data for the entire population.2 Likewise. the standard deviation is also rescaled. For another example. 19. since every . then S doubles. It represents squaring the deviations and then adding squares. • The reason for using (n .8). ntArnr. you can verify that for sample 2.4.1'I the Magnitude of s Each of the following sets of quiz scores for two small samples of students has a of 5 and a range of 10: Sample 1: Sample 2: 0.1) in these definitions by the actual population size.S.tlr.800 to 11. that is. The standard deviation sample 1 equals S . That is. Standard Deviation The rnandarcl deviation s is the positive square root of the variance: in sample 2 were more variable than those in sample 0 Similarly.= 5 = 61 = 56 56 11. and Sc denote the standard deviations of the three distributions in Figure 3. S2 26. 19.3.7. we replace (n . 1. if the ages in a sample of five students are 19. depending on how much you round off the mean before inserting it into the sum of squares part of the calculation.1 > 3. The larger the deviations about the mean. 19. the performances as expected. the larger is the value of s. suppose the first exam in this course is graded on a scale of 0 to 100.1 is? A very rough answer to this is that S is a type of average distance of an observation from the mean.4. .1 has greater variation than one with = 3. if SA. A distribution withs = 5.0).58 Chap. The square root of the variance.. The units of urement are the squares of those for the original data. = = = . the standard deviations are S = 4. 10 By inspection. we have not discussed the magnitude of the standard deviation S other than a comparative sense.S.4 Measures of Variation 59 is approximately an average of the squared deviations. it proximates the average of the squared distances from the mean. For instance. For instance.5.J26.5.0. Basically. thus doubling the variation. rather than n. Most scores in sample I are close to the mean of 5. if the data are rescaled. It is incorrect to first add the deviations and then square that sum. Properties of the Standard Deviation s= • s::: o. Sec. the larger the sum of squares the larger S and s2 tend to be. the standard deviation can be no larger than half the size of the range.8 Comparing Variability of Quiz Scores • The greater the variation about the mean. The plot suggests that murder rates are much more variable in the U.JIf. and the mean for the students is 77. To uiustrate. • Problem 3. the scores in sample 1 show less variability about the mean those in sample 2. For sample 1. The answer you get may differ slightly from value reported by computer software. The average squared from the mean is about II in sample 1 and 26 in sample 2. If we change data on annual incomes from dollars (such as 34.3. 3 Descriptive Statistics Since 5. this gives value of O.3. then SB < Sc < SA.000) to thousands of dollars (such as 34. since it uses squared ae1{lal:lOIlS This makes the variance difficult to interpret. in the denominator of S and S2 is a technical one (discussed later in the text) concerning the use of these statistics to estimate population parameters. == 3. if we double the scores. A value of s = 0 in very unlikely. • S The expression :E (Yi .1). This is the minimum possible variation for a sample. In this case.y)2 in the formulas for the variance and standard is called a sum of squares. Example = 0 only when all observations have the same value. Example 3.4 = far. 3. SB is less than Sc. but how do we interpret how large s = 5. so that the variance equals 2 S = :E (Yi nI y)2 = . 10. whereas for sample 2 it equals S 5.
15 Empirical Rule: Interpretation of the Standard Deviation for a BellShaped Distribution Example 3. The following rule provides an approximate interpretation for many data sets. 2. as portrayed in Figure 3. All or nearly all the data fall between Y .9 shows part of a computer printout for summarizing the 1598 responses on this variable. 3 DescriptiveStatistics Sec. median. as Example 3. The mean and standard deviation are Y = 0. 3.47 and s = 1. About 68% of measurements Figure 3.10 Familiarity with AIDS Victims ~Abo~ut95%ofmeasurem~ts FIgure 3. The Empirical Rule does not apply to this frequency distribution. The exact percentages depend on the form of the distribution.9 Describing the Distribution of SAT Scores The distribution of scores on the verbal or math portion of the Scholastic Aptitude Test (SAT) is now scaled so it is approximately bellshaped with mean of 500 and standard deviation of 100. the numbers that are two standard deviations from the mean. Example 3. 88. 0 Whenever the smallest or largest observation is less than a standard deviation from the mean.9. it is highly skewed to the right.3. Instead. 3. By the Empirical Rule. but this could change to as low as 75% or as high as 100% for other distributions. empirically) are approximately bellshaped. Now.15 is a graphical portrayal of the rule. who came down with AIDS?" Table 3. The 1993 General Social Survey asked "How many people have you known personally.5% of the scores fall above 700 and about 2. either living or dead. The smallest value in the distribution (0) is less than one standard deviation below the mean. then 1· About 68% of the data fall between Y . so about 2.60 Chap. scores 300 400 500 95% of scores 600 700 The rule is called the Empirical Rule because many distributions encountered in practice (that is.5% fall below 300. It indicates that 76% of the responses are 0. . with the variable taking relatively few values.s and Y + s. about 68% of the scores fall between 400 and 600 on each test. or within Y ± s. so that the lower quartile (Q1). The remaining 5% fall either below 300 or above 700. This is considerably larger than the 68% that the Empirical Rule predicts for bellshaped distributions. values of s such as 8 or 11 or 14 seem much more More precise ways to interpret s require further knowledge of the mathematical form of a frequency distribution. figure 3. The distribution is roughly symmetric about 500. Y 2s Y .2s and Y + 2s. Similarly.8% of the distribution falls at these two points. and upper quartile (Q3) all equal O. For instance.4 Measuresof Variation of 61 distance from the mean.09. as you can check by sketching a histogram for Table 3. a recent exam one of us gave having scale from 0 to 100 had Y = 86 and s = 15. for instance.lly bellshaped.10 demonstrates.16 A BellShaped Distribution of Test Scores with Mean 500 and Standard Deviation 100 the percentage of the distribution falling within two standard deviations of the mean is 95%. since it is not even approximately bellshaped. 0 The percentages stated in the Empirical Rule are approximate and refer only to distributions that are approximately bellshaped.16. In the bellshaped case. About 95% of the data fall between Y . The values 0 and 1 both fall within one standard deviation of the mean. about 95% of the scores fall between 300 and 700. this is evidence of severe skew. Y 3. the largest value in the distribution (8) is nearly seven standard deviations above the mean. The Empirical Rule may not work well if the distribution is highly skewed or if it is highly discrete. since 400 and 600 are the numbers that are one standard deviation below and above the mean of 500. we surmised that the distribution of scores was highly skewed to the left. Since the upper bound of 100 was less than one standard deviation above the mean.5% of If the histogram of the data is apprpximatE. Empirical Rule 2. and Y + 3s. All or nearly all measurements Y+2s i +3.
to the data set.73 s 10. ~ q:J Canada 0 Figure 3. the murder rate data in Table 3. The standard deviation.3 . These sidebyside 0 Interquartlle Th: Range 15 . The distribution is somewhat irregular.1.6 to 20. This graphic. murder rates.5. and IQR is very roughly about (4/3)s. portrays the range the quartiles of the data.C. = = 8 1 Analysis Variable AIDS N Mean Std Dev 1598 0.7 to 76.. ~~ the IQR oY. called a box plot. denoted by IQR.3.3.'"". To illustrate.C. The Canadian data has IQR 2. the to 6.U. suppose we include the rate for the District of Columbia in the data set. from the lower quartile to the quartile. By contrast. the range changes from 18. Then Y 8.5.4.3 3. murd~~ data shown rate FIgure 3.1% of the rates (all except D. with a lower 6.1 zsrrtarmn.0 12. IQR changes only and the standard deviation = ··5 .f?!_tbe. and Louisiana) fall within one standard deviation of the mean. though in practice the deviation is still much more common.17 BoxPlotsforU.7.9. we use the U.089 Quartiles 100% Max 75% Q3 50% Med 25% Q1 0% Min 8 o o o o Range Q3Q1 Mode 8 o o . Figure 3.S. we compare in U.S.1 for states have Y 7. This inthat the right tail of the distribution.5. For these data. like the mean.473 1.oXWary range or the standard deviation is that it sensitive to extreme'outlying observations. a median 10. FOJrbellshapeddistributions.5 for D.2 0.terqum:ue range. and possibly some outliers.8 5. and an upper quartile of 10. The lines exfrom the box are called whiskers. is another rangetype statistic for descnbing vananon.8 0.4 for the U.4. These extend to the maximum and minimum there are outliers.5 0.and Canadian Murder Rates . 3.72.S. It IS defined as the difference between the upper and lower <jUI:u.17 shows the box plot for the U.S.1 1.7. The insensitivthe IQR to outliers has recently increased its popularity.S. 3. The standard deviation more than doubles.S. 'L'> U.3 0. i". The median is marked by a line drawn within the box.S.6 . Box plots are particularly useful for comparing two distributions side by side.4. 10 = in the stem and leaf plot quartile of 3. The plot reflects the skewness to the right of the disof U. and now 96.4 Measures Variation of 63 1214 204 Frequency Percent 76. and Canadian murder rates using the data shown in the backtoback leaf plots of Figure 3. data. = = = = conclude this section by presenting a graphical summary of both the central tenand variation of a data set. To illustrate. which equals 78. The upand upper half of the central box are longer than the lower ones.62 Chap.98. murder rates. .17 also shows the box plot for the Canadian murder rate data. For instance. can check that 68% of the states have murder rates within one standard deviation mean and 98% within two standard deviations. in the format of box plots with SAS software (with the PLOT option in PROC UNIVARIATE). can be greatly affected by an outlier.3. 3 Descriptive Statistics Sec. The box contains the central 50% of the distribution.9 changes from 4. IQR we add the observation of 78.0 to 10. which corresponds to the relatively large is longer than the left tail.2 1. ticularly for ~mall data sets. the distance from the mean to either quartile is roughly a standard deviation.9 6.33 and s 3. The rates range from 1.v 85 49 19 13 5 useful for comparing variation of different groups. Now. less variability than the IQR value of 6.
A statistic descnbes a sample. This plot and the stem and leaf plot are useful for backtoback comparisons of two groups. particularly for large data sets. representing it by a + sign. they vary in value from sample to sample.) using sample statistics (such as Y). the extreme values. and a refer to just one particular group of measurements.17 shows one outlier with a very high murder rate. • The stem and leaf plot is an alternative way of portraying the data. the parameters fJ. Turned on its side. though. if they are no more than 1. A relative frequency distribution reports this information in the form of percentages or proportions. and a are constants. the mean f and the standard deviation s are the most commonly reported. it shows the shape of the distribution. SAS marks by an 0 (0 for outlier) a value b~tween 1. that 18. For instance. skewed to the right (longer tail pointing to the right). The histogram shows whether the distribution is approximately bellshaped.5 and 3. • The box plot portrays the quartiles.0 IQR from the box and by an asterisk (*) a value even farther away. • A histogram provides a picture of this distribution. in this chapter.3 for Louisiana. To explain this. The population mean is the average of the population measurements. Secti~n !.5(6. like a histogram.5 Sample Statistics and Population Parameters Overview of Tabular and Graphical Methods summarizes the counts of responses for a set of intervals of possible values. Since their values depend on ~e sample selc:cted.S.L (Greek mu) and (T (Greek sigma) denote the mean and standard deviation of a variable for the population.64 Chap. box plots.6 Chapter Summary 65 plots reveal that the murder rates in the U. This is because fJ. Probability is the subject of Chapter 4.2 in~duced the term parameter for a summary measure of ~e population. Whereas the statistics Y and s are variables.L and (T the population mean and population standard deviation. which is greater than 1. We shall refer to them frequently in the rest of the text. mmon of an outlier.6 Chapter Summary This chapter introduced descriptive statisticsways of describing a sample. the w~skers ex~n~ to the smallest and largest observations only if t?0se values ~ not outl!ers. ul = = = 3.6. we now present a formal def Let J. The distance of this observation from the upper quartile is 20.10. which is the murder rate of 20. . or whatever.5 IQR 1.5 IQR beyond the quartiles. Their values are unknown before the sample IS chosen ". Ushaped. 3.0. namely. lowercase Greek letters usually denote population parameters and Roman letters denote the sample statistics. but it also presents the individual scores.4) 9. The population standard deviation describes the variation of the population measurements about the population mean.5 lOR above the upper quartile or more than 1. helps show any skewness. which is the reason for sampling and calculating sample statistics as estimates of their values. and any outliers. The outliers are shown separately because they do not provide much information about the shape of the distribution. sometimes called random variables to emphasize that their values vary ac~ording to the (random) sample selected. with values depending on the sample chosen. ~ce the sample is selected and they are computed. It is a bar graph of the relative frequencies.3 for the United States and 1. these equal 7. which is the line within the box. In this text. Of course. The formulas that define Y and s refer to sample measurements. grouping together all observations having the same leading digits (stem). the measurements for the entire population. 3.5 lOR below the lower quartile. We call J. Of the measures introduced • Afrequency distribution of the sample measurements We shall regularly distinguish between sample statistics and the corresponding measures for the population. the whiskers extend to the most extreme observations within 1. SAS also plots the mean on the box plot. . while a parameter describes the population from which the sample was taken. they are v~ables. which serves as the foundation for the methods. and showing also their final digit (leaf). they become known sample statistics. and it is imperative to summarize the important characteristics of the information.3 . ~ox plots identify outliers separately. Before studying these inferential methods. In this sense. Data sets in social science research are often large. the parameter values are usually unknown. Outlier An observation is an outlier if it fails more than 1.5 IQR and the outliers are specially marked. 3 Descriptive Statistics Sec. Otherwise. Much of the rest of this text deals with ways of making inferences about unknown parameters (such as fJ.3 10. FIgure 3. tend to be much higher and have much .9 for Canada Comparing the mean to the median. we must introduce some basic ideas of probability.
According to News America Syndicate. the median is the 50th percentile. 3 Descriptive Statistics Chap.1.10 summarizes the measures of central tendency and variation. d) Report and interpret the median and mode of household size. a) Construct a relative frequency distribution for these data. c) Can you calculate a mean. in days. It is center of gravity of the data .66 Chap. in 1986 the number of followers of the world's major religions were 835 million for Christianity.2 million with six persons. Describe the shape of the distribution. 2s of Y Greater witb more variability Encompasses middle half of data = JE(Yi . find the mean number of persons per household. or mode for these data? If so. PROBLEMS Practicing the Basics 1. by place of birth.39. Statistical inference uses statistics to make predictions about parameters. According to the Bureau of the Census (Current Population Reports). 210 million for Buddhism. are as follows: 11.95% within s. 3 Problems 67 Overview of Measures of Central Tendency • Measures of central tendency describe the center of the collection of ments.11 shows the number (in millions) of the foreignborn population of the United States in 1990.6 million households with one person. in terms of the "typical" score.10 Measures of Central Tendency and Variation Central Tendency Median Mode Variability Variance Standard deviation Range Interquartile Middle measurement of ordered sample Most frequently occurring value S2 = E(Y. about 68% of the measurements fall within one standard deviation of the mean and about 95% of the measurements fall within two standard deviations. and 12 million for Judaism. 3.7 million with five persons. the measurements fall within three standard deviations of the mean. less affected by extreme outliers. 2. • The mode is the most commonly occurring value. if at all. The Empirical Rule states that for a sample with a bellshaped distribution.6. TABLE 3.y)2/(n 1) Difference between largest and smallest measurement Difference between upper and lower . 50 million for Taoism.20. 2. is to interpret. half scoring below and half above that point. the standard deviation. • The mean is the sum of the measurements divided by the sample size. . 322 million for Hinduism. a) Construct a relative frequency distribution. randomly selects ten records of individuals institutionalized within the previous two years.y)2j(n 1) s Center of gravity 50th percentile Most likely outcome. and 7. 4. b) Construct a histogram. It is valid for any type though usually used with categorical data. A statistic summarizes a sample. and construct the corresponding relative frequency distribution. and the quarter fall above the upper quartile. b) Plot the data in a bar graph.44.4 million with seven or more persons. 420 million for Islam. • The range is the difference between the largest and smallest measurements.9. • The lower quarter of the observations fall below the lower quartile. Table 3. 6. if not all. What is its shape? c) Using a score of 8 for the final category. Use software to construct a histogram for these data. 31. • ['The median divides the ordered data set into two parts of equal numbers of jects. c) Is "Place of birth" quantitative or qualitative? How. interquartile range is the difference between the upper and lower quartiles. 300 million for Confucianism. Overview of Measures of Variation • Measures of variation describe the variability of the measurements. which depends on the sample chosen. can you describe these data using numerical measures? S. These are the 25th and 75th percentiles. using its default method of forming intervals. a) Construct a stem and leaf plot. a) Construct a relative frequency distribution. valid for all types of data Greater witb more variability. 79 million for Shinto.9 million with three persons. in 1994 in the United States there were 23. median. b) Construct a bar graph for these data. interested in summarizing the length of stay in the center for firsttime patients. The quartiles and median split the data into equal parts. Nearly all.4. Refer to Table 3. It is usually more relevant than the particular value of the statistic. Table 3.13. 16. The lengths of stay in the center. A parameter summarizes a population. 15. A researcher in an alcoholism treatment center. average squared distance Empirical Rule: If bellshaped. It is less affected than mean by outliers or extreme skew.13.1 million with four persons. do so and interpret. 68%.2 million with two persons. and 1.
Table 3. tally the frequencies and construct a frequency distribution. Calculate the sample mean. the statewide number of abortions per 1000 women 15 to 44 years of age. . and the actual values were 4 for each.13 Number of Sex Partners Frequency 146 418 39 15 8 7 2 o 2 3 4 510 21100 More than 100 1120 1 1 9. That patient is still institutionalized after 40 days. c) Suppose the highest two observations were misrecorded. Alaska.68 Chap.5. "About how often did you have sex during the last 12 months?" a) Construct a bar graph. and so forth. d) Find the standard deviation. use (5+10)12 7. unknown value. b) Report the median and the mode. c) Consider the variable. lengths of stay for ten sampled individuals were 32. For instance.9 Central America South America Africa Oceania Total I8. 33. For 1993. 2. 1. 10. c) Treat this scale in a quantitative manner by assigning the scores 0. the new study also selected one other record. and interpret. that patient's length of stay is at least 40 days. we could use midpoint scores. 55.C.1. and interpret.76). a) Identify the median response. calculate the mean response. measured as described above. Why is it so different from the mean? 10.4 . and interpret. Interpret. Oregon. 11 (Statistical Abstract of the United States. and interpret. for interval 510. less than once a week. 2. construct a stem and leaf plot on this set of modified values.5. California. and 15 days.0 .31. 8. = TABLE 3. (iv) the standard deviation. 196. 16.13 shows results for 637 respondents. For 1992.0.3 1. f) Actually. a) Calculate and interpret the median and the mode. Y = number of times reading the newspaper in a week. To approximate these values. The 1994 General Social Survey asked respondents "How often do you read the newspaper?" The possible responses were (every day.3 5. representing approximate monthly frequency. meaning that the measured value is "cut short" of its true. for states in the Pacific region of the United States. 3 D~scriptive Statistics Chap. Thus. were: Washington. and 17 to the categories. never). (An observation such as this is said to be censored. and use this example to describe potential effects of outliers on these measures. e) For a similar study 25 years ago at the same institution.3.000 population.20. a) Calculate the mean. Recompute the mean and median.0 . we know only an interval within which the observation fell. 304.24. 3 Problems 69 Frequency Europe Former Soviet Union Asia canada Mexico Caribbean 4. The 1991 General Social Survey asked respondents.24. How would you describe the shape of the distribution? d) Drop the final digit of each crime rate. 1994).8. 4. Table 9. Compare results to those in the new study using (i) a backtoback stem and leaf plot. b) For the highest 11 values. Using 120 for that observation. 261. 200300. a) Using the intervals 0100. Compare to the median.18.1 Not at all Once or twice About once a month 2 or 3 times a month About once a week 2 or 3 times a week More than 3 times a week 292 99 108 181 233 265 72 Source: Statistical Abstract of the United States.17. once a week. In this exercise. c) Sketch a histogram.1 in Chapter 9 shows data on the statewide violent crime rate per 100.0 . b) Find the relative frequencies. and interpret. How does this plot compare to the histogram in (c)? .40.7 4.8 1. We must choose an arbitrary score over 100 for the final interval.1 1. Can you calculate Y? Why? What would you need to do to approximate its value? 7. (iii) the median. Interpret any differences you find. and interpret.) 6. and Hawaii. "How many sex partners have you had in the last 12 months?" Table 3.12 summarizes responses of 1250 subjects in the 1991 General Social Survey to the question. do not use the observation for D. 100200. 452. (ii) the mean. and the counts in those categories were (969. c) Find the median. Can you calculate the mean or median for the complete sample of size 11 including this partial observation? Explain. b) Calculate the median. 1994 b) Find the mean. but the actual value is unknown. a few times a week. Then. b) Identify the mode.
16 12.15 Country Argentina Uruguay Chile 90. (iii) 45.: International City/COunty Management ASSOCiation. In 1992 in the United States. . Drop the final digit. What is your interpretation? b) Compare the means for the two sets of nations. The 1990 General Social Survey asked respondents.3 0.500 (The Municipal ~ear Book 1995.70 Chap. Why or why not? 19. the median family income was $38. a) Construct a backtoback stem and leaf plot of these values contrasted with those Eastern Europe in Table 3. In constant 1992 dollars.0 million black households. smaller. (iv) I. (ii) 1. P60184). how many people have you known personally that were victims of homicide. and income. median. Explain their relative values suggest about the shape of the distribution. whereas mean household income was $40.. . Does the Empirical Rule apply to this distribution." Table 3. the median comes in 1975 were $35. the U. the HDI ratings for eight Central American countries were .5 25% 01 326 0% Min 82 Range 0301 Mode 1124 440 208 left? Explain. 1995).884 for Belize.856 for Panama.000.66 295. TABLE 3. Washington. a) Would you expect the mean to be larger. The Human Development Index (HDI) has three components: life expectancy at birth. and $23. educational attainment. In 1992. nationwide median selling price of homes sold in 1995 was $118.409 for blacks.S.14 Variable~VIOLENT N 51 Mean 612. 16.660 for blacks.000. c) Compare the medians. 3 Problems 71 the observation for D. a) Find the overaII mean income.90 1 for Hispanic families (U. and interpret. Is the distribution bellshaped.0 O.000. According to the National Association of Home Builders.578 for Honduras.527. Table 3. b) For each statistic reported. or equal to $1l8.10 Ouartiles 100% Max 2922 75% 03 780 50% Med 515 25% 01 326 0% Min 82 Range 0301 Mode 2840 454 208 N Mean Std Dev 50 566. It ranges from 0 to I.708 for whites and $25. b) If the mean income equals $30. and for Hispanic families. According to the U.916 for black families.OOO. skewed to the right.15 shows 1994 female economic activity for countries in South America. Bureau Current Population Reports.S. or skewed to the left? c) Calculate the mean..909 for white $21.the ~an was $30. .9 2. Bureau of the Census. evaluate the effect of including the outlying observario» D.. $21.611 for Nicaragua.OOO?E~plain. For towns with population size 2500 to 4599.OOO? Why? 18.S. .C. .146 0. 3 Descriptive Statistics Chap.C. b) Which of the following is the most plausible value for the standard deviation: (i) 15.546 6 N Mean Std Dev 100% Max 75% 03 50% Med 25% 01 0% Min o Activity 38 44 39 39 Country Ecuador Paraguay Bolivia Guyana Activity 24 26 31 34 Country Colombia Peru Brazil Activity 28 32 38 Venezuela Source: HIU1UlII Development Report.in ~e U. and . and interpret.619 for white families. Northeast in 1994. in 1994 median household income was $32..S. 15.1 3 4 5 6 4 2 1 1370 o o o 0. "During the past 12 months.579 for El Salvador.368 for whites and $18.84 Std Dev 441. Refer to the previous exercise.S o 1 2 VICTIMS Frequency 1244 81 27 11 Percent 5. and.16 shows a computer printout from analyzing responses for 1370 subjects.000. symmetric. with higher values representing greater development. ~e mean salary of chiefs of police was $37. 1995.591 for Guatemala.S 0. and mode.9 million Hispanic families. The results refer to 57. 14. and interpret their values. United Nations Development Programme.161 for black families. b) Sketch a histogram. or skewed to the right? Explain. . and split the values into two parts.C. Does this TABLE 3. . a) Report and interpret the mean and median of the first set of crime rates.291 for 5. 13.88 Ouartiles 100% Max 1206 75% 03 766 50% Med 509..6. find the overall mean for the three groups combined. a) Construct a stem and leaf plot. a) Report the relative frequency distribution.1 0. . .884 for Costa Rica. TABLE 3. 17. Interpret the medians in 1992 and the changes in their values tween 1975 and 1992. d) Report and interpret the standard deviation. Current Population Reports.9 million white households and 8. D. Does this suggest that the distribution of salary was skewed to the left.842 for Mexico.
the percentages of responses were 51 %. 27. Recompute the mean. Gainesville Regional Utilities. c) Based on (b). (iii) 6000. or skewed to the left. and the standard deviation equals .4. Florida. had a mean of 780 and a standard deviation of 506 kilowatthours (Kwh).6.) Refer to Problem 3. skewed to the right. do so.700 (Connecticut) 38.72 Chap. had a mean of 7. average salary (in dollars) of secondary school classroom teachers in 1994 in the United States varied among states with a fivenumber summary of: 100% 75% 50% 25% 0% Max 03 Med 01 Min 51. Florida. and standard deviation.0. . Residential water consumption in March 1994 in Gainesville. but not the mean or median.) a) What shape do you expect this distribution to have? Why? b) Do you expect this distribution to have any outliers? Explain. mode. Q3 = 1105. and 16%. and maximum = 320. According to Statistical Abstract of the United States.8 on the number of people you know who have committed suicide. 32. (iv) 15.900 29. c) What could cause the standard deviation to be so large compared to the mean? (Data supplied by Dr. a) Exam score (scores fall between 0 and 100. indicate whether you would expect its relative frequency histogram to be bellshaped. 22. with a mode and median of 0 but a positive mean A recent Roper organization survey asked: "How far have environmental protection laws and regulations gone?" For the possible responses not far enough.26.0. standard deviation = 10.457. and note the effect of this outlying observation. though skewed. about right.) For each of the following. is approximately bellshaped. A group of high school students takes an exam. 26. maximum possible = 100) d) The number of cars owned per family e) Number of months in which subject drove a car last year For each of the following variables.0.OOO?Explain.33%.0. 23. The minimum usage was 3 Kwh and the maximum was 9390 Kwh. Explain. 21. A company conducts a study of the number of miles traveled using public transportation by its employees during a typical day. b) Construct a box plot. From the results reported in the table. Give an example of a variable for which the mode applies. Consider the data in Table 3. what percentage of measurements fall within one standard deviation of the mean? Is the Empirical Rule appropriate for this distribution? Why or why not? Why is the median sometimes preferred over the mean as a measure of central tendency? Give an example to illustrate your answer. and explain whether the mean or the median would be greater. 3 Problems 73 I that is. What does this suggest about the shape of the distribution? Why? Residential electrical consumption in March 1994 in Gainesville. How can you explain the large difference between the two summary measures for the boys? During the spring semester of 1995 at the University of Florida. 20. the range and the interquartiIe range. Todd Kamhoot. Both the mean and the median score for the girls is 70.0. or skewed to the left? Explain. d) If the distribution. median = 530. 28. The fivenumber summary of these data was minimum = 4. a~Find and interpret 31. 1995. median. if not. skewed to the right.500 33. Michael Conlon. Gainesville Regional Utilities. sketch roughly what you expect a histogram to look like. and (g). University of Florida. which of the following values would you expect for the standard deviation: (i) 100.145. with a mean of 90 and a standard deviation of 10) b)IQ c) Number of times arrested in past year d) Tune needed to complete difficult exam (maximum time is I hour) e) Assessed value of home t) Age at death g) Weekly church contribution (median is $10 and mean is $17) b) Number of years lived in present home (mode = 0 to I year) i) Attitude toward legalization of abortion Give examples of social science variables having a distribution that you would expect to be a) Approximately symmetric b) Skewed to the right c) Skewed to the left d) Bimodal e) Skewed to the right.1 bution to have? Why? (Data supplied by N. Q 1 = 256.300 (South Dakota) 29. median.495 kilobytes of drive usage. (Data supplied by N. variance. range.10. explain why not. computer usage of students having accounts on a mainframe computer at the university was summarized by a mean of 1921 and a standard deviation of 11.I 30. (b). a) Does the Empirical Rule apply to this distribution? Why? b) Would you expect this distribution to be symmetric. sketch a box plot that would be plausible for that variable. and standard deviation of these measurements. Todd Kamhoot. and too far. b) The next person sampled lives in a different city and travels 90 miles a day on public transport. 34. ~ . Also sketch box plots for cases (a) and (c) that are consistent with the histograms. and the median is 75.0 a) Calculate and interpret the mean. 25. The mean equals . putting entries with second digit 0 to 4 on one line and to 9 the is the shape of the distribution? b) Calculate and interpret the mean.000. For parts (a). A random sample of ten employees yields the following values (in miles): 0. Why is the mean sometimes preferred over the median? Give an example to illustrate your answer. a) Which response is the mode? b) Can you compute a mean or a median for these data? If so.800 25. (ii) 1000. a) The selling price of new homes in 1997 b) The number of children ever born per woman age 40 or over c) The score on an easy exam (mean = 88. The mean score for the boys is 65. median. 3 Descriptive Statistics Chap. and range. 24. Ushaped. I' I 33. . have two lines for responses with first digit 8. predict the direction of skew for this distribution.
