Questions by topic

The same 557 questions as the question bank, grouped under the chapter each one belongs to. 510 have a worked answer.

A chapter is beginner when it uses only events, variables, samples, and tables. It is intermediate when it adds one method, such as estimation, regression, a prior, or a standard classifier. It is advanced when that method is already assumed. A question has the level of its chapter.

Probability

90 questions in this part.

Random experiments and probability

17 questions.

Random variables and distributions

27 questions.

Simulation

4 questions.

Joint distributions

8 questions.

Question Level Answer
Minimum and average of uniform draws Intermediate ✓
A joint table Intermediate ✓
A probability as an integral Intermediate ✓
Distribution function of a maximum Intermediate ✓
One weight, or six weights Intermediate ✓
A product density Intermediate ✓
A point in a triangle Intermediate ✓
Signs and their sum Intermediate ✓

Functions of random variables and limit theorems

21 questions.

Markov chains

6 questions.

Question Level Answer
Two steps of a three-state chain Intermediate ✓
The limit of the three-state chain Intermediate ✓
Any two-state chain Intermediate ✓
A chain that never settles Intermediate ✓
A walk with a floor Intermediate ✓
Where a random walk can be Intermediate ✓

Reliability

7 questions.

Question Level Answer
Three components, one of them essential Intermediate ✓
Structure of a k-out-of-n system Intermediate ✓
Pivoting the bridge Intermediate ✓
Paths and cuts of the bridge Intermediate ✓
A string of twenty bulbs Intermediate ✓
Mean life as an integral of survival Intermediate ✓
Survival from the hazard Intermediate ✓

Stochastic processes

35 questions in this part.

Stochastic processes

2 questions.

Question Level Answer
Same marginals, different joints Advanced ✓
Stationary increments are not a fixed level Advanced ✓

Galton–Watson branching

3 questions.

Question Level Answer
A critical offspring law Advanced ✓
Several ancestors Advanced ✓
The variance recurrence Advanced ✓

Random walks and first passage

3 questions.

Question Level Answer
A fair walk between 0 and 8 Advanced ✓
A biased walk on four steps Advanced ✓
Checking the duration formula Advanced ✓

Discrete-time Markov chains

3 questions.

Question Level Answer
Two steps and the stationary law Advanced ✓
A deterministic three-cycle Advanced ✓
A doubly stochastic matrix Advanced ✓

Classes, recurrence, and reversibility

3 questions.

Question Level Answer
One closed class Advanced ✓
A walk on a path of four vertices Advanced ✓
Birth–death balance on three states Advanced ✓

Poisson processes

3 questions.

Question Level Answer
Counts and a first wait Advanced ✓
Three events in two hours Advanced ✓
Distance to the nearest point Advanced ✓

Continuous-time Markov chains

3 questions.

Question Level Answer
A two-state chain in continuous time Advanced ✓
Generator and jump chain Advanced ✓
Why a generator row sums to zero Advanced ✓

Birth–death chains and queues

3 questions.

Question Level Answer
An M/M/1 queue Advanced ✓
An M/M/∞ system Advanced ✓
Two machines, equal rates Advanced ✓

Probability spaces and events

3 questions.

Question Level Answer
The algebra generated by two sets Advanced ✓
Two series of events Advanced ✓
Continuity from above Advanced ✓

Random variables and laws

3 questions.

Question Level Answer
Positive and negative parts Advanced ✓
Same margins, two joints Advanced ✓
A function that is not a distribution function Advanced ✓

Expectation and convergence

3 questions.

Question Level Answer
L2 convergence and probability Advanced ✓
A spike that keeps its mean Advanced ✓
A bound for a sample proportion Advanced ✓

A first look at extremes

3 questions.

Question Level Answer
The expected maximum of n uniforms Advanced ✓
Scaling an exponential maximum Advanced ✓
A heavier sample and its maximum Advanced ✓

Statistical inference

55 questions in this part.

Statistical inference

4 questions.

Question Level Answer
Summaries of ten cartons Intermediate ✓
Which of these are statistics? Intermediate ✓
The expectation of the sample variance Intermediate ✓
A squared t variable Intermediate ✓

Estimation

6 questions.

Question Level Answer
Normal maximum likelihood estimates Intermediate ✓
Bias of the two variance estimators Intermediate ✓
An exponential rate Intermediate ✓
A Poisson mean Intermediate ✓
A shrunken sample mean Intermediate ✓
No uniform winner Intermediate ✓

Information and bounds

2 questions.

