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A Level · Cambridge (CIE) · 9709

Recover unbiased estimates from coded sample data

Undo an affine coding for the estimated mean and square its scale for estimated variance.

Statistics 2 · Sampling and estimation · 6.4
Exam scope and assessment notes

Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.4. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Distinguish population parameters, sample statistics and repeated-sample random variables. Random selection needs a relevant frame and does not automatically remove undercoverage or non-response. Particular named sampling methods are not required. Sample-mean formulae here assume independent observations from one population with finite variance: E(X̄) = μ, Var(X̄) = σ²/n and SE = σ/√n. A mean of independent normal observations is normal; the CLT gives an approximate normal mean for an adequate large independent sample, not normal individual data. No universal sample-size cutoff guarantees that approximation. Unbiased sample variance uses n − 1, with n > 1. Mean intervals use the normal model with known variance or a large-sample approximation; a small sample with unknown variance does not justify the z method taught here. Proportion intervals use the large-sample normal approximation with adequate success and failure counts; extreme or sparse counts may invalidate it. Quoted two-sided critical values are 1.645 for 90%, 1.960 for 95% and 2.576 for 99%; retain other working unrounded. Confidence describes repeated-sampling coverage, not posterior probability for a fixed realised interval, individual observations or a guarantee. A narrower interval does not repair a biased sample. Hypothesis testing belongs to section 6.5. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.

Before you begin

  • Use summary-statistic variance estimates.
  • Transform means and variances under fixed scaling.

Work on paper. Try each question before revealing help, and explain why your method works.

Quick readiness check

If U = (X − 100)/10, how is X recovered?

What you will learn

  • Recover original-unit sample estimates.
  • Distinguish coded sums from original measurements.

Compute in the coded units first

If U = (X − 100)/10, then X = 100 + 10U. For n = 5, Σu = 2 and Σu² = 6, ū = 0.4 and the centred squared sum is 6 − 4/5 = 5.2. The unbiased coded variance estimate is 5.2/4 = 1.3.

Recover the original mean as 100 + 10(0.4) = 104 and variance as 10²(1.3) = 130. Adding the fixed hundred affects the mean, while variance depends only on the squared scale.

Keep the coding equation explicit

For n = 6, Σu = −3 and Σu² = 15 with the same coding, ū = −0.5 and sᵤ² = (15 − 9/6)/5 = 2.7. Original mean is 95 and variance estimate 270.

If every original measurement is then corrected by adding five, the mean estimate rises by five and variance is unchanged. Random measurement error is a different situation; it cannot be treated as a fixed shift without an error model.

Pause and explain

What original variance follows from coded variance estimate 1.3?

Put the idea to work

Worked example

Recover mean and variance for the first coded summary.

Show the worked solution
  1. ū = 0.4 and sᵤ² = 1.3.
  2. Original mean = 100 + 10ū = 104.
  3. Original variance = 100sᵤ² = 130.

Answer Mean estimate 104; variance estimate 130.

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From guided practice to a new situation

Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.

1 · Guided

For U = (X − 100)/10, n = 5, Σu = 2, Σu² = 6, recover unbiased mean and variance estimates.

Give me a hint

Calculate the coded estimates before reversing the scale.

Compare my reasoning
  1. ū = 0.4; sᵤ² = (6 − 4/5)/4 = 1.3.
  2. x̄ = 100 + 10(0.4) = 104.
  3. sₓ² = 100(1.3) = 130.

Mean 104; variance 130.

Look for these in your work

  • Use n − 1 in coded variance.
  • Square the reverse scale.
2 · Independent

For the same coding, use n = 6, Σu = −3 and Σu² = 15.

Give me a hint

Keep the negative coded mean while computing a non-negative spread.

Compare my reasoning
  1. ū = −0.5.
  2. sᵤ² = (15 − 9/6)/5 = 2.7.
  3. Original estimates are 95 and 270.

Mean 95; variance 270.

Look for these in your work

  • Retain the signed centre.
  • Use squared scale for spread.
3 · Transfer

The first original sample is corrected by adding five to every value. What happens to its estimates?

Give me a hint

A fixed correction translates every deviation equally.

Compare my reasoning
  1. The mean rises from 104 to 109.
  2. Each centred deviation is unchanged.
  3. Variance estimate remains 130.

