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Warren J. Ewens
Katherine Brumberg

Introductory
Statistics
for Data
Analysis
Introductory Statistics for Data Analysis
Warren J. Ewens • Katherine Brumberg

Introductory Statistics
for Data Analysis
Warren J. Ewens Katherine Brumberg
Department of Statistics and Data Science Department of Statistics and Data Science
University of Pennsylvania University of Pennsylvania
Philadelphia, PA, USA Philadelphia, PA, USA

ISBN 978-3-031-28188-4 ISBN 978-3-031-28189-1 (eBook)

https://doi.org/10.1007/978-3-031-28189-1

Mathematics Subject Classification: 62-01

© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland
AG 2023
This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether
the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse
of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and
transmission or information storage and retrieval, electronic adaptation, computer software, or by similar
or dissimilar methodology now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors, and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, expressed or implied, with respect to the material contained herein or for any
errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional
claims in published maps and institutional affiliations.

This Springer imprint is published by the registered company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface

We take “data analysis” to be the analysis of data to obtain information of scientific

and social value. Much of the data currently considered derive from a sample,
and the randomness in the selection of that sample means that Statistics is a key
component in data analysis, since Statistics is the science of analyzing data derived
from some random process such as sampling.
Our aim in this book is to give a precise account of introductory Statistics
theory suitable for those wishing to analyze data from a variety of fields, including
medicine, biology, economics, social sciences, the physical sciences, and engineer-
ing. However, the examples given in the book are often simple ones involving
flipping a coin, rolling a die, and so on. This is because we do not want the
complexities that arise in any given scientific field to obscure the basic principles
that we describe. We have emphasized concepts and the basics of the statistical
theory, first because they are central to any data analysis, and second because in our
teaching experience, this is what students find most difficult to understand.
This implies that we have occasionally been pedantic in presenting some
theoretical concepts. For example, we have been careful to distinguish between the
concepts of a mean and an average. The conflation of these two words, sometimes
in the same paragraph in published papers, has led in our experience to much
confusion for students. Similarly, we distinguish carefully between the concepts
of a random variable, of data, and of a parameter, using notation that helps in
making this distinction. On the other hand, we have not been pedantic in stating
the requirements, for example, needed for the Central Limit Theorem to hold.
We have followed a two-track approach in this book. A student not interested in
the computing aspects of the material can follow one track and ignore all references
to R. For a student interested in a computing approach to some parts of the material
discussed, an additional approach using R has been provided. The non-computing
part of the book is self-contained and can be read without any reference to R. All
examples and problems in this book contain small data sets so that they can be
analyzed with just a simple calculator.

v
vi Preface

We have often given detailed answers to the problems since this allows them to be
considered as instructive examples rather than as problems. We have also provided
flowcharts that help put the material discussed into perspective.
We are well aware of the practical aspects of data analysis, for example of
ensuring that the data analyzed form an unbiased representative sample of the
population of interest and that the assumptions made in the theory are justified,
and have referred to these and similar matters several times throughout the book.
However, our focus is on the basic theory, since in our experience this is sometimes
little understood, so that incorrect procedures and inappropriate assumptions are
sometimes used in data analysis.
Any errors or obscurities observed in this book will be reported at the webpage
https://kbrumberg.com/publication/textbook/ewens/. Possible errors can be reported
according to the instructions on the same webpage.

Philadelphia, PA, USA Warren J. Ewens

January, 2023 Katherine Brumberg
Contents

Part I Introduction
1 Statistics and Probability Theory .. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
1.1 What is Statistics? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
1.2 The Relation Between Probability Theory and Statistics. . . . . . . . . . . 5
1.3 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 7