Question Level Answer
Information for a Poisson mean Advanced ✓
Where the bound does not apply Advanced ✓

Rao–Blackwell and UMVU

2 questions.

Question Level Answer
An unbiased Poisson probability Advanced ✓
Why the conditional expectation is better Advanced ✓

Large-sample estimation

2 questions.

Question Level Answer
How many more observations the median needs Advanced ✓
A probability from a Poisson mean Advanced ✓

Confidence intervals

6 questions.

Question Level Answer
A proportion in a poll Intermediate ✓
The interval for a normal mean Intermediate ✓
Two standard errors Intermediate ✓
Lost hours after a safety programme Intermediate ✓
Checking equal variances Intermediate ✓
Sizing a poll Intermediate ✓

Hypothesis tests

6 questions.

Question Level Answer
A critical region for a known variance Intermediate ✓
Power of a serve test Intermediate ✓
How small a variance? Intermediate ✓
Paired or two-sample? Intermediate ✓
Tyre wear on five cars Intermediate ✓
A one-sided sign test Intermediate ✓

Most powerful tests

2 questions.

Question Level Answer
A critical value from the lemma Advanced ✓
Why the two-sided test is not UMP Advanced ✓

Generalised likelihood-ratio tests

2 questions.

Chi-squared tests

4 questions.

Question Level Answer
A 1:2:1 phenotype ratio Intermediate ✓
Is the die fair? Intermediate ✓
A two-by-two table is a two-proportion test Intermediate ✓
Counting degrees of freedom Intermediate ✓

Exact tests for tables

2 questions.

Question Level Answer
A smaller table by hand Advanced ✓
Which hypothesis is it? Advanced ✓

Linear regression

5 questions.

Analysis of variance

6 questions.

Question Level Answer
Heart rates in four age groups Intermediate ✓
A Tukey interval for two varieties Intermediate ✓
Tips and coupons Intermediate ✓
Two treatments in blocks Intermediate ✓
A contrast among the corn varieties Intermediate ✓
Two groups Intermediate ✓

Linear hypotheses

2 questions.

Question Level Answer
Dropping a slope Advanced ✓
How many restrictions? Advanced ✓

Two-factor analysis of variance

2 questions.

Question Level Answer
Read the reference cell Intermediate ✓
An interaction sum of squares Intermediate ✓

Predictive values of a test

2 questions.

Question Level Answer
A rare condition Intermediate ✓
The matching negative predictive value Intermediate ✓

Data analysis

30 questions in this part.

Studies, data, and evidence

6 questions.

Descriptive statistics

2 questions.

Question Level Answer
Classifying variables in a nutrition survey Beginner ✓
Reading a correlation Beginner ✓

Estimation examples

7 questions.

Question Level Answer
Ten normal observations Intermediate ✓
Household spending on fuel Intermediate ✓
Narrowing a pilot interval Intermediate ✓
Printer paper Intermediate ✓
Hours of sleep Intermediate ✓
A difference of proportions Intermediate ✓
Variance of a fill volume Intermediate ✓

Testing examples

6 questions.

Question Level Answer
Caffeine in a cola Intermediate ✓
A later poll on leaving Intermediate ✓
Steel rod diameters Intermediate ✓
A shuffling machine Intermediate ✓
Two proportions Intermediate ✓
Home-ground wins Intermediate ✓

Analysis of variance examples

2 questions.

Question Level Answer
Haemoglobin and sickle-cell type Intermediate ✓
Five treatments, ten pairs Intermediate ✓

Regression examples

3 questions.

Question Level Answer
Height and age of pine trees Intermediate ✓
Birth weight and mother’s age Intermediate ✓
Rain, food, and orange yield Intermediate ✓

Linear model examples

2 questions.

Question Level Answer
How far sharks swim Intermediate ✓
Wages, class, and gender Intermediate ✓

Chi-squared examples

2 questions.

Question Level Answer
Possums in five areas Intermediate ✓
Genotype and mating success Intermediate ✓

Using R

12 questions in this part.

Using R

1 question.

Question Level Answer
Two fits on different rows Beginner ✓

Exploratory data analysis in R

1 question.

Question Level Answer
What one row of the air-quality table is Beginner ✓

Probability and simulation in R

1 question.

Question Level Answer
A point mass is not an interval probability Beginner ✓

Bootstrap and numerical methods in R

1 question.

Question Level Answer
Which unit the bootstrap draws Intermediate ✓

Mixtures and clustering in R

1 question.

