Translated from Portuguese to English - www.onlinedoctranslator.

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Statistic
Chapter 1: Introduction to Sampling
Degree in Mathematics

Isabel Pereira,
isabel.pereira@ua.pt

Aveiro University,
2023/24
Contents of Chapter 1

1Fundamentals

twoStatistics,empirical moments and their distributions, sample order-

quantile statistics

3 Sampling distributions of Bernoulli populations

4 Sampling distributions of Normal populations

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 1. Fundamentals

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/
1. Fundamentals

Probability/Statistical Inference:
In probability theory, one starts from a certain model and
calculates the probability of certain events occurring.
In statistical inference we start from a set of observations Px1, x
two, . . . , xnqand we try to infer something about the model.

STATISTICAL INFERENCE:
Goal:characterize and eventually define decision rules about a
population knowing only part of it.

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1. Fundamentals

Population and Sample

PopulationÑset of individuals or objects that have one or more

characteristics in common, which describe a phenomenon that is
interesting to study
SampleÑsubset of elements extracted - with an appropriate
methodology - from the population

Very important
In relation to samples, it must be ensured that they arerepresentation
relative to the population from which it was taken.

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1. Fundamentals

Example 1 (Normal model): X=height of

UA students (in meters) XNPµ, σtwoq

and ifµIt isσtwoboth unknown?ñSampling

each sample is of the typePx1, xtwo, . . . , xnq;

eachxiIt isa realization of a vaXi, ie,
Px1, xtwo, . . . , xnwhat isa realization ofPX1, Xtwo, . . . , Xnq PRn
Sample space - set of all possible samples (contained inRn)

χtall samplesPX1, Xtwo, . . . , Xnwhat Ñdomain of PX1, Xtwo, . . . ,

Xnq

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1. Fundamentals

Sampling Processes:Simple Random Sampling

Overall this process ofSimple random sampling can be with or

without replacement.The elements that will be part of the sample
are chosen randomly, from a population. Each element has the
model distribution. If the sampling process is carried out without
replacement, the underlying variables will no longer be independent
and each element of the population cannot be repeated.

We will designateRandom Sampling (simple), by default, when the

sample components are independent and identically distributed
(iid), with the distribution of the population.

X PX1, . . . , Xnq, Xi iid,i 1, . . . , n ÝÑRandom Sample

In this discipline, whenever a random sample (aa) is considered, it is

admitted that the va's areiid:

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1. Fundamentals

Sampling Processes

Stratified Sampling

Sometimes the population is not homogeneous regarding a characteristic

under observation; then it is convenient to group the individuals of the
population into groups, designatedstrata,as distinct from each other, ie, in
heterogeneous strata and the elements of a given stratum as analogous as
possible (ie, internally homogeneous strata)

How are strata built?

Based on auxiliary information, provided, for example by pilot
studies, expert opinions about the population, the researcher's
intuition, or using statistical multivariate analysis methods such as
factor analysis and classification analysis.
The sample consists of a sample of sub-samples selected from each
stratum.

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1. Fundamentals

Sampling Processes

Group Sampling

- The population is divided into groups –clusters; they should be as homogeneous

among themselves as possible, and the variability between them should be as
great as possible.

- Randomly collect m groups from theM original population.

- The sample consists of all elements of the mclusters

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2. Statistics, empirical moments and their
distributions, sample order-quantile statistics

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2. Statistics

Consider a population with a distribution belonging to the parametric family:

P tfPx;θq:θP Θu

Goal:
Know the probability distributionunspecify parameter valueθ

O
STATISTICS
StatisticÑsample function that does not depend on unknown
quantities
Notation:TPXq TPX1, . . . , Xnq

For each sample realization, there is a statistical realizationT

Notation:TPxq TPx1, . . . , xnq

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2. Statistics
SOME EXAMPLES of STATISTICS

Given the random samplePX1, . . . , XnqThe following statistics are some

common examples (associated with location):

