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# Official Edexcel S3 thread Wednesday 20 May 2015 Morning [6691] watch

1. (Original post by STATER)
Does anyone know how strict the mark scheme is on working out?
Is it acceptable to state the result of this formula without doing individual calculations for each row (I do it on a calculator)?.

When combining variables, I noticed that the textbook includes steps which I tend to skip over (implicit imo). For example, 'Let W= X1 + X2 +Y1 ....', and drawn out mean and variance calculations. Is it acceptable to simply state the new distribution correctly (which implies that you have a full understanding of the concept)?

I just find with S3 that I answer 6 mark questions with 2-3 lines of working, which I'm hoping is adequate. I've had a look at some mark schemes but the notes were brief regarding how much 'working' is expected.

it doesn't do any harm to write more, unless you are short of time in the exam, which is quite unlikely, I will write how i got the expected value and the variance of the combined variables
2. Hi guys
needed some help in this question
i'm confused when finding the values of r and s because in the mark scheme they dont use 350-360 , instead they use 355-365 to find r
Attached Images

3. (Original post by physicshelper)
Hi guys
needed some help in this question
i'm confused when finding the values of r and s because in the mark scheme they dont use 350-360 , instead they use 355-365 to find r
Looks like the textbook has a different version of the question to the solutionbank. They've replaced the t values in the solutionbank question in the second table.
4. I have a few little nit picky issues; it would be appreciated if anyone could assist

It is given in the S3 book that the bias of an estimator theta for a population parameter T is E(theta) - T

Yet I recall in one mark scheme (I can probably find it if my explanation here isn't clear enough), that the bias of such an estimator, whose value of E(theta) was to be worked at, was given as (+/-). How can this be; surely E(theta) - T will give a sign dependent on whether E(theta) is less then, equal to or greater than T? I didn't get the impression that either putting plus or minus was acceptable; there were no brackets or anything to suggest this, just the modulus of the bias with a +/- in front

Also, and I guess this is quite similar to the other recent questions on this thread, can I just put exact fractions for Expected data and ((Oi - Ei)^2)/Ei) or do they want me to just write down a few decimal places

Frankly it seems bizarre that they could deduct marks from you for just plugging it all (that is, the chi square statistic, I understand it might be a bit tricky to not first write down your Ei) in to your calculator instead of writing it all down which is pointlessly time consuming and reduces accuracy when you round things all the time

Also, I seem to have seen different answers for questions on advantages and disadvantages and other such tedious stuff on different papers; could this be a consequence of the mark schemes lacking the full appendices? Sometimes it seems "not random" is enough, other times "not random so biased", other times "not random so sampling errors can't be estimated"; there doesn't seem to be too much consistency...this is also lacked, it seems, in stratified sample questions; sometimes they say to number one set 1-x then the other set x+1-whatever, the other times they say to number each set starting from 1 and oe is not always present

Getting pretty worried about S3 just due to the lack of transparency with what's required; it doesn't feel very mathsy a lot of the time
5. (Original post by 13 1 20 8 42)
Also, and I guess this is quite similar to the other recent questions on this thread, can I just put exact fractions for Expected data and ((Oi - Ei)^2)/Ei) or do they want me to just write down a few decimal places
Quoting it to 4dp always gets you the marks. It's better to avoid fractions in general.
6. Ugh, are we supposed to interpolate or not? The mark schemes are really inconsistent. Sometimes a correct interpolation isn't an accepted answer. Hate this module, so nit picky
7. (Original post by Iridann)
Ugh, are we supposed to interpolate or not? The mark schemes are really inconsistent. Sometimes a correct interpolation isn't an accepted answer. Hate this module, so nit picky
According to the mark schemes I've seen you may round and use tables.
8. (Original post by Iridann)
Ugh, are we supposed to interpolate or not? The mark schemes are really inconsistent. Sometimes a correct interpolation isn't an accepted answer. Hate this module, so nit picky

Nah just use tables
9. (Original post by coder4)
Nah just use tables
(Original post by STATER)
According to the mark schemes I've seen you may round and use tables.
Cheers!
10. (Original post by 13 1 20 8 42)
It is given in the S3 book that the bias of an estimator theta for a population parameter T is E(theta) - T

Yet I recall in one mark scheme (I can probably find it if my explanation here isn't clear enough), that the bias of such an estimator, whose value of E(theta) was to be worked at, was given as (+/-). How can this be; surely E(theta) - T will give a sign dependent on whether E(theta) is less then, equal to or greater than T? I didn't get the impression that either putting plus or minus was acceptable; there were no brackets or anything to suggest this, just the modulus of the bias with a +/- in front
Could you post the mark scheme? The bias is definitely E[theta]-theta.
(Original post by 13 1 20 8 42)
Also, and I guess this is quite similar to the other recent questions on this thread, can I just put exact fractions for Expected data and ((Oi - Ei)^2)/Ei) or do they want me to just write down a few decimal places
I would go for fractions tbh, it's more accurate.
But someone above says to use 4dp? If thats what the mark schemes suggest you should do, then do that. I don't see how they can justify wanting decimals over fractions though!!

