Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 37 3 Solution Created 2026-10-03 Updated 2026-10-14
The first output uses the equal-variance, pooled Student's t-test, as shown by its seven statistical degrees of freedom. Its exact model assumes two independent samples from normal distributions, with means and a common unknown variance . The hypotheses are against . The sample means are and , and the unbiased within-sample sample variances areThe pooled sample variance and its resulting standard error areHenceTo justify its reference distribution, under the null is standard normal, while is , independently of the two sample means. Dividing the first variable by the square root of the second divided by seven gives the exact pooled two-sample t statistic, with Student t-distribution . Its one-sided p-value is the lower tailThe associated one-sided 95% confidence interval for isThe printed missing lower bound means that this is a one-sided upper confidence limit, not that a finite lower endpoint should be estimated. With such small samples the normality and common-variance assumptions matter; a Welch analysis would use a different variance estimate and generally different degrees of freedom.
The second output is the Wilcoxon rank sum test for two independent continuous samples. Under a common-distribution null hypothesis, labels are exchangeable conditional on the pooled values, so the four ranks assigned to the first sample form a uniformly chosen four-element subset of . The first sample receives ranks , giving raw rank sumEquivalently the Mann–Whitney U test statistic is , the number of cross-sample pairs with an observation larger than a observation. This output reports the raw rank sum, rather than the shifted statistic used by some software.
A first sample tending to be smaller has a small rank sum. Under the null, all rank allocations have equal probability. Only and have rank sum at most 11. By the exact rank-sum tail one above the minimum, the exact lower-tail p-value isNo large-sample normal approximation or continuity correction is involved; the absence of ties makes this simple enumeration valid. For a common-shape location-shift family, the test's alternative is a negative location shift of relative to . Without that model, the null is equality of distributions and the rank comparison is not simply a test of equality of means or medians.
Both tests reject at the 5% level in the direction of smaller observations; only the pooled t-test rejects at 1%. The t-test uses the numerical spacing and targets a mean difference under its normal model. The rank-sum test uses ordering and an exact exchangeability calculation, avoiding the normality and common-normal-variance assumptions. Their different p-values therefore reflect both different statistics and different modelling assumptions, not a numerical contradiction.
Past exam of the mathematics course of the University of Cambridge 2006 ib Paper 4 19C Solution Created 2026-09-24 Updated 2026-10-14
Write the common variance as . Independence and the normal distribution giveMoreover and are independent. To see both assertions, standardize the observations into an isotropic Gaussian vector and choose an orthonormal basis with first vector . Its first coordinate is ; the remaining independent standard normal coordinates have squared sum . The same argument applies to the sample, independently of the first sample.
Under the null hypothesis, the difference of sample means is . The residual sums of squares add to an independent chi-squared distribution with degrees of freedom. Define the pooled sample variance and test statistic byFor , under this is with independent and . Hence under the null, the Student t-distribution.
Let be its 99th percentile. For the specified one-sided alternative, reject precisely whenBecause this distribution is continuous, the rejection probability under is exactly , irrespective of the nuisance mean and variance. Large positive values supply evidence for ; a two-sided or 0.995 cutoff would test a different alternative. The common-variance and independence assumptions are essential to this exact Student t-test. If both samples have size one, there are no residual degrees of freedom and the proposed unknown-variance test cannot be formed.