IMPORTANT INFORMATION ABOUT THE FINAL EXAM

1. The final exam is a two-hour exam.

2. All that you need to take to the final exam is a PEN (not a pencil) and a pocket calculator
(of any kind). The calculator should be capable of doing addition, subtraction, multiplica-
tion, division and taking square roots. You are not allowed to take “cheat-notes” of any kind
into the exam or to use any formulas or other information stored in your calcuator.

3. The“normal” time for the final exam is 3 - 5 pm Thursday December 14. (Those who
are doing the exam at a special time because of a clash or other problems have been advised
by email of the make-up exam arrangements.) Apart from those doing a make-up exam and
those doing the exam via Weingarten (which starts at 2 pm) the rooms for the exam are as
follows:

If you are in Section 001 (i.e. the 11 am class) and your family name starts with A-T inclu-
sive you will do the exam in room 10 of Leidy Labs (the “Zoology” building on Hamilton
Walk near 38th Street). To reach this room enter Leidy Labs by the main front door on
Hamilton Walk, walk ahead about 15 yards, and enter Room 10 to your right.

If you are in Section 001 (i.e. the 11 am class) and your family name starts with U-Z inclusive
you will do the exam in room 109 of Leidy Labs. Note that because of reconstruction
work Leidy Labs 109 is NOT accessed via the main front door of Leidy Labs.
You get to Leidy 109 by turning right IMMEDIATELY after the pillars at the
entrance to Hamilton Walk from 38th Street and follow the signs for Leidy 109.

Note that you might have to swipe your Penn card to access the building. Please familiarize
yourself well in advance of the exam date with the location of the building and the room
you will do the exam in.

If you are in Section 002 (i.e. the 2 pm class), and your family name starts with A-T inclu-
sive, go to the Tedori family auditorium in the Levin building. Levin is entered by entering
Leidy Labs (the “Zoology” building” on Hamilton Walk near 38th Street) at the main front
door, and then walking straight through Leidy to enter Levin. At the far wall ahead of you is
a staircase which leads down to the Tedori family auditorium to the front-left of the staircase.

If you are in Section 002 (i.e. the 2 pm class), and your family name starts with U-V inclu-
sive, you will do the exam in room 10 of Leidy Labs, (the “Zoology” building on Hamilton
Walk near 38th Street). To reach this room enter Leidy Labs by the main front door on
Hamilton Walk, walk ahead about 15 yards, and enter Room 10 to your right.

If you are in Section 002 (i.e. the 2 pm class) and your family name starts with W-Z inclusive

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you will do the exam in room 109 of Leidy Labs. Note that because of reconstruction
work Leidy Labs 109 is NOT accessed via the main front door of Leidy Labs.
You get to Leidy 109 by turning right IMMEDIATELY after the pillars at the
entrance to Hamilton Walk from 38th Street and follow the signs for Leidy 109.

Note that you might have to swipe your Penn card to access the building. Please familiarize
yourself well in advance of the exam date with the location of the building and the room
you will do the exam in.

Get to the exam room at 2:50 pm at the latest: the exam will be handed out about 2:55.
You will then have 10 minutes before the starting time of the exam to check for typos, am-
biguities, errors, etc., in the exam. The exam will then start at approximately 3:05. You are
NOT allowed to ask any questions after the exam starts.

In the exam room please leave exactly one seat empty between you and the next person.

Students doing the exam via Weingarten, or who have a make-up exam, have been told by
email what their exam arrangements (when and where) are.

WHAT YOU SHOULD KNOW

First and perhaps foremost, you should know what Statistics is: “The analysis of data in
whose generation chance, or randomness, has played some part”. For most of you this ran-
domness will enter through a sampling procedure: the data that you will analyze will almost
always be sample data. In this class we have gone through some of the basic statistical
analyses of the sort of data that you will often have in your later career. The analyses in this
course are all parameter estimation procedures or tests of hypotheses about parameters.

Note that the final exam covers the material in the entire semester. In principle you should
know everything discussed in lectures. The hand-out notes discuss some material that was
not discussed in class, for example Section 6.9, the notes in Section 11.1 that were not dis-
cussed in class, or any material from Section 11.3 onwards (including Section 11.3). This
material is not examinable.