1995).S.4. monthly payments to people on welfare last year were observed to have approximately a bell shape with mean $700 and standard deviation $100.000. 44. about how many hours do you personally watch television?" Of 1964 responses.20. b) According to the definition of an outlier in terms of the IQR. and maximum of23. Refer to Problem 3.6 (Alaska) (Statistical Abstract of the United States. 40. 13.74 Chap. median of 76. lower quartile of73. Which do you think it is. the fivenumber summary for the statewide percentage of people without health insurance had a minimum ofS. referred to in Problem 1. National Center for Health Statistics. observation. including the D. Are there any outliers? c) Construct backtoback stem and leaf plots or sidebyside box plots for Northeastern and West Coast states versus other states.7.4 and the standard deviation was 1l. skewed to the right. lower quartile. Are there any outliers? d) Provide a guess for the standard deviation.5. b) If your new house was priced half a standard deviation above the mean in 1996. b) Do you think that the distribution is symmetric. 20. upper quartile. a) From the box plot. find the quartiles and the interquartile range.9% (Louisiana) (Statistical Abstract of the United States. Ql = 11. Give a range of values within which all or nearly all the payments fell. 43. In your library. Are there any apparent outliers? b) Construct a box plot. how much did it cost? c) If the distribution is not actually bellshaped. Based on these statistics. a) Describe the distribution using properties of the standard deviation. c) Sketch a box plot.9.0. and maximum.C. indicate the approximate value of the mean. Why? In the mid19S0s. 1995).S. 37. Are there any apparent outliers? 46. 3 Descriptive Statistics 36.OOO and a standard deviation of $40.7% (Wisconsin). median. Interpret. females with age between 25 and 34 years have a bellshaped distribution on height. with a mean of$I20. What is the difference between the descriptive measures symbolized by a) Y and JI? b) sand (1? .12. Figure 3. the mode was 2. a) Construct a box plot for these data. 41. 49. what would you surmise about the shape of the distribution? For an exam given to a class. Which of the following is an impossible value for the standard deviation? 200. what shape would you expect it to have? Why? In 1993. Would this be a rather unusual height? Why? In a large northern city. a) Using the data set without D.C. identify. 38. 10.. a) Prepare a stem and leaf plot.5 inches. the students' scores ranged from 35 to 9S. identify the minimum. and the standard deviation was 2. Justify. 42. 10? Why? The sample mean for a data set equals SO. a) Report and interpret the 50th percentile. find the percentage of the vote that Bill Clinton received in each state in the 1996 presidential election. a) Give an interval within which about 95% of the heights fall. and why? Suppose the distribution of the prices of new homes built in the United States in 1996 was approximately bellshaped. and compare results. 3.0. Med = 13. Based on these statistics.S. 39. Q3 = 17. The distribution had a median of 5 and a mode of 4. b) Identify these five numbers using the stem and leaf plot. b) What is the height for a female who is three standard deviations below the mean in height. In 1994 the General Social Survey asked.10. For a sample of size 1467. with mean of 65 inches and standard deviation of 3.3 (Mississippi). 20.9. or skewed to the left? Why? stem 14 13 12 11 10 9 8 7 6 5 4 3 2 1 Leaf 00 0 Boxp1ot o o o 000000000 000 000000000 0000 0000000000000 000000000 000000 0000 ++ I+ ** I ++ I Figure 3. the General Social Survey asked respondents how many close friends they had. c) Do the data appear to contain any outliers? If so. Which of the following is the most realistic value for the standard deviation? 1.1S shows a computer printout of the stem and leaf plot and the box plot. For the WWW data on number of times a week reading a newspaper. According to a recent report from the U. "On the average day. b) Report the range and the interquartile range. d) Based on the box plot. upper quartile of SO. what would you surmise about the shape of the distribution? Why? . Refer to Problem 3. The distribution of high school graduation rates in the United States in 1993 had a minimum value of 64. the median was 2.75. 4. the mean was 2. 60. 48. with a mean of 74. 47. and maximum value of S6. the mean was 7. measure a) Why is the standard deviation s usually preferred over the range? b) The IQR is sometimes preferred to s when there are some extreme outliers.4. are any of the observations outliers? c) Construct a box plot for the distribution.I. The standard deviation is one of the following values. d) Repeat the analyses. Construct a box plot for these data.18 c) Which of the following is the most plausible value for the standard deviation of this distribution: 0. 22? Why? 45.
Refer to the data file you created in Problem 1. Other for religious affiliation. not wrong at all. b) Nearly all the heights fall between 60 and 80 inches.768 . interpreting your results. analyze their influence on the results. National Center for Health Statistics. The 1991 General Social Survey asked whether having sex before marriage is always wrong.17 baseball players in 1994. 1995. 61. wrong only sometimes. Prepare a report. two quite different numbers were reported for the central tendency of players' annual salaries. give a rough approximation for the standard deviation of the heights. 41. and one was the median. In your report. One of these was the median and one was the mean. and compare to the distribution of lIDI for Central American countries.000 and $145. According to a recent report from the U. 62. present a descriptive statistical analysis of these data.7. is shown in Table 3.3 20. Liberia Burundi Mali Mozambique .425 .7). Obtain data on statewide murder rates from the latest edition of Statistical Abstract of the United States.19. Which value do you think was the mean? Why? 57.2%. The number of therapeutic abortions in 1988 in Canada. Protestant.299 . 51. and if there are.6 British Columbia New Brunswick Nova Scotia Prince Edward Island Saskatchewan Northwest Territories 25.406 .2 3.9 14. Excluding some outliers of extremely wealthy individuals. In 1986.1 on poverty rates.18 . 3 Descriptive Statistics Chap. TABLE 3. In Canada in 1981. 68% are 71 inches or less.1.291 .6 6. for the categories Catholic.732 . 80% are 72 inches or less. d) The mode is Catholic. b) weekly hours of TV watching. 1992). . a) The median religion is Protestant. Prepare a report.0 with a mean of about 3. This distribution is a) Skewed to the right. 53.286 Tunisia Namibia Congo Kenya Sudan Senegal Gambia Somalia .611 . use computer software to conduct graphical and numerical summaries for a) distance from home town. Explain your reasoning. and summarize your findings.705 . Ten families are randomly selected in Florida and another ten families are randomly selected in Alabama. c) Only 2.384 . b) The distribution is bimodal. 8% are 66 inches or less. 52. One was $1:2 million and the other was $500. discuss whether there any outliers. almost always wrong.296 . M. The mean is higher in Alabama both in rural areas and in urban areas.3%. 27% are 68 inches or less. For variables chosen by your instructor. graphically displaying the data and summarizing the central tendency and variation.17.579 . select the correct response(s). Refer to Problem 3.0.503 . e) The "Other" response is an outlier. 54% are 70 inches or less. 59.000.5% (Canada Year Book.19 provides summary information on mean family income .364 .3%.000. 7. Refer to the data in Table 9.1.S. Human Development Report. For the following two multiplechoice items.9 14. 3 Problems 77 Concepts and 50.N. a) Analyze the data using the graphical and numerical methods of this chapter. b) Approximately bellshaped .329 . 55. c) Bimodal.7 22. 2% of their heights are 64 inches or less. d) Shape does not make sense. the U.S. 39% are 69 inches or less. None. 1991.330 .5 7.246 Algeria Gabon Swaziland Zambia IvoryCoast Malawi Child Libya Egypt Zimbabwe Ghana Zaire Cen. and 98% are 76 inches or less.361 . 1.9 Source: Canada Year Book. Table 3.482 .0 to 4. Using the fact that all or nearly all measurements for this form of distribution occur within three standard deviations of their mean. Africa Morocco Cameroon Nigeria Tanzania Uganda Angola Ethiopia .340 .227 222 Source: U.539 . for males with age 2534 years. Rep.435.7 17.5%. Table 3. These are called cumulative percentages.522 .554 .2%. give an approximation for the value of the standard deviation.763 . and d) number of IllYAIDS victims known. Using methods of this chapter. b) Use graphical and numerical methods to compare the murder rate distribution to the one for the data in Table 3. summarize fuese data.538 .379 .481 .) Alberta Manitoba Newfoundland Ontario Quebec Yukon 15. Describe the shapes of the distributions. summarize lIDI for these countries. 98. The response counts in these four categories were 274. Grade point averages of graduating seuiors at the Uuiversity of Rochester are approximately bellshaped in distribution. Which state has the larger overall mean income? (The reason for this apparent paradox is that mean urban incomes are larger than mean rural incomes for both states and the Florida sample has a higher proportion of urban residents than the Alabama sample. since the variable is nominal.7% of the subjects fall within one standard deviation of the mean. 93% are 74 inches or less. c) weekly number of times reading a newspaper. 1. they reported the summaries $44. Federal Reserve sampled about 4000 households to estimate overall net worth of a family.325 . Which do you think was the median? Why? 58. 186. the relative frequencies were 47. Jewish.246 S. Eastern Orthodox.18 shows the lIDI ratings for African countries. per 100 live births. interpreting and summarizing your findings. 54. Using graphical and numerical methods of this chapter.0 16.76 Chap. Using methods of this chapter. 60. If the heights are approximately bellshaped.369 .5 4. One of these was the mean. ranging from 2. conduct descriptive statistical analyses. For the WWW data file (Problem 1. TABLE 3. a) Find the median height. with less than 1% falling outside that range.613 .
The Elements of Graphing Data. Y2.000 (n = 3) (n = 8) 70. W. . CA: Wadsworth. Bureau of the Census. According to the U. MA. (1983). Explain why the mean of these 50 measurements is not necessarily the same as the violent crime rate for the entire U. Why is there a dif State Florida Alabama Urban $39. the proportion of the measurements that fall more than k standard deviations from the mean can be no greater than 1/ k2. D. marked with an asterisk are of slightly greater difficulty or else introduce new and optional material . (Iii) more than ten standard deviations from the mean.10. . Cheshire. VISualizing Data. . _.000 $40. R. Tukey.50.. in the sense that the sum of squares of deviations of the data about their mean is smaller than the sum of squares of their deviations about c.6 kilometers). +nk Interpret i as a weighted average of ii. Tufte. 65. The mean and standard deviation of a sample may change if data are rescaled.S.. S. prove this property by treating f(c) = I:(Yi _c)2 as a function of c and deriving the value of c that provides a minimum. The ten measurements are converted to kilometer units (1 mile = 1.19 two standard deviations from the mean in a bellshaped ference? Rural distribution. 68. Envisioning Information. in 1995 Mexico had a crude death rate of 4. adding a constant c to each observation changes the mean to Y + c.. _ 67. fmd the standard deviation s is unchanged.: AddisonWesley. Report the mean and standard deviation of the converted measurements. Huff. E. (1990). (Hint: You do not need to convert the original scores.. (ii) more than three standard deviations from the mean. New York: W. Y2.The sample means for k sets of data with sample sizes n I. Values are converted to British pounds for presentation to a British andience. Yn' 69. Belmont. (Hint: Take the derivative of f(c) with respect to c and set it equal to zero. J. 3 Descriptive Statistics TABLE 3. Y2.000 (n = 7) (n = 2) $26. That is. Refer to Problem 3. Exploratory Data Analysis. W. If one British pound equals $1. CT: Graphics Press. b) Compare the upper bound for k = 2 to the approximate proportion falling more than I Problems If you have studied calculus. . population. (1977)..OOO. Summit. For ~ sample with mean Y.6 deaths per 1000 population) while the United States had a crude death rate of 8. Reading.Y) must equal 0 for any collection of measurements YI. . 4.nl +n2 + . you just need to convert the original mean and standard deviation. a) Find the upper bound for the proportion of measurements falling (i) more than two standard deviations from the mean. NJ: Hobart Press. W. Explain how this overall death rate could be higher in the United States even if the United States had a lower death rate than Mexico for people of each specific age.6 (i. (1954). report the mean and standard deviation in British currency.e. not just bellshaped ones.. multiplied by 1000.. Yt. The teacher boosts all the scores by 20 points before awarding grades. CT: Graphics Press. .34 are to be reported in a French newspaper.• .000 $27. Cleveland. (1993).1 The crude death rate is the number of deaths in a year. E. How to Lie with Statistics. R. The Visual Display of Quantitative Information. this holds for any distribution. a) Scores on a difficult exam have a mean of 57 and a standard deviation of 20.) 66. . nt are YI. Report the mean and standard deviation of the boosted scores.The least squares property of the mean states that the data fall closer to Y than to any other real number c. Multiplying each observation by c changes the mean to c Y and the standard deviation to Icls. W. The results of the study described in Problem 3. 63. Cheshire.4.) Bibliography Cleveland. b) Suppose that annual income has a mean of$39. (1985). Moreover. S.78 Chap.. Show that the overall sample mean for the combined data set is nlil+n2i2+···+ntY't Y = _:_':'_:""":. ••• .Show that I:(Yi . Norton Tufte.OOOand a standard deviation of$I5. n2.S. per size of the population. . Yt. 64. The Russian mathematician Tchebysheff proved that for any real number k > I.
probability. mathematicians used probability in seventeenthcentury France to help evaluate various gambling strategies. the remarkable result that a bellshaped curve approximates most distributions used in statistical inference. However. Compared to most mathematical sciences. using a relative frequency approach. The final section reviews the types of distributions introduced in the first four chapters of this text. For instance. as occurred in this sample? If such data would be unlikely. Admittedly. since parameter values are normally unknown or we would not need inferential methods. the subject of this chapter. For instance. if Stone actually has enough support to win the election. The probability of that outcome is defined to be the relative frequency of its occurrence.3 introduces sampling distributions. the network can consider the question. theory. truly exceeds 50%. has a long history.1 Probability Distributions for Discrete and Continuous Variables 81 Chapter 4 Probability Distributions f Inferential statistical methods use sample data to make predictions about the values of useful summary descriptions. Most methods discussed in this book were developed within the past century. is it plausible that only 40% of the voters in a sample of size 1000 would prefer him.1 introduces probability distributions. To do this. JL. Section 4. this is artificial. the network makes an inference about which parameter is larger. then we infer that the actual parameter values are somewhat different. The inference about the election outcome is based on finding the probability of the sample result under the supposition that the population parameter. This chapter treats parameters as known numbers. A simplified representation of such an experiment is a very long sequence of flips of a coin. would it be unusual that only 40% of the sampled individuals preferred Stone?" In other words. Imagine a hypothetical experiment consisting of a very long sequence of repeated observations on some random phenomenon. "If actually more of the population of voters prefers Stone than McGee.4 explains the main reason for the importance of the normal distribution. the percentage of voters preferring Stone. Section 4. and application. 80 4. After polling 1000 voters in an election race between gubernatorial candidates Sam Stone and Betty McGee. Anyone flip may . in the long run. Each observation mayor may not result in some particular outcome.2 introduces the normal distribution. By contrast. The unknown parameters are the percentages of the entire population that voted for each candidate. which are distributions for possible values of a sample statistic such as the sample mean. Probability The probability of a particular outcome is the proportion of times that outcome would occur in a long run of repeated observations. and one could devote several courses to a discussion of its philosophical foundations. the outcome of interest being that a head faces upwards.1 Probability Distributions for Discrete and Continuous Variables We first define the term probability. Section 4. Television networks sainple voters on election day to help them predict the winners early. This chapter limits attention to the basics of probability needed to use and understand methods of statistical inference. a bellshaped curve that is the most important probability distribution for statistical analysis. namely. If the data are inconsistent with particular parameter values.that it estimates. 4. Let's take a look at an example that illustrates the connection between statistical inference and probability calculations with known parameter values. Section 4. the Statistics Channel finds that 40% of the sample voted for Stone and 60% voted for McGee. the network infers that Stone will lose the election. In projecting the winner.Sec. statistics is quite young. which provide likelihoods for the possible outcomes of a variable. of the population of interest. called~s. many inferential statistical methods involve comparing observed sample statistics to the values expected if the parameter values equaled particular numbers. Probability by itself is a large and highly developed subject. the normal distribution helps us predict how close a sample mean Y falls to the population mean.
th~!. since each probability falls between 0 and 1 and since the total probability Example 4. This is a discrete variable. Then 0':. for instance.ilJ~:fOr<.06. For example. from Example 4. If the coin is balanced. and the probability of the interval containing all the possible values equals 1. Some outcomes may be more likely than others.1 illustrates a probability distribution for a discrete variable. Each probability is a number between 0 and I.ed as a proportion. a probability is a number between 0 and 100 when expressed as a percentage and between 0 and 1 when exPres. equals .mterY.02 . Let y denote a possible outcome for the variable Y. and the sum of the probabilities of all possible values equals 1. 2.91. a probability distribution has parameters describing central tendency and variability.e.. If this area equals onetenth of the total area under the curve. P(O). One can construct a histogram to plot the probability distribution of a discrete variable. and so forth. then the probability that an individual selected randomly from that population knew one homicide victim is also . According to results from recent General Social Surveys. Section 4.91. and the sum of the probabilities equals 1. 4. TABLE 4. equivalently.01 1. For instance.82 Chap. the probability of rain as .: P(y) travel time is between 60 and 180 minutes.91. ram occurs on 70% of the days.01. The probability that a variable falls in any particular interval is between 0 and I.rishowsapossibre graph for iJie'prooability distribution of Y travel time to nearest child.1. Being a relative frequency. the probability distribution of Y is approximately the one shown in Table 4.1 is a histogram for the probability distribution of the number of people you knew who were victims of homicide in the past 12 months. Each probability in Table 4: 1 is between 0 and I. 4 Probability Distributions Sec.. implies that the proportion of flips resulting in a head tends toward 112 as the number of flips increases.1. ~s means that in a long series of days with atmospheric conditions like those today.1 Probability Distribution of Y = Number of People You've Known That Were Victims of Homicide Within the Past 12 Months y 0 1 2 P(y) .91 .. the probability of the outcome O. if the weather forecaster says that the probability of rain today is 70%.06 is the proportion of individuals in a certain population who knew one victim of homicide in the past 12 months. Example 4. Y travel time (in minutes) to the nearest child.~~pl~j. The mean describes central tendency and the standard deviation describes variability.06 .l. expressing. For others.ig. Those regions in which the curve has relatively high height are the ones having values most likely to be observed. P(l) . A graph of the probability distribution of a continuous variable is a smooth. The area under the curve for an interval ofvall. Similarly. 3. P(2) .1 Number of People Who Were Victims of Homicide Let Y denote the number of people you have known personally who were victims of homicide within the past 12 months. or P(60 < Y < 180). a recent study abo~t proximity between the elderly and their children measured.005 and are ignored in Table 4. Figure 4.10 that the nearest child lives more than 60 minutes from home. The probability distributWn of the variable lists the possible outcomes together with their probabilities. then the probability is . taking the possible values 0. For example.) 0 = = = = Continuous variables have a continuum of possible values. continuous curve.0 3 Total Probability Distributions A variable can take at least two different values. The bar over the value 0 has height . ~e probability distribution of a discrete variable Y assigns a probability to each possible value of the variable. and let P (y) denote the probability of that outcome. The table displays the four recorded values for Y and their probabilities: P(O) = . called the law of large numbers._. the probability of a head in any single flip of the coin equals 112.1 Probability Distributions for Discrete and Continuous or may not result in a head. if . The probability distribution of this variable provides probabilities such as P(Y < 10). The population distribution of a variable introduced in Section 3. (All potential y values higher than 3 had a total probability of only . tables or graphs provide the probabilities. I. Graphs for Probability Distributions Most probability distributions have formulas for calculating probabilities. The shaded area in the figure refers to the region of values above 60. the probability that the travel time is less than 10 minutes.es re'presents the probability that the varia1ile1iiKes a val~e w. Probability distributions of continuous variables assign probabilities to intervals of numbers. This book uses the proportion scale.1. The rectangular bar over a possible value of the variable has height equal to the probability of that value. P(3) . the probability that you knew Y = 0 people personally that were victims of homicide. for each elderly pers~n ~ a sample. The parameter values are the values these measures would = . For instance. the probability that the Parameters Describing Probability Distributions Like a population distribution.02. a basic result in probability. s1 and ~aIl yP(y) =1 equals 1.2 shows how to calculate such probabilities for the most important probability distribution.1 is.70. Thus.. the probability distribution for the value of that variable for a subject selected randomly from the population.06.
1.1 ProbabilityDistributionsfor Discrete and Continuous Variables 85 Probability (91)0 + (6)1 + (2)2 + (1)3 13 100 = 100 = . the sample percentage Y has approximately a bellshaped probability distribution with a mean of 50.L LYP(y) = OP(O) + IP(I) + 2P(2) + 3P(3) 0(. Mean of a Probability Distribution The mean of a probability distribution of a discrete variable Y is /1= I)p(y) o 2 Number of Victims 3 Figure 4. assume. the mean of its probability distribution has this form. in that case.0 to occur 91% of the. Let Y denote the sample percentage who voted for Sam Stone. Then.13 This is also the expected value of Y. if we repeatedly took random observations on the variable Y having that probability distribution.01).13 This calculation has the form 0(. For Table 4. denoted by a.) Since 3u is roughly 5.01) . Hence. In fact. the terminology reflecting that E(Y) represents what we expect for the average value of Y in a long run of observations.a and f.L .time. two 2's.2 Probability Distribution of Travel TIme of Elderly Parent from Nearest Child . .02) + 3(.10) 90 120 Figure 4.84 Chap. Suppose that the population percentage voting for Stone is 50%.L = . and one 3. In 100 observations. The Empirical Rule (Section 3.L + a .For instance. if only 40% of the sample voted for Stone.1'(1) = . (These numbers follow from results in the next chapter. In a very rough sense. Y is a variable. P(3) = . P(2) =.06.4) helps us to interpret a . for instance. If a probability distribution is approximately bellshaped. Our inference is that Stone will lose the election. This parameter is also called the expected value of Yand is denoted by E(Y).02) +3(.6. for any discrete variable Y.L . almost surely the sample percentage voting for Stone will fall within about 5 of 50. Then.06) +2(. about 68% of the probability falls between f. and y = 3 to occur 1% of the time. Over the long run.91) + 1(. 4 Probability Distributions Sec. for which P(O) = . it seems unlikely that as many as 50% of the population voted for Stone. y = 2 to occur 2% of the time.L + 2u.L . I o 30 60 Travel Time (minutes) Onetenth of area (probability = .13. 4. since the outcome for Y would vary from sample to sample of size 1000.91.91) + 1(.2u and f. six l's.1. for instance we expect about ninetyone O's. and that sample is a random sample of all voters. suppose we take observations from the distribution in Table 4. we expect y =.1 Histogram for the Probability Distribution of the Number of People You've Known That Were Victims of Homicide Within the Past 12 Months "''" where the sum is taken over all possible values y of the variable. the sum of the possible outcomes times their probabilities.3u and f. the more spread out the distribution. E(Y) = f. since the me~ f.L + 3u. We refer again to the example at the beginning of the chapter on polling a random sample of 1000 voters.01.06) + 2(. measures its variability. about 95% falls between f. and all or nearly all falls between f.02. The larger the value of a . The standard deviation of a probability distribution. in the long run. y = 1 to occur 6% of the time.0 and a standard deviation of 1. or between 45% and 55%. U describes how far the variable Y tends to fall from the mean of its distribution.
£+3u it.2 The Normal ProbabilityDistribution distributions.0 for z 3. essentially the entire distribution falls between f.997 within z = 3 standard deviations. Figure 4. That is. For any real number for f.L and any nonnegative number for a .f. We now define this distribution and show how to calculate probabilities for ~.5) 58 inches and f. it is the average value of (Y . Only one normal distribution has those values.0 2(3. the probability equals . Some are important because of their uses in statistical inference.0 and standard deviation a 4.68 bution.68 for z I.2.68 Within a of J. J. The main reason for its prominence. measures the average squared deviation of an observation from the mean of the distribution. For example.L and standard deviation a .5 inches. a = 4. In such cases. See Figure 4.02(3.L 65.55 shows the formula for the discrete case). characterized by its mean IL and standard deviation cr. The exact form of a normal distribution is determined by its mean f.2(4. say.£.4 Normal Distributions for Women's Height (JL = 65.4. the probability concentrated within z standard deviations of IL is the same for all normal distributions.£ J. adult female height has the normal distribution with mean f. or 3). The probability equals . the expected value of the squared distance between Y and its mean.3u and f.0) = = = + The number z need not be a whole number (1. 4. so the probability equals . is that most inferential statistical methods make use of properties of the normal distribution even when the sample data are not bellshaped.£+U "7 J.L)2.0 . 87 They are the basis of the Empirical .£. also shown on the inside back cover. and .86 Chap. .L2u 65.L 3u. heights of adult females in North America have a mean of f. The variance. 1.95 that a randomly selected female has height between f.67.L .43 or 0.0 2(4. For every normal distribution.5.L 65.L+2a 65.L and the standard deviation o .£2u J.L 70.5 feet).L + za . This distribution is the most important one in statistics. a = 3. = = + = = = = = = + = + = = = 58 Flgure 62 65 70 72 78 4. Histograms of sample data often tend to be approximately bellshaped. Some probability distributions are important because they approximate well the distributions of variables in the real world.£3u 4. Table A in Appendix A.0 inches with standard deviation a 3.95 Within 2cr of J.5) and for Men's Height (JL = 70. the Probability Equals . It is important partly because it approximates well the distributions of many variables.0) 78 inches (6.za and f. Sec. Normal Distributions The normal dIstribution is a symmetric.L and a.£U ~. 4 ProbabilityDistributions approximately for other bellshaped Rule (Section 3. Each normal distribution has two parametersthe mean f. so we do not study its formula here (Problem 4. These probabilities hold precisely for the normal distribution and To illustrate.0 inches.4).3 For Every Normal Distribution.f.2 The Normal Probability Distribution A continuous variable graphically described by a certain bellshaped curve is said to have the normal probability distribution. The probability concentrated within za of f. there is a normal distribution having that mean and standard deviation. . bellshaped curve. yhich is important for both reasons. however. and nearly 1. The next section introduces the normal probability distribution. This is the area under the bellshaped normal curve between f. we say that the variable is approximately normally distributed.68 within z = 1 standard deviation. determines probabilities for any region of values for any normal distribution.L 2u = 70.5) 72. at least z standard deviations above .95 J.L . denoted by .3 illustrates.95 within z = 2 standard deViations.£+2u J. in particular. the probability falling within z standard deviations of the mean depends only on the value of z.997 Within 3cr of IL J.0) = 62 inches and f. Adult male height has a normal distribution with mean f. It tabulates the no~ ~urve probability for the values falling in the righthand tail.0 inches (6 feet).L 2u 70.~77 Flgure 4.95 for z 2.95 that a randomly selected male has height between f. .L is the same for all normal curves even if z is. For a normal distribution with particular values of f.L)2. We shall not need to compute this measure. That is.0 and standard deviation a 3. For each fixed number z. this probability is . . The variance is also denoted by E(Y . and .
0606 . Thus. a probability of .0749 . For every normal distribution.5000 .960".0869 . it is helpful to sketch a normal curve and shade in the region of interest to clarify the steps and logic .0456.5 above the mean. (2) .1.00 is .0582 .10is z = 1. For instance.and /1+ 20" equals .025..5 .. Regardless of the approach used for the calculation.0228 for every normal distribution.+ 2u equals . 95% of a normal distribution falls within two standard deviations of the mean..0808 .4772) .0918 .+ 1.4772. and we find the zvalue that provides the number of standard deviations that that number falls from the mean.5. = We could also have calculated this as follows.57 at the end of the chapter. Since the entries in the main body of Table A are probabilities for the right half of the normal distribution above /1.0228) = .43 falls in the row labeled 1.0681 .03 .5.01 is z = 2.28.02 .04 .+ 2u (i. The probability concentrated between /1.0618 . ..4) and the definition of the normal distribution. The lefthand tail probability below /1.88 Chap.2u and /1. since the normal distribution is symmetric about /1.4721 . We look up the probability of .640".0668 . so a total probability of .025 in the body of Table A.950 falls within 1.+ 1.0764 .4641 Figure 4. For instance. To illustrate. The probability equals .06 . only those described by the mathematical formula shown in Problem 4.0901 .4681 .025 lies below /1. The lefthand column of the table lists the values for z to one with the second decimal place listed above the columns. or essentially 1. This formula is unimportant for our purposes.08 ..(3) . By the symmetry of the normal curve. within two standard deviations of the mean) equals I . To illustrate.00) equals . 4.2u also equals .58.2 displays a small excerpt from Table A. For instance. To check that you understand this reasoning.4801 ..0951 . shown in Figure 4.2 Part of Table A Displaying Normal RightHand Tall Probabilities Second Decimal Place of z z 0. the distance of two standard deviations from the mean refers to a zvalue of 2. using Table A.0735 .5 The Probability Within 'I\vo Standard Deviations of the Mean for a Normal Distribution 1. by symmetry (see Figure 4.4 1. the probability below /1.050 lies more than 1. more precisely. by symmetry.0708 .). the probability between /1.4840 .0793 .997.4920 .09 .0853 .. = TABLE 4.0968 .e.20" and /1.0722 .0885 .0934 . 95% of the observations fall within two standard deviations of the mean.4960 .0 .005 is z = 2.0778 . the probabilities in Table A also refer to the left tail of the normal distribution below /1.33.05 is z = 1. more than 1.0823 . or about 95%. which is listed in the body of Table A.0694 . let us find the zvalue corresponding to a righthand tail probability of .9544. Finding zValues for Certain Tall Probabilities Using Table A. The normal curve probability listed in Table A opposite z 2. The probability between /1.00 .05 .0456.0228 = . Show that 90% of a normal distribution falls between /1.5).430" also equals .64. the righthand tail probability above /1.0764. verify that the zvalue for a righthand . it equals . We start with the probability falling beyond some number. The tabulated probability for z 1...9544. This means that a probability of . = tail probability of (1) . you should verify that the probability within one standard deviation of the mean of a normal distribution equals .01 .2 The Normal Probability Distribution 89 the mean.0764.0594 .0643 .0456 = .430" (that is.also equals .5 .640" and /1.4880 . Similarly. Table 4. rounded to two decimal places.0655 .3 1.0630 .ZO".0228.0838 .0.960". The approximate percentages that the Empirical Rule lists are the actual percent" ages for the normal distribution. Normal Probabilities and the Empirical Rule = = Not all bellshaped curves are normal distributions.96.025 lies above /1. but we will use the probabilities tabulated for it in Table A throughout the rest of the text. they fall between 0 and. Since the total probability equals 1 and since the probability more than two standard deviations from the mean equals . 4 Probability Distributions Sec.+ zo . Some inferential statistical methods use zvalues corresponding to certain normal curve probabilities. and .9544 falls within 2.0571 . It corresponds to Z = 1. the total probability within two standard deviations of the mean equals 2(. we can determine the probabilities in the Empirical Rule (Section 3.03.. The probability within three standard deviations of the mean (z 3.96 standard deviations.68 (Hint: Let z 1. The righthand tail probability above /1.4772.00.4761 .43 standard deviations above the mean) equals .00 standard deviations.1. This entails the reverse use of Table A. (4) .0764.00.0559 " . When a variable is normally distributed.960" from /1.0228.1. The total probability more than two standard deviations from the mean is 2(.+ 1.07 .4 and in the column labeled .
as shown in Figure 4.99.L ZO' must equal . the singletail probability of . + + What is the zvalue such that the total probability is only .0099 corresponds to z 2.33 standard deviations above the mean.005 in Each Tail .3 z.96 standard deviations above or below the mean.01 is the total probability below I. the probability in each tail is .2. about 99% of the IQ scores fall between I Ii = I. Then.01 I" +2.01 that a normally distributed variable falls more than z standard deviations above or below the mean? This is the zvalue so that . Since the probability below I. zScore The zscore for a value Y on a variable is the number of standard deviations that Y falls from u: To check that you understand the reasoning above.58 standard deviations of the mean. though.01 For a normal distribution.L + 2.580' = 100 .2 Finding the z. + To check that you understand this reasoning.L + ZO' falls above 99% of the distribution? To find the zvalue for the 99th percentile. In other words.L ZO' to represent the 99th percentile.050 I.64a. the z symbol refers to the distance between a possible value of a variable Y and the mean I. the 99th percentile is 2.2. . the probability below I. about 1% of IQ scores are higher than 137.L ZO'. Notice. We could interpolate. By symmetry. how many standard deviations from the mean is the 99th percentile? In other words.L . 0 = = Looking up a value for z in Table A provides the probability falling at least z standard deviations above the mean of a normal distribution.005.ZO' or above I.005 is the type listed in the body of Table A. The remaining 98% of the IQ scores fall between 63 and 137.58(16) = 59 and I. that the probability . zScores of .L.01 that a normally distributed variable falls more than 2. the probability is .6. and the probability .7 TwoTail Normal Curve Probability of .L .005 in that table corresponds to z 2.495 .2 Example 4.L . For the IQ distribution with mean I. in terms of the number of standard deviations that Y falls from I. show that the 95th percentile of a normal distribution is I.7.5 / .49 \ / . A value of about .6 The 99th Percentile for a Normal Distribution The body of Table A does not contain the normal curve probability of exactly . In summary.33(16) = 137 That is.L . or more than 2. we use the normal curve probability in the righthand tail beyond the 99th percentile.L 2.ZO' equals the probability above I.01/2 .2.01.58 standard deviations from its mean.Value for the 99th Percentile Example 4.33 standard deviations of the mean.580 '! Figure 4. by the definition of a percentile. 4.L = 100 and standard deviation 0' 16. Thus.Tail Probability Totaling . we can use Table A to find the zvalue corresponding to that probability. Now.0102 corresponds to z 2. but it is sufficient to use the zvalue rounded to two decimal places.32. so the righthand tail probability equals . For instance. More generally.2. The Probability Equals . which is the region within 2.330' = 100 + 2. Thus. + = = . 99% of the observations for a normally distributed variable fall within 2. for I. about 1% of IQ scores are less than I.01.L + 1.580' = 100 + 2. 1% of any normal distribution is located above I.33 standard deviations above the mean.90 Chap. which is the 1st percentile.58(16) = 141 o I.33(16) 63.330' 100 .33.L + 2. and show that the 95th percentile for the IQ distribution equals 126.Value for Two. what is the value of z such that I. 4 ProbabilityDistributions Sec. The 99th percentile equals = = In other words. so we select the one having probability closer to the desired probability.58. Now.I Figure 4. show that the total probability falls more than z = 1. as shown in Figure 4. 1% of the distribution is above the 99th percentile.L + ZO' by symmetry.L of its probability distribution.330' .495 .0 I 00. IQ scores are approximately normally distributed with a mean of 100 and a standard deviation of 16.