Part II Probability Theory

2 Events . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 11
2.1 What Are Events? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 11
2.2 Notation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 11
2.3 Derived Events: Complements, Unions and Intersections
of Events .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 11
2.4 Mutually Exclusive Events . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
2.5 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
3 Probabilities of Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
3.1 Probabilities of Derived Events .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
3.2 Independence of Two Events . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 14
3.3 Conditional Probabilities.. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 16
3.4 Conditional Probabilities and Mutually Exclusive Events . . . . . . . . . 17
3.5 Conditional Probabilities and Independence .. . .. . . . . . . . . . . . . . . . . . . . 17
3.6 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 18
4 Probability: One Discrete Random Variable . . . . . . . .. . . . . . . . . . . . . . . . . . . . 21
4.1 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 21
4.2 Random Variables and Data . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 22
4.3 The Probability Distribution of a Discrete Random Variable . . . . . . 23
4.4 Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 26
4.5 The Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 26
4.6 The Hypergeometric Distribution . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 30
4.7 The Mean of a Discrete Random Variable . . . . . .. . . . . . . . . . . . . . . . . . . . 34

vii
viii Contents

4.8 The Variance of a Discrete Random Variable .. .. . . . . . . . . . . . . . . . . . . . 38

4.9 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 41
5 Many Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 47
5.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 47
5.2 Notation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 48
5.3 Independently and Identically Distributed Random Variables . . . . . 48
5.4 The Mean and Variance of a Sum and of an Average . . . . . . . . . . . . . . 49
5.5 The Mean and the Variance of a Difference.. . . .. . . . . . . . . . . . . . . . . . . . 52
5.6 The Proportion of Successes in n Binomial Trials .. . . . . . . . . . . . . . . . . 53
5.7 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 55
6 Continuous Random Variables. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 61
6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 61
6.2 The Mean and Variance of a Continuous Random Variable.. . . . . . . 63
6.3 The Normal Distribution .. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 64
6.4 The Standardization Procedure . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 67
6.5 Numbers that Are Seen Often in Statistics . . . . . .. . . . . . . . . . . . . . . . . . . . 68
6.6 Using the Normal Distribution Chart in Reverse . . . . . . . . . . . . . . . . . . . 70
6.7 Sums, Averages and Differences of Independent Normal
Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 71
6.8 The Central Limit Theorem .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 74
6.9 Approximating Discrete Random Variable Probabilities
Using the Normal Distribution . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 76
6.9.1 The Binomial Case . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 77
6.9.2 The Die Example . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 77
6.10 A Window Into Statistics . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 78
6.11 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 78

Part III Statistics

7 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 85
8 Estimation of a Parameter .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 87
8.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 87
8.2 Estimating the Binomial Parameter θ . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 87
8.2.1 Properties of Estimates and Estimators .. . . . . . . . . . . . . . . . . . . 87
8.2.2 The Precision of the Estimate of θ . . . . .. . . . . . . . . . . . . . . . . . . . 88
8.3 Estimating the Mean μ . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 91
8.3.1 The Estimate of μ . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 91
8.3.2 The Precision of the Estimate of μ . . . .. . . . . . . . . . . . . . . . . . . . 91
8.4 Estimating the Difference Between Two Binomial
Parameters θ1 − θ2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
8.4.1 The Estimate of θ1 − θ2 . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
8.4.2 The Precision of the Estimate of θ1 − θ2 . . . . . . . . . . . . . . . . . . 96
8.5 Estimating the Difference Between Two Means μ1 − μ2 . . . . . . . . . . 98
8.5.1 The Estimate of μ1 − μ2 . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 99
Contents ix

