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Final Formulas

This document provides formulas and concepts for descriptive statistics, probability theory, random variables, hypothesis testing, and regression. It includes formulas for mean, variance, covariance, correlation, binomial and normal distributions, confidence intervals, test statistics, analysis of variance, and linear regression. Key concepts covered are means, variances, probabilities, independence, distributions, hypothesis testing, and fitting lines to data.

Uploaded by

Ian Howard
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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115 views5 pages

Final Formulas

This document provides formulas and concepts for descriptive statistics, probability theory, random variables, hypothesis testing, and regression. It includes formulas for mean, variance, covariance, correlation, binomial and normal distributions, confidence intervals, test statistics, analysis of variance, and linear regression. Key concepts covered are means, variances, probabilities, independence, distributions, hypothesis testing, and fitting lines to data.

Uploaded by

Ian Howard
Copyright
© Attribution Non-Commercial (BY-NC)
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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Formulas and Tables for Final

Descriptive statistics:
Mean: X =
1
n

i
X
i
Sample variance: S
2
=
1
n1

i
(X
i
X)
2
Sample covariance: S
XY
=
1
n1

i
(X
i
X)(Y
i
Y )
Sample correlation: R
XY
=
S
XY
S
X
S
Y
Probability Theory

_
n
i
_
=
n!
i!(ni)!
There are
n!
(ni)!
ways to select i objects from a larger collection of n objects when
the order in which the objects are selected matters.
There are
_
n
i
_
ways to select i objects from a larger collection of n objects when
the order in which the objects are selected does not matters.
P(A
C
) = 1 P(A)
P(A B) = P(A) +P(B) P(A B)
P(A) = P(A B) +P(A B
C
)
P(A | B) =
P(AB)
P(B)
The events A and B are independent if P(A B) = P(A) P(B).
Bayes Rule: If A
1
, A
2
, . . . , A
n
is a partition of the sample space, then
P(A
i
|B) =
P(A
i
)P(B|A
i
)
P(A
1
)P(B|A
1
) +P(A
2
)P(B|A
2
) + +P(A
n
)P(B|A
n
)
Random Variables
Mean: E[X] = =

x
i
x
i
P(X = x
i
)
Variance: Var(X) =
2
=

x
i
(x
i
)
2
P(X = x
i
)
If X is binomial with parameters n and p
P(X = i) =
_
n
i
_
p
x
(1 p)
nx
for i = 0, 1, . . . , n.
E[X] = np
Var(X) = np(1 p)
If X is normal with mean and standard deviation , then Z =
X

has a
standard normal distribution (
Z
= 0,
Z
= 1)
Degrees of freedom for two populations with unknown variances:
df =
(S
2
1
/n
1
+S
2
2
/n
2
)
2
1
n
1
1
_
S
2
1
n
1
_
2
+
1
n
2
1
_
S
2
2
n
2
_
2
. (rounded down)
Condence intervals for single population parameters:
X z
/2

n
, X t
/2,n1
S

n
, P z
/2
_
P(1 P)
n
.
1
Condence intervals for dierences in population parameters:
X
1
X
2
z
/2
_

2
1
/n
1
+
2
2
/n
2
, X
1
X
2
t
/2,df
_
S
2
1
/n
1
+S
2
2
/n
2
,
P
1
P
2
z
/2

P
1
(1 P
1
)
n
1
+
P
2
(1 P
2
)
n
2
.
Test statistics for single population hypothesis tests:
Z =
X
0
/

n
, T =
X
0
S/

n
, Z =
P p
0
_
p
0
(1p
0
)
n
, V =
k

i=1
(F
i
e
i
)
2
e
i
,
where k is the number of categories and V is approximately
2
with k 1 degrees of
freedom.
Test statistics for two population hypothesis tests:
Z =
X
1
X
2
D
0
_

2
1
/n
1
+
2
2
/n
2
, T =
X
1
X
2
D
0
_
S
2
1
/n
1
+S
2
2
/n
2
, Z =
P
1
P
2
_
P(1 P)(
1
n
1
+
1
n
2
)
,
where P =
n
1
P
1
+n
2
P
2
n
1
+n
2
.
Regression
Fitting a line: B
1
=

n
i=1
(X
i
X)(Y
i
Y )

n
i=1
(X
i
X)
2
, B
0
= Y B
1
X.
Squared errors: SST =

n
i=1
(Y
i
Y )
2
, SSE =

n
i=1
(Y
i

Y
i
)
2
,
SSR =

n
i=1
(

Y
i
Y )
2
, SST = SSR + SSE, R
2
=
SSR
SST
.
Estimated variances: S
2
=
SSE
n2
, S
2
B
1
=
S
2

i
(X
i
X)
2
,
S
2

Yp
= S
2
_
1
n
+
(XpX)
2

i
(X
i
X)
2
_
, S
2
ind
= S
2

Yp
+S
2
.
Test statistic: T = B
1
/S
B
1
Condence intervals:

Y
p
t
/2,n2
S

Yp
and

Y
p
t
/2,n2
S
ind
.
2

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