1
° n
Sample meanX̄ n i1Xi
Sample median
Sample fashion
maxPX1,...,XnqminPX1,...,Xnq
Sample centerW two
Sample median
#
XPn1 if n even
M twoq
XPnqtwo
XPn 1q two .
two if n odd

Illustration
XP12qXP13q
Ifn 24, Sample median:M two
Ifn 25, Sample median:M XP13q
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2. Statistics

SOME EXAMPLES of STATISTICS-cont

Given the random samplePX1, . . . , XnqThe following statistics are some common
examples (associated with dispersion):

1
°n
Sampling variance (uncorrected):stwo 1PXi-X̄qtwo
nBi
1
°n ¯two
Sample standard deviation (corrected):sw n-1 i 1PXi-Xq
Sample amplitude: Ampl=Maximum-Minimum
Mad (median absolute deviation):MAD med|Xi-X̄|

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2. Sample moments and their distributions

POPULATION MOMENTS:

Momentssimpleof orderk, goX(existing)

ANDrXks, k 1,two, . . .

Momentscenteredof orderk, goX(existing)

µk ANDrpX-µqks, k 1,two, . . .

NOTE: Similarly, sample moments (empirical), simple and centered,

are defined

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2. Sample moments and their distributions

SAMPLE MOMENTS:

Given a samplePX1, . . . , Xnq,it's called

Sample (simple) moment of orderkThe

1ņ
Xki,k 1,two, . . .
n i1
Order centered sample momentk, The

1ņ
PXi-X ¯qk, k 1,two, . . .
n i1
Particular cases
1
° n
- Sample mean:X̄ n i 1Xi
1
°n
- Sample variance:stwo n i1PXi-X̄qtwo

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2. Population Moments/Sample Moments
Population Moments Sample Moments

1
°n
ANDrXks
n i 1Xk i

1
°n k
ANDrpX-µqks n i 1PXi-X̄q

Important:As in the population, centered sampling moments can be

expressed in terms of simple sampling moments. In particular

ņ ņ
PXi-X̄qtwo Xtwo
i-nX̄two
i 1 i1
,
O
1¸ n 1¸ n
stwo qtwo
PX-i X̄ i -¯ Xtwo
Xtwo
ni 1
n i1
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2. Sample Moments
Theorem
It isPX1, . . . , Xnqaa If the necessary population moments exist,ANDr
Xks, we have to:
°n
ANDr
n 1
i 1Xk is ANDrXks
°n
Vr1n i 1Xk is ANDrX spANDrX sq
n
twok k two

Dem
°n 1
° n k 1
ANDr1
n i 1Xk is n i 1ANDrXis n-n-ANDrXks ANDrXks
°n 1
° n k 1
Vr1n i 1Xk is ntwo i 1VrXis ntwo-n-VrXks
ANDrXtwokspANDrXksqtwo
n

Corollary
IfPX1, . . . , XnqIt isan aa of a populationX,whereANDrXs VrXs µIt is
σtwo, then

σtwo
ANDrX̄s µ VrX̄s n

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2. Sample Moments

Theorem
It isPX1, . . . , Xnqone aa of populationX,such thatANDrXs VrXs µIt is
σtwoand with a centered moment of 2thfinite order,µ4, then

n-1 Pn-1qtwo
ANDrstwos
nσtwo
Vrstwos n3 Pµ4-n-3n-1σ4q

Dem(1thpart)
Adding and subtractingµ, it turns out that:
°n °n two ¯
i 1PXi-X̄qtwo i 1PXi-µq-nPX-µqtwo

ie, °n
1
stwo n i 1PXi-µqtwo-PX̄-µqtwo,

then,
1
°n 1 n-1
ANDrstwos
n i1ANDrpXi-µqtwos-ANDrpX̄-µqtwos n-nVrXs-VrX̄s
n σtwo

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2. Sample Moments

Theorem
It isPX1, . . . , Xnqone aa of populationX,such thatANDrXs VrXs µ,
σtwo, with a centered moment of 2thfinite order,µ4, and with
corrected sample variance,stwo w,then

1
ws
ANDrstwo σtwo Vrstwows nPµ4-n-3
n-1σ4q

Demo:Just note that

1
°n n
stwo
w n-1 i1PXi-X̄qtwo
n-1s,
two

NOTE:
Although these results are known about the 1thand 2thsampling
moments, in general their distributions are unknown, even knowing
the distribution of the population.