8.5.2 The Precision of the Estimate of μ1 − μ2 .. . . . . . . . . . . . . . . . 99

8.6 Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 103
8.7 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 110
9 Testing Hypotheses About the Value of a Parameter . . . . . . . . . . . . . . . . . . . 115
9.1 Introduction to Hypothesis Testing . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 116
9.2 Two Approaches to Hypothesis Testing .. . . . . . . .. . . . . . . . . . . . . . . . . . . . 116
9.2.1 Both Approaches, Step 1 . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 116
9.2.2 Both Approaches, Step 2 . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 118
9.2.3 Both Approaches, Step 3 . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 119
9.2.4 Steps 4 and 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 119
9.2.5 Approach 1, Step 4, the Medicine Example .. . . . . . . . . . . . . . 120
9.2.6 Approach 1, Step 5, the Medicine Example .. . . . . . . . . . . . . . 121
9.2.7 Approach 1, Step 4, the Coin Example .. . . . . . . . . . . . . . . . . . . 123
9.2.8 Approach 1, Step 5, the Coin Example .. . . . . . . . . . . . . . . . . . . 124
9.2.9 Approach 2 to Hypothesis Testing .. . . .. . . . . . . . . . . . . . . . . . . . 124
9.2.10 Approach 2, Step 4, the Medicine and the Coin
Examples .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 125
9.2.11 Approach 2, Step 5, the Medicine Example .. . . . . . . . . . . . . . 125
9.2.12 Approach 2, Step 5, the Coin Example .. . . . . . . . . . . . . . . . . . . 126
9.3 The Hypothesis Testing Procedure and the Concepts
of Deduction and Induction .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 127
9.4 Power . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 129
9.5 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 133
10 Testing for the Equality of Two Binomial Parameters.. . . . . . . . . . . . . . . . . 137
10.1 Two-by-Two Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 137
10.2 Simpson’s Paradox and Fisher’s Exact Test . . . . .. . . . . . . . . . . . . . . . . . . . 144
10.3 Notes on Two-by-Two Tables. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 147
10.4 Two-Sided Two-by-Two Table Tests . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 150
10.5 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 153
11 Chi-Square Tests (i): Tables Bigger Than Two-by-Two . . . . . . . . . . . . . . . . 157
11.1 Large Contingency Tables . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 157
11.2 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 161
12 Chi-Square Tests (ii): Testing for a Specified Probability
Distribution.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 163
12.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 163
12.2 Generalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 166
12.3 A More Complicated Situation . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 168
12.4 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 170
13 Tests on Means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 173
13.1 The One-Sample t Test. . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 173
13.2 The Two-Sample t Test . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 181
13.3 The Paired Two-Sample t Test. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 188
x Contents

13.4 t Tests in Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 192

13.5 General Notes on t Statistics. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 195
13.6 Exact Confidence Intervals . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 196
13.7 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 199
14 Non-parametric Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 205
14.1 Introduction .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 205
14.2 Non-parametric Alternative to the One-Sample t Test:
The Wilcoxon Signed-Rank Test . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 205
14.3 Non-parametric Alternative to the Two-Sample t Test:
The Wilcoxon Rank-Sum Test . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 210
14.4 Other Non-parametric Procedures .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 213
14.5 Permutation Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 213
14.5.1 The Permutation Alternative to the Signed-Rank Test . . . . 213
14.5.2 The Permutation Alternative to the Rank-Sum Test . . . . . . 214
14.6 Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 216
Useful Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 219
Solutions to Problems .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 229
Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 271
 Part I
Introduction
Chapter 1
Statistics and Probability Theory

1.1 What is Statistics?

The word “Statistics” means different things to different people. For a baseball fan,
it might relate to batting averages. For an actuary, it might relate to life tables. In
this book, we mean the scientific definition of “Statistics”, which is Statistics is the
science of analyzing data in whose generation chance has played some part. This
sentence is the most important one in the entire book, and it permeates the entire
book. Statistics as we understand it via this definition has become a central area of
modern science and data analysis, as discussed below.
Why is Statistics now central to modern science and data analysis? This question
is best answered by considering the historical context. In the past, Mathematics
developed largely in association with areas of science in which chance mechanisms
were either non-existent or not important. Thus in the past a great deal of progress
was made in such areas as Physics, Engineering, Astronomy and Chemistry using
mathematical methods which did not allow any chance, or random, features in the
analysis. For example, no randomness is involved in Newton’s laws or in the theory
of relativity, both of which are entirely deterministic. It is true that quantum theory
is the prevailing paradigm in the physical sciences and that this theory intrinsically
involves randomness. However, that intrinsic level of randomness is not discussed
in this book.
Our focus is on more recently developed areas of science such as Medicine,
Biology and Psychology, in which there are various chance mechanisms at work,
and deterministic theory is no longer appropriate in these areas. In a medical clinical
trial of a proposed new medicine, the number of people cured by the new medicine
will depend on the choice of individuals in the trial: with a different group of
individuals, a different number of people cured will probably be seen. (Clinical
trials are discussed later in this book.) In areas such as Biology, there are many
random factors deriving from, for example, the random transmission of genes from
parent to offspring, implying that precise statements concerning the evolution of a

