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Formula Sheet

This document provides formulas and definitions for key concepts in statistics such as probability distributions, expected values, variances, random variables, and estimation methods. It defines probability mass functions and probability density functions for several common distributions like binomial, geometric, normal, gamma, and exponential. It also summarizes properties of expectation, variance, moment generating functions, and the central limit theorem. Methods for estimation like the method of moments and maximum likelihood estimation are outlined.

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Mya Lee
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589 views2 pages

Formula Sheet

This document provides formulas and definitions for key concepts in statistics such as probability distributions, expected values, variances, random variables, and estimation methods. It defines probability mass functions and probability density functions for several common distributions like binomial, geometric, normal, gamma, and exponential. It also summarizes properties of expectation, variance, moment generating functions, and the central limit theorem. Methods for estimation like the method of moments and maximum likelihood estimation are outlined.

Uploaded by

Mya Lee
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Formula sheet for STAT 265 Distribution Binomial Geometric Probability Function

k n"k pk  n , k  0, 1, . . . , n k p 1 " p

Mean Variance np
1 p nr N

MGF pe t  1 " p n
pe t 1"1"pe t N"n N"1

np1 " p
1"p p2 "r r n N NN

pk  p1 " p k"1 , k  1, 2, . . . .
N"r r k n"k

Hypergeometic pk  Poisson Uniform Normal Gamma Exponential Beta p k  fy  fy  fy  fy  fy 

N n 5 k e "5 k! 1 2 2 "2 1 1 @ 2= 1 )* ) 1 *

, k  0, 1, . . . . ; 21 t y t 22

5
2 1 2 2 2

5
2 2 " 2 1 2 12

e 5e "1
e t2 2 "e t2 1 t2 2 " 2 1

1 2 exp" 2@ 6 2 y " 6 , ".  y  .

@2 )* 2 *2
)* )* 2 )*1 r1"p p2

e 6t  2 @

2t2

y )"1 e "y/* , 0  y  .

)* *
) ) * r p

1 " *t " ) 1 " *t " 1 does not exist 1"1"pe t r


pe t

e "y/* , 0  y  .
)* )*

y )"1 1 " y *"1 , 0  y  1

"1 r k"r , k  r, r  1, . . . Negative Binomial pk  k r"1 p 1 " p

Chi-square distribution is the same as the gamma distribution with )  7 and *  2. 2 )  ) " 1) " 1, n  n " 1! if n is a positive integer, 1/2  = . Distributive law: (i) A 9 B : C  A 9 B : A 9 C (ii) A : B 9 C  A : B 9 B : C De Morgans law: (i) A : B  A 9 B (ii) A 9 B  A : B Sample point method: (i) mn rule: mn Conditional probability: PA 3 B 
! (ii) # of permutations  nn " r ! PA9B PB

(iii) # of combinations 

n! n"r!r!

Independent events: PA 3 B  PA, PB 3 A  PB, PA 9 B  PA PB Laws of probability: (i) Multiplication law: PA 9 B  PA 3 B PB (ii) Addition law: PA : B  PA  PB " PA 9 B Bayes rule: If B i is a partition of the sample space S, then PB i 3 A 
PB i 9A PA

PA3B i PB i k PA3B i PB i i 1 y ".

Random variables: The cdf is Fy  PY t y. For cts r.v.s, Fy  ;

ft dt, where fy 

d dy

Fy is 1

the pdf of Y. Pa t Y t b  ; fy dy.


a

Expected values: For discrete r.v.s, 6  ! k PY  k. For cts r.v.s, 6  ; y fy dy, EY 2  ; y 2 fy dy Variance: @ 2  Var Y  EY " 6 2  EY 2 " 6 2 , where 6  EY. Properties of expectation: (i) Ec  c (ii) Ec gY  cEgY (iii) E! g i Y  ! Eg i Y Properties of variance: (i) Var aY  a 2 VarY (ii) Var aY  b  a 2 VarY Moment generating function: mt  E e tY Moments: EY k 
dk dt k

mt

t 0 1 t2

Tchebycheffs theorem: P|Y " 6 |  t@ u 1 " ) If Y has N6, @ 2 then Z 


Y"6 @

, or P|Y " 6 | u t@ 

1 t2

has N0, 1.

) If X 1 , . . . , X n is a r.s. from N6, @ 2 then X has N6, @ 2 /n distribution. ) CLT: For large n, X has approximately N6, @ 2 /n distribution for any r.s. X 1 , . . . , X n . 2 ) Mean squared error: E 2 " 2 2  E 2 " 22E 2 2 2  V 2  E 2 " 2 2 . ) Standard error of an estimator 2 is V 2 . ) The pdf of X n  maxX 1 , . . . , X n is f X n t  nFt n"1 ft, where Fy and fy denote the cdf and pdf of U the X i s, respectively. ) The pdf of X 1  minX 1 , . . . , X n is f X 1 t  n1 " Ft n"1 ft. ) Efficiency of 2 1 relative to 2 2 : eff 2 1 , 2 2  V 2 2 /V 2 1 . ) Method of moments: Solve 6 k  m k , k  1, 2, . . . , where 6 k  EX k and m k  ) Method of maximum likelihood: Solve n L2   i1 fx i  fx 1 . . . . fx n .
d d2
U U

1 n

! Xk i.

log L2  0, or find the 2 which maximizes the L2, where

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