STAT 4706 Exam # 1 Formula Sheet

If there are n observations in a sample, denoted x1,x2,,xn, the sample mean and variance are expressed as and 2 .
2
(
=1 )
1 1 2
=1
=
=1
= 2 (
1 =1
)2 2 =
1

If there are a finite number of observations, N, in a population, denoted as x1, x2,, xN, the population mean and variance are
expressed as and 2.
1 1
=
=1 2 =
=1( )
2

Normal Distribution
1 2 /2 2
( ) = () , -< x < , -< < , > 0
2

E(X) = V(X) = 2

If X ~N (, 2), then = ~ (0, 1) is the standard normal distribution.

Standard Normal Distribution Critical Values, Z

Z0.05 = 1.645, Z0.025 = 1.96, Z0.01 = 2.33, Z0.005 = 2.58

Table 1: Summary of Single-Sample Two-Sided Estimation Procedures

100(1-)%
Case Problem Type Point Estimate CI or PI
1 CI on the mean of a normal
2
distribution, variance 2 known

2 CI on the mean of a normal

2,1
distribution, variance 2 unknown

3 CI on a proportion, or parameter of a
binomial distribution (1 )
2

4 Prediction interval on a future
1
observation from a normal distribution, 2,1 1 +
variance 2 unknown
5 Tolerance Interval

1
STAT 4706 Exam # 1 Formula Sheet

Table 2: Summary of Single-Sample Hypothesis Testing Procedures

Case Null Test Alternative Rejection Criteria

Hypothesis Statistic Hypothesis P-Value Fixed-Level Test
1 H0: = 0 0 1 : 0 2[1 (|0 |)] |0 | > 2
0 =
2 known 1 : > 0 1 (0 ) 0 >
1 : < 0 (0 ) 0 <
2 H0: = 0 0 1 : 0 Pr. above 0 plus |0 | > 2,1
0 =
2 unknown Pr. below - 0
1 : > 0 Pr. above 0 0 > ,1
1 : < 0 Pr. below - 0 0 < ,1
3 H0: 2 = 02 ( 1 ) 2 1 : 2 02 2(Pr. beyond 02 ) 02 > 22,1
02 = 2
02 02 < 1 2,1
1 : 2 > 02 Pr. above 02 2 2
0 > ,1
02 < 1,1
2
1 : 2 < 02 Pr. below 02
4 H0: p = p0 0 1 : 0 2[1 (|0 |)] |0 | > 2
0 =
0 (1 0 ) 1 : > 0 1 (0 ) 0 >
1 : < 0 (0 ) 0 <
0
0 =
0 (1 0 )

Table 3: Summary of Two-Sample Two-Sided Confidence Interval Procedures

Problem Type Point 100(1-)%

Estimate CI
Difference in two means 1 and 2, 1 2
12 22
variance 1 and 2, known 1 2 2 +
1 2
Difference in means of two normal 1 2 1 1
distributions 1 and 2, 1 2 2,1+22 +
variances 1 = 2 unknown 1 2

(1 1)12 + (2 1)22
=
1 + 2 2
Difference in means of two
2,1
distributions for paired samples
D =
Difference in two proportions or two 1 2 1 (1 1 ) 2 (1 2 )
binomial parameters, p1 and p2 1 2 2 +
1 2

2
STAT 4706 Exam # 1 Formula Sheet
Table 4: Summary of Two-Sample Hypothesis Testing Procedures

Null Test Alternative Criteria for Rejection

Hypothesis Statistic Hypothesis P-value Fixed-Level Test
H0 : 1 - 2 = 0 1 2 1 : 1 2 0 2[1 (|0 |)] |0 | > 2
0 = 1 : 1 > 2 1 (0 ) 0 >
Known 2 2 1 : 1 < 2 (0 ) 0 <
1+ 2
1 2
H0 : 1 - 2 = 0 1 2 1 : 1 2 0 Pr. above 0 plus |0 | > 2,1+ 22
= 0 = Pr. below - 0
1 1
unknown + 1 : 1 > 2 Pr. above 0 0 > ,1+ 22
1 2
1 : 1 < 2 Pr. below - 0 0 < ,1+ 22

(1 1)12 + (2 1)22
=
1 + 2 2
H0 : D = 0 1 : 0 Pr. above 0 plus |0 | > 2,1
0 = Pr. below - 0

1 : > 0 Pr. above 0 0 > ,1

1 : < 0 Pr. below - 0 0 < ,1
H0 : p1 - p2 = 0 1 2 1 : 1 2 0 2[1 (|0 |)] |0 | > 2
0 = 1 : 1 > 2 1 (0 ) 0 >
1 1
(1 ) [ + ] 1 : 1 < 2 (0 ) 0 <
1 2

Table 5: Test for Means More than two Samples: ANOVA

Null Alternative Test Criteria for Rejection

Hypothesis Hypothesis Statistic Fixed-Level Test
Ho : i= 0, At least one Fobs > F, a-1, a(n-1)
Fobs =

i = 1,2,.,a i 0
ANOVA Table
Source df SS MS Fobs
Treatments(Group) k-1 /MSE
Error k(n-1) SSE MSE
Total N-1 SST

Contrasts: = =1 =1 = 0

2
= = =1
Estimate Contrast: and SE(L) = =1

NOTE: = =

Test Statistic for L: L is distributed as a t-distribution with N-k degrees of freedom

=
2
=1

2
Confidence Interval for L: PE CV*SE = ( ) =1