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2. Sample Moments: asymptotic distribution

Taking into account theCentral Limit Theorem, and under its conditions, it is
possible to obtain the distributionapproximateof some sample moments. In
particular

X̄- ?µÝdÑNP0,1q
σ{n

1
°n
In relation to the centered sampling moments,Mk n i 1Xk i,
it turns out that

?Mk-µk ÝdÑNP0,1q
VPMkq

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2. Order Statistics
Just like empirical moments, order statistics also play an important
role in Statistics. They are, in fact, the sampling equivalent of order
parameters, such as the population quantiles.

Order statistics:
It isPX1, . . . , Xnqone aa of the populationX; arranging the components in
ascending order, we have

XP1q¤XPtwoq¤. . .¤XPnq
The va śXPiq, i 1, . . . , nare designatedorder statistics of the
sample.

Example 2 (order statistics): Random

sampleP3,0,5,two,3,-1,0q; Ordered
sample:P-1,0,0,two,3,3,5q
xP1q x6 - 1,xPtwoq xtwo 0,xP3q x7 0;
xP4q x 4 two;x P5q xP6q 3;x P7q x3 5

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2. Order Statistics: sample quantiles

Definition
Define yourselfsample quantileof orderP,0 P 1, The

"
XPnpq npPN
QP .
Xprnps1q npRN

note:Especially important are the quartiles (ie,P 1{4, P 3{4)

Example 3
Ifn 24.1thQuartileQ1{4 XP6q, thennp 24 - 1{4 6
Ifn 25.1thQuartileQ1{4 XP7q, thenrnps 1 r25 - 1{4s 1 7

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3. Sampling distributions of Bernoulli populations

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3. A Bernoulli population
Case of a proportion

Bernoulli population- composed of elements of one of two types, depending on

whether or not they have the characteristic under study.

fPx;θq PPX xq PxP1 -Pq1-x, x 0,1P0 P 1q

Sampling objective:study the value of p

P PPX 1qTheÑprobability that an element of the population, at random,

present the characteristic
1 -p PPX 0qTheÑproportion of elements of the population that do not
present the characteristic

NOTE:Each sample realizationPx1, xtwo, . . . , xnwhat isof type:

P0,1,0,1,1,1,0,0,0,1, . . . ,0,1,0,0q
°
What represents xi?
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3. A Bernoulli population

Remember:

Absolute frequency of the characteristic under studyTheÑnthof

individuals who present the characteristic, ie,
ņ
sn Xi
i1

(representsthof components ”1” in a sample realization)

Relative frequency of the characteristic under studyTheÑproportion of

individuals who present the characteristic, ie,

1ņ
fn X̄ Xi
n i1

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3. A Bernoulli population

Remember:
° n
IfXi BerPPq BP1, Pq,vaiid, thensn i 1Xi BPn, pq,ie,

PPsn yq WynPyP1 -Pqn-y, y 0,1, . . . , n

Relative frequency probability distributionX̄?

s
PPX̄ xq PPn xq PPsn nxq
n
1 two
Wnx
n PnxP1 -PqnP1-xq, x 0, , , . . . , 1
n n
mean and variance?
PP1-Pq
ANDPX̄q P It is VPX̄q n

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3. A Bernoulli population
°n
Assn i 1Xi BPn, pq,by TLC:
sn-np
The ÝdÑNP0,1q
npP1 -Pq

Equivalently, expressing the TLC in terms of the sample mean, for

the relative frequency we have:

? n?fn-P
ÝdÑNP0,1q
PP1-Pq

By the (weak) Law of Large Numbers, it is also known that, when

nÝÑ 8:

fnÝPÑP

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3. Two Bernoulli populations

