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Chapter 1
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Hypothesis testing
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In this chapter you will learn how to:

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■ understand the nature of a hypothesis test; the difference between one-tailed and two-tailed tests,
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br

and the terms null hypothesis, alternative hypothesis, significance level, critical region
am

-R

(or rejection region), acceptance region and test statistic

■ formulate hypotheses and carry out a hypothesis test in the context of a single observation
-C

from a population that has a binomial distribution, using:

es

•
y

direct evaluation of probabilities

Pr
op

• a normal approximation to the binomial

■
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interpret outcomes of hypothesis testing in context

■ understand the terms Type I error and Type II error in relation to hypothesis testing
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■
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calculate the probabilities of making Type I and Type II errors in specific situations involving
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tests based on a normal distribution or direct evaluation of binomial probabilities.

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Cambridge International AS & A Level Mathematics: Probability & Statistics 2

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Checklist of learning and understanding

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● To carry out a hypothesis test:
am

-R
● Define the random variable and its parameters.
● Decide if the situation is one-tailed or two-tailed.
-C

Define the null and alternative hypotheses.

s
●

es
● Decide on the significance level.
y

● Calculate the test statistic.

Pr
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● Compare the test statistic with the critical value.

Interpret the result and write a conclusion in context.

ity
●
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A Type I error occurs when a true null hypothesis is rejected.

rs
●
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● A Type II error occurs when a false null hypothesis is accepted.

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Chapter 2
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The Poisson distribution

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In this chapter you will learn how to:

ie
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■ understand the Poisson distribution as a probability model

ev
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■ calculate probabilities using the Poisson distribution

am

-R

■ solve problems involving linear combinations of independent Poisson distributions

■
-C

use the Poisson distribution as an approximation to the binomial distribution

s

■
es

use the normal distribution as an approximation to the Poisson distribution

■
y

carry out hypothesis testing of a Poisson model.

Pr
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Cambridge International AS & A Level Mathematics: Probability & Statistics 2

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Checklist of learning and understanding

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br
● A Poisson distribution is a suitable model to use for events that occur:
am

-R
● singly
● independently
-C

at random in a given interval of time or space

s
●

es
● at a constant rate: this is the mean number of events in a given interval that is proportional
y

to the size of the interval.

Pr
op

● If for a Poisson distribution X ~ Po( λ ), where λ . 0, then:

ity
C

λr
● P( X = r ) = e − λ × r!
, where r = 0, 1, 2, 3,…

rs
w

● Mean E( X ) = λ and Variance Var( X ) = λ .

ie

ve

y
ev

● A binomial distribution B( n, p ), where n is large such that n . 50, and p is small such that

op
ni

np , 5 , can be approximated by a Poisson distribution Po( np ). The larger the value for n and
R

C
the smaller the value for p, the better the approximation.
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A Poisson distribution Po( λ ), where λ . 15, may be approximated by the normal distribution

w
●
N( λ , λ ). A continuity correction must be applied.

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Chapter 3
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Linear combinations of random variables

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In this chapter you will learn how to:

ie
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■ find means and variances of linear combinations of random variables

ev
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■ calculate probabilities of linear combinations of random variables

am

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■ solve problems involving linear combinations of random variables.

-C

s
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Chapter 3: Linear combinations of random variables

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Checklist of learning and understanding

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For a random variable X and constants a and b:
am

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● E(aX + b ) = aE(X ) + b
-C

● Var(aX + b ) = a 2 Var(X )

s
es
For independent random variables X and Y and constants a and b:
y

Pr
op

● E(aX + bY ) = aE(X ) + bE(Y )

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● Var(aX + bY ) = a 2 Var(X ) + b 2 Var(Y )

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If X has a normal distribution, then so does aX + b.

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If X and Y have independent normal distributions, then aX + bY has a normal distribution.

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If independent random variables X and Y have Poisson distributions, then X + Y has a Poisson

C
distribution.
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Chapter 4
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Continuous random variables

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In this chapter you will learn how to:

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■ understand the concept of a continuous random variable

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■ recall and use the properties of a probability density function

am

-R

■ calculate the mean and variance of a continuous distribution

■
-C

find the median and other percentiles of a distribution

s

■
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solve problems involving probabilities.

y

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Chapter 4: Continuous random variables

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EXPLORE 4.4

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A continuous random variable, T, is given by the following PDF f(t ):

br
 − λ t
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tù0
f(t ) =  λ e
 0 otherwise
-C

s
where λ is a positive constant and is said to follow an exponential distribution.

es
y

Pr
a Sketch the graph of f(t ) and show that T is a random variable.
op

b Find P(T < a ) and P(T > a ).

