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Statistics and Probability Cheat Sheet
Statistics and Probability Cheat Sheet
Summarising data
Sample mean:
x=
n
1X
xi .
n
i=1
Continuous distributions
Sample variance:
s2x
x exp()
for x = 0, 1, 2, . . . .
x!
p(x) =
n
1 X
1
=
(xi x)2 =
n1
n1
n
X
i=1
x2i
nx
Distribution function:
.
F (y) = P (X y) =
i=1
f (x) dx.
Sample covariance:
g=
1
n1
n
X
Density function:
(xi x)(yi y) =
i=1
1
n1
n
X
xi yi nx y
d
F (x).
dx
f (x) =
i=1
Evaluating probabilities:
Sample correlation:
g
r=
.
sx sy
P (a < X b) =
Expected value:
Probability
E(X) = =
Addition law:
xf (x) dx.
Variance:
Var(X) =
(x )2 f (x) dx =
x2 f (x) dx 2 .
Hazard function:
Partition law: For a partition B1 , B2 , . . . , Bk
P (A) =
k
X
P (A Bi ) =
i=1
k
X
h(t) =
P (A|Bi )P (Bi ).
i=1
Bayes formula:
P (A|Bi )P (Bi )
P (A|Bi )P (Bi )
P (Bi |A) =
= Pk
.
P (A)
P (A|Bi )P (Bi )
i=1
f (t)
.
1 F (t)
f (x) =
exp
2 2
2
for x [, ].
Weibull density:
f (t) = t1 exp(t ) for t 0.
Discrete distributions
Exponential density:
Mean value:
E(X) = =
xi S
Variance:
Var(X) =
(xi )2 p(xi ) =
xi S
xi S
n x
(1 )nx for x = 0, 1, . . . , n.
x
Method:
Calculate
s2 = (n 1)s2x + (m 1)s2y /(n + m 2).
Hypothesis: H : = 0.
(r
s2
1
1
+
n
m
Method:
Pn
xi yi n x y
,
(n 1)s2x
i=1
and
= y x.
Method:
Calculate x, s2x , y, and s2y .
Calculate
xy
.
1
1
s2
+
n
m
Calculate t = r
=
Calculate SE()
s2
.
(n 2)s2x
Test for = 0
Hypothesis: H : = 0.
Calculate
t=r
n2
1 r2
1/2
p 1.96
p(1 p)
n1
Comparison of proportions
Hypothesis: H : 1 = 2 .
Calculate
p=
n1 p1 + n2 p2
.
n1 + n2
Calculate
p1 p2
z= r
Goodness of fit
Test statistic
2 =
m
X
(oi ei )2
i=1
ei