Y = 400 has . so 6. Now.0668. only about 2% scored higher than 30. the lefthand tail probability below z equals the righthand tail probability above +z.JL 650 . analyzing how many standard deviations each falls from the mean. Standard Normal Distribution The standard normal distribution standard deviation (1 = 1. since 30 is 2. a zscore of (400 . where z = 1.50 The Standard Normal Distribution Inferential statistical methods frequently make reference bution' called the standard normal distribution. Looking up z = 1.500 = 1.50. The test score of Y = 650 has a zscore of z = 1.5 has a tail probability of . For instance the zscore of 1.0668. The value Y = 350 falls below the mean.500)/100 = 1. while the SAT score falls at the 69th percentile of its scale.50 standard deviations above the mean.0 standard deviations above its mean whereas 550 is .5 u 100 The ACT has approximately JL = 18 and a = 6. a SAT test score of Y = 550 converts to a zscore of' z = (Y . scoring 30.68% of the SAT test scores fall above 650. Referring the zscores to Table A yields tail probabilitiesrighthand tail probabilities for positive zscores and lefthand tail probabilities for negative zscores. so from Table A. Of all students taking the ACT. Table A contains only positive zvalues. we now show how to calculate the zscore. Since the SAT has JL = 500 and a = 100.0228 and z .500 a 100 = 1.5Oa 1'=500 a 100 = The distance between Y and JL equals Y .18)/6 = 2. The SAT and ACT scores both have approximate normal distributions. Y = 650 = JL zu 5~ + z(loo). In other words. are approximately normally distributed with mean JL == 500 and standard deviation a = 100. Since the normal distribution is symmetric about the mean.4332 Sec. We must first convert them to zscores.0 has a tail probability of . as illustrated in Figure 4.8 Normal Distribution for SAT Scores z=a To illustrate. difference in units of standard deviations. whereas of all students taking the SAT. 4. The zscore.5 standard deviations above its mean. In this relative sense.JL) = (550 . Which score is better? We cannot compare the test scores of 550 and 30 directly.JL. about 31 % scored higher than 550. z = 2. an observation of Y = 650 has the zscore YJL Example 4.50 in Table A.00. . scoring 550. The ACT score of 30 is relatively higher than the SAT score of 650. so the zscore is negative.3085. the ACT score is higher.8.50 has a righthand tail probability of . a value of Y = 350 has a zscore of z = Y . Calculating a zScore A number Y is z = (Y .50 Positive zscores occur when the number Y falls above the mean JL. we see that the probability that a score falls below 350 is .500) = . The probability in the tall of a normal distribution beyond a number Y is the tail probability for that zscore in Table A. The ACT score falls . 0 = a = 100. you took a SAT exam. a college entrance examination. For SAT scores with JL = 500 and Suppose that when you applied to college. at the 98th percentile of its scale. We also show that zscores provide a useful way to compare distances for different normal distributions.5 Comparing Standardized Test Scores z= = Y .50 standard deviations below the mean.JL = 350 ./1)/(1 standard deviations from /1. so an ACT score of 30 converts to a zscore of (30 . since they have different scales. Negative zscores occur when the number Y falls below the mean. has the formula which expresses this Figure 4. is the normal distribution with mean Jl0 and to a particular normal distri a 100 The test score of 350 is 1. since 650 is 1. of when JL = 500 and a = 100. Your friend took the ACT.92 Chap. 0 + = 350 1.2 The Normal ProbabilityDistribution 93 Given a value for Y. 4 ProbabilityDistributions .0. For instance.50.4 zscores for the SAT \ Scores on the verbal or math portion of the Scholastic Aptitude Test (SAT). Example 4.
95 abIes are unknown.e. It is crucial that you understand the use of Table A in the examples in this section and that you can do the related exercises at the end of the chapter. so that each party has a 50% chance of selection on each choice. in fact.52 . 42.46 . that is.9. and predict that the proportion favoring the Democratic candidate is .the distribution of the zscores is the standard normal distribution. the state has several million residents. The sample proportion of Republicans is 774/1500 = . Simulate the process of selecting a person at random from the population by picking a twodigit number from the random number table. the zscores have the standard normal distribution.51 .t+zo.53 . have numbers between 00 and 49).3 Sampling Distributions ~e. the value of 2 IS two standard deviations above the mean. the number falling z standard deviations above the~eanls J. for Random Samples of 1500 Subjects from a Population in Which Half Favor Each Candidate .3 Sampling Distributions 95 For th~ standard normal distribution. and if Its values are converted to zscores by subtracting the mean and dividing by the standard deviation. 22. Many inferential statistical methods convert values of statistics to zscores and normal curve probabilities.1.55 = 4. Table 2. the distributions of most vari Sample Proportion Flgure 4.46. Suppose that. 37. Of the first 6 people selected. Y = 650 converts to z = 1. the entire set of zscores has a normal distribution with a mean of 0 and a standard deviation of 1. the first two digits of the first column of Table 2. For instance. How can they possibly know their estimate is a good one? After all. Using a computer. the probability that a randomly selected adult resident of that state prefers the Republican (or the Democratic) candidate would be unknown. 4 ProbabilityDistributions Sec. zSCores and the Standard Normal Distribution If a vari~ble has a normal distribution. exactly 50% of the residents favor each candidate.47 . 77. however.54 and the proportion favoring the Republican candidate is . which is actually treated as infinite in size.10 Results of Simulating the Sample Proportion Favoring the Republican Candidate. and they sampled a minuscule percentage of that population. For ms~ce. See Figure 4.54 . then . those zscores are centered around 0 and have a standard deviation of 1. In practice. which is the standard normal distribution.3 is 1.50 . Instead. For instance.516. 24. Selecting 1500 twodigit numbers simulates the process of randomly sampling 1500 residents of the much larger population. . The original values are the same as the zscores.50. Relative Frequency .= O+z(l) = z: it is simply the zscore itself.3 standard deviations below the mean. Simulating the Estimation Process The following device can show how close sample estimates are likely to be to unknown population parameters.1 provide the random numbers 10. 5 are Republicans (i. and the value of 1. Then. For an upcoming senatorial election in Massachusetts. . and so forth. A polling organization may survey 1500 residents. Identify all 50 twodigit numbers between 00 and 49 as Republicans and all 50 twodigit numbers between 50 and 99 as Democrats. ~t two s~tions of this chapter used probability distributions to summarize probabilities of possible outcomes for a variable..94 Chap. Flgure 4. Suppose we convert each SAT score Y to a zscore by using z (Y 500)/100. we selected 1500 random twodigit numbers and got 726 Democrats and 774 Republicans.9 The Standard Normal Distribution When the values for an arbitrary normal distribution are converted to zscores.50.49 . and Y = 350 converts to z = 1. 4. using sample data we estimate characteristics of the distributions such as their parameters.45 .48 . We use zscores and normal probabilities throughout the rest of ~e book.
In other words. 4 ProbabilityDistributions Sec. in practice.04 of the true population proportion.3 Sampling Distributions 97 we repeated the process and used the computer to select 1500 more twodigit random numbers. within . that is. subject's = 0. Nearly all the simulated proportions fell between . (1.10T' Now. probabilities about • The sample proportion • The sample percentage jury in a celebrity of individuals who prefer the Republican candidate.10.45 by letting the 45 random numbers between 00 and 44 represent Republicans and the 55 between 45 and 99 represent Democrats. all of these are variables. Computer time is cheap these days. from results of the next section. for a random sample of size 1500 of women in a sample of size 12 randomly selected for a murder trial for 100 inmates selected at ranprison system • The sample mean number of previous convictions dom from the California Representing Sampling Variability by a Sampling Distribution When a sample statistic estimates a population parameter. we know the likely accuracy of that estimate. 1) (1. and so forth. to see if similar results occur.0) (0. This time the sample proportion of Republicans was . regardless of its value.10 describes the variation that occurs from repeatedly selecting samples of a certain size n and forming a particular statistic.0.50. a sampling distribution of a sample median. For instance. 1.0. For instance. 1.0.1. Apparently a sample of size 1500 provides quite a good estimate of a population proportion. 1. the sample proportion for a random sample of size 1500 is very likely to fall within .96 Chap.0) (0. "How likely is it that the sample proportion falls within . for instance. 1) (0. 0. in sample after sample.0.0) (1.05? Within . Each sample statistic has a sampling distribution. A probability distribution with appearance similar to Figure 4. also quite good. when we obtain the sample data and calculate the sample proportion.0. I.0. 1) (0.0. However. Figure 4. From Figure 4. the quality of the sample proportion as an estimate of the poptiIation proportion depends on the answers to such questions as. 1) represents a sample in which the ~t and ~ourth subjects sampled prefer the Republican candidate.50. varying among samples. Knowledge of the relevant sampling distribution allows us to calculate.0) (0.0. The sixteen possible (1. we would not know that the population proportion preferring each candidate is . Example 4. 4.0. define the Y variable representing = preference of candidate as follows: Y Y = 1. the probability is apparently high that a sample proportion falls within . This distribution is called a sampling distribution.1) (0. so we performed this process of picking 1500 people a million times so we could search for a pattern in the results. I. varying among subjects.1. we could simulate sampling when the population proportion favoring the Republican candidate is .0. Thus. 1) (1. .1. A sampling distribution is simply a type of We use a symbol with four entries to represent the Y values for a potential ~ample.0) (0. 0. In fact. a certain predictable amount of variation would occur in the sample proportion values.10 shows a histogram of the million values of the sample proportion. The sampling distribution is important in inferential statistics because it enables us to predict how close a statistic falls to the parameter it estimates.46 and .0. 1) (0. for example. and such accuracy would not occur. 1.0) (1.54.03 of the population proportion? Within . The sampling distribution for a sample of size 4 is much more spread out. When a polling organization samples a certain number of people.0. so is the sample proportion preferring a given candidate. 1. just as candidate preference is a variable.1. the value of the sample proportion is unknown and is a variable. Before the samples are obtained. For each subject. 1. we could perform this simulation for other proportion values.04 of the true population value of . we construct the sampling distribution of the sample proportion in sampling tt 4 people from a population in which half favor each candidate. 1) (1.1. To illustrate. refers not to individual observations butto the values of a statistic computed from those observations. In particular. 1If{)W. it determines the probability that the statistic falls within any given distance of that parameter. They have sampling distributions that describe the probabilities of their possible values. before the sample is obtained.491. it is essential to predict how accurate that estimate is.0) samples are (1. 1.0) The samples are equally likely if half the population favors each candidate.0. There is a sampling distribution of a sample mean.0. and the second and third subjects prefer the Democrat. 1. for a sample of size 1500. for instance.0.04 of the population proportion.0. 1) (1. subject's preference is the Republican preference is the Democrat Sampling Distribution A samplIng distributIon is a probability distribution that determines probabilities of the possible values of a sample statistic. If several random samples of size n 1500 each were selected. a sampling distribution of a sample proportion. 1. It provides probabilities of the possible values of the statistic for a single sample of size n.6 Constructing a Sampling Distribution = It is sometimes possible to construct the sampling distribution without resorting to si_mulation or complex mathematical derivations.
for Sample of Size n = 4 from Population with True Proportion of . (0. For example. If four different polling organizations each take their own sample and estimate the population proportion preferring the Republican candidate.25. 0. 1. for the sample (0. 0. as well as a sample proportion. by repeated sampling.45 and . which concentrates between .0. 0. 0) in which only the second subject preferred the Republican. In practice. .11 portrays the sampling distribution of the sample proportion for this case of n = 4. This section discusses the sampling distribution of the sample mean.11 Sampling Distribution of Sample Proportion. Repeated Sampling Interpretation of Sampling Distributions ° 4. it is not necessary to take repeated samples and empirically generate sampling distributions.2500 . 1.25 . sometimes being smaller and sometimes being larger. and (0.10 describes the variability in sample proportion values that occurs in selecting a huge number of samples of size n = 1500 Y The sample mean Y is a variable.50 .25. its sampling distribution merits special attention.25 .3 Sampling Distribution of Sam· pie Proportion. . the mean of the sampling distribution of Y equals JL. the sample mean equals (0+ 1 +0+0)/4 = 1/4 = .0625 Sample Proportion Figure 4.0).98 Chap. (0. (0. Similarly. 4. The form of sampling distributions is often known theoretically.4 Sampling Distributions of Sample Means Because the sample mean Y is nsed so much.50. 0 = ° and constructing a histogram of the sample proportions.50 .11 describes the variability for a huge number of samples of size n = 4. The proportion occurs with only one of the 16 possible samples. the sample proportion need not be near the true population proportion. or 1.0. There are two main results. that proportion can be 0. (1.4 0. as shown in Table 4.0 Figure 4. We can then make probabilistic statements about the value of the sample statistic for one sample of some fixed size n.3750 . One provides formulas for its mean and standard deviation. and in practice. the sample proponion is a special case of a sample mean. This sampling distribution. The proportion. the sampling distribution might indicate that with high probability. Y falls within 10 units of JL. 4 Probability Distributions Sec. 1. 0).e n.75 1.0. 1). we can predict the error of estimation.50 . For random samples. so its probability equals 1/16 = . 0. Mean and Standard Error of Sampling Distribution of Sampling distributions reflect the sampling variability that occurs in collecting data and using sample statistics to estimate parameters. This is not surprising.0625. This is a useful result for future sections. 0.55. One can form such a distribution empmcally.0625 . the sample proportion favoring the Republican. and the other describes its shape.10.3. is much more spread out than the one in Figure 4. with a range of to 1. since we do not know the value of JL. With the sampling distribution.75. Figure 4. it fluctuates around the population mean JL.0 Probability .75 1. though. they will get four different estimates. More generally. When we collect the sample and observe y. For a sample of size 4. one can construct the probability for each possible sample proportion value. samples are usually much larger than n = 4. each time calculating the statistic value. as in Figure 4.2500 0. since the samples consist of different sets of people.3 0. If we repeat . the proportion of times that I occurs is simply the sample mean of the data. Figure 4. For instance. Thus. 0. distribution. 0). By contrast.1 Sample Proportion 0.0. With such a small sample (n = 4). as shown in the previous example and in the next section.0 .2 and Figure 4.0).2 0.50 ° Probability 0. for Sample of Size n = 4 from Population with True Proportion of . A sampling distribution of a statistic based on n observations is the relative frequency distribution for that statistic resulting from repeatedly ~g ~am~les of s~. When we denote two possible outcomes by and 1. .0 o .10 for samples of size n 1500.25 occurs for four samples. we used a small value in this example so it was simpler to construct the potential samples and calculate probabilities for the sampling .4 Sampling Distributions of Sample Means 99 vors candidate. we do not know how close Y falls to JL. TABLE 4. varying from sample to sample.0.25.11 portray an example of a sampling distribution of a sample mean. In fact. so its probability equals 4/16 = . It also implies that Table 4.
suppose the population standard deviation equals (I = 10. Population distribution (p. then in the very long run./1i decreases.. !"igure 4. The probability distribution for Y is highly discrete. whereas the numerator is the population standard deviation (e). and calculating the standard deviation of the Y values../1i (I That is. finding Y for each set of n observations.7 Standard Error of Sample Proportion We return to the example of the previous section on sampling residents to determine their preference for the Democrat or Republican candidate in a Massachusetts senatorial election. This error is called the sampling error. The standard error is fundamental to inferential procedures that predict how much sampling error occurs in using Y to estimate /L.0 U a 10 and the standard error when n = 100 equals uf = . the sampling distribution of Y has mean J./1i) of the ratio increases as n increases. It refers to the variability in the value of Y from sample to sample. or simply the standard error of Y. the standard error of Y is related to the population standard deviation (I by (If / 70 80 90 100 fJ.L and standard error Uy = o /./1i = . Figure 4. (Standard error (1' = ~ y . the following result describes the central location and variability of the sampling distribution of Y. which is a constant and is not dependent on the value of n. The symbol (If (instead of (I) and the terminology standard error (instead of standard deviation) distinguish this measure from the standard deviation (I of the population distribution. The reason for this is that the denominator (.0 Both sampling distributions are much less spread out than the population distribution.JIOO 10 = 1. Next. tends to decrease as the sample size n increases. 4 ProbabilityDistributions Sec. which occurs because we sampled only part of the population.L and standard deviation a . For instance.n. This agrees with our intuition that larger samples provide more precise estimates of population characteristics.=IOO 110 120 130 140 Figure 4.J25 = 2. As the sample size n increases.100 Chap. the mean of the would simply equal the population mean /L. If half the population prefer each candidate.. the probability that Y = 0 and the probability that Y = 1 both equal . In summary.fii =~ . since the sampling distribution becomes less spread out about Example 4.. The mean . Then the standard error when n = 25 equals Uy /L. he t stan'tlard error of the sampling distribution of Y. 4. the spread of the sampling distribution depends on the sample size n and the spread of the population distribution.. consisting of only two values for Y and their probabilities. The error that results from estimating /L by Y. u. The value (If is the number that results from repeatedly selecting samples of size n from the population. This result shows that the sample mean Y tends to be closer to the population mean /L for larger values of n. = 100.13 shows this distribution.(1 = 10) The standard error describes the spread of the sampling distribution.. = ./1i = .12 A Population Distribution and the Sampling Distributions of Y for n = 100 = . For a random sample of size n. . Mean and Standard Error of Y For a random sample of size n from a population having mean J. This is calle<!.12 displays a population distribution and shows the sampling distribution of Y for n = 100. The variable Y representing candidate choice equals 1 for Republican and o for Democrat.5.4 SamplingDistributionsof Sample Means 101 edly took samples of size n. the standard error (If = U /./IOO = I) Standard Error Let denote the standard deviation of the sa~pling distribution of Y. we describe the spread of the sampling distribution of Y by providing a formula for its standard deviation.
15 displays sampling distributions of iT for four different shapes for the population distribution. the sample proportions fluctuate around . highly skewed. that is.25. (Or. and o is very high that the sample proportion falls within.14 The Sampling Distributions of the Sample Proportion.25 when Y = 0 and it equals (1 . FIgure 4.j1500 = ... Moreover. By contrast.14 shows the theoretical sampling distributions of the sample proportion when n = 100 and when n = 1500.65 For a sample from this distribution.13 . For large sarnple sizes..46 and .. Figure 4. which is the average squared deviation.5)2 = .013. Thus.04. the variance.50/v'fOO .5 0..!.13 The Population Distribution When Y = 0 or 1. or between . For repeated samples of a fixed size n.35 0.5 y Figure 4... This result can be proven mathematically. the sampling distribution oiY ~sapproximately normal even ~ the population distribution is highly discrete. with Probability . and it is often called the Central Limit Theorem..50 ~ .05. which refers to the shape of the sampling distribution of Y.. the two sampling distributions shown in Figure 4. (Y . Thus.50.4 Sampling Distributionsof Sample Means 103 the Republican.25 when Y = 1. or Ushaped. = For instance.. equals q2 . This is quite remarkable.5) = .6 Probability The population distribution shown in Figure 4.60 0.13 is highly dis~rete..) The squared deviation of Y from the mean.04 of .013) = .'ii a ..50 0.40 0.1L)2. 0 = . more fonnally. When n = 100 and When n = 1500. The mean of that distribution is the mean of the population distribution of Y. within 3(.50 .'ii.50 with a standard deviation of . qy = a/.45 0. the sampling distribution of proaches a normal distribution . the standard error equals = Central Limit Theorem For random sampling. the probability qy = .4 0. the standard error equals . equals (0 .05. 5.5 Each 0. Nevertheless.54. This is a consequence of the second main result of this section.0 r 0 p. a result from the next subsection says that this sampling distribution is bellshaped. This sample proportion has a sampling distribution. The standard deviation of this distribution is the standard error. or between . the sample proportion tending to fall closer to the population proportion.50. iT ap Some implications and interpretations of this result and the formula for the standard error of iT follow: • The approximate normality of the sampling distribution applies no matter what the shape of the population distributio.5) + 1(.rE = .. for Sampling from the Distribution in Figure 4. If samples of size 100 were repeatedly selected and the sample proportion computed for each one.2 0.'ii Sample proportion = Figure 4. IL . ~a~g _probability concentrated at ouly two points.55 0.65. and the standard deviation of the population distribution of Y equals a = .15 of . 4. IL = I y P (y) = 0(. 0. The population shapes are shown at the top of the figure. forasampleofsize 100.35 and .14 have bell shapes. As n increases. with very high probability the sample proportion falls within three standard errors of IL.50.n = .. the sample mean of the 0 and 1 values is the sample proportion of subjects preferring the Republican.50. the standard error decreases and the curve gets narrower.05) = .50.. when the sample has size n = 1500.=. being larger about half the time and smaller half the time. as the sample size n grows. namely.5)2 = .1 0. Below them are portrayed the sampling distributions for samples of sizes n = 2. Since three standard errors equals 3(.5. the proportion values would fluctuate around .50/.102 Chap. 4 Probability Distributions Sec.3 0. = 0.
e. sometimes for n as small as 5. This is helpful.68 that the sample mean falls within $8 of fJ. then the sampling distribution is approximately normal for all sample sizes./ii units of fJ. • Though a sample size of about 30 is usually sufficiently large for the sampling distribution to be close to normal. the probability is about . Where is this sample mean likely to fall. falls within 2uy = 2u /. 4 ProbabilityDistributions Sec.. namely.= $250. since it used the value of the population mean u.. Uy. • The sampling distribution takes a more normal shape as n increases. What this does mean is that if n is at least about 30. then the sampling distribution of Y is approximately normal. Table A provides probabilities for .with probability close to . However.8 How Close Is Sample Mean Income of Migrant Workers to True Mean ? For the population of migrant workers in California. which is typically unknown. For most cases. even though the population distribution isskewed. the sampling distribution of Y is approximately normal even if the population distribution is not. Its standard error is u $80 Uy = . Figure 4. as the rightmost panel of Figure 4. Population distributions b L Sampling distributions off ard deviation up. the sampling distribution of Y has mean fJand standard error Uy = a /.and standard deviation a . the required sample size may be less than 30./ii.= $250 and a standard deviation of a = $80. calculating Y for each sample of n observations. o This last example is unrealistic. plans to select a random sample of 100 migrant workers and use the sample mean annual income Y to estimate u. within one standard error).104 Chap. the histogram of the Y values would be approximately a normal curve about fJ. for large n./ii = .15 Four Different Population Distributions and the Corresponding Sampling Distribntions of j • We could verify the Central Limit Theorem empirically.. 4. How precisely Y estimates fJ. unaware of these values. Example 4. More skewed distributions require larger sample sizes.15 shows.. Y almost certainly falls within 3uy of u: Reasoning of this nature is vital to inferential statistical methods. The sampling distribution has the same mean as the population distribution. Then. fJ..is determined by the size of the standard error.= $250 (i. since many social science variables are either very skewed or highly discrete. the population standard deviation divided by the square root of the sample size of each sample. If the population distribution is approximately bellshaped. as discussed previously.ji(jO = $8. relative to the population mean of $2507 By the Central Limit Theorem.15 for an example. the spread of the sampling distribution noticeably decreases as n increases. In addition. The po~er of the Central Lirnit Theorem is that. the sampling distribution of the sample mean Y is approximately normal. similarly. the sampling distribution of Y provides the probability that the sample mean falls within a certain distance of the population mean . no matter what the form of the population distribution. The researcher's sample mean should not fall far from the population mean. However. For instance.0 Thus. Depending on the precision desired. suppose that weekly income has a distribution that is skewed to the right with a mean of fJ. How large n must be before the shape is close to nonnallargely depends on the skewness of the population distribution.. or it may be several thousand. the shape of the sampling distribution of Y is normal for small n only if the population distribution is also normal. A researcher. this does not mean that only 30 observations are adequate for precise statistical inference.with standard error equal to a /.95 that Y falls within $16 (two standard errors) of u.95. • For random sampling. a sample size of about 25 or 30 is adequate for a good approximation.4 SamplingDistributionsof Sample Means 105 tion has approximately a normal shape. This enables us to make inferences when the population distribution is highly irregular. since 95% of a normal distribution falls within two standard deviations of the mean. Refer to the rightmost panel of Figure 4. and it is almost certain that Y falls within $24 (three standard errors) of u. the probability is about ./ii for any value of n. We could repeatedly select random samples of fixed size n from a distribution with mean fJ.
suppose half favor each candidate.21 .106 Sec. Figure 4. Then. Hence. such as Y. and Standard Error Uy = 8 Example 4. such as u. Thus.> Figure 4. that is.21.50. the logic of the sampling distribution is fundamental to statistical inference. In practice. half of which are 0 and half of which are 1.0. We consider. and the closer the sample statistics such as Y fall to the population parameters. the variable Y preference for senatorial candidate in Massachusetts. Three Distributions for Polling Example = = This example is still unrealistic.25 standard deviations of its mean. That is. • The sample distribution: This is the distribution of data that we actually observe. one might substitute a guess for this value based on the standard deviation from a previous study. . but the distributions look completely different and serve different purposes. We shall calculate the probability that the sample mean weekly income Y falls within a certain distance. Sample. the distribution of the sample.16. the closer the sample distribution resembles the population distribution. The terms sample distribution and sampling distribution seem similar. The larger the sample size n..10) falls from It is Review: Population. with standard error (when n == 100) of (jp $8. the sample observations YI. and the standard deviation also equals a = . Denote the population size by N . to conduct inference. one can substitute the sample standard deviation s for a . . and Sampling Distributions At this point.25 .50 and a . In practice. The sampling distribution is fundamental to statistical inference and the methodology presented in the rest of this text. The next chapter shows that. sample of size 100. The population distribution of candidate preference consists of N = 4 million values of Y. = = z as shown in Figure 4. not knowing the population distribution. once again. This distribution is described by the parameters It == . This distribution determines the probability that the statistic falls within a certain distance of the population parameter. Consider a random sample of n 100 adult residents of Massachusetts.. A sampling distribution describes the variability that occurs in the value of the statistic among samples of a certain size.9 From the normal curve table (Table A).5 Review: Population. Yn• The sample distribution may be graphically displayed as a histogram of the data.25<7. the probability that Y falls no more than $10 from It equals 1 . Now.50. A histogram of the 100 = = = = = = .16 Sampling Distribution of Y for Unknown IJ. the probability that Y falls more than 1.. say. we review three quite distinct types of distributions discussed in the past two chapters the population distribution. such as the parameters It and a that describe its central tendency and variation. and the sampling distribution. The distribution is usually unknown and we make inferences about its characteristics. the probability distribution for Y has probability 1/2 at Y 0 and probability 112 at Y = 1. You need to understand the distinctions among them before proceeding to the next chapter.25 standard errors from It (in either direction) is 2(.79. the probability that Y falls within $10 of It is the probability that a normally distributed variable falls within 10/8 1. In particular. • The sampling distribution of a statistic: This is the probability distribution of a sample statistic. $10. Because of this.13 portrayed this distribution. Here is a capsule description of the three types of distribution: • The population distribution: This is the distribution from which we select the sample.7. Y2.79 10= 1. so you need to understand the difference between the distribution of the sample data and the sampling distribution of a statistic such as the sample mean. the number of standard errors that It + 10 (or It . with Y 1 for Republican and Y 0 for Democrat. of the true mean income It for all such workers. The mean of this distribution is It = . we select a sample. = (It + 10) 8 It == 10 8 = 1. because it assumes knowledge of the population standard deviation a.1056) . 4. or numerically described by statistics such as the sample mean Y and the sample standard deviation s. the next section discusses in greater detail the distinction between it and the other types of distributions presented in the past two chapters. as we saw in Example 4.50. which is highly discrete and not at all bellshaped. Of the 4 million adult residents of Massachusetts. the sampling distribution of Y is approximately normal in shape and is centered about rz.