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 3

W. J. Ewens, K. Brumberg, Introductory Statistics for Data Analysis,
https://doi.org/10.1007/978-3-031-28189-1_1
4 1 Statistics and Probability Theory

population cannot be made. Similar comments arise for many other areas of modern
science and indeed in all areas where inferences are to be drawn from data in whose
generation randomness played some part.
The data in “data analysis” are almost always a sample of some kind. A different
sample would almost certainly yield different data, so that the sampling process
introduces a second chance element over and above the inherent randomness in
areas of science described above. This means that in order to make progress in these
areas, one has to know how to analyze data in whose generation chance mechanisms
were at work.
This is where Statistics becomes relevant. The role played by Mathematics in
Physics, Engineering, Astronomy and Chemistry is played by Statistics in Medicine,
Economics, Biology and many other associated areas. Statistics is fundamental to
making progress in those areas. The following examples illustrate this.
Example 1.1.1 In a study to examine the effects of sunlight exposure on the growth
of a new type of grass, grass seeds were sown in 22 identical specifically designed
containers. Grass in 11 of these containers were exposed to full sunlight during the
growing period and grass in the remaining 11 containers were exposed to 50% shade
during the growing period. At the end of the growing period, the biomass in each
container was measured and the following data (in coded units) were obtained:

Full sun: 1903, 1935, 1910, 2096, 2008, 1961, 2060, 1644, 1612, 1811, 1714
.
50% Shade: 1759, 1718, 1820, 1933, 1990, 1920, 1796, 1696, 1578, 1682, 1526
(1.1)

There are clearly several chance mechanisms determining the data values that we
observed. A different experiment would almost certainly give different data. The
data do not immediately indicate an obvious difference between the two groups,
and in order to make our assessment about a possible difference, we will have to
use statistical methods, which allow for the randomness in the data. The statistical
analysis of data of this form is discussed in Sects. 8.5 and 13.2.
Example 1.1.2 The data from the 2020 clinical trial of the proposed Moderna
COVID vaccine, in which 30,420 volunteers were divided into two groups, 15,210
being given the proposed vaccine and 15,210 being given a harmless placebo, are
given below. The data are taken from L. R. Baden et al. Efficacy and Safety of the
mRNA-1273 SARS-CoV-2 Vaccine, New England Journal of Medicine 384:403-416,
February 2021.

Did not develop COVID Did develop COVID Total

Given proposed vaccine 15,199 11 15,210
Given placebo 15,025 185 15,210
Total 30,224 196 30,420
1.2 The Relation Between Probability Theory and Statistics 5

The way in which data such as those in this table are analyzed statistically will be
described in Chap. 10. For now, we note that if this clinical trial had been carried out
on a different sample of 30,420 people, almost certainly different data would have
arisen. Again, Statistics provides a process for handling data where randomness
such as this arises.
These two examples are enough to make two important points. The first is that
because of the randomness inherent in the sampling process, no exact statements
such as those made, for example, in Physics are possible. We will have to make
statements indicating some level of uncertainty in our conclusions. It is not possible,
in analyzing data derived from a sampling process, to be .100% certain that our
conclusion is correct. This indicates a real limitation to what can be asserted in
modern science. More specific information about this lack of certainty is introduced
in Sect. 9.2.2 and then methods for handling this uncertainty are developed in later
sections.
The second point is that, because of the unpredictable random aspect in the
generation of the data arising in many areas of science, it is necessary to first
consider various aspects of probability theory in order to know what probability
calculations are needed for the statistical problem at hand. This book therefore
starts with an introduction to probability theory, with no immediate reference to
the associated statistical procedures. This implies that before discussing the details
of probability theory, we first discuss the relation between probability theory and
Statistics.