Question Level Answer
A label that was not in the fit Intermediate ✓

Bayesian computation in R

1 question.

Question Level Answer
The posterior mean is not the observed rate Advanced ✓

Fitted models as objects

1 question.

Question Level Answer
An interval for the mean and an interval for a new day Intermediate ✓

Generalised linear models in R

1 question.

Question Level Answer
What a log-link coefficient multiplies Intermediate ✓

Generalised additive models in R

1 question.

Question Level Answer
The basis dimension is not the degrees of freedom Intermediate ✓

Repeated measures in R

1 question.

Question Level Answer
A correlation four visits cannot have Advanced ✓

Time series in R

1 question.

Question Level Answer
A holdout that keeps time in order Advanced ✓

Checking a calculation

1 question.

Question Level Answer
Change one thing Intermediate ✓

Bayesian statistics

133 questions in this part.

Bayesian foundations

15 questions.

The Beta–Binomial model

11 questions.

Question Level Answer
The pseudo-count trap Intermediate –
Symmetry and context Intermediate –
A proper nonconjugate prior Intermediate –
Sequential updating Intermediate –
A future run of tosses Intermediate –
A geometric observation and a uniform prior Intermediate ✓
A logit-normal prior for a coin Intermediate ✓
Beta-Binomial conjugacy and prior influence Intermediate ✓
Choosing a conjugate prior Intermediate ✓
A nonconjugate prior and a change of variable Intermediate ✓
Conjugacy Intermediate ✓

Conjugate analysis for normal models

19 questions.

Markov chains, Gibbs sampling, and Metropolis–Hastings

31 questions.

Question Level Answer
Detailed balance Advanced –
A long run and a missed mode Advanced –
Posterior summaries with dependence Advanced –
Random-walk scale Advanced –
Adapt, discard, fix Advanced –
A bivariate-normal Gibbs sampler Advanced ✓
Metropolis–Hastings for the logit-normal posterior Advanced ✓
Random-walk Metropolis for a correlated normal Advanced ✓
An independent Gamma proposal Advanced ✓
Gibbs sampling from full conditionals Advanced ✓
Random-walk Metropolis-Hastings Advanced ✓
Gibbs sampling for a correlated normal target Advanced ✓
Metropolis-Hastings with an asymmetric-proposal extension Advanced ✓
Marginal and conditional distributions Advanced ✓
Equilibrium and independence Advanced ✓
Assessing a Metropolis–Hastings sampler Advanced ✓
Gibbs, Metropolis–Hastings, and Monte Carlo error Advanced ✓
General Beta–Binomial Gibbs sampler Advanced ✓
Metropolis–Hastings with a Cauchy prior Advanced ✓
Three-variable Gibbs sampling Advanced ✓
Bayesian logistic regression Advanced ✓
Gibbs sampling with a weighted count Advanced ✓
Geometric–beta Gibbs sampler Advanced ✓
Gibbs and random-walk Metropolis–Hastings Advanced ✓
Binomial–beta Gibbs sampler Advanced ✓
Mixed binomial–beta Gibbs sampler Advanced ✓
Monte Carlo estimation Advanced ✓
Markov property and invariance Advanced ✓
Full conditionals and Gibbs Advanced ✓
Metropolis–Hastings cancellations Advanced ✓
Warm-up and dependence Advanced ✓

Categorical data and the Dirichlet distribution

7 questions.

Question Level Answer
Beta hidden inside Dirichlet Intermediate –
Why not a multinomial prior? Intermediate –
Small concentrations Intermediate –
The simplex CLT Intermediate –
Dirichlet updating Intermediate –
Restaurant ordering methods Intermediate ✓
Advertising responses and Dirichlet inference Intermediate ✓

Bayesian hypotheses and model comparison

15 questions.

Exponential families and conjugacy

18 questions.

Hierarchical Bayes

9 questions.

Question Level Answer
Pooling Advanced –
Derive the shrinkage weight Advanced –
Exchangeability is a scientific claim Advanced –
Two hyperpriors Advanced –
Sample from a grid Advanced –
Full Bayes and interval width Advanced –
Rat-tumour studies and hierarchical shrinkage Advanced ✓
Hierarchical Poisson model Advanced ✓
Pooling Advanced ✓

Bayesian linear regression

8 questions.

Generalised linear models

29 questions in this part.

Introduction to generalised linear models

9 questions.