50 with a standard error of u..e. Y = Y" and the sampling distribution of Y is the same as the probability distribution for one observation on Y. Y = f. we know that the sampling distribution of mal about f. 4.50 and standard error uy u/Jii = .n u . on the other hand. 0. the population distribution of preference values is concentrated at the values 0 and 1. the sampling distribution can be theoretically stated without observing the data and is much less disperse.50 For a random sample of size n = 100. Like the population distribution.5 0.17) of the measurements and the sampling distribution (Figure 4. In particular.18 r ./100 = .0 0 JL Samplingdislribution ofY (n = 1(0) Proportion r. For n :::: 30. Nevertheless.. it is usually well approximated by the normal distribution.5 Review: Population. then the two distributions are i~entical. As n increases from 1 to 30. for practical purposes. relative to the population distribution of preference values. has a bellshaped appearance and gets narrower as the sample size increases.. the more this sample distribution tends to resemble the population distribution.4 0. continuous. The sample distribution is a rough approximation for the population distribution.. which need not be the least bit normal.050.5 0.1 0. By contrast. being much less spread out and. the sample values of Y can I f' I I II I I .17 displays the histogram of these sample values as well as the histogram .18 portrays this sampling distribution. For sampling ouly one observation (n = 1). 0. The population and sample distributions of candidate preference are not bellshaped.46 Population Distribution Figure 4. The sampling distribution looks completely different from the population and sample distributions. The sample values are summarized by Y = . The larger the sample size.498.1 Figure 4.17.. The sampling distribution. when n :::: 0 the sample proportion can 3 = The sampling distribution is more nearly normal in shape for larger values of n. As the sample size n approaches the population size N.2 0. Figure 4.3 0. perhaps 54 say they prefer the Democrat (i.460 and s = . and it looks more like that distribution as the sample size increases. of the 100 subjects sampled. If the entire population is sampled. o y JL=.5 The Population Distribution and the Sampling Distribution of Y for n = 100 Y =. 4 Probability Distributions Sec. by the Central Limit Theorem. This is simply the population distribution of Y. and the sampling distribution concentrates at the point u. since the sample observations are a subset of the population values. the two measures are the same). have Y = 0) and 46 prefer the Republican (Y = 1).18 shows a large difference in dispersion between the population distribution and the sampling distribution of Y (for n = 100). As shown in Figure 4. concentrated at the two values 0 and 1. the sampling distribution is apptoximately the normal distribution with mean.0 0 Y take a large number of values between 0 and 1. Figure 4.2 0. the sample distribution concentrates at the two values Y = 0 and Y = 1.n.3 0. and it has a standard deviation of . the sampling distribution of Y assumes more of a bell shape. 0 Effect of Sample SIZe on Sampling Distribution Y=.e.5 0. They are highly discrete.17 Preference The Population (N Sample Distribution = 4 million) and Sample (n = 100) Distributions of Candidate Before sampling.4 0.t with probability 1 (i.108 Chap. the normal sampling distribution of Y gets narrower and eventually converges to a spike at the single number u: When the entire population is sampled.50. Y is approximately nor Y. You should also note the large difference between the sample distribution (Figure 4. For example.18). and its sampling distribution is approximately normal.6 0. Sample..6 Probability 0.50/. and Sampling Distributions 109 statistics such as and s.t = . Figure 4. for the population distribution..
05 • The zscore for an observation measures the number of standard deviations that it falls from the mean of its distribution. If the variable has a normal distribution.n. most statistics that estimate population parameters have largesample normal distributions. The remainder of the text states analogous results for the other statistics we study. D). sample mean values (which are sample proportions) can fall anywhere between 0 and 1. PROBLEMS Practicing the Basics 1.t and 0'. the sample mean Y calculated from a random sample of 100 measurements will almost certainly fall between about . 4 Probability Distributions Chap. a) Construct a probability distribution and its histogram for Y. For this strategy. Letting P (y) denote the probability of a possible outcome y for a variable. (C. and (0.05) of the mean (. However. The normal is the most important probability distribution for statistical methodology. the probability falling within z standard deviations of the mean is the same for every normal distribution. For instance. 4 Problems 111 only be 0 or 1. That is. so the sample mean tends to be closer to the population mean for larger samples. This is true even if the population distribution is far from normal. most sample statistics used to estimate population parameters have approximately normal sampling distributions.t y P (y). B).50 z==lO. Ann. b) Find the mean of the distribution of Y. E). O'/. (A. such as highly skewed or highly discrete. In practice.O . For any z. C).050 and a value of Y = 1has a t zscore of = 1 . the probabilities for the potential values of Yare approximately P(O) . the next two chapters will show that inferences about /. Let Y = number of people you have known personally who came down with AIDS. = . because similar results hold for other statistics. they can be stated before observing the actual sample measurements.6 Chapter Summary • The probability of an outcome is the proportion of times that the outcome would occur. in the long run. since the sample proportion is a special case of the sample mean. with spread described by the standard error. the sampling distribution of the sample mean is approximately normal.90. (A. D). P(2) .9 refers to the population of interest. Since the admissions committee can admit only two more students. a) Construct the probability distribution for Y. This result is the main reason for the importance of the normal distribution. then the ascores have a standard normal distributionth. In fact.35 an'! . b) Find the expected value of Y. • The Central Limit Theorem states that for large random samples. all but two positions have been filled for the entering class.t is practically impossible that a random sample of that size has a sample i mean anywhere near 0 or 1. E). at least for large random samples. (B. also called the expected value of Y. (B. Y will very probably occur within about three standard errors (3 x . The primary reason for the key role of the normal distribution is that so many statistics have approximately normal sampling distributions.t and standard deviation 0'.e normal distribution with a mean of 0 and a standard deviation of 1. tie potential Yvalue of 1. Five students. • The sampling distribution of the sample mean Y is centered around the true mean u. and Edward. (B. On the other hand.he standard error is 0'. C). E). we rarely know the values of parameters such as /.50)of the sampling distribution. Suppose Thble 3.02. for large random samples. The result about sample means having approximately normal sampling distribu. Clint. Probability distributions are described by parameters. The spread of the sampling distribution decreases as the sample size increases. E). (A. let Y = number of females admitted. Nevertheless. P(I) = .110 Chap. of course. • A sampling distribution is a probability distribution of a sample statistic. nearly all the probability falls between . If 0' is known. According to the sampling distribution of Y for n 100.. The result applies even to qualitative data. It determines probabilities about the possible values of that statistic. • The normal distributWn has a graph that is a symmetric bellshaped curve with form specified by the parameters /. Betty. • A probability distributWn for a variable lists the possible values of the variable together with their probabilities. when n = 100.t rely on this theorem. tions is important not only for the reasons discussed in this section but also because similar results hold for most other statistics.t and 0'. So. D). = = 4.35 and . Douglas. the different combinations that couId be admitted are (A.65. b) Fwd the mean of the distribution of Y. ahead of other applicants. it decides to randomly select two of these five candidates. a) Construct the probability distribution for Y. 2. Using the first letter of the name to denote a student. in repeated observations. Let Y = the number of people you have known personally that have committed suicide within the past 12 months. the mean of the distribution is /. are rated equally qualified for admission to law school.0 is 10 standard errors above the mean of the sampling distribution and is therefore an extremely unlikely event! Although any particular individual sampled has preference value of 0 or 1.65. = 1: . The next two chapters show how this theorem is the basis of methods of largesample statistical inference. = Sampling Distributions and Statistical Inference Probability statements about Y are based on the Central Limit Theorem. such as the mean /. The zscore is positive when the observation falls above the mean and negative when it falls below the mean. (C. 3.08. According to recent General Social Surveys. 0'.
Find the zscores for the lower and upper quartiIes of a normal distribution. then which percentile is a) IL + za . 11. b) !L . and interquartiIe range of a normal distribution. The Me~tal Development ~dex ~I) of the Bayley Scales of Infant Development is a standardized measure used m longitudinal followup of highrisk infants. According to Current Population Reports. 8. 7.10. f) Find the interquartile range of MDI scores. find the ranges of MDI scores that would be considered outliers. 1993. using the definition of outlier in terms of the IQR.7.670" equals .1. Washington. one can buy a ticket for $1. . p. one wins a million dollars ($1.) e) Find the mean of this distribution. Based on this information.9. would this be an unusually high value? VVby? . and. because of the uniform spread of probabilities across the possible outcomes.30" and u + 30" equals . In a statewide lottery.33 standard deviations above the mean. What proportion of a normal distribution falls in the following ranges? a) Above a zscore of 2. Refer to the previous exercise. b) At least one standard deviation below the mean.000). Find the zscore for the number that is less than only I% of the values of a normal distribution. find the probability that an observation is a) At least one standard deviation above the mean. D. e) !L .. Michigan. A baby is classified as premature if the gestation time IS 258 days or less (British Medical Journal. that is.zO"? Find this value of zUsing this result. with a mean of $750 and a standard deviation of $150. selfemployed individuals in the United States in 1990 worked an average of 44. b) 90%.za to !L + za contains 50% of a normal distribution.2. 19. Show that the mean of the distribution equals . .8 and a standard deviation of 14. the murder rates (per 100. 9.670" and !L + . and justify.0. when three of the five students are randomly selected for admission. Fo~ 5459 pregnant women using Aarhus University Hospital in Denmark in a twoyear period who reported information on length of gestation until birth. For a normal distribution.4 days. a) Let Y denote the winnings from buying one ticket.. lower quartile. cities had a mean of 20. It has approximately a normal distribution with a mean of 100 and a standard deviation of 16. . 20.. e) At least . and with probability .05 d) . .5. how would you expect the distribution of gestation time to differ from normal? 21.10. 1f the distribution were roughly normally distributed. e) Find and interpret the lower quartiIe. For a normally distributed variable. 18. Find the zvalues corresponding to the a) 90th. b) !L .10. e) What is the murder rate of a city that has a zscore of O.10 e) .01 b). e) 99% of the probability for a normal distribution. had a murder rate of 75. Suppose that the weekly use of gasoline for motor travel by adults in North America is approximately normally distributed. d) 98%.6 (Statistical Abstract of the United States. d) The standard deviation 0" of this distribution is one of the followmg: d) Between zscores of 2. 12. Construct the pr~bability distribution for Y.0" and !L + 0" equals . b) Construct the probability distribution for Y. Find the mean of the distribution. what proportion of babies would be hom prematurely? b) The actual proportion born prematurely during this period was .50.9. e) 98th.C. 6. With probability . Find its zscore.25 f) 50 10. 1994).1. 307.. 1f z is the positive number such that the interval from !L .zO" to IL + za contains a) 50%. b) The profit X from buying a single $1 ticket equals the winnings Y from playing.0. X = Y . Vol.O? 23. 13.5. median. 11. and upper quartile of MDI. Chap. July 24. how would you expect it to deviate from normal? 22.ZO" to IL + za contains 90% of a normal distribution.000 residents) for 74 major U. a) Could the distribution of murder rates be well approximated by a normal distribution? Why or why not? b) One of these cities. e) 95%. 14. a) What proportion of children have a MDI of at least 120? b) What proportion of children have a MDI of at least 80? e) Find the MDI score that is the 90th percentile. then IL + ZO" equals the 95th percentile. Find the zvalue for which the probability that a normal variable exceeds !L + zo" equals a) .10.67 standard deviations above the mean.68. 234).S.with standard deviation 11. Show that if z is the number such that the interval from !L . a) List the possible values for Y. t_he lottery minus the dollar paid for the ticket. Interpret. Assuming this variable is approximately normally distributed. e) Assuming that the standard deviation and the normal form would remain constant.. .000. An observation is . a) What proportion of adults use more than 20 gallons per week? b) Find and interpret the lower and upper quartiles and interquartile range of gasoline use. females admitted. verify that the probability between a) !L .960" and IL + 1. are approximately normal in distribution. explain how to find the upper quartile. with a standard deviation of 14. 4 Problems 113 16. and find its mean. and d) 99th percentiles of a normal distribution. d) Find the MDI score such that 10% of the population have MDI scores below that value. d) At least 2. .9 ~ys. 0. d) IL . (This type ?~ ~stnbution IS callc:d a UnIform distribution.6 hours per week. Construct the probability distribution of X.10 and 2. 5.112 Chap.997. S~p~se that monthly rental rates for onebedroom unfurnished apartments in Ann Arbor. the mean was 281. In 1992. What proportion of the data fall below that observation? Above it? 15.50 standard deviations below the mean on a normally distributed variable. Find the zvalue such that the interval from u . corresponding to an expected return of 10 cents for the dollar paid.2. find the proportion who averaged more than 40 hours per week. Let Y be the outcome of selecting a single digit from a random number table. a) 1f gestation times are normally distributed. b) 95th. . with a mean of 16 gallons and a standard deviation of 5 gallons.. to what level must the mean reduce so that only 5% nse more than 20 gallons per week? d) 1f the distribution of gasoline use is not actually normal.036.025 e) .0000001. b) Below a zscore of 2.95.960" equals . 4 Probability Distributions 4. Pick the correct value.9999999 one wins nothi?~ ($~) . Construct the probability distribution of X = .
2. (H. For randomly selecting two of the five students. when the sample size is 225." with your average winnings exceeding $1. who takes a sample of families in this society in order to estimate mean family size. electricity use more than one standard deviation above the mean) is sent a notice suggesting a reduction in electrical use. and show that it is identical to the mean of the population distribution. construct the sampling distribution for the sample mean of the two numbers rolled. Would you be surprised to observe a value of 90? e) Suppose we convert all the POI observations to zscores. T). According to recent General Social Surveys. with a mean of $1400 and a standard deviation of $600. Consider the experiment of rolling a balanced die twice. a) If the distribution were normal. find the sampling distribution of Y.6 and a standard deviation of 1. found that in a typical month. Florida. b) For a random sample of 100 adults. e) Find the probability that POI is between 97 and 103. H). b) For a random sample of nine migrant workers.) e) Three times. a) Find the probability that the infant's POI score is at least 100.) d) Four times. Suppose that property taxes on homes in Gainesville. Find the mean and standard deviation of the sampling distribution of Y for a random sample of a) 9 residents. Then.0 (i. what is the distribution of the zscores called? What are the mean and standard deviation of these zscores? 36.10 and 0" = 316.2 and 0" = 3. Suppose you play the lottery 1 million times. the amount you paid to play each time? 31.5 of the true mean. for flipping a balanced coin a) Once. e) Find the probability that the sample mean falls between 97 and 103. An energy study in Gainesville. T).0. that is. Refer to Problem 4. 1995. b) 36 residents. What is the probability that the proportion equals O? 27.e. d) Find the zscore for a POI value of 90. 29. are approximately normally distributed with mean 100 and standard deviation 15. (1. is different from (2. (T. with JL = 5. a) If the distribution is normal. Let Y denote your average winnings. _ a) Find the mean and standard deviation of the distribution of Y. (Hint: There are 8 possible samples. The probability distribution associated with the outcome of rolling a balanced die has probability 1/6 attached to each integer. Suppose that weeldy incomes of migrant workers in California have a mean of $250 and a standard deviation of $75. There are 16 possible samples. a) Describe the sampling distribution of the sample mean POI. e) Suppose she takes a random sample of size 100. b) What proportion of the property taxes exceed $1700? e) In fact. Describe the pattern as n increases. a) What proportion of the rental rates are at least $1000 per month? b) What proportion of rates are less than $600 per month? e) What proportion are between $500 and $1000 per month? 24.. e) Construct a histogram of the sampling distribution in (b). household size has a mean of 2. 6}. Florida.4. A study uses a random sample of 225 infants. and interpret the differences. find the probability that a migrant worker has income over $300. . Report an interval within which the sample mean would almost surely fall. household use of electricity has a mean of 800 and a standard deviation of 500 (kilowatthours).6 and a standard deviation of 3. b) Find the probability that the sample mean exceeds 103.1 of the population mean. H). Refer to the previous exercise. report the sampling distribution of the sample mean income. for a random sample of 36 families.g. Would you be surprised to observe a sample mean POI of 90? Why? e) Compare the results of parts (a)(d) with those in the previous exercise.5 of the true mean. b) Find the probability that POI exceeds 103. 28. find the probability that the sample mean household size falls within .0. For a random sample of 225 homes. How would you expect it I to deviate from normal? 25. construct the sampling distribution of the proportion of the students selected who are female. b) Treating these 36 pairs as equally likely. representing a 1 followed by a 2. in the United States the distribution of Y = number of sex partners you have had in the past 12 months has a mean of about 1.. The mean and standard deviation of the probability distribution for the lottery winnings Y are JL = . Each household with a zscore greater than 1. d) Find the zscore from the sampling distribution corresponding to a sample mean of Y = 90. According to Statistical Abstract of the United States. Construct the sampling distribution of the proportion of heads.0. a) Does Y have a normal distribution? Explain. the true distribution is moundshaped but not normal.5. a) Enumerate the 36 possible pairs of numbers. for conservation purposes. 30. e) Refer to b). 2). If the sample were truly random. (Hint. subtract 100 from the value of POI and divide by 15. d) Refer to part e). What is its shape? d) Calculate the mean of the sampling distribution in (b).0 and a standard deviation of about 1. An infant is selected at random. a) Find the zscore corresponding to that value. are approximately normal in distribution. Let Y denote the sample mean family size she obtains.5.) e) Describe how the shape of the sampling distribution seems to be changing as the number of flips increases. a) Specify the sampling distribution of Y. 4 ProbabilityDistributions b) How likely is it that you would "come out ahead. for each infant. b) Twice.3. 34. (T. Refer to Problem 4. and compare the answer to that obtained in part b). The distribution of family size in a particular tribal society is skewed to the right. 32. According to Current Population Reports. Find the probability that the sample mean falls within . (1. a scale of infant development.) 35.114 Chap. e) 100 residents. would you be surprised if the anthropologist obtained Y = 4. the population distribution of number of years of education for selfemployed individuals in the United States in 1990 had a mean of 13. Find the probability that the sample mean exceeds $300. The property tax for one particular home is $1700.3. what percentage of the households would receive this notice? b) Do you think the distribution is truly normal? Why or why not? 26.6.0? Why? (This could well happen if the sample were not random. (Hint: The possible samples are (H. b) Find the probability that her sample mean falls within .23. taking into account the order of rolling (e. 1». 33. These values are unknown to an anthropologist. Each observation is converted to a zscore. The scores on the Psychomotor Development Index (PD!).
0134. What value do you expect for this mean in a long run of repeated samples of size 97 d) Find the standard deviation of the Y values generated in part (b). a sketch of the sampling distribution of the sample mean for a random sample of 25 infants. find the probability that the mean age of the individuals sampled is within 2 years of the mean age for all individuals in the precinct. (Class Exercise) The previous exercise assumes the coin is balanced. and calculate its mean. c) She takes a random sample of 144 loan records. c) Superimpose. on the above sketches. 37.137. 4 Problems 117 37. Find the probability that the sample mean acreage falls within 10 acres of the population mean acreage. Describe the shape and spread of the sampling distribution compared to the distributions in (a) and (b). for a random sample of 225 infants. The distribution of these ages is characterized by I" = 47.00. How do the spread and shape compare to the histogram in (a)? What does this illustrate? 42. a) Construct the probability distribution of Y.00. Find the probability that this happens under the following conditions. a number between 00 and 74 represents a head and a number between 75 and 99 represents a tail.74. b) Using a random number table.) Plot a histogram of the sample means obtained by all the students. each student should select nine random numbers between 01 and 50. She would like her estimate of the mean to be within $50 of the actual mean. yielding six heads and four tails.0140. c) Each student in the class should flip a coin ten times and calculate the proportion of heads in the sample. b) Using a random number table. 4 Probability Distributions Chap. (Class Exercise) Refer to Problem 1. Report the theoretical value for the mean of the sampling distribution.18 and o = 14. Compare it to the distribution in part (a). Using these numbers. b) Each student in the class should simulate the results of flipping this coin ten times by selecting ten twodigit numbers from the random number table. 38. such as weekly time watching television. the theoretical standard deviation is . (Each student should use different random numbers. what values would we get for the (i) mean and (ii) standard deviation of the sample proportion values? 44. 34.4 Name Alexander Bell Bell Bok Clancy Cochran Fairchild Finney Fisher Fraser Fricker Gaughan Graham Age 50 45 23 28 67 62 41 68 37 60 41 70 47 Name Griffith Grosvenor Ian Jansch Kagan Lavin Lunny MacColl McCusker McCusker McDonald McDonald McDonald Age 66 51 57 40 36 38 81 27 37 56 71 39 46 Name McTell MacLeod McNeil McNeil McNeil McNeil Mitchell Muir Oban Reid Renbourn Rogers Rush Age 49 30 28 31 45 43 43 54 62 67 48 32 42 Name Staines Stewart Stewart Thames Thomas Todd Trickett Trickett Tyson Watson Young Age 33 36 25 29 57 39 50 64 76 63 29 43. construct the empirical sampling distribution of the Y values.) . on the sketch of part (a). We need an estimate of the mean acreage of Canadian farms. a) She takes a random sample of 36 loan records. Summarize the empirical sampling distribution by constructing a histogram or stem and leaf plot of the proportions obtained. and age takes a random sample of 100 individuals in a typical precinct a) If the standard deviation of the ages of all individuals in the precinct is a = 15. 40. each student should select five students at random and compute the sample mean response for those students. the instructor will select a variable.116 Chap. Using the intervals 31. c) Find the mean of the Yvalues generated in part (b). b) She takes a random sample of 64 loan records. the outcome of a single flip. b) The coin is flipped ten times. Compute the mean and standard deviation of the sample proportion values. We plan to measure acreage for a random sample of 100 farms. or smaller. construct the probability distribution for Y. What value do you expect for this standard deviation in a long run of repeated samples of size 9? TABLE 4. An executive in a savings and loan association decided to estimate the mean amount of money lent to individuals for financing higher education in the past year. Again. construct a plot of the sample proportions. political opinions. (Class Exercise) For a single toss of a coin.25. if a = 1O? Concepts and Applications 41. b) Would the probability be larger. Suppose instead that the probability of a head equals .let Y = I for a head and Y = 0 for a tail. (Class Exercise) Table 4. and so forth to 61.55(c). _ b) Superimpose. Using the population defined by your class or using the WWW data set. (From Problem 4.0164.75 and the probability of a tail equals .00.0137. Construct the sample relative frequency distribution. a) Construct a stem and leaf plot of the population distribution of the ages of all heads of households. A study investigating the relationships among voting patterns. . Refer to the previous two exercises. a) Construct a histogram or stem and leaf plot of the population distribution of the variable for the class.7. which is an empirical approximation for the true sampling distribution. a) Assuming the coin is balanced.4 provides the ages of all 50 heads of households in a small Nova Scotian fishing village. each student should sample nine heads of households and compute their sample mean age. 39.00. From past experience' she believes that $240 is a reasonable guess for the standard deviation of the distribution of loan amounts. Compute the mean and standard deviation of the sample proportion values. a) Sketch the population distribution for PDI. Results from an earlier study suggest that 200 acres is a reasonable guess for the standard deviation of farm size. a sketch of the sampling distribution of the sample mean. and calculate its mean. d) If we performed the experiment in (c) an indefinitely large number of times.
48.5. (Hint: Recall that a proportion equals a mean for a variable taking values 0 and 1. What is its shape? b) Now each student should compute the mean for that student's ten coins. such as in Example 4. show that a) The upper quartile equals JJ. True or False: As the sample size increases. b) Explain carefully the difference between a distribution of sample measurements and the sampling distribution of Y. 53. b) The interquartile range. a) Using all the students' observations. b) Of the students who are not admitted.1000. * The variance of a discrete probability 0'2 distribution is = L (Y  JJ. Compute the standard error when n = 10.1f).000 residents has a mean age of 60 years and a standard deviation of 16 years. The distribution of ages is skewed to the left. and applicants from group B have a mean of 450 and a stand. The Central Limit Theorem implies that a) All variables have approximately bellshaped sample distributions if a random sample " contains at least 30 observations.'. an outlier (according to its definition for box plots) is an observation falling more than 2. ard deviation of 100.5 and Y = 0 with probability .070'. If this policy is implemented. 4 Problems 119 45. TIlls also equals 0'2 = [I:>2 P(y)]  JJ. see the f highly innovative text by Scheaffer et al. 55. The observation for each coin is its age. Both distributions are approximately normal.000. b) Suppose Y = 1 with probability x and Y = 0 with probability 1 . 51. + . d) The variability in the values of the statistic for repeated random samples of size n. 49. b) The standard deviation of the sample measurements.7. illustrate your answer for a variable y that can only take values of 0 and 1. = 1f and that 0'2 = 1f(1 . e) All of the above. * Lake Wobegon Junior College admits students only if they score above 400 on a stand] ardized achievement test. g) Wo~ld it ~ highly unusual to observe a subject of age under 40 in Sunshine City? Would It be highly unusual to observe a sample mean under 40. 52. Refer to Example 4.. for a sample size of l00? Explain. " c) For large random samples. a) Which distribution does the sample distribution tend to resemble more closelythe sampling distribution or the population distribution? Explain. is related to 0' by IQR 1. Show that JJ. what proportion are from group B? c) A state legislator proposes that the college lower the cutoff point for admission to thinking that the proportion of the students who are not admitted who are from group B would decrease. 50. use the ~pirical Rule to predict an interval within which the sample proP_Orti?nIS almost ~~ to fall. and how does it compare to the one in (a)? c) What concepts does this exercise illnstrate? (Note: For a wide variety of activities that illustrate basic concepts of statistics.7 standard deviations below or above the mean.) = = C! . A random sample of 100 residents of Sunshine City has Y 58. determine the effect on the answer to (b). and 10.7% of the data.25. For a normal distribution. and its current population of 50. Refer to (b). (Class Exercise) Each student should bring ten coins to class. a) Find the proportion not admitted for each group. b) Describe the sample distribution. a) Describe the population distribution. the difference between the current year and the year on the coin. Using each formula.0..100.7 on preference for Democratic and Republican candidates. c) For sample data that are approximately normal. c) How close that statistic is likely to fall to the parameter that it estimates.) 46. What shape does it have? d) Describe the sampling distribution of Y for a sample of size n = 1. e) The error that occurs due to nonresponse and measurement errors. Su~e City was designed to attract retired people. and hence the standard deviation 0' . Describe the likely appearance of the histogram of Y values.50. 47. f) Suppose random samples of size n = 100 were repeatedly selected.118 Chap.000. and comment. b) For any symmetric distribution. The numbers in the body of Table A provide tail probabilities a) For the normal distribution. In ~ch ~ase.350'. d) The sampling distribution looks more like the population distribution as the size increases. What type of distribution is this. The standard error of a statistic describes a) The standard deviation of the sampling distribution of that statistic.2 a) Suppose Y = 1 with probability . c) For any distribution.1f(1 1f)!n. regardless of the shape of the population distribution.3 and s 15. Show that the standard error of a sample proportion for a random sample of Size n equals ".)2 P(y) the average squared deviation. so that each resident has an equal chance of being chosen for anyone observation in each sample of size 100. 1996. d) Only for the standard normal distribution. e) Describe the sampling distribution of Y for a sample of size 50.tt . Wha~ shape does it probably have? c) Describe the sampling distribution of Y for n = 100. I Select the correct response(s) in the following multiplechoice questions. reflecting the predominance of older individuals. b) Population distributions are normal whenever the population size is large. Applicants from group A have a mean of 500 and a standard " deviation of 100 on this test. show that 0'2 . TIlls IS a consequence of the law of large numbers. which states that the sample proportion tends to eventually converge to the population proportion as the sample size increases indefinitely. the class should construct a stem and leaf plot of the ages. and both groups the same size. 4 Probability Distributions Chap. and this happens for only 0. the sampling distribution of Y is approximately normal. = = = 54. IQR. where 1f denotes a fixed number between 0 and 1. the standard error of the sampling distribution " of Y increases. Notice that the interval shrinks in width as the sample Size mcreases. and the class should construct a plot of the means.
an interval estimate predicts that the population proportion responding "yes" falls between . might select a sample of residents to estimate such population parameters as the mean amount of money spent on health care during the past year.. A point estimate consists of a single number. I.fiifu (The integral of this function with respect to y between I. With quantitative variables.67. With qualitative variables. Scheaffer. 57. Introduction to Probability and its Applications. (1994). Scheaffer..) b) If n = N (i. Introduction to the Practice of Statistics. in a recent General Social Survey. (1982). within which the parameter is believed to fall.c. that is.63 falls within . a) When n = 300 students are selected from a college student body of size N = 30. 58.. that is the best single guess for the parameter. Belmont.. OIkin. L.. and McCabe. (In practice. not satisfied) with their access to health care. * The curve for a normal distribution with mean I.. C. New York: Springer. for the data just mentioned. show that Uy = . In other words.. * The standard error formula Uy = a /. the proportions who are (satisfied. and Derman. Statistical inference uses sample data to form two types of estimators of parameters. New York: Freeman./. A. and the proportions who have (experienced. 2nd ed. This chapter shows how to use sample data to estimate population parameters..n actually treats the population size N as infinitely large relative to the sample size n. calculated from the data. Probability in Social Science.. D. an interval estimate helps us gauge the probable accuracy of a sample point estimate. A study dealing with health care issues in Texas. show that Uy = O.59 and . that is. (1995). and Witmer. n is usually small relative to N. L.63. Show that this curve is symmetric. An interval estimate consists of a range of numbers around the point estimate. and the mean number of days of work missed due to illness. Thus. Watkins. M./(N . for example.995u /. it predicts that the point estimate of . (1993).e. For example. Boston: Birkhauser.n)/(N . 2nd ed. S./. no sampling error occurs.1. 1. 000. L. New York: Macmillan.n. the mean number of visits to a physician... Bibliography Goldberg. not experienced) an illness requiring hospitalization in the past year. For example. 4 Probability Distributions in the previous exercise.I) is called thefinite population correction. since Y = 1. Moore. +za and 00 equals the tail probability tabulated in Table A). 121 . 1359 subjects were asked "Do you believe in Hell?" The point estimate for the proportion of all AIIlericans who would respond "yes" equals .. the health care study might estimate the proportions of people who (have. do not have) medical insurance. R. for any constant f c. the curve has the same value for y /L + c as for y I. CA: Wadsworth. The formula for uy for afinite population size N is = = Statistical Inference: Estimation The term .120 Chap. (1996). Gieser.. Can one use the Empirical Rule to interpret this standard deviation? Explain./. Find the standard deviation for the in Problem 4. ActivityBased Statistics. ./. so the correction has little influence. For example. studies usually estimate the population mean. G. and standard deviation a has mathematical formula fey) = _I_eCyI')'/(?u') Chapter 5 . Probability Models and Applications.04 of the true value. studies usually estimate the population proportions of measurements in the various categories. we sample the entire population). Gnanadesikan. R.
