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com, the site for online statistics help

**Basic statistics formulas
**

Sets

De Morgan’s Law (AUB)c = Ac ∩ Bc & (A∩B)c = Ac U Bc Commutativity A U B = B U A and A ∩ B = B ∩ A Associativity (A U B) U C = A U (B U C) (A ∩ B) ∩ C = A ∩ (B ∩ C) Distributivity (A U B) ∩ C = (A ∩ C) U (B ∩ C) (A ∩ B) U C = (A U C) ∩ (B U C)

s

Measures of Location

Sample mean

x=

∑x

n Median (for raw data i.e list of numbers ungrouped)

List the numbers in ascending order. Median is: (n+1)/2 value if n is odd; Mean of n/2th and (n+1)/2th values if n is even.

Measures of spread

Sample variance

2

∑( x − x ) =

i

2

Probability

• • • • • • p(A) = 1 - p(Ac) p(A U B) = p(A) + p(B) - p(A ∩ B) If events A and B are mutually independent then p(A ∩ B) = p(A)p(B) p(A|B) = p(A ∩ B)/p(B) so long as p(B)>0 p(A ∩ B) = p(A|B)p(B) = p(B|A)p(A) so long as p(A)>0 and p(B)>0 If {B1, B2...,Bk} is a set of mutually excusive and exhaustive events, then

n −1

Sample standard deviation,s s = var iance Range

**Largest value – smallest value
**

Interquartile range (IQR)

**Upper quartile – lower quartile
**

p(A) = p(A|B1)p(B1)+ p(A|B2)p(B2)+...+p(A|Bk)p(Bk)

Coefficient of variation

s/x

© www.Statisticsmentor.com 22nd November 2009

Z denote random variables.com. Let g(X) denote a function of discrete X.X) = 0 C2. E(aX) = a E(X) E3. For the normal distribution: 90% of data falls within ± 1. then the distribution of the sample mean X is X ∼ N (µ . a.Z) + Cov(Y.bY) = ab*Cov(X. variance. Cov(aX. and covariance If random variable X is discrete: Normal density function The normal density function (aka normal distribution) has 2 parameters: mean and variance. E(a) = a E2.Z) © www. var(a) = 0 V2. b denote constants E1. σ2 n ) The standard error of X is V1. var(aX) = a var(X) V3. σ 2 ) . Cov(X+Y.Y) C3. var(X Y) = var(X) + var(Y) 2*Cov(X. Y.65σ 95% of data falls within ± 1.com 22nd November 2009 . then: E ( g ( X )) = ∑ g ( xi ) p(xi ) Expection rules σ Let X. Cov(a. the site for online statistics help Expectation.With compliments of statisticsmentor. E(X+Y) = E(X) + E(Y) Variance rules Sampling distribution of sample mean Suppose X ∼ N ( µ .Z) = Cov(X.Statisticsmentor.Y) 2 σ2 n This result is true if X does not follow the normal distribution but n is large (and then the result follows because of the Central Limit Theorem) Covariance rules C1.95σ Standardizing (Z-score) z= x−µ E ( X ) = ∑ xi p ( xi ) which is calculated over all possible values of X.

Statisticsmentor.With compliments of statisticsmentor. the site for online statistics help Confidence intervals for the mean Parameter Mean µ Assumptions Data normally distributed or n is large (n>30).com. Formula x ± zα /2 σ n σ 2 known Data normally distributed. Large samples Data are normally distributed.n−1 s n σ 2 unknown Difference in means µ X − µY Case of 2 independent distributions Data are normally distributed. ( x − y ) ± zα /2 sX 2 sX 2 + nX nX σ X 2 . x ± tα /2. n small.com 22nd November 2009 . σ Y 2 are unknown but σ X 2 = σ Y 2 1 1 sp2 + n X nY Where the estimate of the pooled variance is ( x − y ) ± tα /2. σ 2 σ 2 ( x − y ) ± zα /2 X + Y nY nX σ X 2 . σ Y 2 are known Variances unknown.n X + nY − 2 sp2 = (nX − 1) s X 2 + (nY − 1) sY 2 nX + nY − 2 © www.

or large sample. x − y −a σ X 2 σY 2 + nY nX Z-table for critical value σ X 2 . the site for online statistics help Hypothesis test for the mean Hypothesis Testing a single mean equals a value “a” Ho : µ = a Assumption Data normally distributed. σ Y 2 are unknown Data are normally distributed. x − y −a s X 2 sY 2 + nY nX Z-table for critical value σ X 2 . x − y −a 1 1 sp2 + nX nY Where the estimate of the pooled variance is sp2 = (nX − 1) s X 2 + (nY − 1) sY 2 nX + nY − 2 σ X 2 . Independent samples. or large sample. or large sample. Test equation x −a σ/ n Z-table for critical value x −a s/ n t-table with df = n-1 for critical value σ 2 known Data normally distributed σ unknown 2 Testing the difference between 2 means equals a number “a” (which includes the case of a=0 which is a test for no difference between means) Data normally distributed. σ Y 2 are known H o : µ X − µY = a Data normally distributed.com.With compliments of statisticsmentor.com 22nd November 2009 . σ Y 2 are unknown but σ X 2 = σY 2 © www. Case of 2 independent distributions Independent samples.Statisticsmentor.

Y) = E(XY) – E(X)E(Y) Sample formula ∑ ( x − x )( y − y ) i i n −1 Cov ( X .Statisticsmentor.With compliments of statisticsmentor.n yi = α + β xi + ui OLS estimators Intercept Slope α = y−βx ⌢ var(α ) = n β= ⌢ (∑ x σ 2 ∑ x 2i 2 i ∑ xy − nxy ∑ x − nx 2 2 i − nx 2 ) ∑( y − y ) i i ⌢ var( β ) = ∑x σ2 2 i − nx 2 Estimator for variance of error term u is ⌢ 2 n−2 © www.….com.com 22nd November 2009 .2. Y ) σ XσY ∑ xy − nxy s X sY Simple linear regression Model: for i = 1. the site for online statistics help Covariance and correlation Parameter Covariance between variables X and Y Pearson’s correlation Population formula COV(X.

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