Case of two proportions

Two independent Bernoulli populations are admitted, BerPP1qIt

isBerPPtwoq

Sampling objective:compare the two proportionsP1It isPtwo

One aa is removed from each of the populations and the

relative frequencies are compared

PopulationX1 PopulationXtwo

aaPX1,1, X1,two, . . . , X1,nqin

1 X1 aaPXtwo,1, Xtwo,two, . . . , X ,nqinX
twotwo two

O O
°n °ntwo
fn 1 X¯ 1 1
n1
1
i1X1,i fntwo X¯ two 1
ntwo i1 Xtwo,i

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3. Two Bernoulli populations
Asymptotic distribution

Remembering that: in a random population sampleXwith ANDPX

q µIt isVPXq σtwo, if have

σtwo
ANDPX̄q µ;VPX̄q
n
For independent Bernoulli populationsX1It isXtwowithANDPXiq It isV Pi
PXiq PiP1 -Piq,we have for the respective relative frequencies
of two large samples taken from each of them:

P1P1 -P1q 1 -Pqtwo

X¯ 1
PtwoP
fn 1 NPP1, q;fn two X̄two NPPtwo, q
n1 ntwo
Under the TLC, theAsymptotic distribution of the difference
between relative frequenciesin the two random samples taken, it is:

fn1-fntwo-PP 1-Ptwoq L
B
P1P1-P1q PtwoP1-Ptwoq
ÝÑNP0,1q
n1 ntwo

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4. Sampling Distributions of Normal Populations

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4. A Normal Population

Modeling population distribution using the normal distribution is

widely used in applications
Distributions by sampling in normal populations are the most
studied, the most publicized and the simplest to use
For populations with other distributions, under applicability
conditions, TLC guarantees the asymptotic normal distribution of
several statistics
The results under study are valid, in exact terms, when the
population is normal; in approximate terms, when the population is
not normal, but the TLC is applicable.

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4. A Normal population: distribution of the sample
mean
X NPµ, σtwoqTheÑpopulation distribution
PX1, . . . , XnqTheÑaa of the population

1
°n
Sample mean: X̄ n i 1Xi

Distribution of the sample mean?

°n °n °n
If independent variables: i1Xi NP i 1µi, i iq;
1σtwo

°n
If variables are identically distributed: i 1Xi NPnµ, nσtwoq

ThenX̄ NPµ,σtwonq

Whereby

X̄- ?µ
σ{n
NP0,1q
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4. A Normal population: distribution of sampling
variance

1
°n
Sampling variance:stwo n i 1PXi-X̄qtwo
1
° n
Corrected sampling variance:stwo w n- 1 i 1PXi-X̄qtwo

n
Remember that:stwow n-1stwo
°n ¯ °n two ¯two
As i 1PXi-Xqtwo i1Xi-nX

Distribution of sampling variance?

The distribution of sampling variance (corrected or not) involves the study

of the distribution of va ś of the typeYXtwo, withXgo normal.

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4. A Normal population: distribution of sampling
variance
It is necessary to remember Probability results on the distribution
of Chi-square

Y χtwo
Pkq
Probability density function of the Chi-square dist

1 »8
fPyq It is-y{twoy k
two-1 , y¡0, kPN,ΓPkq xn-1It is-xdx
twok{twoΓpk{twoq 0

Moment generating function of the dist. of chi-square:

1 k
φyPtq P q ,t
two 1{2
1 - 2t

Mean value and variance of dist. of chi-square:

ANDPYq k, VPYq twok
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4. A Normal population: distribution of sampling
variance

Dist relationship. of chi-square with the gamma distribution

k 1
Y χtwo
PkqOY GaP , q
two
two

Dist relationship. of chi-square with dist. Normal

X NP0,1q ñY Xtwo χtwo

1

Demo:
?
1 ?1 ?1It is -
?
Pyqtwo P1{2q1{2 It is-1 twoy
fYPyq twofXPyqtwo
?
y y twoπ
1
two
Γp1{2qy
1-1
two

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4. A Normal population: distribution of sampling
variance