1.2 The Relation Between Probability Theory and Statistics

We start with a simple example concerning the flipping of a coin. Suppose that we
have a coin that we suspect is biased towards heads. To check on this suspicion, we
flip the coin 2000 times and observe the number of heads that we get. Even if the
coin is fair, we would not expect, beforehand, to get exactly 1000 heads from the
2000 flips. This is because of the randomness inherent in the coin-flipping operation.
However, we would expect to see approximately 1000 heads. If once we flipped the
coin we got 1373 heads, we would obviously (and reasonably) claim that we have
very good evidence that the coin is biased towards heads. The reasoning that one
goes through in coming to this conclusion is probably something like this: “if the
coin is fair, it is extremely unlikely that we would get 1373 or more heads from 2000
flips. But since we did in fact get 1373 heads, we have strong evidence that the coin
is unfair.”
Conversely, if we got 1005 heads, we would not reasonably conclude that we
have good evidence that the coin is biased towards heads. The reason for coming to
this conclusion is that, because of the randomness involved in the flipping of a coin,
a fair coin can easily give 1005 or more heads from 2000 flips, so that observing
1005 heads gives no significant evidence that the coin is unfair.
6 1 Statistics and Probability Theory

These two examples are extreme cases, and in reality we often have to deal with
more gray-area situations. If we saw 1072 heads, intuition and common sense might
not help. What we have to do is to calculate the probability of getting 1072 or more
heads if the coin is fair. Probability theory calculations (which we will do later) show
that the probability of getting 1072 or more heads from 2000 flips of a fair coin is
very low (about 0.0006). This probability calculation is a deduction, or implication.
It is very unlikely that a fair coin would turn up heads 1072 times or more from
2000 flips. From this fact and the fact that we did see 1072 heads on the 2000 flips
of the coin, we make the statistical induction, or inference, that we can reasonably
conclude that we have significant evidence that the coin is biased.
The logic is as follows. Either the coin is fair and something very unlikely has
happened (probability about 0.0006) or the coin is not fair. We prefer to believe the
second possibility. We do not like to entertain a hypothesis that does not reasonably
explain what we saw in practice. This argument follows the procedures of modern
science.
In coming to the opinion that the coin is unfair we could be incorrect: the coin
might have been fair and something very unlikely might have happened (1072
heads). We have to accept this possibility when using Statistics: we cannot be certain
that any conclusion, that is, any statistical induction or inference, that we reach is
correct. This problem is discussed in detail later in this book.
To summarize: probability theory makes deductions, or implications. Statistics
makes inductions, or inferences. Each induction, or inference, is always based both
on data and the corresponding probability theory calculation relating to those data.
This induction might be incorrect because it is based on data in whose generation
randomness was involved.
In the coin example above, the statistical induction, or inference, that we made
(that we believe we have good evidence that the coin is unfair, given that there
were 1072 heads in the 2000 flips) was based entirely on the probability calculation
leading to the value 0.0006. In general, no statistical inference can be made
without first making the relevant probability theory calculation. This is one reason
why people often find Statistics difficult. In doing Statistics, we have to consider
aspects of probability theory, and unfortunately our intuition concerning probability
calculations is often incorrect.
Here is a more important example. Suppose that we are using some medicine
(the “current” medicine) to cure some illness. From experience we know that, for
any person having this illness, the probability that this current medicine cures any
patient is 0.8. A new medicine is proposed as being better than the current one. To
test whether this claim is justified, we plan to conduct a clinical trial in which the
new medicine will be given to 2000 people suffering from the disease in question.
If the new medicine is equally effective as the current one, we would, beforehand,
expect it to cure about 1600 of these people. Suppose that after the clinical trial is
conducted, the proposed new medicine cured 1643 people. Is this significantly more
than 1600? Calculations that we will do later show that the probability that we would
get 1643 or more people cured with the new medicine if it is equally effective as the
current medicine is about 0.009, or a bit less than 0.01. Thus if the new medicine did
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