(Original post by 13 1 20 8 42)
Frankly it seems bizarre that they could deduct marks from you for just plugging it all (that is, the chi square statistic, I understand it might be a bit tricky to not first write down your Ei) in to your calculator instead of writing it all down which is pointlessly time consuming and reduces accuracy when you round things all the time
Because if you make a mistake in your calculator and get the wrong answer, the examiner has no idea if you knew the method or not. But if you write down some of the numbers and stuff (even if you use the accurate ones in your calculator) the marker can see that you know what you're doing and can award the marks.

(Original post by 13 1 20 8 42)
Also, I seem to have seen different answers for questions on advantages and disadvantages and other such tedious stuff on different papers; could this be a consequence of the mark schemes lacking the full appendices? Sometimes it seems "not random" is enough, other times "not random so biased", other times "not random so sampling errors can't be estimated"; there doesn't seem to be too much consistency...this is also lacked, it seems, in stratified sample questions; sometimes they say to number one set 1-x then the other set x+1-whatever, the other times they say to number each set starting from 1 and oe is not always present
No idea, sorry!

(Original post by 13 1 20 8 42)
Getting pretty worried about S3 just due to the lack of transparency with what's required; it doesn't feel very mathsy a lot of the time
I don't think statistics is real maths.
11. Is there a way to test how much you remember of the definitions? I seriously need it.
12. (Original post by simonli2575)
Is there a way to test how much you remember of the definitions? I seriously need it.
Do past papers on sampling/limit theorem and check to see if you get the right answers?
13. (Original post by simonli2575)
Is there a way to test how much you remember of the definitions? I seriously need it.
Try making flashcards and test yourself on them.
14. Do the older papers seem to be much shorter than the new ones (before June 2006)??? also for contingency tables, when you have to calculate expected freqencies do u show all you working out?? or just the formula written down once?
15. (Original post by mmms95)
Do the older papers seem to be much shorter than the new ones (before June 2006)??? also for contingency tables, when you have to calculate expected freqencies do u show all you working out?? or just the formula written down once?
The old papers are quite repetitive... you plug in the numbers and do the workings... the recent papers are much harder

(Original post by simonli2575)
Is there a way to test how much you remember of the definitions? I seriously need it.
I guess just look at the textbooks.... there is not much definitions to remember anyway..

(Original post by Iridann)
Ugh, are we supposed to interpolate or not? The mark schemes are really inconsistent. Sometimes a correct interpolation isn't an accepted answer. Hate this module, so nit picky
I would say just use the normal tables.. in the mark scheme, they tend not to do interpolations. but i guess they can't take away the credit if you actually do interpolations....
16. Do we need to derive the unbiased estimator of variance? and can anyone help with understanding bias, i just dont understand this bit at all... thanks
17. (Original post by getback339)
Do we need to derive the unbiased estimator of variance? and can anyone help with understanding bias, i just dont understand this bit at all... thanks
I don't think we need to know the derivation of it
18. does anyone have grade boundaries for the june 2004 paper?
19. Can anyone kindly help me out on this question please

Random variables

Ex 1A Question 10

https://771a1ec81340d97ae9ed29694f73...XZCVmc/CH1.pdf

The units of variance are in cm2 why isnt this being converted.

And also on part b:

How do you go from:

I dont get how you can use the percentage points value for >0.99 I thought it had to be 0.01 to do this.

Thanks if anyone helps.
20. (Original post by Damien_Dalgaard)
The units of variance are in cm2 why isnt this being converted.
Not quite sure what you're asking.

(Original post by Damien_Dalgaard)
And also on part b:

How do you go from:

I dont get how you can use the percentage points value for >0.99 I thought it had to be 0.01 to do this.
You are looking for a length of bookshelf where the probability is greater or equal to 0.99. So you find a Z value that corresponds to this (-2.3263). Their working is unnecessary, and leads to confusion.
Then simply sub it into the normal distribution standardisation formula to find x. I tried to attach my working but its not uploading.

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