Additivity property
°n
Yi χtwo
Pkiq, independent,i 1, . . . , nñ i 1Yi χtwo°
Pn 1kiq
i

Demo:

1 ki
Yi χtwo
PkiqñφYiPtq P q two,t 1{2
1 - 2t
° 1 °n ki
φ°ni P tq ANDrIt istin1Yis ANDrIt istY1s. . .ANDrIt istYns P q 1 two
1Yi
1 - 2t

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4. A Normal population: distribution of sampling
variance

Theorem
If a va can be expressed by the difference of two independent va's, each
of which has a Chi-Square distribution, then it also follows a Chi-Square
distribution, ie,

Y χtwo
Pmq, Z Y χtwo
Pmkq, YIt isZindependentñZ χtwo
Pkq

Theorem
The sum of squares of normal independent va's N(0,1), follows a Chi-
Square distribution whose nthof degrees of freedom (gl) is equal to nth
of installments, ie,
ņ
Yi NP0,1q, i 1, . . . , n,iidñ Ytwo
i χtwo
Pnq
i1

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4. A Normal population: distribution of sampling
variance
To apply the previous results to obtain the distribution of the sampling
variance: two more results are necessary

Motto
IfPY, Zqhas fgm such that φY,ZPs, tq φYPsq-HPtq, where φYPsqIt isThe
fgm ofY,then
- YIt isZare independent
- HPtqIt isthe fgm ofZ.

Demo:
doings 0 in the joint fgm, we have:

φY,ZP0, tq φYP0q-HPtq

ANDrIt is0YtZs
φZPtq ANDrIt istZs φY,ZP0, tq φYP0qHPtq HPtq

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4. A Normal population: distribution of sampling
variance
Theorem
Given a population aaX X̄It isY NPµ, σtwoq, the random variables
PX1-X̄, . . . ,Xn-X̄qare independent.

Demo:
Strategy: get joint fgm fromPX̄, Yqand factorize it in order to apply
the previous lemma.
°n
φX̄,YPt, t1, . . . , tnq ANDrIt istX̄ 1 tiPXi-Xs ¯
φX̄,PX - X̄ qPt, t1, . . . , t nq
i
1-X̄,...,Xn

Reorganization of the exponent:

ņ
t ņ ņ
1ņ
ņ
tX̄ tiPXi-X̄q Xi tiXi- ti Xi
i 1
n i1 i 1
n i1 i 1
ņ
t t
X1P t 1-¯ tq . . . XnP tn- t̄q TheiXi
n n i 1
°n
with t̄ 1
n i1ti; Thei nt ti-t̄
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4. A Normal population: distribution of sampling
variance
Substitution in the fgm exponent:
°n
φX̄,YPt, t1, . . . , tnq ANDrIt is i1TheiXi s 1 q-. . . - φXn
φXP1 The PThenq

As
two two
The
i PThe
φXPThe
i iq
It isµ i qσ
two ,i 1, . . . , n
±n σ two
two °n σtwo°n two
φX̄,YPt, t1, . . . , tnq i 1ANDrIt
µisi The The
P i
q twos µ
It is i 1Thei two i 1Thei

But,
°n °n
i 1Thei
t
i1Pn ti-tq ¯ t
°n °n ttwo ° n
i 1 Theitwo
t
i1Pn ti-tq ¯two i 1Pti-t̄q
two
n

He comes,

two two° n twotwo σtwo° n

φX̄,YPt, t1, . . . , tnq It isµtσtwo
twot n two
σ
i 1Pti-t̄qtwo It isµtσ twotn-It istwo i 1Pyou-t̄qtwo

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4. A Normal population: distribution of sampling
variance

6φX̄,YPt, t1, . . . , tnq φX̄Ptq-HPt1, . . . , tnq

O
HPt1, . . . , tnq φYPt1, . . . , tnqIt isX̄It isYthey are independent va's, cqd

Corollary
In random samples from normal populations, thesample mean and the
sampling variance (corrected or not) areindependent

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4. A Normal population: distribution of sampling
variance

