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1 Vai Kien Thuc Co Ban
1 Vai Kien Thuc Co Ban
1 Vai Kien Thuc Co Ban
Measures of Location
Sample mean
x=
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
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
Coefficient of variation
s/x
E ( X ) = xi p ( xi ) which is calculated over all possible values of X. Let g(X) denote a function of discrete X, then: E ( g ( X )) = g ( xi ) p(xi )
Expection rules
Let X, Y, Z denote random variables; a, b denote constants E1. E(a) = a E2. E(aX) = a E(X) E3. E(X+Y) = E(X) + E(Y)
Variance rules
2
n
2
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
Assumptions
Data normally distributed or n is large (n>30);
Formula
x z /2
2 known
Data normally distributed; n small;
x t /2,n1
s n
2 unknown
Difference in means X Y Case of 2 independent distributions
Data are normally distributed;
2 2 ( x y ) z /2 X + Y nY nX
X 2 , Y 2 are known
Variances unknown; Large samples Data are normally distributed; ( x y ) z /2 sX 2 sX 2 + nX nX
( x y ) t /2,n
+ nY 2
sp2 =
(nX 1) s X 2 + (nY 1) sY 2 nX + nY 2
Assumption
Data normally distributed, or large sample;
Test equation
x a / n Z-table for critical value
x a s/ n t-table with df = n-1 for critical value
2 known
Data normally distributed
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)
x y a X 2 Y 2 + nY nX
Z-table for critical value
X 2 , Y 2 are known
H o : X Y = a
Data normally distributed, or large sample; Case of 2 independent distributions Independent samples;
X 2 , Y 2 are unknown
Data are normally distributed;
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
Population formula
COV(X,Y) = E(XY) E(X)E(Y)
Sample formula
( x x )( y y )
i i
n 1 Cov ( X , Y )
XY
xy nxy
s X sY
yi = + xi + ui
OLS estimators Intercept Slope
= yx
var( ) = n
( x
2 x 2i
2 i
xy nxy x nx
2
nx 2
)
( y y )
i i
var( ) =
2
2
nx 2
n2