£. or nearly so. and is usually read as ''hat. suppose a population distribution is normal.1 Sampling Distributions of Two Point Estimators of the Population Mean.£. in the sense that the parameter is the mean of the distribution. An estimator whose standard error is smaller than those of other potential estimators is said to be efficient. on the other hand. a good estimator of a parameter is unbiased. The symbol" • " over a parameter symbol represents an estimate of that parameter. the sample mean tends to be closer than the sample median to the population center. Thus. The statistic that provides the prediction is called a point estimator of the parameter. Point Estimator Figure 5. and it is relatively efficient for most population distributions. tending on the average to underestimate J.5 discusses interval estimation of medians. the sample median has a standard error that is 25% larger than the standard error of the sample mean. on the average.1 also portrays the sampling distribution of an estimator that is biased. In summary. Statistical methods use estimators that are unbiased or for which the bias is negligible and disappears as the sample size increases. it would not tend to overestimate or underestimate the parameter systematically. Section 5. and we want to estimate its center. and the sample median also tends to be less than the population mean. Thus. and mode. A second preferable property for an estimator is a small sampling error compared with other estimators. For instance. An efficient estimator is desirable because. For any particular sample. Estimators are evaluated in terms of their theoretical performance in a long run of repeated samples. the overestimates would tend to counterbalance the underestimates.1 Point Estimation )OPUlatiOn distribution The process of predicting a parameter value reduces the sample data to a single number that is the best guess about that value. Unbiased and Efficient Point Estimators A point estimator is unbiased if its sampling distribution centers around the parameter. If that point estimator were used repeatedly in different situations with different samples. We could use the sample mean as the estimate. Or. the sample mean is an efficient estimator. tends to either underestimate or overestimate the parameter. for random sampling the mean of the sampling distribution of Y equals J. as Figure 5. Y is unbiased.1 illustrates.122 Chap. and an estimator with property (2) is said to be efficient. An estimator with property (1) is said to be unbiased. Y is an unbiased estimator of the population mean J.£.5 shows. A biased estimator.1 introduces point estimation. and Section 5. Sometimes Y falls below J. fl denotes the estimate Y of the population mean J. The concept of bias refers to the estimator's behavior in repeated sampling.£. on the average." " is called a caret. A good point estimator of a parameter is one with a sampling distribution that (1) is centered around the parameter and (2) has as small a standard error as possible. Figure 5. it is common to use the term "estimate" in place of point estimator. not in one particular sample. though. to estimate a population mean. The symbol. From Section 4. median. it falls closer than other estimators to the parameter. In this case.3 present interval estimates for population means and proportions. which we have denoted by J. Point Estimators of the Mean and Standard Deviation The sample mean Y Yi / n is the obvious point estimator of a population mean J.4 shows how to determine the sample size needed to achieve the desired accuracy. however. 5 Statistical Inference: Estimation Estimation 123 Section 5. but it does well in this average sense. however. on the average. an obvious point estimator is the sample mean Y.£. For instance.£. The population median is less than the population mean in that case. For simplicity. but the sample median is inefficient. fl is read as "muhat.£. The point estimates presented in this text possess these properties. the point estimator may underestimate the parameter or overestimate it. In fact. Section 5. In practice. for a Skewed Population Distribution A point estimator of a parameter is a sample statistic that predicts the value of that parameter. and denotes =L a .4. For instance. we could use the sample median. we select a single sample of fixed size to estimate a particular parameter. and efficient.2 and 5. the sample median is a biased estimate of the population mean when the population distribution is skewed to the right. It is the point estimator used in this text.'' For example." Thus. sometimes it falls above. that in sampling from a normal distribution. which is its mean. Sampling distribution of sample median ~ (biased) f Sampling distribution of i' (unbiased) 5. Sections 5.
• They have little. the estimator falls within two standard errors of the parameter. the point estimator of a population percentage is the sample percentage. statistical science is young. though not necessary. the observed sample would have been more likely to occur if the population proportion equals . 5. This estimate is the value of the parameter that is most consistent with the observed data. For instance. the more accurate the estimator tends to be. Fisher advocated using the maximum likelihood estimate. maximum likelihood estimators have three desirable properties: The tions. such as . For small samples. the population proportion of observations falling in some category is relevant. the value of the estimate). For example. particularly for problems with several parameters. The usual point estimator is the sample proportion. This Is a chosen number close to 1. • They are efficient. Fisher showed that. See. A confidence interval is based on a point estimator and the spread of the sampling distribution of that estimator. The most important contributions to modern statistical science were made by the British statistician and geneticist R. it should describe how close that estimate is likely to fall to the true parameter value. within 2. For many population distributions..y)2 nl For qualitative data. Efron and Morris (1977). compared to other mathematical sciences. A. Confidence Interval A confidence Interval for a parameter is a range of numbers within which the parameter is believed to fall. &int estimates are the most common form of inference reported by the mass media. when there are several means or proportions to estimate. When the sampling distribution is approximately normal. for instance. While working at an agricultural research station north of London. Similarly. in the following sense: if the parameter equaled that number (i. Then. Maximum Likelihood Estimation • As mentioned earlier. It is common. One cannot find other estimators that have smaller standard errors and tend to fall closer to the parameter.95). Confidence Intervals The information about the likely accuracy of a point estimator determines the width of an interval estimate of the parameter. This is a point estimate rather than parameter. 5. with the bias diminishing as the sample size increases. since it is based on sample data rather than the entire population. if any.37 than if it equaled any other possible value. The smaller the standard error. maximum likelihood estimates or essentially identical to such estimates for moderate to large samples. to use the sample analog of a population parameter as its point estimator. Fisher (18901962). an inference about a parameter should provide not only a point estimate but should also indicate the probable accuracy of the estimate. a survey in May 1996 reported that 55% of the American public approved of President Clinton's performance in office. bias. Interval estimates are called confidence intervals. then with high probability (about .124 Chap. a recent survey of about 1000 adult Americans reported that the maximum likelihood estimate of the population proportion who believe in astrology is . we'd like to know whether that estimate of 5 is likely to be within 1 of the actual population mean. If a study with 100 college seniors reports that the estimated mean number of sex partners that college seniors have had equals 5. For instance. 5 Statistical Inference: Estimation Sec. For example. the sampling distribution determines the probability that the estimator falls within a certain distance of the parameter. not all statisticians agree that maximum likelihood estimates are the best. and almost certainly it falls within three standard errors. That is. If the sampling distribution is approximately normal. for large samples. For point estimation. Most methods described in this book were developed in the twentieth century.95 or . such as the normal. The probability that the confidence Interval contains the parameter is called the confidence coefficient.2 Confidence Interval for a Mean To be truly informative. This consists of a range of numbers that contains the parameter with some fixed probability close to 1.2 Confidence Interval for a Mean 125 :E(Yi . the observed data would have had greaterchance of occurring than if the parameter equaled any other number. The accuracy of a point estimator depends on characteristics of the sampling distribution of that estimator. The estimated standard error helps us determine the likely accuracy of the estimator. Some interesting research in the past quarter century has shown conditions under which biased estimators may be better than the usual estimators such as sample means and proportions. interval estimation methods were introduced in a series of articles beginning in 1928 by Jerzy Neyman (18941981) and Egon Pearson (18951980). however. within 4. he developed much of the theory of point estimation as well as methodology for the design of experiments and data analysis. • They have approximately normal sampling distributions.e. we construct a confidence interval by adding to and subtracting from the point estimate .99.37. or whatever. the maximum likelihood estimate of a population mean is the sample mean.
jii S a uy . the probability is .2 and standard deviation of 10. If that happens. the mean was 4. 10. We can be 95% confident that this interval contains /L. The confidence interval has the Central Limit Theorem as its foundation.960'.95. (fy A = . the distribution was highly skewed to the right with a sample mean of 10. the value of the standard error Uy = a/ . a good approximation for (fy results from substituting 3 the sample standard deviation s for a in this formula. 5. Thus.1).960'. So.2.jii Y'1055 Y A 95% confidence interval for JL is Y ± 1.95 a Y value occurs such that the interval Y ± 1. since the population standard deviation o is an unknown parameter. When s 10. The error in substituting the point estimate s for U is small when n :::: 0.jii in this formula is unknown. if Y does fall within 1.2 ± 1.8 and the standard deviation was 6.95 = 10.. The interval Y ± 1.96 standard deviations.96(.1 Estimating which is Y  ± 1.2 Sampling Distribution of i' and Possible 95% Confidence Intervals for fJ.126 Chap. i' i' + 95% confidence interval does not contain 1£ 1£ : 1. say. 95% of a normal distribution falls within two standard deviations of the mean. called a 95% confidence interval. 5 Statistical Inference: Estimation Sec. which presents an analogous method for smaller samples.2.8) Linel~y_~~A~%~ro~m~oo~ y .960'. On the other hand. Example 5.05 that Y ~oes not fall within 1. See line 1 of_!1igure 5.1. Unfortunately.5. For n :::: 0. 5. then the interval from Y .1.g.. The survey also asked for the number of male sex partners since the 18th birthday.96uy to 1.95.96uy units of /L.1 andn 1055.2 Confidence Interval for a Mean 127 some multiple (a zscore) of its standard error.900y contains the population mean /L. One can insert this estimated standard error in the formula for a confidence interval. interval rontains 1£ Lme24~~i' . Figure 5.1. Keep in mind that the error allowed in these intervals refers ouly to sampling error.900y 1£+ 1.31 . The resulting 95% confidence interval equals 3 + Y ± 1. with probability . more precisely.6.) LargeSample Confidence Interval for a Mean Th~ Central Limit Theorem states that. the estimated standard error of the sampling distribution of Y is = = u. You can check that the 95% confidence interval for that population mean equals (4. Let /L denote the mean for the population represented by this sample. Y falls within 1. that is. This section shows how to do this for a mean.96uy does not contain /L (see estimates the true standard error. the sampling distribution of Y is approximately normal.1. The mean of the sampling distribution equals the population mean.96uy does not contain /L.96uy is an interval estimate for /L with confidence coefficient . and the interval estimate predicts that /L is no smaller than 9. 1." and 23 refused to answer) or measurement error (lying or giving an inaccurate .05 that Y is such that Y ± 1.8.960'. (The reason for 30 as the cutoff point will be more apparent in Section 6. so it is appropriate whenever the sample size is large enough to apply that result. presumably because the question was asked of both the male and female respondents.96 . Then. i' + 1. The point estimate of /L is 10. of those 1055 respondents who responded with a number higher than 0. Now. the probability is . Other errors relevant for these parameters include those due to nonresponse (e. Of the 1431 subjects responding with a positive number. line 2).5. as Figure 5.900y and /L 1.1.jii s Z+ Mean Number of Sex Partners Recent General Social Surveys have asked respondents how many female partners they have had sex with since their 18th birthday.900y. for large random samples.6. In 1994.96uy. once the sample is selected.900y of /L.6 and no greater than 10.900y to Y + 1. for the number of female partners. n :::: 30. and the standard error equals Figure 5.2. with probability .96uy units of the parameter /L. In other words. or (9.2 ± .2. the population mean number of female sex partners.31) = 10. 34 responded "don't know. then the interval from Y 1.jii Now. /L. Over half the respondents answered 0.900y contains /L. or.r'" y in this region ~th probability . between /L .2 shows. 270 subjects provided no response.= _:_ = ~ = .
Looking up . if we repeatedly selected random samples of that size and each time constructed a 95% confidence interval. then in the long run about 95% of the intervals would contain IL. The approximation improves for larger samples. A 98% confidence interval equals Y ± 2.99 used when it is more crucial not to make error. For confidence coefficient . is Y :!: zay = Y :!: z (. Increasing the confidence interval contains IL requires a larger confidence coefficient."""". the zscore for a confidence interval is the one for which the error probability falls in the two tails of a normal curve. 99% of a normal tiOit occurs within 2.58(.95. Half the error probability falls in each tail. the zscore is the one with probability . The probability that a confidence interval does not contain the parameter is called the error probability. the greater the chance that the confidence interval contains the parameter.05.31) = 10. but nine of A largesample confidence interval for J1. The zvalue refers to a total probability of a in the two tails of a normal distribution.8.01 in the body of Table A. let's find z for a 98% confidence interval. being wider. which is z = 1. = Properties of the Confidence Interval for a Mean We next study the properties of confidence intervals for means. 5 Statisticailnference: weare Estimation Sec.58ay.95. this interval estimate is precise. The unknown mean IL is a fixed number. 100% confidence interval for the mean number of female sex partners goes from 0 infinity. Figure 5. one might construct a 99% confidence interval for IL.4. the probability is a that Y falls more than z standard errors from IL.58uy = 10.a is the confidence coefficient. or (9. This is not informative.3 shows the results of selecting ten separate samples and calculating the sample mean for each and a 95% confidence interval for the population mean.33 standard errors of IL.a that Y falls within z standard errors of IL. One multiplies the estimated standard error Uy by a zvalue and then adds and subtract it from Y. or al2 in each tail.1. that is.33. 5. For 95% and 99".2 ± 2.: a 5% chance of an incorrect prediction is unacceptable.02 falls in the two tails and . the probability that the confidence interval contains IL is approximately equal to the chosen confidence coefficient.01 in the righthand tail.95. Let's study in greater detail this formula. Now. For the data in Example 5. For instance. For example. In reality. the error probability equals .05. 11.33uy.2. Let a denote the error probability. Equivalently. for a 95% confidence interval. .95. . for an error probability of a = . the 99% confidence interval for IL is Y ± 2.98 falls within z standard errors of the mean. The zvalue is such that the probability within z standard errors of the mean of the normal sampling distribution equals the confidence coefficient.05. so that the chance of error is small.96uy of IL. In some appucanons. the confidence coefficient equals 1 .6.58uy of IL.2 ± .025 in each tail. A 99% confidence interval for IL is Y ± 2. Saying that a particular interval contains IL with "95% confidence" signifies that in the long run 95% of such intervals would contain IL. High dence coefficients are used in practice. as the sampling distribution of Y is more closely normal in form and the estimated standard error Uy gets closer to the true standard error Uy. In summary. The confidence level associated with confidence intervals has a longrun relative frequency interpretation. Z equals 1. These properties also apply to confidence intervals for other parameters. The general form for the largesample confidence interval for the mean is Y±ZUy where z depends on the confidence coefficient. so the probability is . 1 .128 Chap. the interval must contain all possible values for IL. since the probability equals . A confidence interval constructed from any particular sample either does or does not contain IL. This happens because about 95% of the sample means would fall within 1.58. as does the Y in line 1 of Figure 5. with . the error probability equals . In general. The common confidence level is .98 that Y falls within 2.0) Compared to the 95% confidence interval of (9..58 standard deviations of the mean.2 Confidence Interval for a Mean 129 one of actual interest. This is the sacrifice for greater assurance of a correct inference. When the probability . The higher the confidence coerncient.!' confidence intervals. we have the following result: LargeSample Confidence Interval for J1. ) The zvalue is such that the probability under a normal curve within z standard errors of the mean equals the confidence coefficient. This equals 1 minus the confidence coefficient. we find z = 2. Controlling the Confidence Coefficient and Error Probability The inference just presented had a confidence coefficient of .05/2 . However. For instance. and in practice we settle for a little less than perfection in order to focus more tightly on the true parameter value. Why do we settle for anything less than 100% confidence? To be absolutely certain of a correct inference.. The confidence intervals jump around because Y varies from sample to sample.99 Y falls within 2.a = .96 and 2. Then. 10. The zvalue for the confidence interval is such that the probability is 1 . 95% of the time the inference is correct. For =0".8).96.
and estimated standard error for Example 5.4 shows how to calculate the sample size needed to achieve a certain precision.155 .e. the wider the confidence interval. we can instead form a 99% confidence interval.00040. Only 5% of the Intervals Fail to Contain p. Our 95% confidence in that interval is based on longterm properties of the procedure.2 and s = 10.9. sample mean. or ordinal. the greater the confidence level.233 Std Dev 10. $20. suppose that Y = 10. Section 5. Decreases as the sample size increases.3. 5 Statistical Inference: Estimation Sec. the ten intervals contain the population mean J.000. a study might provide a point or interval estimate of • The proportion tion • The proportion • The proportion • The proportion of registered voters who voted in the previous presidential elecof Canadians who favor independent status for Quebec of Hispanic adults who have attended college of American families with income below the poverty level = . the other gets worse.3 Confidence Interval for a Proportion 131 half as large as in that example.5) This is half as wide as the confidence interval formed from the sample of size n = 1055 in Example 5.L is inversely proportional to the square root of n and since. as one gets better. The larger the value of n.10. One can summarize categorical data by counting the number of observations in each category. Unfortunately.130 Chap. four times the actual sample size of n = 1055.1. In forming a confidence interval. of course.3 Confidence Interval for a Proportion The last section dealt with estimating the population mean. halve the width). The plus and minus part of a confidence interval is zs / .000. a summary parameter for quantitative data.96(.J4220 = . This happens because the zvalue in the formula is largerfor instance.96 for 95% confidence and z = 2.00175. over $75. This is why you would not typically see a 99.. For example.96uy = 10.9999% confidence interval.2 ± 1. 5.2 ± . We can. Independent).L. Then.L: If an error probability of . A confidence interval based on n = 4220 is half as wide as one based onn = 1055. In the Long Run. which is inversely proportional to the square root of the sample size.155) = 10.L.05 makes us nervous. On the average.L.. or (9. This type of measurement occurs when the variable is nominal. Thus. Since the width of a confidence interval for J. Although it sounds very safe and nearly error free. we select just one sample of some fixed size n and construct one confidence interval using the observations in that sample. Figure 5.9). such as preferred candidate (Democrat. F?r . it would usually be too wide to tell us much about where the population mean falls (its zvalue is 4. we must sacrifice precision of estimation by permitting a wider interval. Republican. such as when annual income has categories $020. we must often compromise between the desired precision of estimation and the desired confidence that the inference is correct.1 were based on a sample of size n = 4220.000.e package reports the sample size. one can record the proportions of observations in the categories.1 in Example 5. one can improve the precision by increasing the sample size. 0Il. All such software reports the basic ingredients you need to construct an interval. Equivalently. z = 1.instance..310 5. We do not know whether any particular 95% confidence interval truly contains J. one must quadruple the sample size in order to double the precision (i. It also occurs when inherently continuous variables are measured with categorical scales.069 Std Err 0. To illustrate.58 for 99% confidence. Intuitively. To be more sure of enclosing J. keep the same.n.J4il = 2Jn. decrease).3 Ten 95% Confidence Intervals for u. We now present interval estimation for qualitative data. in which each observation occurs in one of a set of categories.n = s 10. one should be able to estimate J. The width of a confidence interval 1.1 as: N 1055 Mean 10. the estimated standard error Uy of the sampling distribution of Y is uy A Some statistical sofrware can calculate confidence intervals for you. In practice.000. The resulting 95% confidence interval is Y ± 1. only about lout of 20 times does a 95% confidence interval fail to enclose the population mean. control by our choice of the confidence coefficient the chance that the interval contains J.1 . $40. which are the counts divided by the total sample size. Increases as the confidence coefficient increases. the narrower is the interval. 2. such as opinion about government spending (increase.L better with a larger sample size. though. sample standard deviation.
The sample proportion il.44. = it ± 1. We denote the sample proportion by il.il)/n = . Since the sample proportion ilis a sample mean.00013 = ..46)(.4 illustrates. 46% of those sampled said yes and 54% of those sampled said no. you can check that the 95% confidence interval for the population proportion saying yes equals (.44. the standard ~rror is inversely proportional to the square root of the sample size. the estimated standard error for 1 .54 ± . . . apparently fewer than half the population supports unrestricted access to abortion. That is. 0 .1r is not the mathematical constant. The estimated standard error of the estimate it of 1r equals U. "Please tell me whether or not you think it should be possible for a pregnant woman to obtain a legal abortion if the woman wants it for any reason. Let tt represent the population proportion that would respond yes. largesample sampling distribution is approximately normal about the parameter 1r it estimates.1415 .54) 1934 = ..0. 4. the formula for the standard error of it depends on an unknown parameter. we estimate this standard error using Similarly.50. the sample mean is the ~ample proportion ilfor that category. We shall estimate the population proportion that would respond yes to this question." Of 1934 respondents. Of the n = 1934 respondents. = .132 Chap.46.il. From the same reasoning shown in the previous section for the mean. 3./ii.55 derives this formula..is. Thus. appears' confidence intervals.46.J1r(I 1r). As the sample size mcreases.44.96(.900..[n = V(. a 95% confidence interval for n is it ± 1. The standard deviation of this probability distribution IS 0' = . since it estimates x. of the sampling distribution of ilis a special case of 0'. Figure 5. The point estimate of the population proportion 1r is the sample proportion.96(. ~ection. 895 said yes. the standard errorO'.011) = .) Since the standard error of a sample mean equals O'y = O'/. ~~ population proportion 1r is the mean jJ. 5. so it = 895/ I 934 = .011) = ._ of the sa1nple proportion il.46 ± 1. in fact. (Problem 4.is 1f 0'.it = . is Ul.960".54)(. AIl numbers in the confidence interval (. Denote an observation by l if It falls m the category of mterest and by 0 otherwise.. in this case.1r follow directly from those for the proportion 1r by subtracting each endpoint of the confidence interval from 1. When n = 1934 and it = .56) Now ..52 = 1 .48) fall below .46)/1934 = . ~imilarly..54 ± 1.48) is the 95% confidence interval for n.011 = A 95% confidence interval for the population proportion of negative responses is . the estimated standard error of it is u. inferences for the proportion 1 . . or (. Again.54./ii = V !1r(l 1r) n The population percentage that supports unrestricted access to abortion appears to be at least 44% but no more than 48%.96u.3 noted that th~ proportion is a type of mean. 1rfalls between o and 1 (here. In practice. 5 Statistical Inference: Estimation Sec. Results in this survey varied greatly depending on the question wording.85). the standard error of the sampling distribution of the sample mean Y.. = Vit(1 .3 Confidence Interval for a Proportion 133 LargeSample E$tlmation for a Let n denote the parameter representing a population proportion. and I . and the sample proportion tends to fall closer to the population proportion.4 Sampling Distribution of fr is it ± 1.48 and ..J. Then. For instance.44.02. 895 said yes and 1039 said no. the formula for the standard error q. when asked whether abortion should be available if the woman becomes pregnant as a result of rape.... . an unbiased and efficient point estimator of 1r.52. n .56 = 1 .95 Normal distribution: Meap=H Standard error <70 = JH (InH) Example 5. Like the formula O'y O'/.2 Estimating Proportion Favoring Legalized Abortion The 1994 General Social Survey asked respondents. Thus. 1616 said yes and 318 said no. . of the probability distribution h~~g probability 1r for 1 and (11r) for O. = V(l ..011 or (.. = O'/. the proportion of voters who say no to legalized abortion.it)il../ii for the standard error of Y. .46 ± .48) A 95% confidence interval for 1. the standard error gets smaller. H = Jit(1 : it) it = (. where (.82.96Jil(I: il) I' . FIgure 5.). Then.011 That is.02.
4 Choice of Sample Size Samples taken by professional polling organizations. highiy preci.30 and .46 ± 2. In some studies. The sample size requirement is easily satisfied. Before data collection begins.011) = . suppose that 46% of a random sample of size n 30 supported unrestricted abortion. .46 ± 2.43. For 95% and 99% confidence intervals. applies for large samples.44. When neither of these are satisfied.58(. though Problem 5. one can use the method if n is at least about 30. Let a denote the error probability that the interval does not contain the parameter. the formulas for standard errors of estimates under their sampling plans are approximated reasonably well by the ones for random samples. see Problem 4. The basis for this inferential power lies in the formulas for the standard errors of the sample point estimates (which actually treat the population size as infinite.58. summarizing opinions on controversial issues. is iT ± zo" tr(liT) = n ± z n ± 2. the width of a confidence interval for a proportion depends on the sample size n as well as the confidence coefficient. it would provide a very imprecise prediction of the population proportion. with al2 in each tail. it seems astonishing that a sample on the order of 1000 from a population of perhaps many millions is adequate for predicting outcomes of elections.46 ± .58(.43.23.03. As in the confidence interval for a mean.23.2.50.J(. u" = 5. if the sample proportion referred to a sample of size 30 instead of 1934. Like the width of the confidence interval for a mean.46 ± .57 shows a method that usually works quite well. no matter how large the population size.58). 5.larg~r sample needed if the proportion is relatively small or largeat least ten observations m the category and at least ten not in it.03 of the population value. A largesample confidence interval for a population proportion x. We use the facts that (1) the ~dth.e estimation is not as important as in others. and so forth. z equals 1. A relevant measure IS the value of n for which a confidence interval for the parameter is no wider than some specified width. like the one for a mean. When the proportion is less than . ~ica1ly contain 10002000 subjects.49) instead of (. such as the Gallup poll. Before computing the sample size.46)(.70. That is. showing relative sizes of television audiences. or (. To illustrate. excellent estimates result from relatively small samples. the sampling distribution is skewed and requires a larger sample size to achieve normality. to be more cautious about possibly incorrectly predicting the population proportion favoring unrestricted abortion.the ~onfidence interval depends directly on the standard error of the sampling distribution of the estimator and (2) the standard error itself depends on the sample size. Summary of Formula and Sample Size Validity The confidence interval for a proportion. the zvalue refers to a total probability of a in the two tails.58u" = . it is plausible that a strong majority or that a weak minority of the population would support unrestricted abortion. . To illustrate. In this case. This is large enough to obtain a sample proportion that theoretically falls within about . We complete this section by summarizing the largesample confidence interval for a population proportion. . with a somewhat. we might instead use a 99% confidence interval. the usual sample size criterion for a mean works fine. or (. This section studies sample size determination for e~timating a mean or proportion with random samples. and a 99% confidence interval for T( is The zvalue is such that the probability under a normal curve within z standard errors of the mean equals the confidence coefficient. as the cost of achieving greater confidence. When the proportion is between about .96 and 2.091. A s~dy ~onducted to e~timate the proportions of voters who intend to vote for each candidate 10 a close election .69) In other words.091) = .48). the sample proportion is .46 and the sample size is 895 + 1039 = 1934.30 or higher than . Sample Size for Estimating Proportions if' ± 2. These organizations use sampling methods that are usually more complex than simple random samples.49) The confidence interval is slightly wider. there should be at least ten observations both in the category of interest and not in it.58u" = . At first glance. This equals if' zu".134 Chap. In Example 5. however.54)/30 = . while the conclusion from a sample as large as the General Social Survey provides is much more clear cut. As long as the sampling is properly executed.70. (. we must first decide on the degree of precision ~esired that is how close the estimate should fall to the parameter. Since the interval contains values both well below and well above . 5 Statistical Inference: Estimation and Sample Size LargeSample Confidence Interval Sec. . Then = . most studies attempt to determine the size of the san_tpIe needed to achieve a certain degree of accuracy in estimation.of. The sample size n should exceed 30. estimating the proportion is complex. based on a sample proportion iT. Our conclusion from such a small sample would be ambiguous.4 Choice of for Proportion 1t The formula for the largesample confidence interval for a proportion is if' ± The zvalue depends on the confidence coefficient in the same way as a confidence interval for the mean u.
we face a problem..n and dividing both sides by .04 with some probability.95 . I The.04. See Figure 5.5.04 (four percentage points).04. they wanted the sample proportion to fall within . that based on other studies. 5 StatisticalInference: stimation E Sec.960. estimate the proportion of residents of Syracuse.960.95 ensures that tile error will not exceed .96)27r(1 .05.25) (. This is because the spread of the sampling distribution depends on the value of tt: The distribution is less spread out. and 7r(1 . We next provide a general formula for sample size. This probability must be stated. Second. we must set the probability with which the specified precision is achievedj For instance. which is B = .04 = 1.04.75) = 450 (.95.04)2 Figure 5.3. Since their report was to be published.6.95.10.7r) = (1. with probability .next example illustrates sample size determination for estimating a population: both sides of the expression by .04. the error would not exceed . though perhaps a very small one.. This is the maximum distance preferred between the sample proportion and the true value. The formula also uses a general zvalue (in place of 1. if the sample size is such that 1. with a probability of at least . However.960" = .04 We must solve algebraically for the value ofn that provides a value of O'i/ for which = 1.4 Choiceof SampleSize 137 proportion.04 of the true value.95 probability. . n = n = (1. With it. if 7r is close to 0 or I than if it is near .25. Thus. Alternatively. the probability would actually exceed .04 of the true proportion. larger margin of error might be acceptable.04 .04' units of 7r and the error of estimation does not exceed . . since their funding was limited. So. since with any' sample size one can have an error of no more than . the social scientists believed that the proportion x of school children in Boston who were living with only one parent was no more than . who have rural origins.25)(.04.96)2(. a sample of size Example 5. they did not want to collect a larger sample than necessary.24 when n = . Since st is unknown.96J7r(I: 7r) A sample size of 600 would be larger than needed.7 or 7r . 7r(1 .n = 1. Suppose.95 that the sample proportion falls within .04 1f 1. n = (1.21 when it = .25 unless x is quite far from. that is.. In fact. In other words. We want to select n for the purpose of estimating the parameter n.rr) = . the largest possible value for 7r(1 . This n value is excessively large if tt is not close to . For example. with probability .3 Sample Size for a Survey on SingleParent Children A group of social scientists wanted to estimate the proportion of school children Boston who were living with only one parent.136 Chap.04)2 (. Then an adequate sample size is 1f. we get . n falls within .04. they wanted a reasonably accurate estimate. no matter what the value of n: 0 Obtaining n by setting 7r(1 .95. we must solve for n in the expression .95.5. .7r) is fairly close to . then with probability .7r) = . which occurs when 7r = . we must substitute an educated guess for it in this equation to obtain a numerical solution for n. and it is easier to estimate n. we obtain the formula . 5. Since the sampling distribution of the sample proportion is approximately normal.. we might decide that the error in estimating a population proportion not exceed . They decided to use a sample size such that. or whatever.96)2(.zr) = .04 in the example.5. Thus.4 or n = . Now.04)2 = 600 .04.96) determined by the probability with which the error is no greater than B.04.25 is the safe and cautious approach.5. they wanted to determine n such that a 95% confidence interval for 7requals n±. with . Thus.5 Sampling Distribution of it with the Error of Estimation No Greater than . but this formula requires the value of it .960" of it with probability . for example. 7r(1 . Let B denote the desired bound on the error (B = bound).95. we must first decide whether the should be no more than.96.J7r(17r) Squaring both sides. with Probability .zr) is . the sample proportion n falls within 1. New York.5.25.
