Notes for Use in the Statistics Examination

• Calculation formulae:
– For a sample x1 , x2 , . . . , xn
n
1X
Sample mean x̄ xi
n i=1
" n n
#
1 X 1 X 2
Sample variance s2 2
x − xi
n − 1 i=1 i n i=1

– For paired observations (x1 , y1 ), (x2 , y2 ), · · · , (xn , yn )

n n n
X 1X X
Sxy xi yi − xi yi For the regression line
i=1
n i=1 i=1
y = a + bx:
n n
X 1 X 2
Sxx x2i − xi
i=1
n i=1
Sxy
n n
1 X 2 b
Syy
X
yi2 − yi Sxx
i=1
n i=1

Sxy a ȳ − bx̄
r p
Sxx Syy

• Some probability results:

For any two events A and B P (A ∪ B) = P (A) + P (B) − P (A ∩ B)

If A and B are mutually exclusive (m.e.) P (A ∩ B) = 0 and P (A ∪ B) = P (A) + P (B)

If A and B are independent P (A ∩ B) = P (A)P (B) and

P (A ∪ B) = P (A) + P (B) − P (A)P (B)

 
n r
• If X ∼ B(n, p), then P (X = r) = p (1 − p)n−r , r = 0, · · · , n.
r
• If Xi ∼ N (µi , σi2 ) are independent rvs and {ai } are constants for i = 0, . . . , n then
Xn Xn n
X
ai Xi ∼ N ( ai µi , a2i σi2 ).
i=1 i=1 i=1

• Some test statistics and their sampling distributions (under appropriate assumptions and hy-
potheses):

σ2
 
X̄ ∼ N µ, (X̄ − Ȳ )
n
q ∼ tnx +ny −2 , where
Sp n1x + n1y
(X̄ − µ)
√ ∼ N (0, 1)
σ/ n Sp2 = [(nx − 1)Sx2 + (ny − 1)Sy2 ]/(nx + ny − 2)
(X̄ − µ)
√ ∼ tn−1
S/ n X (Oi − Ei )2
∼ χ2ν , for appropriate ν
i
Ei