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1 1
Show that E(T ) = and Var(T ) = 2 .
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λ λ
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An example of a continuous random variable that follows an exponential
ev

op
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distribution is the ‘wait times’ between successive events in a Poisson distribution.

R

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Exercise 4A question 7 and Exercise 4C question 7 are exponential distributions.
ge

Use the general results you have just found to check your solutions to these

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questions.

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Checklist of learning and understanding

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If X is a continuous random variable with probability density function (PDF) f( x ):

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∞
●
∫ f( x ) d x = 1
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−∞
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● f( x ) ù 0 for all x
R

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P(a < X < b ) =

∫
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● f( x ) d x
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P( X = a ) = 0
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●
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● E( x ) =
∫ x f( x ) d x
-C

all x
s

2
 
es

 
● Var( x ) =
∫ x f( x ) d x − 
2
∫
x f( x ) d x 
y

 all x 
Pr

 
op

all x
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Chapter 5
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Sampling
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In this chapter you will learn how to:

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■ understand the distinction between a sample and a population

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■ use random numbers and appreciate the necessity for choosing random samples
am

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■ explain why a sampling method may be unsatisfactory

■
-C

recognise that a sample mean can be regarded as a random variable, and use the facts that
s

σ2
es

E( X ) = µ and Var( X ) =
y

n
Pr

■
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use the fact that X has a normal distribution if X has a normal distribution
■
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use the central limit theorem where appropriate.

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Chapter 5: Sampling

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Checklist of learning and understanding

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● ‘Population’ means all the items of interest within a study.
am

-R
● ‘Sample’ describes part of a population.
-C

● Biased sampling occurs when the sample is unrepresentative of the population.

s
es
● Random numbers can be used to generate a sample in which you have no control over the
y

Pr
selection.
op

● Random sampling is a process whereby each member of the population has an equal chance of

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selection.

rs
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● Random sampling does not guarantee that the resulting sample will be representative of the
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population.

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● The central limit theorem allows the use of the normal distribution to make statistical
R

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judgements from sample data from any distribution.
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For samples of size n drawn from a population with mean µ and variance σ 2, the distribution

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●
 σ2 

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of sample means X is normal and X ~ N  µ ,  , where n is large.

 n 

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Chapter 6
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Estimation
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In this chapter you will learn how to:

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■ calculate unbiased estimates of the population mean and variance from a sample
ev
br

■ formulate hypotheses and carry out a hypothesis test concerning the population mean in cases
am

-R

where the population is normally distributed with known variance or where a large sample is used
■
-C

determine and interpret a confidence interval for a population mean in cases where the
s

population is normally distributed with known variance or where a large sample is used
es

■
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determine, from a large sample, an approximate confidence interval for a population proportion.
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Cambridge International AS & A Level Mathematics: Probability & Statistics 2

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Checklist of learning and understanding

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● If U is some statistic derived from a random sample taken from a population, then U is an
am
unbiased estimate for Φ if E (U ) = Φ.

-R
● For sample size n taken from a population, an unbiased estimate of:
-C

s
es
● the population mean µ is the sample mean x
y

2
the population variance σ is:

Pr
●
op

 
(∑ x)
2

( ) ( )

ity
1 1  = 1
C

s2 = ∑ x 2 − nx 2 = ∑ x2 − ∑( x − x )2
n −1 n −1  n  n −1
 

rs
w
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● To test a hypothesis about a sample mean, x , for a sample size n drawn from a normal

y
ev

distribution with known variance, σ 2 , calculate the test statistic

op
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x −µ

C
z = σ
.
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n

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id

● The test statistic, z, can be used to test a hypothesis about a population mean drawn from

ev
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any population.
am

● Where the population variance is unknown, use the unbiased estimate of variance s 2.
-R
A confidence interval for an unknown population parameter, such as the mean, is an interval
-C

●
s

constructed so that it has a given probability that it includes the parameter.

es
y

● Confidence interval for:

Pr
op

142 σ σ 

● population mean with known variance, σ , is  x − k , x +k 
 n
ity

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 s 
w

s
● population mean using a large sample is  x − k , x +k  , where
 n
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n
( ∑ x2 − nx 2 )
y
1
s =
ev

n −1
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ni

( )
R

pˆ (1− pˆ ) pˆ (1− pˆ )
● population proportion, p, is pˆ − k , pˆ + k ,
ge

n n
w

where k is determined by the percentage level of the confidence interval.

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