Then the bound on error equals B = .5 years of the mean. This seems plausible. the larger the sample size needed to achieve a certain accuracy. since it means that about 68% of the education values would fall within 2.25 ( Z B )2 =.. In practice. a is unknown. If this distribution is approximately normal.96 for probability .99? Suppose the study has no prior information about the standard deviation of educational attainment for Native Americans. for instance. If subjects show little variation (i.[ vr o 100 200 300 400 Sample 500 Size 600 700 ··········h······················h···················~ r 800 Required The zsoore is the one for a confidence interval with confidence coefficient equal to the fix. it is reasonable to predict that a is no greater than 3. and z = 1..4 Estimating Mean Educational Level of Native Americans A study is planned of elderly Native Americans...3u to f. then since the range from f.58.5l (2. USing this formula requires guessing 11: or taking the safe but conservative approach of setting 11:(1 .95 of Falling Within B Units of IJ. = 150 This sample size of 150 is onefourth the sample size of 600 necessary to guarantee a 95% confidence bound of B = . We want to determine how large n needs to be so that the sampling distribution of Y is sufficiently narrow that Y is very likely to fall within B units of /J. we need less data than if they are highly heterogenous.25 (1.L . Sample Size for Estimating Means We next present an analogous result for quantitative data and estimating a population mean.01/2 = .25. suppose the study about singleparent children wanted to estimate the proportion to within .6 Determining n So That Y Has Probability .L and a denote the population mean and standard deviation for the variable of iriterest. they might guess that nearly all values of this variable fall within a range of about 15 years. The sample size n ensuring probability.04.ed probability..99. or within a span of 5 years. the zscore is the one with probability .£ Let B denote the desired bound on error.. As a crude approximation.96. by Y is no greater than B. interval with confidence coefficient equal to the A more cautious approach would select for a a number quite sure to be an upper bound for its value.58)2 1 .95.96)2 Ts Figure 5. Example 5. For example.L + 3u contains nearly all of a normal distribution. The sample size n ensuring that.. the error of estimation of p.e. is that. Let f. or z = 2.. 15/6 = 2. a is small). the range of 15 would equal about 6u. This yields . Then. Reducing the bound on error by a factor of onehalf requires quadrupling the sample size.08.. = 42 subjects The zscore is the one for a confidence fixed probability.08 with a probability of at least . How large a sample size is needed to estimate the mean number of years of attained education correct to within 1 year with probability .. such as between 5 and 20 years. One substitutes an educated guess for it.11:) . with fixed The greater the spread of the population distribution. 5 Statistical Inference: Estimation Sampling Sample Size RequIred for Estimating a Proportion 11" Distribution ofY Let B denote the chosen bound on error.6 illustrates the basic problem. since a range of six standard deviations then extends from 0 to 21. for 99% confidence.005 in each tail. Now.. as measured by the standard deviation a ....5 is a crude guess for a.95 and z 2.58 for probability . z 1.5. the error of estimation of 11: by the sample proportion it is no greater than B. A derivation using this sampling distribution yields the following result: Sample SIze Required for Estimating a Mean J. Since the desired bound on error equals B = 1 year. The required sample size using the safe approach is n = . is n =11:(111:) (~y .138 Chap. perhaps based on results of a previous study. Figure 5. the zvalue for a 95% confidence interval.. the required sample size is n Z)2 = u2 ( B = (2. with fixed probability. = = = n To illustrate. Variables to be studied include educational level.
Cluster samples and complex multistage samples must usually be larger to achieve the same precision. large samples (1000 or more) are necessary. residents of nursing homes) smaller samples are often adequate. the larger the sample needed to make an adequate analysis. Other Considerations In Determining Sample Size I From a practical point of view. then the actual probability of accuracy to within . determination of sample size is complex. When someone claims to achieve a certain accuracy in estimating a parameter. and the complexity of the problem and statistical analysis. For example. cost. planned comparisons of several groups using complex multivariate methods require a larger sample. Inefficiency of Median for Normal Data Let M denote the sample median. In summary. Finally. due to reduced population variability. In the extreme case in which all population elements are alike (zero variability). while for more homogeneous populations (e. however. In such cases. Larger samples are more expensive and more time consuming. such as the more variables one analyzes simultaneously.04 with . or if some observations are incorrectly recorded by the data collector or by the statistical analyst. Moreover. These other statistics also have sampling distributions. we can afford to gather only 500.g. If one is to analyze a single variable using a simple measure such as a mean.95 confidence. Namely. no simple formula can always determine the proper sample size.5 Confidence Intervals for a Median' 141 These sample size formulas apply to simple and systematic random sampling. or if some subjects in the study lie. a sample size of 1 can accurately represent the population. the larger the sample needs to be. While sample size is an important matter.04 may be substantially less than . Example 5. the standard error equals I. a fifth consideration concerns time. Chapter 3 showed. a much larger sample would be needed. probably a thousand or more. A fourth consideration is the complexity of analysis planned. its choice depends on an assessment of needs and resources and requires careful judgment. Practical problems often imply that the actual accuracy is somewhat less. One can use sample data to form confidence intervals for population values of the measures. sample size formulas might suggest that 1000 cases provide the desired accuracy. always be skeptical unless you know that the study was substantially free of such problems. Precision refers to the width of a confidence interval. In most social surveys. while confidence refers to probability that the interval actually contains the estimated parameter. parents' income and education.25s) /ii where the zscore depends on the confidence coefficient in the usual way. A third characteristic affecting the sample size decision is the variability in the population for the variables measured. this precision of . precision and confidence. If the study is carried out poorly. though. we would need a large sample to reflect accurately the variation in these variables. We have already seen this for estimating means. Should we go ahead with the smaller sample and sacrifice precision and/or confidence.. or can I reduce the sample by focusing on some subsets?" The costs and benefits oflarge samples must be weighed against the importance of the study. The more heterogeneous the population.95. a relatively small sample might be adequate. for large random samples. We illustrate in this section for the median. age variation from 18 to 85.25u / /ii. IQ. On the other hand. or should we give up unless we find additional resources? We often must face such questions as "Is it better to have some knowledge that is not very precise. whereas stratified samples can usually be smaller. On the other hand. that other statistics are also useful for describing data. the need for accuracy. and you should seek guidance from a statistical consultant. determining sample size is not a simple matter of plugging numbers into a formula. and resource limitations are often the major constraints on sample size. and size of the community. 5 Statistical Inference: Estimation Sec. and other resources. When the population distribution is normal and the sample is random. the standard error of M has formula similar to the one for the sample mean. . their sampling distributions are usually approximately normal.4 showed that one can estimate inean educational attainment qUite well using a sample of only 42 people. Several other considerations affect the number of observations needed in a study.04 is a theoretical target that takes into account only sampling error. One reason for the increase in the typical sample size of studies in recent years is the greater complexity of statistical analyses used in social science research. 5. money. or if data are never obtained for a substantial percentage of the target sample. Since the population median for a normal distribution equals the population mean 11.140 Chap. A largesample confidence interval for the population median then has form M ± z (1. We have just discussed two. and may reqUire more resources than the study has available. if one also wanted to compare the mean for several ethnic and racial groups and study how the mean depends on other variables such as gender. For instance. The more complex the analysis. the sample median and sample mean are both point estimates of the same number. A final caveat: When we say that a sample of size 600 is adequate for estimating a proportion to within . where the required sample size increases as a increases. and wide variation in income. On the other hand. Confidence Intervals for a Median" The past two chapters have emphasized sampling properties of the sample mean. or no knowledge at all?" or "Is it really cmcial to study all population groups. Perhaps. if there are 15 ethnic groups. Time.
5. For some other parameters.19). In particular.tt) 7 n = . for a random sample of size n.95 that the number of observations below the median is within n(l /. and that the number observations falling above the median is within n(l/.. Table 5..jii. 5. however.5 Confidence Intervals for a TABLE.5).jii from (n+ 1)/2 to obtain the appropriate C 4 2 47 5 P 4 7 47 8 11 21 20 10 19 6 5 C P C P 5 13 17 18 3 19 43 17 48 4 5 10 8 6 1 1 18 0 12 3 15 2 10 5 19 7 7 14 14 0 18 0 17 7 20 1 54 9 11 2 4 5 10 48 4 For n = 54. This is one reason the mean is more commonly used than the median in statistical inference. For a small sample such as this. The sample median is not as efficient an estimator.jTi = 54+1 2 ±. for arbitrary confidence level. By definition. the population median may be a more useful summary measure than the population mean.. but the sample mean is npt appropriate. 34. so we the median to describe central tendency. Its logic utilizes ideas of this chapter. lently. Then.1 Number of Years Since Publication (P) and Number of Years Since Checked Out (e) for 54 Books C 1 30 7 11 1 2 4 2 4 2 92 P 3 30 19 140 5 97 4 19 13 19 92 C 9 0 5 2 1 0 11 10 17 11 4 P 9 17 5 19 22 10 11 10 71 11 44 than the one using the . TABLE 5.2 shows the part of this plot for the smallest 44 of the 54 observations.. the confidence interval consists of the 20th smallest and 35th smallest (20th largest) values of the variable.1 shows data on the variables P number of years since publication book and C = number of years since book checked out. the median the middle measurement.142 Chap.. or 1I.jii of half the sample..jii) = .. We shall construct a 95% confidence interval for median of the distribution of P.50. 5 Statistical Inference: Estimation Sec. questions of interest were "How old is a typical book in the collection?" and long has it been since a typical book has been checked out?" We suspected that distributions of variables of this type may be heavily skewed to the right.8) That is. for a systematic random of 54 books from the collection.50 and standard error 17ft = . 3 5 0 5 0 3 5 0 7 0 4 5 0 7 1 4 5 0 7 2 4 6 1 7 7 1 8 7 1 8 8 2 8 9 3 9 3 9 4 9 ·9 9 9 9 = The Bootstrap Confidence intervals are relatively simple to construct for means and medians. The 95% confidence interval equals (11.jii is the lower endpoint of a confidence interval for the median.rsr. sample mean. of . one uses the zscore and adds and subtractsz(.. for a sample of size n that is ordered from smallest to largest. it is simple to identify ordered values from a stem and leaf plo~ of the ~~. LargeSample Confidence Interval for Median The confidence interval for the median discussed next is valid for large samples (at least . since the sample number of observations falling below the median is n sample proportion. about 2030). the probability x that a randomly selected observation falls below the median is . Table 5. the sample proportion .jx(1 . the endpoints of a 95% confidence interval have indices n+l 2 . the probability is about . we need a larger data set. splitting stems into two...jii. the sample mean is a better estimator of the center of that distribution than the sample median. or (20. One can use the above calculatio to show that the observation with index (n + 1)/2 . the probability is about . and the observation with index (n + 1)/2 + .2.. For such cases..3.5 ± 7.95 that the sample proportion of tions falling below the median is within two standard errors. In that case. .r falling low the median has mean .5 Estimating Median Shelf Time In a Library Recently a librarian at the University of Florida asked for help in estimating characteristics of the books in one of the university's special collections. since the one just described is valid only when the population distribution is approximately normal.mn ±. When the population distribution is approximately normal. If the population distribution is highly skewed. To get a narrower interval than this.50.5/.jii the upper endpoint More generally.J54 = 27. Now. but requires no assumption about the form of the population distribution other than it is essentially continuous. a different confidence interval applies.. We can be 95% confident that the median time since publication is at least 11 years and no greater than 19 years.jii of half the sample. which has index (n + 1)/2. The 20th smallest observation equals 11 and the 35th smallest observation equals 19.2 Lower Part of Stem and Leaf Plot for Number of Years Since o Publication Stem 0 0 1 1 2 Leaf Example 5.jii) = .. the sample median is stilI a relevant estimate of the population median. it is not possible to write down a confidence interval formula that works well regardless of the population distribution or sample size. So.
where I = extremely liberal. For instance. In the General Social Survey. and one must substitute a guess for the true proportion tt to deterrome the sample size for estimating that proportion.L for quantitative variables and the population proportion 7r for qualitative variables. Table 5. the confidence interval for the mean is valid when n > 30. Section 6. one must select (1) a bound B on the error of estimation. The numbers of children in six families selected at random from 1870 census records in a southern town are 1. respOndents are asked to rate their political views on a sevenpoint scale. To be more certain that the confidence interval contains the parameter. standard deviation a. For the 1994 survey. where each of the original n data points has probability lin of selection for each "new" observation. For instance. and 7 = extremely conservative.. with the percentile method of bootstrap~ing.5th percentile and 97. for instance selecting 1000 separate samples of size n. but one that is quite feasible with modem computing power. In addition. hence. l!0te: Z = 1. lect a higher confidence coefficient. The point estimates of the population mean u. Proportion 7r y 1r up Uii = 7 Y±zup 1r ± ZU. and Central Limit Theorem guarantees normality for large n. One repeats this sampling process a large number of times.4.5th percentile of the generated sampling distribution..g •• al2 . • An interval estimate. called a confidence interval. one then constructs the point estimate of the parameter. one can determine the sample size n giving a standard error small enough to provide a sufficiently narrow confidence interval. This is a computationally intensive process.6 Chapter Summary This chapter presented methods of estimation. focusing on the population mean f. since the sampling 3. 7. one treats the sample distribution as if it were the true population ~stribution. the 95% confidence ~terval for the parameter is ~e 95% central set of . =/i(l.144 Chap.0259 . a computer printout reports: 2879 N Mean Std Dev 4.3 Summary of EstimationMethodsfor Means and Proportions Point Estimate Estimated Std.171 1.. which are those falling between the 2. and if.L and for a proportion tt apply whenever the sample size n is relatively They have the form Estimate ± zscore (standard error) • The probability that the confidence interval contains the parameter is called confidence coefficietu. Error Confidence Interval Sample Size to Estimate toWithinB n =u2(jf n = 7r(1 7r) (jf Parameter Mean/. One samples n observations from this distribution. and (2) a probability with which the error is less than that bound which dete~es the zscore i~ ~e formula. In the latter case. b) Show the effect of increasmg the confidence level. The reason these confidence intervals require a large sample size is that their las use zscores based on a normal sampling distribution of the point estimate.estimate values. Y. Largesample inference quires no assumption about the population distribution. nonnormal. but not extremely such as . For this "new" sample of size n.96 for 95% confidence. PROBLEMS Practicing the Basics 1. (b) Ii = 100.99999. O.1 also shows the sample size formulas . based on sample data. To use them. and proportion n are the sample values. 4 = moderate. Larger sample sizes produce standard errors and narrower confidence intervals and.025 for 95% confidence). Confidence intervals presented for f.6. substituting it = .3 summarizes largesample estimation methods. • A point estimate is a number.95 or . This is why the commonly used coefficients are large.I. Y = 70 and s = 10 • based on a • The width of a confidence interval also depends on the standard error of the pling distribution of the point estimate. Find and interpret the 95 % confidence interval for /. is a range of numbers which the parameter is believed to fall. that is the best single guess for the parameter value. Calculate and interpret point estimates of the population mean and standard deviation. 390 a) Construct and inte~ret a ~5% confidence interval for the mean political ideology. The generated sampling distribution of the point estimate values provides information about the true parameter. one must substitute a gues~ for the population standard deviation a to determine the sample size for estimating a p~pulatIOn mean u.99.i) 5. for error probability a and confidence level (Ia). by constructing a 99% confidence interval.5 guarantees that the sample size is large enough to give the desired precision and confidence.5 in the next chapter presents a smallsample (n ::::30) confidence interval for u. = By working backward. zscore IS the one having singletail probability aj2 in Table A (e. 5 Problems 145 proach.l. the sacrifice of a wider interval. TABLE 5. more precise timates. hence. even if the population distribution is highly skewed.O. Increasing the confidence entails the use a larger zscore and. 5 Statistical Inference: Estimation Chap. s. if sample size of (a) n = 25. 2. Table 5. This is controlled by the choice of the zscore in the mula. such as .  Std Err 0.
verify the reported the standard error. that the sample standard deviation had been 6. with 90% confidence? 199 I General Social Survey asked. b) What statistical factors cause the interval in (a) to be narrower than the 95% ' interval reported in Example 5. the mean was 4.314 SO 5. with Y = 4. a 98% confidence interval for the mean daily time spent watching television. If it is do so and interpret. the standard deviation of the time spent watching television. the mean and standard of the family incomes of all families living in public housing in Chicago. and she prefers one this width. For families she knew who had children born 1970 and 1975.1 and s = 3.. 1431 subjects responding with a positive number. Compare to part (c). d) Construct a 99% confidence interval for JL. she reports that "The sample mean was 5. and compare it to the one obtained in part (a). Based on a systematic random sample of 100 records previous year. 4. or threat?" Of 987 subjects. in order to determine the suitability of initiating busing to that factory. Conconfidence Interval for the proportion of American adults who would answer Can you conclude that more than half of all American adults would answer 1994 General Social Survey asked subjects "Do you believe there is a life after death?" 1958 respondents. responses of 1964 subjects to the question. the sample mean could be expected to fall within 1.0.0.418 0. Report a point esnmate 01 a point estimate of the population standard deviation. e) Construct and interpret a 95% confidence interval for JL. 8. What do you predict about the the population distribution? b) Construct and interpret point estimates of JL and a. a) Let /L denote the population mean of this distribution. ''During the last year. did anyone take something you by using forcesuch as a stickup. Refer to the data in Table 3.0." a median 16 years. The responses of 1415 subjects had a mode of "less than one year. 9. Construct a 90% confidence interval for the corresponding population proportion. is it valid to construct a 99% confidence interval for the mean for the population represented by this sample? If not.1 for the mean number of female partners? 5. variable considered is the distance the employee lives from the factory. Interpret the interval and one in part (c). find a cO[lfidenc:e interval for /L. a) Verify that the 95% confidence interval for that population mean equals (4. Refer to Example 5.. General Social Surveys asked subjects. 5 Statistical Inference: Estimation Chap.13 regarding the subjects' number of sex partners in 12 months. A survey is taken to estimate the mean annual family income for families living housing in Chicago. A hospital administrator wants to estimate the mean length of stay for all use that hospital. Find a 95% confidence inmean. and compare it to the one obtained in part (a). mugging. explain why not.." a) Construct and interpret a 95% confidence interval for the mean.).0. for /L be wider.".3 and a standard deviation of 18. Cases 637 Mean 1. b) The administrator decides that this interval is too wide. 3 of 30 children died before reaching adulthood. e) Construct a 95% confidence interval for /L.2. 1994 Genera! Social Survey. a mean of 20. 17 yes and 970 answered no. referred to lem 1. the annual incomes of dollars) are as follows: 83 90 77 100 83 64 78 92 73 122 96 60 85 86 108 70 139 56 94 84 III 93 120 70 92 100 124 59 112 79 a) Construct a stem and leaf plot of the incomes.0 of the true 95% of the time. For a random sample of30 families.. and interpret a 90% confidence interval for the mean residential distance from the all employees. the mean distance is 6. In repeated of this size. . e) 50.146 Chap.u. "On the day. I and standard deviation of 3.. Do you think that distribution was bellshaped? Why or why not? . . The margin of error for this result is plus or minus 2%. "How long have you lived in the city. large a sample would have been adequate if we merely needed to estimate mean to within 1." Explain how the researchers obtained this result anthropologist wants to estimate the proportion of children in a tribe in the Philipwho die before reaching adulthood.90. .98. 1078 responded yes and 336 responded no. For a random of 100 employees. Do you think that the population distribution is normal? Why or why not? Based on your answer in (a). d) .2. A report based on these data stated that "73% of Americans believe in life after death. the observations for the 60 University of Florida social science mean of 4. b) Based on the reported sample size and standard deviation. Again. about how many hours do you personally watch television?" had a mean of standard error of the mean was . 1425 answered yes. construct and interpret a deuce interval for the mean number of times a week reading a newspaper.>.05.5. 1.vo_ that the sample size had been 240. the point estimate of the proportion of the population who were victims of this and interpret a 95% confidence interval for the population proportion. town 0[ community where you live now?" The possible responses were (less than one year. d) Construct a 99% confidence interval for JL.3 miles and the standard deviation is 4. b) . a) For the population that this sample represents.215 6. 5 Problems 147 when you use the sample mean 4. Can conclude that fewer than 5% were victims of this type? 1991 Genera! Social Survey.3.8 and the viation was 6.. respondents were asked whether people convicted of the death penalty. study is conducted of the geographic distribution of the residences of the employees a large factory.9973. narrower.1 and the responses about the number of male sex partners. Interpret. A computer printout shows the following information: SE of Mean No. or the same width? Explain.7. 7.0. How large a sample size is needed? Find the zscore used in the formula for a confidence interval with confidence a) . For the WWW data on number of times a week reading a newspaper.
21. however. Find a 98% confidence interval for the proportion of all residents of the town who would say they would use the proposed auditorium at least twice a year. Then. 5 Statistlcallnference: Estimation (Hint: compare to (a)? Chap. how large a sample of tax records should the tax assessor take in order to estimate the mean correct to within $100 with probability . Assuming that this sample has the characteristics of a construct and interpret a 99% confidence interval for the proportion of the population were smokers. Of 750 American adults. Wisconsin. How large a sample of farms is required? 31. Of these 1400 voters. of25.02 with probability . how close can we expect the sample mean to be to the true mean? In other words. For a random sample of 400 residents. 1989) reported results of a poll about religious conducted by the Gallup organization. explain why it is more difficult to estimate 11' when it is near .3•. b) Sample size is 100. and note the reduction in sample size that occurs by malcing an educated guess for 11' • 29.148 Chap. An estimate is needed of the mean acreage of farms in Canada.95.5 in the appropriate formula. Approximately how large a sample size is needed to guarantee estimating this proportion correct to within a) . determine the necessary sample size for the estimate to be accurate to within . Assuming nothing about the value of 11' . what amount is added 18. The mayor of the city threatens to veto this decision unless it can be shown that a majority of citizens would use it at least twice a year. 22. c) For the inferences in (a) and (b) to be sensible.S. were wearing seat belts (Florida Department of Highway Safety and Motor a) Find a point estimate of the population proportion of Florida motorists wearing belts. (b) and (c). 160 voted for Jones and 240 for Smith. b) Construct a 99% confidence interval for the population proportion wearing seat belts at that time.000 when 11' = . construct a 99% confidence interval for the proportion of votes that Jones will receive. they believe that this proportion does not exceed .90? 30. b) Suppose that in determining the necessary sample size. A random sample is taken of students at a large university to determine the proportion who own automobiles. even confidence intervais large confidence coefficients are narrow. The same study provided a point estimate of 5. National Center for Health Statistics provided a point e~stirn. calculate the sample size that ensures at least this degree of accuracy. explain what you must assume about the sample data. the anthropologist wanted to determine the size of sample needed to estimate 11' to within . form a 99% confidence interval for the proportion of all students owning automobiles under the following conditions: a) Sample size is 50. b) Compare the width of this interval to the one in the previous problem. 17.95. A study in 1991 by the U. 26. A tax assessor wants to estimate the mean property tax bill for all homeowners living in Madison.99 Compare sample sizes for parts (a) and (b). 25.95 b) .5% for percentage of Americans who averaged two or more alcoholic drinks per day. a) Assuming this is a random sample of all voters. a) Find the necessary sample size if. The estimate must be correct to within 25 acres with probability .000.006 people involved in motor vehicle accidents in Florida in a recent year. Refer to Problem 5. 28.30. that the sample has a standard deviation of 400 acres. size was 42. construct and interpret a 95% confidence interval for the true proportion of American adults believing in reincarnation. Explain why it requires greater idence to make a prediction when we require greater confidence of being correct. a) Assuming that each sampled voter actually voted as claimed and that the sample is random sample from the population of all voters. 23. c) Sample size is 400. 5 •. based on previous studies.5 than when it is near 0 or 19. Interpret the interval and advise the mayor. 742 claitu to have voted for the candidate and 658 for the Republican candidate. Can we conclude that a majority wore seat belts? Explain. 24% believed carnation. Refer to the previous problem. 7. Newsweek magazine (March 27.) 24. They want the estimate to be accurate to within . Before obtaining the sample.05 with probability . Treating this as a random sample. A city council votes to appropriate funds for a new civic auditorium.r forn =42. Then how many records need to be sampled? Compare the result to the answer in part (a). A preliminary study suggests that 200 acres is a reasonable guess for the standard deviation of farm size.10 with probability . c) By computing values of the standard error of. 230 say they would use the facility at least twice a year. If 66% of the students in the sample own automobiles. A national television network sampIe.07 with 95% confidence. they use the safe approach that sets 11' = . Assuming that the standard deviation is still about $1000. is there enough evidence to predict winner of the election? Base your decision on a 95% confidence interval. 20. b) Base your decision on a 99% confidence interval.06 with probability . A public health unit wants to sample death records for the past year in New York City to estimate the proportion of the deaths that were due to accidents.i400 voters after each has cast a vote iii a gubernatorial election. Do you think that Jones will lose the election? Why? .05 with probability . There are only two candidates in election. and (c) and (d).5% for the percentage of adult Americans who were currently smokers.1.10. A study is being planned for estimating the proportion of married women with living parents in the United States who live in the same state as their parents. .95 c) .95. rather than 200. a) Construct and interpret a 99% confidence interval for the proportion of the who drink that much.90. Of 577. Out of an election day sample of 400 individuals who voted in a gubernatorial election. Suppose.01 with probability . To estimate the proportion of traffic deaths in Florida last year that were alcohol related. 5 Problems 149 b) Explain why this interval is highly approximate and perhaps inappropriate. 27. The council commissions a poll of city residents.99 d) .16. Based on results of a previous study. A survey completed three years ago indicated that the mean and standard deviation were $1400 and $1000. Refer to the previous exercise. (Note: When the sample size is very large. A sample is selected of the size believed to be needed to estimate the mean correct to within 25 acres with probability . we expect the proportion to be about .
Based on data from the National Survey of Families and Households.6.000). A random sample of n = 20 private companies having at least 100 employees each is chosen to form the basis of a study of political contributions by industry. 33. Vol. 12. For variables chosen by your instructor. Based on responses of 1467 subjects in General Social Surveys in the mid1980s.2 Employment Hours Mean 31. 725 not applicable. 566 no. Analyze these data. 38.8 and 8. 46. Refer to Example 5. The reported total contributions for the past year for the 20 companies sampled are.8 and 8. In particular.9999% confidence interval? 47.8. conduct inferential statistical analyses using basic methods of point and interval estimation. Other things being equal.5 and 23. (c) stay the same. The 1988 General Social Survey asked respondents. 49. then in the long run 95% of the confidence intervaIs formed would contain the true value of J. How does population heterogeneity affect the sample size required to estimate a population mean? illustrate with an example. and summarize your conclusions. 59.I. "Did you live with your husband/wife before you got married?" The responses were 176 yes. Analyze these data. then 95% of the time the sample mean age at first marriage for women would be between 21. (c) be one quarter as wide. Refer to the WWWdataset(Problem 1. a 95% confidence interval for the mean number of close friends equals (6.I. Explain what is wrong with each of the following interpretations of this intervaI. a recent study (by S. 50. 5 Problems 151 acreage of farms? 32. A random sample of 50 records yields a 95% confidence interval for the mean age at first marriage of women in a certain county of21.0 years.000 and that this distribution of incomes is approximately mound shaped. Which of the following interpretations is (are) correct? a) We can be 95% confident that Y is between 6. c) Ninetyfive percent of the values of Y = number of close friends (for this sample) are between 6. pp. 37. (d) stay the same. Give an example of a study in which it would be important to have a) A high degree of confidence b) A high degree of precision c) Both a high degree of confidence and a high degree of precision 48. American Sociological Review. 1994.8 and 8. How large a sample size is needed to estimate the mean annual income of Native Americans correct to within $ I 000 with probability .0. such as the sample mean? 45. in thousands of dollars 17 15 14 0 5 2 8 10 34 100 3 0 25 12 9 36 Show that a 95% confidence interval for the median contribution is ($3000.4 for the hours spent in housework and in employment per week. 51.. but we guess that about 95% of their incomes are between $6000 and $50. (b) decrease.9 18. TABLE SA Housework Hours Gender Men Women Sample Size 4252 6764 Mean 18. b) We can be 95% confident that J. Refer to Problem 5. (b) 99% confidence interval for the median time since a book was last checked out. Why would it be unusual to see a 99. The interest in the median instead of the mean is due to the belief that this distribution may be very skewed to the right. Why is an interval estimate more informative than a point estimate? 44.5.0. 39. is between 6. $14. Construct a (a) 90%. a) If random samples of 50 records were repeatedly selected. 52. 43. Explain what it means for an estimator to be (a) unbiased. 35.5 shows the responses. Select the best response(s) in Problems 4951. Interpret.6 Standard Dev. a 95% confidence interval is wanted for the median yearly total contribution to political campaigns by all companies with at least 100 employees. (b) efficient.S Response Spending too much About right Spending too little Frequency 130 370 880 o Concepts and AppUcations 36. 10 TABLE 5. Table 5. Explain the distinction between point estimation and interval estimation.7. Using computer software.8 18. Refer to the data file created in Problem 1.8 and 8.0). e) If random samples of size 1467 were repeatedly selected. South and G. construct and interpret a 95% confidence interval for the mean weekly number of hours spent watching TV. Interpret.1S0 Chap. 40. Interpret.6 20.0 41.0. 8. For the WWW data set.5 to 23. (b) halve.0 years. Increasing the confidence coefficient causes the width of a confidence interval to (a) increase. Spitze.99? Suppose there is no prior information about the standard deviation of annual income of Native Americans. (b) smaller sample sizes. S Statistical Inference: Estimation Chap. What is the purpose of forming a confidence interval for a population mean? What does one learn that one could not otherwise learn by calculating a point estimate.4 Standard Dev. 42. . 22. Analyze and interpret these data. quadrupling the sample size causes the width of a confidence interval to (a) double. then 95% of the time Y would be between 6. Construct a 95% confidence interval for the median annual income of the public housing residents.1 32. 327347) reported the descriptive statistics in Table 5.0. The 1994 General Social Survey asked subjects about government spending on the environment. and 14 no answer. find a 95% confidence interval for the proportion believing in life after death.7). Summarize and interpret your findings. 34. d) If random samples of size 1467 were repeatedly selected. Explain why confidence intervals are wider when we use (a) larger confidence coefficients.