Mean 109; variance 130 unchanged.

Look for these in your work

  • Distinguish fixed from random error.
  • Translate centre without adding spread.

Common mistakes

  • Undo the stated coding, not a guessed scale.
  • Square the variance multiplier.
  • A fixed shift adds no spread.
Recall without your notes

What can you explain now?

Does the coding shift hundred contribute variance?

Compare with the explanation

No.

Only the squared multiplicative scale changes variance.

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Make it stick

Recover coded mean with the affine equation and coded variance with its squared scale.

If you needed the solution, close it and solve the problem again from a blank page. A correct answer is stronger when you can explain the reason for each step.

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Course scope and assessment

312 sequenced lessons provide 936 guided, independent and application problems covering the 160 objectives in sections 1.1–1.8, 2.1–2.6, 3.1–3.9, 4.1–4.5, 5.1–5.5 and 6.1–6.5. The map lists all 38 sections across six alternative components; all eight Pure Mathematics 1 sections and all six Pure Mathematics 2 sections, from Paper 2 Algebra through Numerical solution of equations, currently have full teaching sequences. Paper 3 Algebra, section 3.1, links the six shared foundation lessons plus six lessons on partial fractions and rational binomial expansions; Paper 3 logarithms, trigonometry and numerical equations use the shared lessons, with the Paper 1 graph foundation linked into trigonometry. Paper 3 differentiation combines the shared methods with its inverse-tangent derivative lesson. Paper 3 Integration links four shared standard and identity lessons plus seven advanced lessons, covering all six section 3.5 requirements. Eight Vectors lessons cover all six section 3.7 requirements, with 2D and 3D line and solid applications. Nine Differential equations lessons cover all four section 3.8 requirements, including Paper 3 integration techniques, initial conditions, equilibrium solutions and conditional model interpretations. Eleven Complex numbers lessons cover all eight section 3.9 requirements, with seven Argand diagrams and explicit argument and boundary checks. All nine Pure Mathematics 3 sections now have teaching linked to every mapped requirement. Nine Forces and equilibrium lessons cover all seven section 4.1 requirements, with six force diagrams, signed incline-friction intervals, reaction-dependent pull and push limits and separate-body third-law checks. Nine Kinematics lessons cover the four official section 4.2 requirements, with the graph requirement mapped to three relationships. Six motion diagrams support directed quantities, graph slopes and signed areas, Paper 1 time-calculus methods, reversal distances, constant-acceleration stages and shared-clock particle meetings. Six Momentum lessons cover both section 4.3 requirements, including signed system totals, conservation assumptions, outgoing velocities, coalescence, unknown masses and successive impacts. Four diagrams show system momentum through the stipulated events, and supplied kinetic-energy checks distinguish conservation of momentum from changes in kinetic energy. Twelve Newton’s laws lessons cover all four section 4.4 requirements, with vertical support and release stages, rough horizontal and incline motion, inferred parameters, hanging and surface pulley systems, rigid tow-bar thrust and slack-string transitions. Seven force diagrams support the separate-particle balances. Nine Energy, work and power lessons cover all five section 4.5 requirements, with angle-dependent work, kinetic and reference potential energy, signed net-work balances, smooth curved slides, rough and driven slopes, ideal connected-system energy and instantaneous power on hills. Five diagrams distinguish the energy inputs, losses and valid positive-speed force model. All five Mechanics sections now have teaching and staged practice linked to their mapped requirements. Thirteen Representation of data lessons cover all five section 5.1 requirements, including choice and limitations of displays, ordered and back-to-back stems, raw summaries and box plots, unequal-width density histograms, cumulative-frequency interpolation, descriptive moment calculations, grouped estimates, coding, combining two datasets and correcting totals. Six accessible diagrams retain repeated observations and distinguish numerical spread, frequency area and estimated readings. Ten Permutations and combinations lessons cover both official section 5.2 requirements, with selection and ordered roles, repeated objects, adjacency blocks, non-adjacency gaps, leading-zero cases, labelled multi-row seating and mixed restrictions. Six accessible diagrams show outcome trees, ordered versus unordered choices, repeated copies, blocks, gaps and distinct row seats. Eleven Probability lessons cover all four section 5.3 requirements, with equiprobable elementary outcomes, selection-based probabilities, complements and disjoint regions, independence tests, restricted sample spaces, two-way tables, replacement and removal