Statistics Formula Sheet

Numerical Descriptive Measures

2
2 iN1 ( x i   )
1. Population Variance =  
N
n 2
i 1 ( x i  x )
2. Sample Variance = s 2 
n 1
3. Inter-quartile Range = Q 3  Q1

Expectation and variance

  E ( X )   xp ( x )
1. Expected value of X:
2. Variance of X:  2 2
  ( x   ) p ( x)

Probability
1. Additive Rule: P ( A  B )  P ( A)  P ( B )  P ( A  B )
2. Multiplicative Rule: P ( A  B )  P ( A) P ( B ) , if A and B are independent
3. Complement Rule: P ( A)  1  P ( A)

Conditional Probability
P( A  B)
1. Definition: P( A | B) 
P(B)

2. Multiplicative Rule: P ( A  B )  P ( A) P ( B | A)  P ( B ) P ( A | B )

Binomial Distribution
X ~ B ( n, p )
n k n k n! k n k
1. P ( X  k )   k  p (1  p)  p (1  p )
  k ! ( n  k )!
2. E(X) = np; V(X) = np(1p)

Normal Distribution
X~ N(, )
X 
1. Standard normal: Z 


Confidence Interval
1. z-confidence interval: 
x  z / 2
n
2. t-confidence interval: s
x  t  / 2 , df ( df  n  1)
n
3. Confidence interval for proportion:  
 p (1  p )
p  z / 2
n

Sample size
sample size to estimate the parameter  to within B units with (1-)100% confidence:

1
 2
n =  z / 2 
 B 

Test statistics for µ and p

X 
1. z-test for µ : z=
 n
X 
2. t-test for  :t  (d.f. = n1)
s n
p  p
3. z-test for p : z  , np  5 and nq  5 (where q = 1 – p)
qp n

Test statistics for 1   2 and p1  p2

     
z X X 1 2 1 2

1. z-test for 1   2
 
2 2
:
1 2

n n 1 2

      
t X X 1 2 1 2

2. t-test for 1   2 when  1 ,  2 unknown and  1   2 :  1 1  ,
s  n  n 
2
p
1 2

(n1  1) s  (n2  1) s
2 2
where d.f. = n n
1 2 2 and S p2  1 2
n1  n2  2
X D  D
t
3. t-test for  D
(for matched pairs): S D
, where d.f. = nD  1
n D

 
( p1  p2 )  ( p1  p2 )
z
4. z-test for p1  p2 :  1 
1
 
pq

 

 n1 n2 
 X1  X  X  X2    
(where H0: p1 – p2 = 0 and p1  ; p2  2 ; p  1 ; q1  1  p1 ; q 2  1  p 2 , and
n1 n2 n1  n2
all of n1 p1 , n1 q 1 , n2 p 2 , n2 q 2  5 )

Simple linear regression and correlation.

2
  x 
2

SS x   x    xi   nx
i 2
2

2
i
n
  yi 
2

SS y   y     yi   n y
2 2 2
i
n
( x i )( y )
SS xy   x i y  i
  x i y  nx y
i n i

SS
 1  xy
SS x
 0  y   1 x
e  y  y
i i i

SS xy2
SSE   ei2  SS y 
SS x
SSE
s 
n2
s
S   
1
SS x

 1  1
t with d.f.= n-2
s
1

SS xy
r
SS x SS y
SS xy2 SS y  SSE SSR
R2   
SS x SS y SS y SS y

y    
 x
o 1

 
2
1 xg  x
y  t 1 
 2, n  2 S
n SS x

 
2
1 xg  x
y  t 
 2, n  2 S
n SS x