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Formula Sheet STAT 2066

This document provides formulas and definitions for key concepts in descriptive statistics, probability, and probability distributions that will be useful for the STAT-2066EL midterm exam. It includes formulas for measures of central tendency like the mean, median, and mode. It also includes formulas for measures of variability like variance, standard deviation, and coefficient of variation. Probability concepts covered include the laws of probability, expected value, and variance for random variables. Key probability distributions discussed are the binomial and Poisson distributions with their probability mass functions and formulas for the expected value and variance.

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Shane Teddy
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45 views4 pages

Formula Sheet STAT 2066

This document provides formulas and definitions for key concepts in descriptive statistics, probability, and probability distributions that will be useful for the STAT-2066EL midterm exam. It includes formulas for measures of central tendency like the mean, median, and mode. It also includes formulas for measures of variability like variance, standard deviation, and coefficient of variation. Probability concepts covered include the laws of probability, expected value, and variance for random variables. Key probability distributions discussed are the binomial and Poisson distributions with their probability mass functions and formulas for the expected value and variance.

Uploaded by

Shane Teddy
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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STAT-2066EL

Formula Sheets - Midterm

1. Descriptive Statistics

1.1 Arithmetic Mean


N
P
xi
i=1
Population mean: µ =
N
n
P
xi
i=1
Sample mean: x̄ =
n
p
Geometric mean: Rg = n (1 + R1 )(1 + R2 ) · · · (1 + Rn ) − 1
√
Remark: For any real number, a, p a = (a)1/p

1.2 Variance
N
(xi − µ)2
P
i=1
Population variance: σ 2 =
N

1
n
(xi − x̄)2
P
i=1
Sample variance: s2 =
n −1
 n
2 
P
n xi
1  X 2 i=1

= x −

n − 1  i=1 i n
 

1.3 Coefficient of Variation (CV)


Standard Deviation
CV =
Mean

1.4 Location of a Percentile


P
Lp = (n + 1) ,
100
where Lp is the location of the P th percentile.

1.5 Interquartile Range (IQ)


IQ = Q3 − Q1

1.6 Measure of Linear Relationship


N
P
(xi − µx )(yi − µy )
i=1
Population covariance: σxy =
N

n
P
(xi − x̄)(yi − ȳ)
i=1
Sample covariance: sxy =
n − 1 n n 
P P
n xi yi 
1  X i=1 i=1
=  xi y i − 
n − 1  i=1 n 

2
1.7 Coefficient of Correlation
σxy
Population coefficient of correlation: ρ =
σx σy
sxy
Sample coefficient of correlation: r =
sx sy

1.8 Least Squares Line Coefficients

sxy
b1 =
s2x
b0 = ȳ − b1 x̄

2. Probability Laws

P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
P (A ∩ B)
P (A|B) =
P (B)

3. Expected Value and Variance of Random Variable

X
E[X] = µ = xP (x)
allx
X
2
V (X) = σ = (x − µ)2 P (x)
allx
X
= x P (x) − µ2
2

allx

4. Laws of Expected Value

E[c] = c
E[X + c] = E[X] + c
E[cX] = cE[X]

3
5. Laws of Variance

V (c) = 0
V (X + c) = V (X)
V (cX) = c2 V (X)

6. Binomial Distribution
X ∼ Bin(n, p)

n!
P (x) = px (1 − p)(n−x) for x = 0, 1, 2 . . . , n
x!(n − x)!
E[X] = np
V (X) = np(1 − p)

7. Poisson Distribution
X ∼ P oi(µ)

e−µ µx
P (x) = for x = 0, 1, 2 . . .
x!
E[X] = V (X) = µ

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