Question Level Answer
Score, Hessian, and information identity Intermediate ✓
Logistic regression and an adjusted effect Intermediate ✓
Exponential regression and the score Intermediate ✓
Negative-binomial canonical link Intermediate ✓
The GLM components Intermediate ✓
Links Intermediate ✓
Score and information Intermediate ✓
Fisher scoring and IRLS Intermediate ✓
Logit, probit and odds Intermediate ✓

Standard errors, and models for counts

7 questions.

Underdispersion, positive responses, and quasi-likelihood

6 questions.

Question Level Answer
Gamma regression from the exponential-family form Intermediate ✓
Overdispersion and quasi-Poisson inference Intermediate ✓
Gamma GLM for reaction times Intermediate ✓
Positive continuous responses Intermediate ✓
Quasilikelihood Intermediate ✓
Dispersion Intermediate ✓

Categorical responses

3 questions.

Question Level Answer
Multinomial logistic regression Intermediate ✓
Categorical response types Intermediate ✓
Proportional odds Intermediate ✓

Paired comparisons, and how far a fit is from the data

4 questions.

Question Level Answer
Deviance and model adequacy Intermediate ✓
Bradley–Terry Intermediate ✓
Saturated model and deviance Intermediate ✓
Significance is not adequacy Intermediate ✓

Smoothing

7 questions in this part.

Smooth means

5 questions.

Question Level Answer
A binomial model with a smooth effect Intermediate ✓
Changing from a logit to a probit link Intermediate ✓
Cholesterol and heart disease Intermediate ✓
Cubic splines and knots Intermediate ✓
Roughness penalty Intermediate ✓

Additive smooths

2 questions.

Statistical learning

144 questions in this part.

Covariance and the multivariate normal

8 questions.

Question Level Answer
Why a covariance is positive semi-definite Intermediate ✓
Variances of linear combinations Intermediate ✓
Uncorrelated but dependent Intermediate ✓
Axes of a contour Intermediate ✓
Normal marginals without joint normality Intermediate ✓
The bivariate conditional Intermediate ✓
A Schur-complement check Intermediate ✓
Conditional normal prediction Intermediate ✓

Estimation and inference for the multivariate normal

9 questions.

Question Level Answer
Where the n-1 comes from Intermediate ✓
Pooling two groups Intermediate ✓
Two factors of one covariance Intermediate ✓
A determinant identity Intermediate ✓
A small T^2 test Intermediate ✓
A two-sample statistic Intermediate ✓
Whitening and its limits Intermediate ✓
Normal conditioning and whitening Intermediate ✓
A transformation is not a distributional assumption Intermediate ✓

Principal component analysis

7 questions.

Question Level Answer
A two-variable analysis Intermediate ✓
Properties of the components Intermediate ✓
The effect of correlation Intermediate ✓
Principal components through the singular values Intermediate ✓
How many components Intermediate ✓
A low-variance predictor Intermediate ✓
Principal components as a modelling step Intermediate ✓

K-means clustering

8 questions.

Question Level Answer
Pairs and means Intermediate ✓
Counting partitions Intermediate ✓
K-means by hand Intermediate ✓
A Voronoi boundary Intermediate ✓
Reading the gap statistic Intermediate ✓
The within-cluster sum cannot choose K Intermediate ✓
What a K-means diagram must show Intermediate ✓
Euclidean clusters and mixture components Intermediate ✓

Mixtures and the EM algorithm

7 questions.

Question Level Answer
Mean and variance of a mixture Intermediate ✓
An E step Intermediate ✓
An M step Intermediate ✓
An unbounded likelihood Intermediate ✓
Counting parameters Intermediate ✓
Label switching Intermediate ✓
Mixtures versus K-means Intermediate ✓

Model selection for stochastic models

7 questions.

Question Level Answer
Posterior odds Intermediate ✓
BIC and AIC by hand Intermediate ✓
The Laplace integral in one dimension Intermediate ✓
KL divergence Intermediate ✓
A tempting wrong turn Intermediate ✓
Choosing model complexity Intermediate ✓
Mixture selection and uncertainty Intermediate ✓

Hierarchical clustering and kernel density estimation

6 questions.

Question Level Answer
Linkage by hand Intermediate ✓
Number of merges Intermediate ✓
Kernel density by hand Intermediate ✓
A kernel is a density Intermediate ✓
A tempting wrong turn Intermediate ✓
Clustering and smoothing choices Intermediate ✓

Statistical classifiers and discriminant analysis

8 questions.