King. but not the sample mean Or standard deviation.5 and 23. Stein's paradox in statistics. TABLE 5. 54. (1993). * To encourage subjects to make responses on sensitive questions.6 Second Response First Coin Head Tail Head . 14th ed. in secret. then 95% of the time the population mean would be between 21. b) Let p denote the sample proportion of subjects who report head for the second response.If)/2 57. Beverly Hills.0 years. Fisher. CA: Sage. (Hint: To show this "I/. the subject reports instead the response to the sensitive question. F. (1970). and explain how this compares to two standard errors at other value~ zr. 56.6) is a 95% confidence interval for the mean length of stay. . 55. it is not necessary to substitute ir for the unknown value of If in the formula for the standard error of ir. New York: SpringerVerlag. Or one can square both sides of the equation and solve the resulting quadratic equation. Refer to the previous exercise. R. Report the estimate of If if the number of reported heads equals (i) 50. 236. for instance reporting the response head if the true response is yes and reporting the response tail if the true response is no. Find them. If it is a head. S. For a random sample of n subjects. instead. (ii) 70. NeymanFrom Life. * To construct a largesample confidence interval for a proportion If. (1989)..5. in days.5. b) Explain what happens with the usual method when the sample proportion equals 0 or I. (1982). a) Explain why the numbers in Table 5.0 years. the method of randomized response is often used. New York: Hafner. The Life of a Scientist.5 estimates If. of patients in hospital for a particular operation./ii Rule. the first flip is a tail. Provide the proper interpretation. using the endpoints of the usual confidence interval as initial guesses. the subject tosses the coin once more and reports the outcome." find two standard errors when If . 1. Maximum Likelihood Estimation: Logic and Practice. d) If we repeatedly sampled the entire population. one solves for If in the equation lir lfl = 1. C. That is. e) We can be 95% confident that Y is between 21.96 standard errors from the sample proportion. If. 119127.) Using this result.25 (1 . e) Using this approach. A. (iii) 100. Cambridge: Cambridge University Press. (1978). * An article reports that (4. 5 Statistical Inference: Estimation Chap. Unifying Political Methodology: The Likelihood Theory of Statistical Inference. with the usual method./ii as an estimate of the population proportion. head or tails. C. A.6 are the probabilities of the four possible outcomes. 5 Problems 153 53. = Bibliography Box. Let If denote the true probability of the yes response on the sensitive question. arid Morris. (The two methods give similar results for very large samples. Fisher.5 years. A less approximate method for constructing a 95% confidence interval finds the endpoints by determining the If values that are 1.) 58. R.0.25 7(/2 Tail . 200 subjects are asked whether they have ever knowingly cheated on their income tax.5 and 23. The article reports the sample size of 50. B. Scientific American. New York: Wiley. show that n = 11B2 is a safe sample size for estimating a proportion If to within B units with 95% confidence. * Derive the formula for determining how large a sample size is needed to estimate a population mean to within B units with probability .152 Chap. explain why it is about 95% likely that the sample proportion has an error of no more than I/. Statistical Methodsfor Research Workers. Reid. (iv) 150. The subject is asked to flip a coin. 23. Efron. (1977). Explain why ir = 2p . but otherwise can be quite different if the sample proportion is near 0 or 1.95. Eliason.96/lf(1 : If) One can solve this by trial and error. G.
The process is statistical in the sense that it uses sample data to make inferences. In doing so. Elements of a Significance Test Now let's take a closer look at what we mean by a significance test. All significance tests have five elements: assumptions. We need guidelines about how large the percentage of males must be before we can support the women's hypothesis. about half the employees picked should be females and about half should be male. Example 6.6 present smallsample significance tests." "For workers in service jobs. When a hypothesis relates to characteristics of a population. and conclusion. The company denied this claim (Tampa Tribune. hypotheses. A group of women employees recently claimed that males are picked at a disproportionally high rate for such training. such as population parameters. The remainder of the chapter deals with significance tests about a population mean f.1 Testing for Gender Bias in Selecting Managers I Statistical Inference: Significance Tests A common aim in many studies is to check whether the data agree with certain predictions. Then. Sections 6. the mean income is lower for women than for men.4 and 6. The women's claim is an alternative hypothesis that the probability of selecting a male exceeds 112. These predictions are hypotheses about variables measured in the study.1 Elementsof a SignificanceTest 155 Chapter 6 A significance test is a way of statistically testing a hypothesis by comparing the data to values predicted by the hypothesis. Would it be highly unlikely that at least nine of the ten employees chosen would have the same gender. However. we might be inclined to support the women's claim. suppose that nine of the ten employees chosen for management training have been male.L or a population proportion n . at each choice the probability of selecting a female equals 112 and the probability of selecting a male equals 112. Based on this evidence. one can use statistical methods with sample data to test its validity. if there were no gender bias." 154 This chapter introduces statistical methods for obtaining evidence and making decisions about hypotheses. and Sections 6. the company's claim of a lack of gender bias is a hypothesis. April 6. it can control the probability of an incorrect decision. .2 and 6.5 and 6. The first section of the chapter describes the elements of a significance test. it need not happen that exactly 50% of the ten people in the sample are male.7 show how to control the probability of an incorrect decision." "The mean age at marriage for men in colonial America was the same in rural and urban areas. Sections 6. Data that fall far from the predicted values provide evidence against the hypothesis. Let's consider how the women employees could statistically back up their assertion. Suppose the employee pool for potential selection for management training is half male and half female. Since this program began. Hypotheses arise from the theory that drives the research. o Hypothesis A hypothesis is a statement about some characteristic of a variable or a collectionof variables. 1996). we should check first to see if these results would be unlikely.3 discuss the largesample case. Examples of hypotheses that might be tested statistically are the following: "A majority of Canadians are satisfied with their national health service." and "There is a difference between Democrats and Republicans in the probabilities that they vote with their party leadership. If the employees truly are selected for management training randomly in terms of gender.Sec. It states that. The following example illustrates ideas behind significance tests. test statistic. if they were truly selected at random from the employee pool? Due to sampling variation. 6. Pvalue. other things being equal. A large supermarket chain in Florida occasionally selects some of its employees to receive management training.
The alternative hypothesis is a hypothesis that contradicts the null hypotheSis. each test applies for either quantitative data or qualitative data. to test a hypothesis about an unknown probability. • Thesamp1e size: The Validityof many tests improves as the sample size increases.90. The researcher usually conducts the test to gauge the amount of support for the alternative hypothesis. Specifically. The approach taken is the indirect one of proof by contradiction.when Ho is true.001 means that such data wouldbe very unlikely.26 or . A significance test analyzes the strength of sample evidence against the null hypothesis. For the gender bias example. hence suggesting that the alternative hypothesis is true. In other words. the estimator is the sample proportion.156 Chap. Alternative Hypothesis The null hypothesis is the hypothesis that is directlytested. The alternative hypothesis reflects the skeptical women employees' belief that this probability actually exceeds 112. 6. The hypotheses are formulated before collecting or analyzing the data. We conduct the test by checking whether the sample data are inconsistent with the null hypothesis probability value of 112. The Pivalue is the probability. represents the alternative hypothesiS.90. ofa test statistic value at least as contradictoryto Ho as the value actually observed. a Pvalue such as . The company .83 indicates that the observed data would not be unusual if Ho were true. if Ho were true. PValue Using the sampling distribution of the test statistic. 9/10 = . This is primarily true for smallsample tests. if Ho were true. such as the normal. no effect.The test statistic is the sample proportion of males in the ten trainees selected. • The form of the population distribution: For some tests. The values of this test statistic providing this much or even stronger evidence against r Hypotheses A significance test considers two hypotheses about the value of a parameter. The test is conducted to investigate whether the data contradict the null hypothesis. This provides a measure of how unusual the observed test statistic value is compared to what Ho predicts. Thus. the values providing stronger evidence against the null hypothesis are those providing stronger evidence in favor of the alternative hypothesis. On the other hand. The alternative hypothesis is judged acceptable if the sample data are inconsistent with the null hypothesis.1 about possible gender discrimination in the selection of employees of a supermarket chain for management training. This statistic typically involves a point estimate of the parameter to which the hypotheses refer. 6 StatisticalInference:Significance Tests Sec. A moderate to large Pvalue means that the data are consistent with Ho. that the test statistic would fall in this collection of values. For instance. the alternative hypothesis states that the probability of selecting a male for the managerial track exceeds 112. ment that the parameter has value corresponding to. the alternative hypothesis is often called the research hypothesis. The P value summarizes the evidence in the data about the null hypothesis. we consider the set of possible test statistic values that provide at least as much evidence against the null hypothesis as the observed test statistic. Null Hypothesis. PValue The Pvalue is the probability. we calculate the probability that values of the statistic like the one observed would occur if the null hypothesis were true.and the symbollf. To illustrate. in some sense.1 Elementsofa Significance Test 157 Assumptions All significance tests require certain assumptions for the tests to be valid. Notation for Hypotheses The symbol Ho represents the nullhypotheSis. This is usually a state. This provides strong evidence against Ho. The method of sampling: The tests presented in this book require simple random sampling. is an example of a null hypothesis. a Pvalue such as . the variable must have a particular form of distribution. For instance. the alternative hypothesis is supported if the null hypothesis appears to be incorrect. the observed value equals 9/10 = . These assumptions refer to • The type of data: Like other statistical methods. Test Statistic The test statistic is a statistic calculated from the sample data to test the null hypothesis. These tests require a certain minimum sample size for the analyses to work well. the more strongly the data contradict Ho. The Pvalue is denoted by P. The smallerthe Pvalue. no effect referring to a lack of gender bias. This set is formed with reference to the alternative hypothesis. If nine out of ten selected trainees are male. one could use as test statistic the sample estimator of that probability. this hypothesis states that the parameter falls in some alternative set of values to what the null hypothesis specifies. we refer to Example 6.
at least as many standard errors distant from 1L0. with standard error CJy = CJ /. refers to that one value. The P Value is the twotail probability of a more extreme result than the observed one. To illustrate the calculation of P. The farther Y falls from 1Lo.2. We calculate the Pvalue under the assumption that Ho is true. = = . because it would be unlikely to observe Y very far from 1L0 if truly IL = 1L0· = u. we give the benefit of the doubt to the null hypothesis. the sampling distribution of Y is approximately normal about IL. The hypotheses Ho : IL 0 and Ha : IL # 0 illustrate these forms. The most common form of alternative Ha: IL#ILO One reason for placing a single number 1L0 in the null hypothesis Ho should now be apparent. 4. the stronger the evidence against Ho. 1.5 1. The P value is the probability of a z test statistic value at least as far from this consistent value as the one observed.5 is . PValue The test statistic summarizes the sample evidence. centered at the null hypothesis value. and it is easier to interpret the test statistic by transforming it to the probability scale of 0 to 1. When Ho is true.=.2 Sampling Distribution of Y if Ho : /l.e.0668. It describes whether the observed test statistic value is consistent with the null hypothesis. hypothesis is Sec. This alternative hypothesis is called twosided. J.. since it includes values falling both below and above the value 1L0 listed in Ho. the Pvalue is the probability that the z test statistic is at least as large in absolute value as the observed test statistic./ii. When n ::: 30. fiy = S /. Te~t Statistic The sample mean Y estimates the population mean.5 Figure 6.3 shows the sampling distribution of the z test statistic when Ho is true. If Ho: IL 1L0 is true.5 standard errors below 1Lo. = = =+ = = The test statistic is the zscore p = Sum of tail probabilities = 2 (. and the alternative hypothesis states that the population mean equals some value other than O.1336 yI'o S amp ling disinibuti 0f Z = r. The evidence about Ho is the distance of the samplevalue Y from the null hypothesis value 1L0. normal with mean equal to 0 and standard deviation equal to I. the larger the value of [z]. This is the zvalue most consistent with Ho. relative to the standard error. For the alternative hypothesis Ha: IL # 1Lo./ii o As in Chapter 5. then the center of the sampling distribution is the number iLo! as shown in Figure 6. analyzing how likely the observed data would be if that hypothesis were true. In other words.5 or z ::::1.Lo Is True.2 SignificanceTest for a Mean 161 The alternative null hypothesis.oAgainst H. we substitute the sample standard deviation s for a to get an estimated standard error. # J. and hence the result of the test.Lo.i lz] ::: 1. = 3. though.2..5. The calculatiOlJ of the test statistic. P is the probability of those Y values that are at least as contradictory to Ho : IL ILo and at least as favorable to Ha: IL # ILo as the observed Y. From Table A.1336. A value of Y falling far out in the tail of this sampling distribution casts doubt on the Validity of Ho.160 Chap./ii.5).0668) = . The Pvalue refers to the probability of the observed result or any other result that provides even stronger evidence against the null hypothesis. that is. equals 2(.3 Calculation of P When z 1. so the probability in both tails. This is the zscore resulting from a sample mean Y that is 1.5. A z test statistic value of 0 results when Y 1L0. 6.5 standard errors from the true mean. J. the probability in one tail above z 1. the sampling tribution of this test statistic is approximately the standard normal distribution. That is. For large random samples.Lo. the larger the absolute value of the z test Hence.:unon when Ho is true r (standard DOnna! z=~= YlLo YILO distribution) s/.5. This means that P is the probability of a Y value at least as far from ILo in either direction as the observed value of Y..fo FIgure 6. it is approximately normal. The Pvalue does this. Different tests use different test statistics. as presented in tion 4. beyond [z] 1.0668) . 6 Statistical Inference: SignificanceTests hypothesis refers to alternative parameter values from the one in the .: IJ. The test statistic counts the number of estimated errors that Y falls from the hypothesized value 1L0. The Pvalue is the probability that z ::: 1. The null hypothesis states that the population mean equals 0. lJ. small values of P indicating inconsistency. o = Figure 6. suppose z = 1. for Testing Ho: IJ. This is the probability that the sample mean falls at least 1.5 (i.
the population response is politically "moderate.L denote the population mean ideology. the study should report the Pvalue. Conservative 7. the data we observed would not be unusual.050 "f627 Response 1.134 or .Lo _ 4.0. P < . point 1. so others can view the strength of dence.2 Significance Test for a Mean 163 One should round the calculated Pvalue such as .257 = =.2611) = . is the population proportion who extremely liberal different from the population proportion who are extremely vative? More commonly.162 Chap. o . 6. therefore. the population mean departs from the moderate response of 4.52 that a sample mean for n = 627 subjects would fall at least as far from 4. Test statistic: The 627 responses in Table 6. Reporting the Pvalue as . z _ Y f.032 and s = 1.L=I=4. for this sevenpoint scale. Figure 6. Slightly conservative 6. P is the probability that Y is at least as contradictory to Ho as the observed Y. Since we conduct the analysis to check how. One way to summarize ideology in the United States is to analyze results of various items on the Survey.52.01. 5. From the normal probability table (Table A). researchers do not regard the evidence against Ho as strong unless P is very small. If we assign the category scores shown in Table 6.0. then a mean below 4 a propensity toward liberalism.L=4.0 The alternative hypothesis is then Ha: f.4 portrays the Pvalue. The smaller P is.2 shows the sevenpoint scale and the distribution of 627 among the levels for a recent survey. In some cases. allowing us to detect the extent to which observations tend to toward the conservative or the liberal end of the scale.050 64 . TABLE 6. Conclusion 1.257. Liberal 3. 3. Where would you place yourself this scale?" Table 6. since the sampling distribution is only approximately normal. Moderate. such as means. middle of road 5. the stronger the evidence against Ho and in favor of Ha. Finally. if at all.L < 4) or in the conservative direction (f.52.032. then the probability equals . Hypotheses: Let f. If the population mean ideology were 4.1336 to . It is plausible that the population mean response is 4. Assumptions: The sample is randomly selected and the sample size exceeds 30. so it does not contradict the null hypothesis. The estimated standard error of the sampling distribution of Y is (J'y = A s . txample 6.2 are summarized by Y = 4. this twotail probability equals P = 2(.4. on the average." The alternative states that the mean falls in the liberal direction (f. Conclusion: To summarize the evidence about the null hypothesis.1336 makes it seem as if more accuracy exists actually does. Pvalue: The Pvalue is the twotail probability that z would exceed.2 Responses of 627 Subjects to a SevenPoint Scale of Political Ideology The null hypothesis states that.13 before ing it. Extremely liberal 2.032 . point 7. if Ho were true.2. and a mean above 4 shows a propensity toward servatism. Slightly liberal 4. 2.2 Political Conservatism and Liberalism so these assumptions for a largesample test about a mean are satisfied. "I'm going to show you a sevennom scale on which the political views that people might hold are arranged from extremelj liberal. the main interest in such a may refer to category proportions. for instance. For instance.0 Many political commentators have remarked that since the Reagan presidential there has been an upsurge of political conservatism. showing no tendency in the conservative or liberal direction. One can then summarize responses by quantitative lllC'''''"Ll~. 4. We can test whether these data show much evidence of either of conducting a significance test about how the population mean compares to the valueof4.0 as the observed iT of 4. That is. say.64 estimated standard errors above the null hypothesis value of the mean. we report the Pvalue of P = . Generally. The null hypothesis contains one specified value for u.0 _ Uy  .L > 4). Extremely conservative Count 12 66 109 239 116 74 11 The value of the test statistic is. The sample mean falls . S. such scales are treated in a quantitative manner by =~'5UU>6 scores to the categories. to extremely conservative. We are treating political ideology as quantitative with equallyspaced scores. the null hypothesis is Ho: f. Political ideology is an ordinal scale. 6 Statistical Inference: Significance Tests Sec.64 in absolute value.fii 1. every year that survey asks. If Ho were true.05 or P < . middle of road. This value is not small.
> f.1.0159 f. confidence intervals for means decrease in width. P equals the tail probability to the right of the observed zscore under the standard normal curve. These Y values are the ones that provide at least as much evidence in favor of Ha : f. This choice is made before analyzing the data. i= 4.050.1.2 SignificanceTestfor a Mean 165 Uy = .1.03 ± . these are the plausible values for u.. They apply when the researcher predicts a deviation from Ho in a particular direction.52 I FIgure 6. when H. > f..0 are called onesided. where they are analyzed more fully. a 95% confidence interval for f.1. In fact. In this sense. P is the probability of a sample mean above the observed value of Y.01 This has Pvalue equal to P 2(. Equivalently. If a test says that a particular value is plausible for the parameter.o as the observed value.0 applies when the purpose of the test is to detect whether f.050) = 4. i= f. Naturally. results of confidence intervals and of twosided significance tests are consistent. a 95% confidence interval for f. This confidence interval indicates that 4.1.e.0. suppose that a confidence interval suggests that a particular number is implausible for f. as Figure 6.74. Institute of Psychiatry.64 results in P .2 constructs a confidence interval for the population mean political ideology.26 for this alternative. For a given size of effect. < f.0 in Example 6.0 against Ha: f. > f. is smaller than that value.1.1. Since iT 4.52) in testing Ho: f. z = iT  Uy = 4. then so does a confidence interval.o and Ha:f. P is the probability of a zscore above the observed zscore (i. it is not surprising that the Pvalue (P . Brian Everitt.032 .13) Observed z = . 6 Statistical Inference: SignificanceTests Sampling distribution of z. They have the directional form Ha:f. London.19 in Chapter 12.1. the larger the sample size.032 and s 1.o. P is a twotail Effect of Sample Size on Pvalues In Example 6. The standard error then decreases..10.1.) .1.o and Ha: f.1. For twosided alternatives.1. A zscore of .64 P = .1. a small Pvalue results from testing the null hypothesis that f.0.93. < f.0 of u: Similarly.3 Confidence Interval for Mean Political Ideology Example 6.4 Mean Weight Change in Anorexic Girls An alternative inferential approach to the significance test in Example 6. the twosided alternative Ha: f. Thus. As n increases.2 was not small.1. Section 6. f. notice that even a small departure of the sample mean from the value in the null hypothesis can yield a small Pvalue if the sample size is large.1. A related phenomenon holds with estimation methods.05 in a test of Ho: f.1. In particular.044. are shown in Table 12. and a zscore of .4 discusses further the connection between the two methods. The alternative hypotheses Ha: f.0. So..0 against Ha: f.64 results in P .5 portrays.1.2.0222) .1. suppose iT 4.1. = = = Example 6. whenever P > .032 ± 1. < f. = 4.0 refers to detecting whether f. By contrast. > f.1. For the onesided alternative Ha : f. A zscore of .257 were based on a sample of size n 6270 instead of n 627.1. or (3.1. 6.0 .2611 = .2611 + . smaller P values result from larger sample sizes.1.o applies when the researcher wishes to detect any type of deviation of f.>f. (The data. is Y± 1. P is the tail probability to the left of the observed zscore under the standard normal curve.1. the more certain we can be that sample deviations from Ho are indicative of true population deviations.0 based on a larger sample size results in a smaller Pvalue.0 is a plausible value for f. For Ha: f. necessarily contains the null hypothesis value f.o The alternative hypothesis Ha: f. whereas Ha: f. The same difference between iT and f.1.<f.032 and = This example refers to a study that compared various treatments for young girls suffering from anorexia. leading to improved precision in estimating u.0. i= f. 0 = = OneSided Significance Tests A Uy The test statistic increases to = /1i = .96(.257 Two other forms of alternative hypotheses are sometimes used.0159 = 2.164 Chap.1.1.2./6270 = .1. to the right of it on the real number line) when Ho is true.1" that number falling outside the confidence interval.1. is larger than the particular number f.96uy = 4.1.64 results in P 1 .1.1. Correspon~ence Between Results of Tests and Confidence Intervals = = = Conclusions using significance tests are consistent with conclusions using confidence intervals.1" since it falls inside the confidence interval. Calculation of Pvalue for Example 6.4 probability. courtesy of Prof.1. equals that number.1.1. 4.from f.26 .26 for this alternative.4. is true Sec. Then.. with = = = = At the 95% confidence level.0 s 1.1.1.
LO = 1.L ::: O. For instance.L > O.22 crj' Significance Test for a Proportion For a qualitative variable. P = o Observed z = Figure 6. since the sample value of 3.: f.L < 0 is false. To test for no effect of treatment versus a positive mean weight change. .3 summarizes the elements of largesample significance tests for population means.0132.01 would be even smaller than .013 provides relatively strong evidence against the null hypothesis and in favor of the alternative that the mean change in weight is positive. weight at the end of the study minus weight at the beginning of the study. between 7 and 00).L > 0 also inherently rejects the broader null hypothesis of Ho: f. In practice.166 Chap.e. rejection of Ho: f. In either the onesided or twosided case. From Table A. Then the probability of observing Y :'! 3. It utilizes the approximate normal sampling distribution of the sample proportion it. we test Ho: f. a sample value of Y = 3. that is.01 is even less likely when f. The sample mean had an estimated standard error (SE) ofuj' = s/. is true Sec.36 0 = 2. In deciding whether to use a onesided or a twosided alternative hypothesis in a particular exercise.L = 0.L 0. The Pvalue is the probability of values to the right of the observed test statistic.01 is farther out in the tail of the sampling distribution of Y when f. = The Choice of OneSided Versus TiNoSlded Tests In practice. Section 6. For each girl. This section presents a largesample significance test for population proportions.309 SE of Mean 1.. There is no uncertainty or need to conduct statistical inference about sample statistics.01 pounds and the sample standard deviation (SO) was s = 7. Now. for instance concluding that a population mean is at least equal to 7 (i.01 = _. The test is similar to the test for a mean.L > f.L = O.: f. Statistical inference refers to the proportions in the categories. not the sample mean Y. twosided intervals are much more common. A statement such as ''Test whether the mean has changed" suggests a twosided alternative. Confidence intervals are twosided. though.L = 5 than when f. 0 . 6. "Test whether the mean has increased" suggests the onesided alternative.013 of observing a sample mean weight gain of 3.L = 0 is false and that f. then the probability equals . Thus. as expected. and the mean weight change was Y = 3./ii = 7. both hypotheses refer to the population mean u.4 showed that if f.L 0 in favor of H. that is. not sample statistics. One can form onesided confidence intervals. when H. for the population represented by this sample of girls.L < 0.22 equals .31/129 = 1. twosided tests are much more common than onesided tests. then f.31. suppose f.013.3 Significance Test for a Proportion 167 Implicit One Sided Null Hypotheses Example 6.: f. one concludes that f. A Pvalue of . obtained by adding and subtracting some quantity from the point estimate.f. consider the purpose of the test. Table 6. weight was measured before and after a fixed period of treatment. twosided tests permit the detection of an effect that falls in the opposite direction. one might test a hypothesis about the population proportion 1r planning to vote for the Democratic candidate for President. Software (SPSS) used to analyze the data reports the summary results: Number of Cases 29 Variable CHANGE Mean 3. For example.. the onetail Pvalue above 2.357.L is positive. H.5 shows that the same conclusion results from smallsample methods.357 Thus. each measurement falls in one of a set of categories.L denote the population mean change in weight for the cognitive behavioral treatment. to allow for increase or decrease. The change in weight was positive if the girl gained weight and negative if she lost weight. The treatments were designed to aid weight gain.L = 0 against H. Hypotheses always refer to population parameters.L = 5 than when f.LO. The sample size here (n = 29) is borderline for using largesample methods. The test statistic equals z Y3. since we can calculate their values exactly once we have the data. The variable of interest was the change in weight.01 or greater for a sample of size 29. the true mean weight change is negative. n = 29 girls received this treatment.007 SD 7. If this treatment has beneficial effect. Even if a researcher predicts the direction of an effect. In other words. This practice coincides with the ordinary approach in estimation.5 Calculation of Pvalue in Testing Ho: IL !La Against Ha: IL > /10. 6 Statistical Inference: Significance Tests SJIIIIPliDg diBlribution of z. Let f.
For Ha : 7r < 1fo.7r)/n.168 Chap. : 7r:l 7ro This twosided alternative states that the true proportion differs from the value in the null hypothesis. its P value is the probability to the right of the observed value of z under the standard normal curve. 4. and the standard error ax of the sample proportion replaces the standard error ay of the sample mean. For large samples.3 The Five Elements of LargeSample Significance Tests for Population Means Z = ax .= . the sampling distribution of the z test statistic is the standard normal distribution. As usual. 6.J7ro(1 .: /1. 3.: /1.: /1. 5. For a onesided alternative.. namely./. For the alternative H. the more strongly the data contradict Ho and support Ha• As you read the examples in this section. Assumptions n:::: 30 Random sample Quantitative variable Hypotheses Ho: /1=/10 H.l===~:::. Ha: 7r > 7ropredicts that the true proportion is larger than the null hypothesis value.Assumptions ciently large that the sampling distribution of it is approximately sion following the examples presents sample size guidelines. Conclusion One summarizes the test by reporting the Pvalue. For instance.3.> /10 or H.:.: /1.< /10 Conclusion Report Pvalue. The size of the sample must be suffi normal. . 4.null hypothesis value of parameter Standard error of estimator Here. The z test statistic has the same form as in largesample tests for a mean. the sampling distribution of the sample proportion it has mean 7r and standard error ax .< /10) Test statistic Y/1O S Z = A. the estimate it of the proportion replaces the estimate Y of the mean.. When 80 is true.: /1.: /1.r=~=o(:. 7r 7ro. 5. This probability is double the singletail probability beyond the observed zvalue. : 7r < 7ro These apply when the researcher predicts a deviation of 7r from 7roin a certain direction. : 7r > 7roand H. the Pvalue is the probability to the left of the observed zvalue. less common.7ro)!n. Test Statistic Sec.:::n it 7ro it 7ro 1. (The discus From Section 5. the smaller the Pvalue. .> /10 P = Probability to left of observed zvalue for H. The calculation of the Pvalue is the same 11& in tests for a mean.J7r(1 . the Pvalue is a onetail probability. A This measures the distance of the sample proportion from the null hypothesis value. 2. 6 Statistical Inference: Significance Tests 3. The most common alternative hypothesis is H.where ay = ray "n Pvalue In standard normal curve.) TABLE As usual. the method assumes random sampling. are the onesided alternatives H. in stand~error~ts. Smaller P provides stronger evidence against Ho and supporting H. the hypothesized proportion 7roreplaces the hypothesized mean Ito. when Ho is true.:I /10 P = Probability to right of observed zvalue for H.PValue 2. Form of z Test Statistic Z = Estimate of parameter . See Figure 6. use P = Twotail probability for H.o)::::. .3 SignificanceTest for a Proportion 169 Elements of the Test 1. Other forms. so the sampling distribution has me8!17ro and standard error ax . The test statistic is = = = 6. notice the parallel between each element of the test and the corresponding element for a test about a mean.:I /10 (or H.6. P is the twotail standard normal probability that z has absolute value larger than the absolute value of the observed zvalue.. Hypotheses The null hypothesis has form Ho: 7r = 7ro where 7ro denotes a particular proportion value between 0 and 1.: tt :I 7ro.
On the other hand. 591 people responded that should be the government's responsibility to reduce income differences.50. In that case. One can analyze whether the sample indicate that n is in either of these ranges by testing Ho : 7r = .5.20 that results would be as extreme in one direction or the other as in this sample.20.50 and suggests that fewer than half believe it is government's responsibility to reduce income differences.482 had been based on n = 5000 instead of n = 1227. but other values are also plausible. especially for proportions close to 0 or 1..5 against Ho: n =1= .482 for n = 1227 provides a Pvalue of . indicating that n is quite close to .5 Government Responsibility for Income Inequality Do you think it should or should not be the government's responsibility to reduce come differences between the rich and poor? Let tt denote the population nronorrion of American adults who believe it should be. # Ifo. the null hypothesis is plausible. In this case. For instance.01.1003) . For instance. the 95% confidence interval for it equals (. . : tt =1= In the 1991 General Social Survey of 1227 adults. .3 and .for the test. the familiar rule for means of n :::: 0 ensures an adequate sample size. therefore.482 . The data do not contradict Ho. but we need a larger sample size to determine whether a majority or minority of the population believe that government has the responsibility to reduce income differences between the rich and poor. it is not incorrect to substitute the sample proportion in the standard error.028. failure to reject Ho does not mean one can "accept Ho.5.50. With this sample. the twotail Pvaluefortesting Ho: n .45. This interval shows a range of plausible values for it .482)(. if tt . For instance. it is a majority. If 7r < . This is not small.96 (." since the data do not contradict Ho.5 is true is ail A small Pvalue provides evidence against Ho. The of 7r equals 591/1227 = .170 Chap. 7ro(l :. under He. = = Sample Size Requirement for Test We next present a guideline about how large the sample size should be to use the largesample test for a proportion. If one does the test that way. we could have used the confidence interval approach from the start. since the Pvalue is calculated under that assumption. equal to..50 is plausible." The population proportion has other plausible values besides the number in the null hypothesis. A disadvantage is that the normal approximation for the sampling distribution is somewhat poorer. When 7ro is between .e.482.5 against Ho: it =1= . This differs confidence intervals. but both approaches work well for large n. or (. we substituted the null hypothesis value 7ro for population proportion tr in the formula for the true standard error. The twosided Example 6. this is a minority of the ulation. 6.50 in practical terms. The standard error of if when Ho: n = .518) 1227 = .55 and the Pvalue = .50 = 1. a 95% confidence interval for it is = J tt .50. Of course. one cannot determine whether the population proportion less than. It seems plausible x . to gather information about the value of tt . it is improper to conclude that necessarily tt . so it does not provide much evidence against Ho.20 in testing Ho: it = . the probability equals . though. Example 6.If. The confidence interval is more informative. Z = if 7ro air = .50).51) The value of the test statistic is. so that method substitutes the point estimate if for 7r in standard error.5. The eter values of sampling distributions in tests are based on the assumption that Ho true. since the observed sample result would be unlikely if Ho were true.496).482 ± 1.0143 From Table A. Never "Accept o Observed z Ho" Figure 6.6 Calculation of Pvalue in Testing Ho: If = Ifo Against Ho: If alternative has a twotail probability. an advantage is that the result necessarily agrees with conclusions from confidence intervals. when Ho is true U Ii (standard normal distribution) Theoretically. 6 Statisticaiinference: Significance Tests Sec. the confidence interval method does not hypothesized value for n . you can verify that the test statistic z 2. if if = .50. This is why one uses 7ro standard errors for tests. One simply obtains a slightly different answer for the test statistic and pvalue. By contrast.50 is P 2(. it is plausible that 7r = . .482 ± .7. That Pvalue provides strong evidence against Ho : 7r =. whereas if 7r > . or greater than .3 Significance Test for a Proportion 171 Sampling distribution of z = ir . rather than a significance test. if the Pvalue is not small. A more general rule that applies for all 3 7ro is based on the normal approximation for the sampling distribution of if. If Ho is true (i. = = = = In calculating the standard error.5.5 showed that if = .5 against H. When the Pvalue is not small. Even though insufficient evidence exists to conclude that tt =1= . since it displays the entire set of plausible values for 7r rather than merely indicating whether tt = . 7ro) = ± 1. Thus. the failure to obtain a small Pvalue may be due to the sample size being too small to estimate the true proportion precisely. In addition.96 lif(l n if) = .28 . in which the sample proportion if substitutes for n . the conclusion is sometimes reported as "Do not reject Ho.468.
