Basic Statistcs Formula Sheet

Steven W. Nydick
May 25, 2012

This document is only intended to review basic concepts/formulas from an introduction to statistics course. Only mean-based
procedures are reviewed, and emphasis is placed on a simplistic understanding is placed on when to use any method. After reviewing
and understanding this document, one should then learn about more complex procedures and methods in statistics. However, keep
in mind the assumptions behind certain procedures, and know that statistical procedures are sometimes flexible to data that do not
necessarily match the assumptions.

Descriptive Statistics
Elementary Descriptives (Univariate & Bivariate)
Name

Population Symbol

Sample Symbol

Mean

Sample Calculation
x
=

Main Problems

x
N
P

(x
x)2
N 1

Sensitive to outliers

Median, Mode

Sensitive to outliers

MAD, IQR

Variance

x2

s2x

s2x =

Standard Dev

sx

sx =

Covariance

xy

sxy

sxy =

P
(x
x)(y
y)
N 1

Outliers, uninterpretable units

Correlation

xy

rxy

rxy =

sxy
sx sy

Range restriction, outliers,

rxy =

P
(zx zy )
N 1

nonlinearity

z-score

zx

zx

zx =

2
sx

x
x
;
sx

Biased

z = 0; s2z = 1

Alternatives

MAD
Correlation

Doesnt make distribution normal

Simple Linear Regression (Usually Quantitative IV; Quantitative DV)

Part
Regular Equation

Population Symbol

Sample Symbol

Sample Calculation

Meaning

yi = + xi + i

yi = a + bxi + ei

yi = a + bxi

Predict y from x

sxy
s2
x

Slope

b=

Intercept

a = y b
x

zyi = xy zxi + i

zyi = rxy zxi + ei

Standardized Equation
Slope
Intercept
Effect Size

xy

rxy

None

None

P2

R2

P
(x
x)(y
y)
P
(x
x)2

Predicted y for x = 0

zyi = rxy zxi

rxy =

sxy
sx sy

Predicted change in y for unit change in x

=b

Predict zy from zx


sx
sy

Predicted change in zy for unit change in zx

Predicted zy for zx = 0 is 0

2
ry2y = rxy

Variance in y accounted for by regression line

Inferential Statistics
t-tests (Categorical IV (1 or 2 Groups); Quantitative DV)
Test

Statistic
x

One Sample

Paired Samples
Independent Samples

x
1 x
2

Parameter

D
1 2

Standard Deviation
sx =
sD =
sp =

Standard Error

qP

(x
x)2
N 1

sx

qP

2
(DD)
ND 1

sD

ND

2
(n1 1)s2
1 +(n2 1)s2
n1 +n2 2

sp

1
n1

df

t-obt

N 1

tobt =

ND 1

tobt =

D
D0
s
D

tobt =

(
x1
x2 )(1 2 )0
q
sp n1 + n1

x
0
sx

ND

1
n2

n1 + n2 2

=0

a&b

&

Correlation
Regression (FYI)

NA

N 2

tobt =

r r

sa & sb

N 2

tobt =

a0
sa

NA

e =

qP

(y
y )2
N 2

1r 2
N 2

& tobt =

t-tests Hypotheses/Rejection
Question

One Sample

Paired Sample

Independent Sample

Greater Than?

H0 : #

H0 : D #

H 0 : 1 2 #

Extreme positive numbers

H1 : > #

H1 : D > #

H 1 : 1 2 > #

tobt > tcrit (one-tailed)

H0 : #

H0 : D #

H 0 : 1 2 #

Extreme negative numbers

H1 : < #

H1 : D < #

H 1 : 1 2 < #

tobt < tcrit (one-tailed)

H0 : = #

H0 : D = #

H 0 : 1 2 = #

Extreme numbers (negative and positive)

H1 : 6= #

H1 : D 6= #

H1 : 1 2 6= #

|tobt | > |tcrit | (two-tailed)

Less Than?

Not Equal To?