Question Level Answer
A Bayes rule in one dimension Intermediate ✓
Unequal costs Intermediate ✓
LDA with unequal priors Intermediate ✓
A quadratic boundary Intermediate ✓
Parameter counts Intermediate ✓
Fisher’s direction Intermediate ✓
The fitted LDA model Intermediate ✓
LDA and principal components Intermediate ✓

Estimating error rates

7 questions.

Question Level Answer
A confusion matrix Intermediate ✓
Test-set size Intermediate ✓
The 0.632 rule Intermediate ✓
Jackknife of the mean Intermediate ✓
Costs of cross-validation Intermediate ✓
A tempting wrong turn Intermediate ✓
Separate tuning from evaluation Intermediate ✓

Logistic regression

7 questions.

Question Level Answer
Derivative of the logistic function Intermediate ✓
Odds ratios Intermediate ✓
Linear discriminant analysis implies a logistic model Intermediate ✓
Multinomial probabilities Intermediate ✓
Complete separation Intermediate ✓
Reading the deviance Intermediate ✓
A logistic rule in an unfamiliar setting Intermediate ✓

Nearest neighbours

8 questions.

Question Level Answer
Neighbours by hand Intermediate ✓
Changing units Intermediate ✓
Rank distance Intermediate ✓
The factor of two Intermediate ✓
A tempting wrong turn Intermediate ✓
Normalisation and nearest neighbours Intermediate ✓
Tuning a nearest-neighbour classifier Intermediate ✓
What an accuracy table does and does not say Intermediate ✓

Classification trees

7 questions.

Question Level Answer
Three impurities Intermediate ✓
Which split is better? Intermediate ✓
A tree by hand Intermediate ✓
Affine invariance Intermediate ✓
Penalised impurity Intermediate ✓
A tempting wrong turn Intermediate ✓
Decision trees and validation Intermediate ✓

Ensembles, random forests, and boosting

7 questions.

Question Level Answer
The error decomposition Advanced ✓
Variance of an average Advanced ✓
Out-of-bag counts Advanced ✓
One round of AdaBoost Advanced ✓
The exponential-loss minimiser Advanced ✓
A tempting wrong turn Advanced ✓
Why an ensemble might improve a tree Advanced ✓

Neural units

7 questions.

Question Level Answer
Derivative of the sigmoid Advanced ✓
Logic gates Advanced ✓
A decision boundary Advanced ✓
Perceptron by hand Advanced ✓
An XOR network of your own Advanced ✓
Linear hidden units Advanced ✓
Why XOR needs an extra layer Advanced ✓

Backpropagation

7 questions.

Question Level Answer
Forward pass Advanced ✓
A gradient by hand Advanced ✓
Counting weights Advanced ✓
Symmetric start Advanced ✓
Delta form Advanced ✓
Saturation Advanced ✓
One backpropagation update Advanced ✓

Networks in practice

7 questions.

Question Level Answer
Initial weights Advanced ✓
Softmax gradient Advanced ✓
Weight decay Advanced ✓
Online versus batch Advanced ✓
Sum of squares versus accuracy Advanced ✓
Counting for NETtalk Advanced ✓
Complexity and early stopping Advanced ✓

Support vector machines

10 questions.

Question Level Answer
Distance to a hyperplane Advanced ✓
A two-point machine Advanced ✓
Which points matter? Advanced ✓
Kernel as an inner product Advanced ✓
A Gram matrix Advanced ✓
Interpreting multipliers Advanced ✓
A tempting wrong turn Advanced ✓
Read the geometry Advanced ✓
A unit-norm constraint Advanced ✓
Nonlinear separation of XOR Advanced ✓

High-dimensional analysis

9 questions.

Graphical models

8 questions.

Correlated data

13 questions in this part.

Random intercepts

1 question.

Question Level Answer
Fixed and random effects Advanced ✓

Random slopes, and a binary mixed model

6 questions.

Marginal models, and two responses at once

6 questions.

Time series

9 questions in this part.

Dependence along a series

7 questions.

Question Level Answer
Process and realisation Advanced ✓
Two stationarity definitions Advanced ✓
White noise is not necessarily independent Advanced ✓
ACF and PACF Advanced ✓
AR, MA and ARMA orders Advanced ✓
Invertibility Advanced ✓
ARCH and GARCH Advanced ✓

Forecasting

2 questions.

Question Level Answer
Unit roots and ARIMA Advanced ✓
Identification and residual checks Advanced ✓