Theorem
It isPX1, . . . , Xnqan aa of a populationX NPµ, σtwoq. Then

stwo swtwo
n χtwo
n-1 O Pn - 1q χtwo
σtwo σtwo n-1
Demo:
ņ ņ
PXi-µqtwo rpXi-Xqp¯X̄-µqstwo
i1 i1
ņ
rpXi-X̄q twoPX̄-µqtwo twoPX̄-µqpXi-X̄qs
i1
ņ
PXi-X̄qtwo nPX̄-µq
i1

Dividing both members byσtwo,

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4. A Normal population: distribution of sampling
variance

ņ
Xi-µ qtwo
ņ
Xi-X ¯ X̄-µ qtwo
P P qtwoP ?
σ σ itσoo{omoooon
n
iloo1ooooooooooooo iloo1ooooooooooooo

χtwo χtwo
1
n nstwo
σtwo

Then
stwo ņ
Xi-µ qtwo X¯ - µ
n P - P ? qtwo
σtwo σ itσoo{omoooon
n
iloo1ooooooooooooo

χtwo χtwo
1
n

By a previous theorem,

nstwo
σtwo χtwo
n-1

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4. A Normal population: distribution of sampling
variance and moments

nstwo
σtwo χtwo
n-1; Pn-1qstwoσtwo
w
χtwo
n-1

Average value

Applying the mean value operator,

n-1
ANDσrntwostwos n-1ñANDrstwos n σtwo
n
ANDrstwo
ws ANDrn
n-1stwos
n-1ANDrstwos σtwo

Variance

Similarly,
Vrnσ twostwos twoPn-1q ñntwo
σ4Vrstwos twoPn-1q ohVrstwos
twoPn-1q
ntwo σ4
Vrstwows Vr n-1nstwos ntwo
Pn-1qtwo
twoPn-1q
ntwo σ4 two
n-1σ4

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4. A Normal Population: Student Ratio

To make inferences about the mean valueµof a population NP

µ, σtwoq,using the sample mean, the result

X̄-µ
? NP0,1q
σ{n
is useful when thevarianceof the population isknown

When thevarianceof the population isunknown

Ÿ use the sampling variance by defining

X̄-µ
T ?
sw{ n
Ÿ establish the distribution ofT

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4. A Normal Population: Student Ratio
Theorem
BeXIt isYtwo independent va', such that,X NP0,1qIt isY χtwo
Pkq.
Then
X
The TPkq
Y{k
ie follows a T-Student distribution withkdegrees of freedom.

Theorem
It isPX1, . . . , Xnqan aa of a populationX NPµ, σtwoqIt isstwo wyours
corrected sampling variance. Then

X̄- ?µ
sw{n TPn-1q

Dem
X̄-µ? X̄-µ? X̄-µ?
X̄- ?µ ? σ{n ? NP0,1q
sw{n
σ{n
sw{σ
σ{n
B TPn - 1q,
stwo
w{σ two Pn-1qstwow{σtwo {Pn-1q χtwo
Pn-1q
{Pn-1q

by the previous Theorem, sinceX̄It isstwo ware independent.

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4. A Normal Population: Student Ratio

Example 4
Given a random sample of size 9 from a normal population, what is
the probability that the difference between the sample mean and the
population mean is less than twice the corrected standard deviation?

¯- ?
P Pp|X̄-µ| twoswq Pp|sXw?{µn | twosw?
w{ n
q Pp|sX̄w-{n??µ | twonq
? X̄- ? s?
PP-two n ?µ
sw{n
twonq FTPn-1q Ptwonq-FT Pn-1q
P-twonq
FTP8q P6q-FT P8q
F T P6q-1
P-6q two P8q 0.9997

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4. A Normal Population: Summary Table

Summary table:Consider yourselfX NPµ, σtwoq

X̄- ?µ
Dist. from theSample Average σ{ n
NP0,1q
(known population variance)

X̄- ?µ
Dist. from theSample Average sw{n TPn-1 q
(population variance unknown)