When to Reject

t-tests Miscellaneous
Test
One Sample
Paired Samples
Independent Samples

Confidence Interval: % = (1 )%
x
tN 1; crit(2-tailed)

Unstandardized Effect Size

sx

x
0

tN 1; crit(2-tailed) sD
D
D

ND

(
x1 x
2 ) tn1 +n2 2; crit(2-tailed) sp

1
n1

1
n2

x
1 x
2

Standardized Effect Size

d =

x
0
sx

d =
d =

D
sD

x
1
x2
sp

b0
sb

One-Way ANOVA (Categorical IV (Usually 3 or More Groups); Quantitative DV)

Source
Between

Sums of Sq.
Pg

j=1

nj (
xj x
G )2

df

Mean Sq.

F -stat

g1

SSB/df B

M SB/M SW

SSW/df W

Within

Pg

j=1 (nj

1)s2j

N g

Total

i,j (xij

x
G )2

N 1

Effect Size
2 =

SSB
SST

1. We perform ANOVA because of family-wise error -- the probability of rejecting at least one true H0 during multiple tests.
2. G is grand mean or average of all scores ignoring group membership.
3. x
j is the mean of group j; nj is number of people in group j; g is the number of groups; N is the total number of people.

One-Way ANOVA Hypotheses/Rejection

Question

Hypotheses

When to Reject

H 0 : 1 = 2 = = k

Is at least one mean different?

Extreme positive numbers

H1 : At least one is different from at least one other

Fobt > Fcrit

Remember Post-Hoc Tests: LSD, Bonferroni, Tukey (what are the rank orderings of the means?)

Chi Square (2 ) (Categorical IV; Categorical DV)

Test
Independence

Hypotheses
H0 : Vars are Independent

Observed
From Table

df

Expected
N pj p k

(Cols - 1)(Rows - 1)

2 Stat
PR PC
i=1

j=1

When to Reject
(fO ij fE ij )
fE ij

H0 : Model Fits

From Table

N pi

Cells - 1

PC

i=1

(fO i fE i )2
fE i

Extreme Positive Numbers

2obt > 2crit

H1 : Model Doesnt Fit

1.
2.
3.
4.

Extreme Positive Numbers

2obt > 2crit

H1 : Vars are Dependent

Goodness of Fit

Remember: the sum is over the number of cells/columns/rows (not the number of people)
For Test of Independence: pj and pk are the marginal proportions of variable j and variable k respectively
For Goodness of Fit: pi is the expected proportion in cell i if the data fit the model
N is the total number of people

Assumptions of Statistical Models

Correlation

Regression

1. Estimating: Relationship is linear

1. Relationship is linear

2. Estimating: No outliers

2. Bivariate normality

3. Estimating: No range restriction

3. Homoskedasticity (constant error variance)

4. Testing: Bivariate normality

4. Independence of pairs of observations

One Sample t-test

Independent Samples t-test

1. x is normally distributed in the population

2. Independence of observations

1. Each group is normally distributed in the population

Paired Samples t-test

2. Homogeneity of variance (both groups have the same variance in the population)

1. Difference scores are normally distributed in the population

2. Independence of pairs of observations

3. Independence of observations within and between groups (random sampling &

random assignment)

One-Way ANOVA

Chi Square (2 )

1. Each group is normally distributed in the population

1. No small expected frequencies

Total number of observations at least 20
Expected number in any cell at least 5

2. Homogeneity of variance

2. Independence of observations
Each individual is only in ONE cell of the table

3. Independence of observations within and between groups

Central Limit Theorem

Possible Decisions/Outcomes

H0 True
H0 False
Given a population distribution with a mean and a variance 2 , the sampling distribution of the mean using sample size N (or, to put it another way, the distribution
Rejecting H0
Type I Error ()
Correct Decision (1 ; Power)
2
of sample means) will have a mean of x = and a variance equal to x2 = N ,
Not Rejecting H0
Correct Decision (1 )
Type II Error ()
which implies that x = N . Furthermore, the distribution will approach the normal
2
distribution as N , the sample size, increases.
Power Increases If: N , , , Mean Difference , or One-Tailed Test