Statistics track

Statistics · Phase 5

Statistical Inference

Hypothesis testing, p-values, errors, power and confidence intervals.

In plain English

You only ever see a sample, but you want to talk about the whole population. Inference is the set of rules for how far that leap is safe.

The advanced view

Sampling distributions are the hinge: a statistic is itself random, and the CLT tells us the mean's distribution is approximately normal with standard error σ/√n. Confidence intervals invert a test; p-values report tail probability under the null and say nothing about effect size or the probability the null is true.

Inference draws conclusions about a population from a sample. Two frameworks: frequentist (classical testing and confidence intervals) and Bayesian (updating priors with data). Coursework and interviews are mostly frequentist; cutting-edge applications lean Bayesian. Hypothesis testing: state H0 (usually no effect) and H1, compute a test statistic, compare to a critical value or compute a p-value. The p-value is not the probability H0 is true — it is the probability of data at least as extreme, assuming H0.

SE = σ / √n
95% CI = x̄ ± 1.96 × SE
t = (x̄ − μ0) / SE
Power = 1 − P(Type II error)

Type I error (false positive) is rejecting a true H0, controlled by α. Type II error (false negative) is failing to reject a false H0. Low-power studies produce unreliable results, so always consider sample size and effect size. Key tests: t-test for means, chi-square for categorical independence or goodness of fit, F-test for variances and in ANOVA, and ANOVA itself for comparing more than two group means.

Essential vocabulary

p-value
Probability of results at least as extreme under H0. Evidence against H0, not proof.
Significance level (α)
Threshold for rejecting H0. 0.05 is a convention, not a law — weigh the cost of each error.
Standard error
Standard deviation of the sampling distribution, σ/√n. Precision of the estimate, not spread of the data.
Degrees of freedom
Independent pieces of information in the data. Sets the shape of t and chi-square.
Non-parametric tests
Mann–Whitney, Wilcoxon, Kruskal–Wallis. Use when normality fails or data are ordinal.

Why it works

The √n in the standard error is the whole story. Averaging n independent draws divides variance by n, so precision improves with the square root of effort — quadrupling the sample halves the error. That single fact explains why survey costs explode for the last point of precision and why small samples in a case deserve wide bands.

Common pitfalls

  • ×Reading a p-value as the probability the hypothesis is true.
  • ×Confusing statistical with practical significance in a large sample.
  • ×Testing many hypotheses and reporting only the survivor.
  • ×Quoting a mean without a standard error when n is small.

How it is used — a survey margin of error

Step 1 of 4

  1. 1n = 400 customers, 60% say they would repurchase.

Deeper

Deeper: p-values, power and multiple testing

A p-value is P(data this extreme | null true). It is not the probability the null is true, and it says nothing about effect size. Statistical significance with a huge sample can be commercially irrelevant; a large effect with a small sample can fail to reach significance while being the right decision.

Power (1 − β) is the probability of detecting a real effect. Underpowered tests waste time and produce exaggerated 'winners' when they do hit. And if you test twenty metrics at 5%, one false positive is expected by construction — pre-register the primary metric or correct for multiplicity.

Must know cold

  • z = (estimate − hypothesis) ÷ standard error; 1.96 is the 5% two-sided threshold.
  • CI ≈ estimate ± 1.96 × SE.
  • Type I = false positive, Type II = missed real effect.
  • Sample size scales with 1/effect² — halving the detectable effect needs 4× the data.

Exercises

Try each one on paper before revealing the worked solution.

Exercise 1

A/B test: 8,000 per arm, control conversion 5.0%, treatment 5.8%. Is the lift significant, and what is it worth on 3M annual visitors at 60 AOV?

Exercise 2

The team tested 12 metrics and reports the one with p = 0.03. What do you say?

Figure — the sampling distribution behind a test
95% inside ±1.96σ, 2.5% in each tailstandardised outcomedensity

A hypothesis test asks where the observed statistic falls on this curve if the null were true. The tails are the rejection region, their combined area is α, and the width of the whole curve shrinks with √n — which is why quadrupling the sample halves the standard error.

References

  • Newbold, P., Carlson, W. L. and Thorne, B. M. (2020). Statistics for Business and Economics. 9th Edition, Pearson, Harlow.
  • Wooldridge, J. M. (2020). Introductory Econometrics: A Modern Approach. 7th Edition, Cengage, Boston.

Statistics glossary for this phase

The terms an interviewer expects you to use precisely — with the pitfall attached to each.

Sampling error / standard error

How much a sample statistic wobbles around the true value; shrinks with the square root of n.

In finance

Sets how much you can trust a survey of 200 customers when sizing a market.

Pitfall

×Quadrupling the sample only halves the error — more data helps slower than people assume.

Confidence interval

A range that would contain the true value in a stated share of repeated samples.

In finance

Turn a point estimate into a defensible range: 'market is 4–6bn, call it 5bn'.

Pitfall

×Reading it as a 95% probability about this particular interval, or ignoring bias in how the sample was collected.

Statistical vs. practical significance

Significance says an effect is unlikely to be noise; size says whether it matters.

In finance

A 0.1% conversion lift can be significant and still not pay for the project.

Pitfall

×Reporting p-values without the effect size or the money it implies.

Practise this

The drills and cases where this phase turns into arithmetic you do out loud.