More detail on “What you must know”.

First, you have to know everything on the “What you must know” handout for the mid-term
exam.

Second, the following is “must know” material from the second half of the semester. Here
are the detials.

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Estimation of a binomial parameter θ

You have to know that the estimate of θ, the probability of “success” on any binomial trial,
is the proportion p of successes observed in the n trials conducted. You have to know the
theory leading up to the “conservative” 95% confidence interval for θ, namely
p p
p − 1/n to p + 1/n,

and also to know the form of this confidence interval.

Estimation of a mean µ

You have to know that the estimate of a mean µ is the average x̄ of the data values x1 , . . . , xn
in the n trials conducted. You have to know the theory leading up to the “conservative”
95% confidence intervsl for µ, namely
2s 2s
x̄ − √ to x̄ + √
n n
and also to know this confidence interval.

NOTE: You do not have to know the formula for s2 . But you do have to know that it is the
estimate of σ 2 given by the sample data.

Estimation of the difference of two binomial parameters θ1 and θ2

Suppose that X1 has a binomial distribution with index m and parameter θ1 , and X2 has
a binomial distribution with index n and parameter θ2 . Once the two binomial trials are
completed the observed value of X1 is x1 and the observed value of X2 is x2 . You have to
know that the estimate of the difference between θ1 and θ2 is p1 − p2 , where p1 = x1 /m and
p2 = x2 /n.

You also have to understand the theory leading to the conservative approximate 95% confi-
dence interval for θ1 − θ2 , namely
p p
p1 − p2 − 1/m + 1/n to p1 − p2 + 1/m + 1/n.
Estimation of the difference between two means µ1 and µ2

Suppose that X11 , X12 , ...., X1m are m iid random variables, each having a probability distri-
bution with mean µ1 and variance σ12 , and that X21 , X22 , ...., X2n are n iid random variables,
each having a probability distribution with mean µ2 and variance σ22 . You have to know how
to estimate µ1 − µ2 (by x̄1 − x̄2 ), and have an understanding of the way in which we find an

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approximate 95% confidence interval for µ1 − µ2 , namely
r r
s21 s22 s21 s22
x̄1 − x̄2 − 2 + to x̄1 − x̄2 + 2 + .
m n m n

NOTE: You do not have to know the formulas for s21 and s22 . But you do have to know that
these are respectively the estimates of σ12 and σ22 , given by the sample data.

Regression. You should know what regression is all about (how does random variable Y
depend on some other non-random quantity x?), the formulas “mean of Y = α + βx, vari-
ance of Y = σ 2 ”, where α, β and σ 2 are all (unknown) parameters that we wish to estimate
and, (for β), test hypotheses about. You should know that we estimate these parameters
using the observed values y1 , y2 , . . . yn of n random variables Y1 , Y2 , . . . Yn together with the
associated non-random values x1 , x2 , . . . xn .

You do not have to know the formulas for the quantities b, a, sr and sxx which are involved
with the estimates of α, β and σ 2 . However you have to know the formula for the approximate
95% confidence interval for β in terms of these quantities, namely
2sr 2sr
b− √ to b+ √ .
sxx sxx
Hypothesis testing. You have to know the five steps in a hypothesis testing procedure, under
both Approaches 1 and 2. This means that you have to understand the concepts of Type
I and Type II errors, critical points, P -values (including the definition of a P -value), and
the relation of these and the “deduction/implication” and “induction/inference” material
discussed early in the semester.

You have to know the details of how these hypothesis testing procedures work for all the
specific tests that were discussed in class. In particular you have to know:

(i) the testing procedure for one binomial parameter,

(ii) the testing for the equality of two binomial parameters using the data in a 2 × 2 table,
and what the test statistic is for this case,
(iii) how the 2 × 2 table case generalizes into an r × c table test using the c2 statistic, and
how many degrees of freedom are involved in the r × c table test,
(iv) all four of the t tests discussed in class, the corresponding t test statistics and the number
of degrees of freedom for each t test, the importance of both the “signal” and the “noise”
in a t statistic via the examples discussed in class, and the benefits of using the “paired” t test.

Warren J Ewens