Dist. from theSample Variance Pn-1qstwoσtwo

w
χtwo
Pn-1q
(corrected)

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4. Two Normal populations: dist. difference between
sample means
Case of two normal populations

Two populations are allowedindependentNormal,NPµ1, σtwo 1qIt is

NPµtwo, σtwotwoq

Sampling objective:compare sample meansµ1It isµtwo

One aa is removed from each of the populations and the

respective sample means are compared

PopulationX1 PopulationXtwo

aaPX1,1, X1,two, . . . , X1,nqin

1 X1 aaPXtwo,1, Xtwo,two, . . . , Xtwo,ntwo
qinXtwo

O O
two two
σtwo
X̄1 NPµσ11,nq1 X̄two NPµtwo,nq
two
Isabel Pereira Univ rsity of Aveiro, 2023/24
It is 48
4. Two Normal populations: dist. difference between
sample means

Centering and reducing, we have:

PX̄1-w X̄twoqpµ1-µtwoq NP0,1q

σtwo
1 σtwo
two
n1 ntwo

To use the difference in sample means in inferences about the

difference in population mean values, it is necessary to know the
population variances,σtwo i,i 1,two

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Two Normal populations: dist. difference between sample
means
Being unknown???...
Use sampling variances (corrected)
ņ1 ņtwo
1 two 1
stwo
w,1 PX-¯q
i,1 twoX1; ,
swtwo PXi,two - X̄qtwo
two
n1-1 i1
ntwo
- 1 i1
If we admit that the population variances are equal (although
unknown), we have

Theorem
BePX1,1, X1,two, . . . , X1,n1qIt isPXtwo,1, Xtwo,two, . . . , Xtwo,ntwoqa.a's of two
independent normal populations, with equal variance σtwoPσtwo 1 σtwo
q.
two

Then

PX̄w
1-X̄twoqpµ1-µtwoq
B Pn1-1qstwow,1Pn2-1qstwo
TPnn1 -twoq
two
1 1 w,two
n1 ntwo n1n2-2

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4. Two Normal Populations: inferences about the
quotient of two population variances

Just as there is a need to compare population means, sometimes it is

also interesting to compare variances
Continue to assume 2 independent normal variances
It is more advantageous to compare variances using the quotient

Using sample variances to establish inferences about the

quotient of population variances

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4. Two Normal Populations: inferences about the
quotient of two population variances

Remember the F-Fisher distribution

Theorem
BeXIt isYtwo independent v.a', each of which has a Chi-square
distribution, respectively withkIt isldegrees of freedom.
Then
X{k
FPk, lq
Y{l
There isX FPk, lqñ1 X FPl, kq
The distributionsF-FisherIt isT-Studentare related by X
TPkqñXtwo FP1, kq

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4. Two Normal Populations: inferences about the
quotient of two population variances

Use the previous theorem to compare variances,

remembering that

If in particularσtwo 1 σtwo
two

stwo
w,1
stwo
w,two
FPn1-1,ntwo-1q

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4. Two independent normal populations

Summary table:
Consider two independent populationsXYNPµ NPµ1, σtwo1qIt is
two, σtwo twoq

PX̄w
1-X̄twoqpµ1-µtwoq
Comparison ofAverages B TPn1ntwo-twoq
Pn1-1qstwow,1Pn2-1qstwo
1 1 w,two
n1 ntwo n1n2-2

(equal population variances)

stwo
w,1 σtwo
Comparison ofVariances stwo
two
FPn1- 1,n-1q
two
w,twoσtwo1

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References - Bibliography

Antunes, M. and Murteira, B. (2012) Probabilities and Statistics, vol. 2,

Escolar Editora.

Casela, G. and Berger, R.L. (1990) Statistical Inference, Duxbury Press.

Lehmann, E.L. and Scheffé, H. (1955) Completeness, Similar Regions

and Unbiased Estimation, Sankhyã, Series A 10, pp 305-340.

Lindgren, B. (1976) Statistical Theory, Macmillan, New York.

Pereira, I. Text on uc contents, available onelearning.

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