THE UNIVERSITY OF HONG KONG

DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE

STAT1306/STAT1603 Introductory Statistics (2016-2017)
A LIST OF STATISTICAL FORMULAE

1 ∑N
1∑ n
1 ∑N
1 ∑ n
1. µ = Xi , X̄ = Xi , σ 2 = (Xi − µ)2 , S 2 = (Xi − X̄)2
N i=1 n i=1 N i=1 n − 1 i=1

1
2. Chebyshev’s Theorem : P ( |X − µ| < k σ) ≥ 1 − for k > 1
k2
3. P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

4. P (A ∩ B) = P (B) · P (A|B) = P (A) · P (B|A)

P (Aj ) · P (B|Aj )
5. Bayes Theorem : P (Aj |B) = ∑k
i=1 P (Ai ) · P (B|Ai )
∑
6. E(Y ) = y p(y) = µ
y
∑
7. V ar(Y ) = E[(Y − µ)2 ] = (y − µ)2 p(y) = E(Y 2 ) − µ2 = σ 2
y
∑
8. E[g(Y )] = g(y) p(y)
y
∑ ∑
9. MY (t) = E[etY ] = y ety P (Y = y) = y ety p(y).
( )
n
10. X ∼ Bin(n, p), P (X = x) = px (1 − p)n−x , for x = 0, 1, · · · , n;
x
( )n
E(X) = np, V ar(X) = np(1 − p); MX (t) = p et + q

11. X ∼ Geometric(p), P (X = x) = p (1 − p)x−1 , for x = 1, 2, · · · ;

p et
E(X) = 1/p, V ar(X) = (1 − p)/p2 ; MX (t) =
1 − q et
( )
x−1
12. X ∼ NegBin(r, p), P (X = x) = pr (1 − p)x−r , for x = r + 1, r + 2, · · · ;
r−1
[ ]r
p et
E(X) = r/p, V ar(X) = r(1 − p)/p ; MX (t) =2
1 − q et
D DN −DN −n
13. X ∼ Hyper(N, D, n), E(X) = n , V ar(X) = n , and
N N N N −1
( )( )
D N −D
x n−x
P (X = x) = ( ) .
N
n

λx −λ
14. X ∼ Poisson(λ), P (X = x) = e for x = 0, 1, · · · ; E(X) = V ar(X) = λ,
{ ( )} x!
MX (t) = exp λ et − 1

Y − mean of Y Y −µ
15. Y ∼ N (µ, σ 2 ), Z = √ = ∼ N (0, 1)
V ar(Y ) σ
 σ2
16. E(X̄) = µ, V ar(X̄) =
n
X̄ − µ .
17. Central Limit Theorem : For n being large, Z = √ ∼ N (0, 1)
σ/ n
X̄ − µ √
18. Z = √ ∼ N (0, 1); X̄ ± zα/2 σ/ n
σ/ n
X̄ − µ √
19. T = √ ∼ tn−1 ; X̄ ± tn−1,α/2 S/ n
S/ n
√
p̂ − p . p̂(1 − p̂)
20. Z = √ ∼ N (0, 1); p̂ ± zα/2
p (1 − p)/n n
(X̄ − Ȳ ) − (µX − µY )
21. Z = √ ∼ N (0, 1)
2
σX 2
σY
nX + nY

2 + (n − 1) S 2
(nX − 1) SX Y
22. Pooled Variance : SP2 = Y
(nX + nY − 2)
√
(X̄ − Ȳ ) − (µX − µY ) 1 1
23. T = √ ∼ tnX +nY −2 ; (X̄ − Ȳ ) ± tnX +nY −2,α/2 SP +
SP 1
+ 1 nX nY
nX nY
√
(p̂1 − p̂2 ) − (p1 − p2 ) . p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 )
24. Z = √ ∼ N (0, 1); (p̂1 − p̂2 ) ± zα/2 +
p1 (1−p1 )
+ p2 (1−p2 ) n1 n2
n1 n2
[ ]
(n − 1)S 2 (n − 1)S 2 (n − 1)S 2
2
25. χ = ∼ χ2(df =n−1) ; , .
σ2 χ2U χ2L
∑n ∑n ∑n
i=1 Xi Yi − ( i=1 Xi )( i=1 Yi )
n
26. ρ̂(X, Y ) = √ ∑ ∑ √ ∑ ∑
n ni=1 Xi2 − ( ni=1 Xi )2 n ni=1 Yi2 − ( ni=1 Yi )2
√
n−2ρ̂
27. T = √ ∼ td.f.=n−2
1 − ρ̂2
∑n
i=1 (Xi − X̄)(Yi − Ȳ )
28. β̂1 = ∑n ; β̂0 = Ȳ − β̂1 X̄
i=1 (Xi − X̄)
2

∑
m
SSE
29. SSE = (Yi − Ŷi )2 ; Se2 =
i=1
n−2
( ( )) ( )
1 X̄ 2 σe2
30. β̂0 ∼ N β0 , σe2 + ∑n ; β̂1 ∼ N β1 , ∑n .
i=1 (xi − X̄) i=1 (xi − X̄)
n 2 2

β̂i − βi
31. T = ∼ tdf =n−2 ; β̂i ± tn−2,α/2 × s.e.(β̂i ) for i = 0, 1.
s.e.(β̂i )
√
1 (x0 − X̄)2
32. s.e.(Ŷ0 |X = x0 ) = Se 1 + + ∑n ;
i=1 (xi − X̄)
n 2
√
1 (x0 − X̄)2
s.e.(Ȳˆ 0 |X = x0 ) = Se + ∑n
i=1 (xi − X̄)
n 2

33. Ŷ0 ± tn−2,α/2 × s.e.(Ŷ0 |X = x0 ); Ȳˆ 0 ± tn−2,α/2 × s.e.(Ȳˆ 0 |X = x0 ).