trees, reversed conditions and unknown parameters. Seven accessible diagrams show dice outcomes, random subsets, event regions, a conditioned grid, a count table and two probability trees. Twelve Discrete random variables lessons cover all three official section 5.4 requirements, with complete probability tables, moment and parameter checks, binomial assumptions, exact probabilities and moments, geometric first-success probabilities, tails, expectation and integer reliability thresholds. Six accessible diagrams distinguish outcome grouping, weighted moments, fixed trials, discrete probability bars, waiting conventions and integer tail deadlines. Twelve Normal distribution lessons cover all three official section 5.5 requirements, with continuous-area interpretation, MF19 cumulative tables, full standardisation, tail and interval regions, conditional probabilities, percentiles, one- and two-parameter inference, binomial suitability, continuity corrections and approximate integer thresholds. Seven accessible diagrams show model areas, table reading, aligned scales, intervals, quantiles, matched binomial and normal shapes and whole integer cells. All five Statistics 1 sections now have teaching and staged practice linked to their mapped requirements. Fourteen Poisson distribution lessons cover all five official section 6.1 requirements, with homogeneous event-count assumptions, exposure scaling, exact masses and tails, conditional count events, moments, parameter inference, probability duration targets, disjoint and overlapping windows, rare-count binomial approximations, matched normal approximations and continuity corrections. Nine accessible diagrams show event exposures, unit conversions, discrete bars, complete tail complements, population moments, shared windows, approximate count models and integer cells. Exact checks distinguish approximate and exact close-target decisions. Fourteen Linear combinations lessons cover the six listed results in official section 6.2, with affine moments, signed scales and constant cases, expectation without independence, independent squared variance contributions, fixed and random fees, independent copies versus reused values, affine normal events, independent normal sums and differences, weighted and conditional areas, coefficient inference, exact independent Poisson sums and overlapping exposure limits. Nine accessible diagrams distinguish scale changes, variance contributions, component costs, copy mechanisms, aligned normal scales, summed areas, Poisson count pairs and unsupported distribution claims. Fourteen Continuous random variables lessons cover both official section 6.3 requirements, with density validity and units, support-aware intervals, complements and conditional regions, first and second moments, percentiles by direct density areas, symmetry checks, parameter inference, infinite-support power and exponential integrals, divergent-moment limits and combined applications. Nine accessible diagrams distinguish density height from probability, normalisation, negative-density failures, central and conditional areas, mean versus median, percentile locations and partial infinite tails. Explicit cumulative distribution function knowledge is not required. Eighteen Sampling and estimation lessons cover all eight official section 6.4 requirements, with population and frame definitions, random-number selection, sampling-quality limits, independent sample-mean moments, normal means, CLT conditions, SE scaling, raw, summarised and coded unbiased estimates, known-variance and large-sample mean intervals, repeated-sampling interpretation, precision planning, proportion intervals, sparse-outcome limits and contextual applications. Ten accessible diagrams distinguish selection frames, number rejection, repeated sample means, population versus mean density, CLT models, variance divisors, interval targets, illustrative coverage, integer size checks and proportion margins. Eighteen Hypothesis tests lessons cover all five official section 6.5 requirements, with pre-specified alternatives, inclusive count tails, explicit equal-tail conventions, integer critical regions and actual significance, exposure-aware Poisson tests, continuity-corrected count approximations, normal and large-sample mean tests, confidence-interval connections, error classifications, fixed-region binomial, Poisson and normal error probabilities and sample-size power comparisons. Nine accessible diagrams show the testing procedure, exact count regions, unequal Poisson tails, discrete significance jumps, corrected count boundaries, matching mean intervals and alternative error distributions. All shared lessons are counted once in the course total. All 38 sections now link teaching and practice. Eight earlier overview lessons remain available, but do not count as full section coverage. This is a content-availability measure, not full programme completion or exam readiness. Written practice is self-checked, not officially marked. Check the 2028–2030 syllabus separately if sitting an examination from 2028; this teaching map uses 2026–2027 requirements.

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