4 Decisions and Typesof Errors in Testsof Hypotheses 173 .05 and . In reality. under the assumption that Ho is true.0 ot tr . the observed data would be unusual if Ho were true. When the Pvalue is small.5 1.7 Sampling Distribution of Ii: When n = . the' null hypothesis Ho is not a matter of probability. 1t "·L.5. Figure 6. A common error is to misinterpret the Pvalue as the probability that Ho is true.7 illustrates.50. for testing Ho: IT = .5 1. the choice of the alevel for a test reflects how cautious the researcher wants to be. Figure 6. To avoid bias in the decisionmaking process. we need n > 10/. This is the one. where the notation min(lTo. For instance. In Example 6. 100 This approximation is good when 10 n>"':'. but conclude that the evidence is not strong enough to reject Ho if P > . it is either true or not true. Classical statistical methods apply probability statements to variables and to statistics. The smaller the alevel.50 as the observed it does.1 n= 100 K .0 " n more than adequate to test He: 7r: . K_·L. I . The smaller the Pvalue. the stronger the evidence must be to reject Ho.05. calculated under the assumption that Ho is true.5.lTo) aLevel The alevel is a number such that one rejects Ho if the Pvalue is less than or equal to it. The sampling distribution of it is more skewed when IT is near 0 or near 1 than when IT is near the middle of the range. 6. One can use a smallsample test introduced in Section 6.20 that the sample proportion it would fall at least as many standard errors from the null hypothesis value of . one selects the alevel before analyzing the data. not to parameters. A proper interpretation for P .9 or Ho : IT = . the data contradict Ho.50.or twotail probability beyond the observed result. P is the probability that it is at least as contradictory to Ho as the observed value. . or IT does not equal .5.5.1.1. " =. one might reject Ho if P ~ .20 is as follows: If Ho were true. either IT equals .5. the sample proportion it can't fall much below .5 = ot . 6 Statistical Inference: SignificenceTests n=IO Sec. For example.05.05 is called the alevel of the test.. but it could fall considerably above . That is.5 1.1= 100. and we simply do not know which is the case. for n = 10.To illustrate. llTo) denotes the minimum of the numbers lToand llTo.1 since it must be positive. the Pvalue summarizes the evidence about Ho. the probability would be .1 .1 or . The alevel Is also called the significance level of the test. weneedn > 10/.0" 1r =. In Example 6. ot =. The sample size requirement reflects the fact that a symmetric bell shape for the sampling distribution of it requires larger sample sizes when IT is near o or I than when tt is near . The boundary value . = =50 If =. tests describe whether the data are consistent with Ho by reporting the Pvalue.1 aLevel It is sometimes necessary to decide whether the evidence against Ho is strong enough to reject it. Interpreting the PValue In summary. ·~L.5.172 Chap.01.50.5 = 20. when IT = . the more strongly the data contradict Ho.'mm(lTo.I. The most common alevels are .:""l1_ability it Decisions and Types of Errors In Tests of Hypotheses In significance tests. Fottesting Ho: IT = . The usual approach bases the decision on whether the Pvalue falls below a prespecified cutoff point. the sample size of n = 1227 was Like the choice of a confidence coefficient for a confidence interval.6 when the sample size requirement is not satisfied.0" o =.5 1.
In fact. decisions in tests of hypotheses always have some uncertainty. 6. even though it is true. the entire range of plausible values for the parameter fall within the broad range of numbers contained in Ha. These refer to the two possible decisions combined with the two possible conditions for Ho. Two of These Refer to Incorrect Decisions to report the Pvalue rather than to indicate ply whether the result is significant at a particular alevel. in this case. TABLE 6. If Ho is not rejected. Using the nology "Do not reject Ho" instead of "Accept Ho" emphasizes that that value is Suppose we test Ho at the a .4 summarizes the two possible conclusions for a test with alevel. now use an alevel of a = . Now consider Example 6. The collection of test statistic values for which the test rejects Ho at a particular alevel is called the rejection region.05 level.96 standard errors from the null hypothesized value.05 is the set of test statistic values for which P ::: . It is to call one result "significant" and the other "nonsignificant. = A decision in a test has four possible results." Rejection Regions In our opinion. less than ." If Ho is rejected. There are two types of potential errors. even though it is false. the probability of rejecting Ho when = . Reporting the P the advantage that the reader can tell whether the result is significant at any level.010. The Pvalue was .05. Type I and Type II Errors to Previous Examples Example 6.05 whenever the test statistic satisfies lel ~ 1." Since P = .05. we conclude that the treatment does produce an increase in mean This type of conclusion is sometimes phrased as 'The increase in the mean is cally significant at the . For example. it is preferable Decision Reject Ho Condition of Ho Do not reject Ho Correct decision Type II error Ho true Ho false Type I error Correct decision The null hypothesis contains a single possible value for the parameter. Since Pvalue equaled P = .4 Decisions and Types of Errors in Tests of Hypotheses 175 Table 6. then plausible. we would reject Ho if a were any level above .96.5 shows these four results.05. that is. rejecting Ho if P ::: .051 provide. Pvalues of .013.6 Because of sampling error. the same amount of evidence about Ho. That is. TABLE 6. then Ha is cepted. The decision could be erroneous. for instance.013.96. the twotail probability that forms the Pvalue is::: . Ha seems more valid than Ho. For largesample twosided tests. In other words.96. the Pvalue is the smallest level for a at which results are significant. A Type /I error occurs when Ho is not rejected. Table 6. Example 6. Likewise. in practical terms.05 level test consists of values of z for which Izl ~ 1.4 Possible Conclusions in a Test of Hypothesis with aLevel .52.05 Conclusion PValue P::: . the rejection region for a test of level a = .05.0 about mean political ideology. results are inconclusive.013 is not less than . we reject Ho when Izl ~ 1." but the second provides much stronger evidence than the first case. null hypothesis is either "rejected" or "not rejected. just as a confidence interval can falsely predict where the parameter falls.05 P > . we cannot conclude that the mean ideology in the population differs the moderate value of 4. These z values form the rejection region. Thus. conventionally called Type I and Type II errors. and the test does not identify either hypothesis more valid.05 to guide us in making a decision about Ho. Because of sampling error. the rejection region for an a .01 level.4 on the hypothesis Ho: '" 0 about the mean gain for a sample of women suffering from anorexia. so one can never accept a null hypothesis.2 tested the hypothesis Ho : '" = 4. 6 Statistical Inference: Significance Tests Sec.0. For a continuous sampling distribution such as the normal distribution. Type Iand Type II Errors A Type I error occurs when Ho is rejected.05 and insufficient evidence to reject Adding Decisions other words. In this case.05 Ho Reject Do not reject Accept Do not accept one of many plausible values.174 Chap.049 and . Pvalues of . The reason "accept Ha" terminology is permissible for the alternative hypothesis is that when the Pvalue is sufficiently small. the result is siguificant at the . but other parameter values are also plausible.5 The Four Possible ResuHs of Making a Decision in a Test.05 level. there is a range of plausible values rather than just the Ho value. so this result provides sufficient evidence to reject Ho in Ha : '" > 0. Ho is never "accepted. we have P > .001 are both "significant at the . For example.05 level. for the largesample test about a mean or proportion with twosided alternative. values of z resulting from the estimate of the parameter falling at least 1.
6. the probability of a Type IT error might be quite high./Loat e a . we can control the probability incorrect decision for either type of inference. f th al f '" u num r f..96U.to = 1: = Sampling distribution of Y. it may be necessary to use a very large size.to..L. In making a decision in a test.. If a confidence interval indicates that a particular be' . This level is both the Pdrobability of ~ I error for the test and the probability that the confidence interval oes not contain the parameter.Jv.to versus ~en_p :5 .L. . That is. would be smaller for more distant values of the parameter.L = f. i Y Y Y+I.we shall not study calculation of the probability ofa Type IT error. does not contain the null hypothesis value f. For instance. suppose that the altemative hypothesis states that a newly developed drug is better than the one currently used to treat a particular illness. should realize though. Ho: J. if the null hypothesis is true. a = . 6 Statistical Inference: Significance Tests Sec. namely: Y • y. then the new drug will be prescribed instead of the current one to treat the illness. In that case.. To keep both the probabilines. ObseIved Figure 6. Y falls more than I 960'~~~. of Type Iand Type ITerrors at low levels. the reason for ?ot rejecting Ho may be that for that sample size.J. n.".96 in absolute value. For a fixed probability of Type I error. nee interval for J.025 Y region in which Ho is rejected ! 1'0 + 1. we might prefer tougher standards. Equivalence Between ConfIdence 'ntervals and Tests of Hypotheses We ?ow elaborate on the equivalence between decisions from twosided tests and clUSlO nsfrom confidence intervals. tet nl . 95% .05 for a 95% confidence interval.05'AH? is rejected at the a .. the smaller the avalue). run proportions of Type I and Type IT errors.7 that the probability this happens depends on just how far the actual value the parameter falls from Ho. if we reject Ho.05 of making a Type I error and rejecting that (true) null hypothesis.05 level 18 equivalent to the . ~e null hypothesis Ho is rejected at the alevel equal to one uilitus the co:tdenc: coeffic~e~t. th ' .8 Relationship Between Confidence Interval and Hypothesis Test . ure ill terms 0 the longEx pt' S . One controls the probability of a Type I error by the choice of the alevel. This ~lies that the test statistic z . These two infei:ence procedures are consistenr. when H" is true Ho is rejected Y region in which .10)..05 level. The probability of Type I error and the probability of Type IT error are .(Y . ~ ill ection 6. The smaller the alevel and hence the probability of Type Ierror.176 Chap.7. fThe more serious the consequences of a Type I error.to.L not containing f. That is. nfide .. deci . the probability equals . first alluded to in Example 6 3 Consider the largCO~samp el test of .Lo)~ay I. such as a = . just as we do not know whether a particular confidence interval contains the unknown parameter value.96U. On the other hand. that the probability of a Type ITerror may be quite large when the sample sizeis small ~ other words. We shall see in Section 6. the less likely the sample is to to detect the difference and result in a Type IT error. One. However. the test snnply does not have a very high chance of detecting the actual deviation from Ho. = s. related.to 'th th test.nv·"". the test may be unlikely to reject the null hypothesis even if it is false. we do not know whether we have made a Type or Type IT error. a == . But if this h~ppens. the data must contradict Ho very strongly in order to reject it. the more likely are to reject a false null hypothesis at a particular alevel.L"# f. we can decrease the probability of Type error by selecting a larger sample.L. With a = . Then.J.co.Sat least 1.to in favor of H . suppose that the decision has serious policy implications. RelatIon Between P(Type I Error) and P(Type " Error) A Type IT error occurs in not rejecting Ho even though it is false. In other words. then we would reject Ho: J. J.to ISnot plausIble or e v ue o J.025 . J. If the true parameter value is nearly equal to the hypothesized in Ho. For exploratory research conducted for data snoopingscanning several hypotheses to see which might warrant further investigationone would not be too stringent (say. If we tolerate only an extremely small chance of a Type I error. the more likely it becomes that we will fail to a real difference. the smaller a should be. Although we do not know whether conclusion in a particular test is correct.4 Decisions 177 The probability of a Type I error is the alevel for the test. See Figure 6 8 In other words rejecting H. the probability of Type ITerror. then the 95% confidence interval for J. for instance.e.L f.01.05. to lessen the chance of Type I error. the larger the sample size. we justify the proced' f.L "# f. since these calculations are quite complex In practice makin . " ga eclslOnma soy req~~ setting a. . . the probability of Type I error. The farther the true of the parameter falls from the value specified in Ho. the stronger the evidence required lio (i.
Example 6. = In Example 6.478.0. For practical purposes. the counts in the seven categories were (71. A wide confidence interval containing the null hypothesis value of the parameter indicates a strong possibility of a Type II error in the test. If the sample size is very large. Thus. Although tests of hypotheses can be useful.026. There is extremely strong evidence that the true] mean exceeds 4. as we discussed previously. rarely is the true value of the parameter exactly equal to the value listed in Ho.'" 110.consists of those 110 values for which one does not reject Ho: 11110 at the . the confidence interval indicates whether the lack of evidence against Ho may be due to a lack of power. we test whether the population mean differs from the moderate ideology score of 4.93. it is plausible that /. This is statistically significant at the ./. Oy = s /. thus. you can verify that a 9S% confidenceinterval in this case equals (4.39./2879 = . On the other hand : we saw that if the results had been based on n 6270 mstead of n 627.S2. but not practically significant.. /. 103). /'/"0 _ 4.063). then P .OS that is. Pvalues can occur even though the difference is small.OS./.001 . though. = = = Example 6. and z _ y CTy ..001. the ence may not be significant in practical terms./. 6 Statistical Inference: Significance Tests Sec. In that case. We can conclude that. the magnitude of this difference is in practical terms.7 Mean Political Ideology in 1994 The mean of 4.S2. these hypotheses will normally be rejected.. /'/"0 and Ho : n no are rarely true in the social sciences. we noted earlier that the same evidence = = A confidence interval displays the set of values that are plausible parameter values.03 for political ideology in Example 6. Even if Ho is false. 1049. It is preferable to construct confidence intervals for parameters instead of performing only significance tests. suppose one rejects Ho at the .12. it helps us to determine whether rejection of the null hypothesis has practical importance. A test merely indicates whether a particular parameter value is plausible. Although the Pvalue of P . 4.0 is highly significant statistically.OS level. confidence intervals are underutilized. The Pvalue testing Ho : /./.: 11. 4. As in Example 6. By contrast. the lack of precision of the interval estimate also indicates why it does not make sense to accept Ho.0 is not a plausible value for u. = f Example 6. so that a TYpe II error is unlikely. test statistics can detect deviations of smaller magnitude from Ho than they can for smaller samples. many social scientists and nearly all statisticians believe that significance testing is greatly overemphasized in social science research. showing the entire set of plausible values. 6. = = = = = = = = = = Limitations of Significance Tests Compared to Estimation Null hypotheses such as Ho : /.00000000000S provides extremely strong evidence against Ho. That is. Then. not how far from the truth Ho happens to be. the 9S% confidence interval would equal (S. 4. the test indicates that the parameter value in the null hypothesis is not plausible.2. On the other hand.472.05 alevel. 4. s (3. A very small P value.17 and the null hypothesis • mean of 4.00.026 .does not contain 110' The 95% confidence interval for 11.2 tested a hypothesis about mean political ideology.J1i = 1. At the a . we can reject Ho at the a .does not imply an "important" finding in any practical sense. = To illustrate. between it and no) to gauge the practical implications of a test result. The confidence interval.13). On the other hand.39/ .4.05 alevel.. 4.17 is quite close to the moderate score of 4.026).178 Chap. One point of this example is that larger sample sizes can provide more powerful inferences.7. 378. not evidence against Ho. The Pvalue is P . since P = . the mean response on ideology is essentially still a moderate one.044.0 is not rejected.4. It appears the mean level of conservatism increased only slightly between 1978 and 1994. the sample mean of 4. a confidence interval displays additional information. not containing 4. 4.OOOOOOOOOOOS.12. This merely means that if Ho were the observed results would be very unusual. for Example 6. such as P .17 (instead of 4. 2879 observations have a mean of 4. For a scoring of 1 through 7 for this sevenpoint scale. With sufficiently large samples. = on n = 6270 yields P .0. on a scale of 1 to 7./.22).0.3 showed that a 9S%_: confidence interval for /.0. which contains f1'O i 4.044 is less than .0 is of small magnitude. a 9S% confidence interval for /..17 ± 1. if Y had been S.0 was P . the 95% confidence interval for 11. When the Pvalue is not small. the average response being close to the slightly conservative category rather than the moderate category.22)./.0. When a Pvalue is small.2.17 between the sample mean of 4.0. displays those plausible values.17 and a standard deviation of 1./. a mean political ideology of 4. In that case. on the other hand. or (4.OS level. This indicates that the difference from the moderate score of 4. Statistical and Practical Significance Anyone who uses significance tests should understand the distinction between statistical and practical significance. in practical terms the confidence interval shows that the departure from the null hypothesis is ruinor. that the true mean falls on the conservative side of moderate: • On the other hand.96(. but it tells us nothing about which potential parameter values are plausible.g. In this case. between Y and /'/"0. The size of P merely measures the extent of evidence ~bout the tru~ of Ho.. What is more relevant is whether the true parameter value is sufficiently different from the null hypothesis value to be of importance.17)..is Y ± 1.17 .= 110 against H. 4.0 against Ha : /.0 _ 6 6  . that is. on the average.044. Then. the true of the parameter may be close to the null hypothesized value.4. In fact. #.2 refers to a sample taken in For the General Social Survey of 1994..96Oy = 4.4 Decisions and Types of Errors in Tests of Hypotheses 179 In testing Ho: 11. For . : Although the difference of . It shows the extent to which Ho may be false by showing whether the values in the interval are very far from the null hypothesis value.0. This indicates a more substantial difference from 4. S.03 does not differ from 4. One should always mspect the difference between the sample estimate and the hypothesized value of the parameter (e.03 based on n 627 had P .
3 2 1 0 2 (n . determine the precise shape of the distribution. as Figure 6. The standard deviation of the t distribution always exceeds I. • The t distribution is bellshaped and symmetric about O. the more closely it resembles the standard normal distribution.. This quantity refers to the divisor in the point estimate 2 8= (Y . [L 6.2 and the significance test for means presented in Section 6.y. each observation may result from a long or expensive experimental procedure.n that one can substitute the estimate in confidence intervals and test statistics. The t gets closer to the normal as the degrees of freedom (d) increase. S.) /Oy is normal even small sample sizes. Due to company policy forbidding the publishing of trade secrets. it is not unusual for a confidence interval to be wide. t Distribution Suppose the population distribution of a variable is normal.0 as df increases. • The spread of the t distribution depends on the degrees of freedom. if for no other reason than their frequent use in the social science literature. we list the major properties of the t distribution..} • Though the t distribution is bellshaped about 0. and a. df = n . (The standard deviation equals . variance 1) t disttibution. Ireland. It is important to become familiar with the elements of these tests. however.1) degrees FIgure 6. t Statistic. introduces additional variability in the sampling distribution.1. these approximations are adequate if the sample size is at least 30. Gosset used the pseudonym Student in articles he wrote about this result. Some studies are limited..y)2] /(n . but has the t distribution. In case. At the time. For example. This property is shared by the sampling distribution of the z statistic. as is done in practice. The t statistic is often called Student's t. substitution of s for a 0. Gosset was employed in the experimental unit of Guinness Breweries in Dublin. the standard normal distribution. However. and the two distributions are practically identical when df > 30.5 SmallSample Inferencefor a Mean.9 t Distribution Relative to Standard Normal Distribution. The larger the df value. The largesample assumption ensures that the sampling distribution of Y is approximately normal.. denoted by df . It is then no longer normal. (Figure 4. Then. ensures that the sample standard deviation estimate s is close to the unknown population standard deviation 0. to smaller sample sizes. the probability falling in the tails is higher than for the standard normal distribution. statistic here emphasizes that the sampling distribution is different and that it is valid in a different situationwhen the population distribution is normal. Properties of the t Distribution Before presenting methods of statistical inference for small samples. confidence intervals for parameters that describe how far reality is from the hypothesized condition. namely. the sampling distribution of the t statistic t is called the t distribution with The t distribution was discovered in 1908 by the statistician and chemist W. A consumer group that decides to evaluate the mean repair cost resulting when a newmodel automobile crashes into a brick wall at 30 miles per hour would probably not want to itself to largesample statistical methods! The t Distribution This section introduces inferential methods for small samples. s/. Uy = Y/J. df = 6 t disttibution. for a random sample of size n. He had only small samples available for several of his analyses for determining the best varieties of barley and hops for the brewing process. df =2 = Yp.9 Standard normal disttibution (mean 0. but decreases toward 1as df (and hence n) increases. 6 Statistical Inference: SignificanceTests Sec./IJf/(df .The t Distribution 181 small to moderate sample sizes. .. Gosset. The remainder of the text presents significance tests for a variety of situations.n Of freedom. As a rough guideline. This value exceeds 1. the sampling distribution of Y and of the statistic (Y .I) of 02.2). It also ./Ti is sufficiently close to the true standard error Oy = o/..180 Chap. as discussed shortly. with parameters /J.If. we shall also introduce .15 illustrated this. however.) However. The degrees of freedom for the t distribution. but it decreases toward 1.5 Srt'lallSample Inference for a MeanThe t Distribution The confidence interval for means presented in Section 5. this ensures that the estimated standard error Oy = s/.2 both apply for large sample sizes.0. The derivation of methods assumes that the population distribution of the variable Y is normal. 6.
05. .447. Example 6.005 for the specified df value.182 Chap.. This additional sampling error for small samples results in the t sampling distribution being more spread out than the standard normal sampling distribution of the largesample z statistic. The change in the form of the t distribution as df increases is due to the increasing precision of s as a point estimate of a in the standard error formula up = s l. and . 1. By symmetry.010.100.05 that the absolute value of the t statistic exceeds 2.447 (I. 6 Statistical Inference: Significance Tests Sec. For a 99% confidence interval. the t distribution is so similar to the standard normal distribution that inference procedures for the mean using the t distribution are practically equivalent to those using the standard normal distribution. and 1.01. and .025. For instance.) (t. 6.which is the t value for a righttail probability of .96. opposite df = 00 (infinity). 2.20.025 (5n) =n 1 for the tvalue. which is needed for small samples. 1 o 2.I. This is because 95% of the probability for a t distribution falls between t. the tscore decreases to the zscore for a standard normal distribution.31 pounds. 2..005. Table B lists the tvalues only for the onetail probabilities of . . We first present the confidence interval. 1. different tvalues apply for each df value. a = . population distribution. the distribution is typically not normal. The only difference in the formula is the substitution of the t table value for the normaltable value. the rscore with righttail probability equal Example 6.. Like the confidence interval in Section 5.8 Estimating Mean Weight Change for Anorexic Girls Table B shows that as df increases. and the appropriate tscore is t.. Since the t distribution has a slightly different shape for each distinct value of df. The table denotes these by 1. ..10 illustrates. and we discuss the importance of this assumption later in the section.025.050. t.5% also lies in the lefthand tail below t. one can refer to the normal probability table (Table A) and proceed as if it uses the standard normal distribution.) 1 1. suppose df = 6.n.02S = 2. a = . .050. the standard normal distribution is z = 1. for instance. When df ::: 30. As the sample size increases. this confidence interval equals the point estimate of /.01. so such software does not need to use the normal approximation when df :::30.05. The variable of interest was the change in weight from the beginning to the end of the study. A confidence interval uses the tscore with tail probability a/2 in each tail.02S.01 and s = 7. In practice.) 1. For the sample of 29 girls receiving the cognitive behavioral treatment. s becomes a more accurate estimator of a.005. These same values refer to twotail probabilities of . the probability equals . Computer software has the t distribution in memory for all df values.I. For df of about 30 or higher. . since they are close to the zvalues. SmallSample Confidence Interval for a Mean Smallsample confidence intervals and significance tests for a mean resemble those for large samples.. SmallSample Confidence Interval for /. except that they use the t distribution instead of the standard normal. Figure 6. its presence in the denominator of the t statistic produces additional sampling error. .02S = 2. since t.4 discussed a study that compared various treatments for young girls suffering from anorexia. For instance. The rvalues are not printed for df ::: 30. Then.447. for a 95% confidence interval. the tscore is similar to the zscore of 1. • Table B at the end of the text lists values from the t distribution with various probabilities.02Svalue. When df = 6.943 (t.10. The t method also makes the additional assumption of a normal population distribution. to reflect the small sample size...010.02..10 t Distribution with df = 6 The intervals use the t.2 for large samples. in which s is nearly identical to (f.447..5 SmallSample Inference for a MeanThe t Distribution 183 tical. the changes in weight were summarized by Y = 3.447. . is Y ± t. To illustrate Table B.02S and t..100.5% of the t distribution falls in the righthand tail above 2. Because s is a less accurate estimator of a when df < 30.943 (I. when df increases from 1 to 29 in Table B.96. Whenever df ::: 30 for a method using the t distribution.02S. The last row of Table B lists the zvalues for onetail probabilities. Let a denote the error probability that the confidence interval does not contain u. This reflects the t distribution becoming less disperse and more similar in appearance to the standard normal distribution as df increases.t plus and minus a table value multiplied by the estimated standard error.) Figure 6. and the t distribution becomes less disperse. a 95% confidence interval For a random sample from a normal for /..025Uy where df = Y ± 1.
since Table B indicates that t 2. As in Example 6.05. their tail probabilities bracket the actual tail probability. The null hypothesis has form He: 1.1. as in the largesample case. since a value farther out in the tail has a smaller tail probability.1. we double the results. if Ho were true.1./29 1. 6 Statistical Inference: SignificanceTests Sec.8.1.22 Uy 1. Assumptions Figure 6. =1= 1.025 = 2.= = 2.184 Chap.025.6 shows how SPSS reports results for tests and confidence intervals. Most software reports the Pvalue for a twosided alternative. the onetail Pvalue is P < .0. Table B is not detailed enough to provide the exact value of P. .1. by testing Ho: 1.11 Calculation of P in Testing Ho: J1.025 to report .5 SmallSampleInferencefor a MeanThe t Distribution 185 = 29. If two of the tabled rscores bracket the observed t statistic. the smaller the Pvalue. For the twosided alternative hypothesis Hs: 1. 6.048(1. If Ho is true. Moreover.05 or . =1= 1.1. i' J1.025Uy = 3. t 2. df n . and . Y 3.PValue The calculation of the P value uses one or two tails in the same way as the largesample calculation. The Pvalue is the total twotail probability beyond the observed test statistic. . this statistic measures the distance between the sample mean and the null hypothesis value.9 SmallSample A random sample is selected.01 ± 2.o YI. When computer software performs the analysis. but it uses the t distribution (Table B) instead of the standard normal distribution. Here.025.0.1.4.1. The test statistic equals = u = 3. but can be used with any size n. Now.01 < P < .) 2.025.005.12 illustrates. Since the observed t = 2. denote the population mean change in weight for this treatment. 5.: J1. The 95% confidence interval Sampling distribution of 1= Y~Jlo. For a 95% confidence interval.1 = 28.1.10. reject Ho if the Pvalue is no greater than some fixed alevel.1.JTi Like the z statistic.0 ± 2. = JJ.048 yields P .025 for the onesided alternative hypothesis. one would use the twosided alternative Ha : 1.1.01.1. Figure 6. and the twosided alternative hypothesis has form Ha: 1. t = A. S. The estimated standard error equals s/"fTi 7. Table 6. More commonly.1.048. As usual.02 < P < . = = = = . we use 1. > 1.0' The onesided alternative hypotheses are Ha: 1.8) We infer with 95% confidence that this interval contains the true mean weight change fur this treatment.1.22 > 2. such as . The variable is quantitative and has a normal population distribution.05. 0 I o Observed I Elements of a t Test for a Mean We next list the five elements of a smallsample 1. Test Statistic The test statistic is the t statistic with 1.0.0 3. We could summarize the Pvalue for the onesided test by reporting that .31/. For a formal decision. (The method is designed for n ::: 30. < 1. = 1. P is the twotail probability of a rvalue at least as large in absolute value as the observed one. It appears that the true mean change in weight is positive. we use smallsample methods. = 4. Example 6. Conclusion Normally. P = Sum of tail probabilities is Y ± t.O tUy .01.2. 0 against Ha: 1.I. Let 1. = u= = = "t when Ho is true.01 and . the output reports the actual Pvalue rather than bounds for it. 1. For a twosided alternative.357.357. one might test for no effect of treatment versus a positive average weight change. or (0.1.010 Y1.01.01. significance test for a mean.467 has a tail probability of .o Against H. the sampling distribution of the t test statistic is the t distribution with df n .357 Y 1. for n = 29 and df 28..11 depicts the twosided Pvalue.01 and y = 1. above and below. P > .0.s/. Since n = 29. =1= O.0· Test for Anorexia Data = We illustrate with a t test for the anorexia data.1. Hypotheses The hypotheses are the same as in the largesample test for a mean. namely. the stronger the evidence against Ho and in favor of Ha· precisely the same as the largesample z statistic. Fignre 6. but rather small.I.1. for these data we double the bounds of . Table B provides enough information to determine whether the onetailed Pvalue is greater than or less than . For instance. > O. .048. in practice. for Small Samples. For the 29 observations.0 and Ha: 1. we report the Pvalue. divided by the estimated standard error of Y.1.357) = 3.