Statistics Formulas

Sample Mean

x
x i

n
Population Mean

x  x i

N
Interquartile Range
IQR  Q3  Q1

Sample Variance Sample Standard Deviation

x  x 
2
i x x
2

s 2
 sx  i
n 1 n 1
Population Variance Population Standard Deviation

 x   
2
 x  x 
2

 2

i x
x  i
N N
Coefficient of Variation
 Standard Deviation 
CV    100 %
 Mean 

Z-Score
xi  x x 
Zi  or Z i  i
s 
Sample Covariance Population Covariance

s xy 
x i 
 x yi  y   xy    x    y i x i  y 
n 1 N

Pearson Product Moment Correlation Coefficient (Pearson R):

Sample Data Population Data
s xy  xy
rxy   xy 
sx s y  x y

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Statistics Formulas
Weighted Mean

xw 
w x i i

w i

Sample Mean for Grouped Data Population Mean for Grouped Data

xg 
fM i i
g  fMi i

n N

Sample Variance for Grouped Data Population Variance for Grouped Data

 f M   f M  g 
2 2
 xg
s 2
g  i i
 2
g 
i i

n 1 N

Sample Standard Deviation for Grouped Data Population Standard Deviation for Grouped Data

 f M   f M  g 
2 2
 xg
sg 
i i
g  i i

n 1 N

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Statistics Formulas
Counting Rule for Combinations
n!
n Cr 
r!( n  r )!
Counting Rule for Permutations
n!
n Pr 
(n  r )!

Computing Probability Using the Complement

P ( A)  1  P ( AC )

Addition Law
P( A  B )  P( A)  P( B )  P ( A  B)

Conditional Probability
P( A  B) P( A  B)
P( A | B)  or P ( B | A) 
P( B) P ( A)

Multiplication Law
P( A  B)  P( B) P( A | B) or P ( A  B )  P ( A) P ( B | A)

Multiplication Law for Independent Events

P ( A  B )  P ( A) P ( B )

Expected Value of a Discrete Random Variable

E ( x)     x f ( x )

Variance of a Discrete Random Variable

Var ( x )   2    x    f ( x)
2

Binomial Probability Function

n!
f ( x)  p x (1  p ) ( n  x )
x!( n  x )!

Expected Value and Variance for the Binomial Distribution

E ( x)    np Var ( x )   2  np (1  p )

Poisson Probability Function

 xe
f ( x)  where f (x ) = the probability of x occurrences in an interval
x!
 = the expected value or mean number of occurrences in an interval
e = 2.718

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Statistics Formulas
Sampling & Sampling Distributions

Standard Deviation of x (Standard Error)

For a Finite Population For an Infinite Population
N n   
x    x 
N 1  n  n

Sampling Proportions

Standard Deviation of p̂ (Standard Error)

For a Finite Population For an Infinite Population
N n pˆ qˆ pˆ qˆ
 pˆ   pˆ 
N 1 n n
Interval Estimate of a Population Mean:  Known
  
xE Where E  Z  
 n

Interval Estimate of a Population Mean:  Unknown

 s 
xE Where E  t  
 n

Sample Size for an Interval Estimate of a Population Mean

Z 2 2
n
E2

Interval Estimate of a Population Proportion

pˆ qˆ
pˆ  Z
n
Sample Size for an Interval Estimate of a Population Proportion
Z 2 p *q*
n
E2

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Statistics Formulas
Sampling Proportions

Test Statistic for Hypothesis Tests About a Population Proportion

p  p0
Z
p0  1 p0 
n

Standard Deviation of p̂ (Standard Error)

For a Finite Population For an Infinite Population
N n pˆ 1  pˆ  pˆ 1  pˆ 
 pˆ   pˆ 
N 1 n n
Interval Estimate of a Population Mean:  Known
     
xE Where E  Z   x  Z 
 n  n

Interval Estimate of a Population Mean:  Unknown

 sx   s 
x  E Where E  t   x  t x 
 n  n

Interval Estimate of a Population Proportion

pZ

p 1 p 
n
Interval Estimate of the Difference Between Two Population Proportions

p1  p2  Z

p1 1  p1  
p 1  p2
 2

n1 n2

Sample Size for an Interval Estimate of Population Proportions and Normal Distributions

n
Z 2 p *q*
n
Z  

2
2 2
x

E2 E2

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Statistics Formulas
Z-Value Formulas for Normal and “Approximately Normal” Distributions – Calculations of Test Statistics

x  x x  0
Z

 Known t Sx
 Unknown
n n

Test Statistic for Hypothesis Tests About Two Independent Proportions

Z
p1  p2  

1 1
p 1  p    
 n1 n2 

Standard Error of x1  x2
 12  22
 x1  x 2  
n1 n2

Degrees of Freedom for the t Distribution Using Two Independent Random Samples
2
 s12 s22 
  
d. f .   n1 n2 
2 2
1  s12  1  s22 
    
n1  1  n1  n2  1  n2 

Test Statistic for Hypothesis Tests About Two Independent Means; Population Standard Deviations Unknown

x  x  D0
t 1 2

s12 s22

n1 n2

Test Statistic for Hypothesis Tests Involving Matched Samples

d  d
t
sd
n

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Statistics Formulas
Mean Difference Involving Matched (or Dependent) Samples

d
d  i

Standard Deviation Notation Used for Matched Samples

 d  2
i d
sd 
n 1

Interval Estimate of Means of Matched Samples

d  t / 2  Sdn

Test Statistic for Hypothesis Tests About a Population Variance

2 
 n  1 s 2
 2 d. f .  n 1
 02

Test Statistic for Hypothesis Tests About Two Population Variances when  12   22
s12
F df numerator  n1  1 and df denominator  n2  1
s22
Interval Estimate of the Difference Between Two Population Means: σ1 and σ2 Known and Unknown
 12  22 S2 S2
x1  x2  Z / 2  (σ known) x1  x2  t / 2 1  2 (σ unknown)
n1 n2 n1 n2

Pooled Sample Standard Deviation (Assumptions that σ1 and σ2 are equal and populations are
approximately normal) & Test Statistic for Comparison of Independent Samples
 n1  1 S12   n2  1 S 22 t
x  x   D
1 2 0
Sp  d . f .  n1  n2  2 1 1
n1  n2  2 Sp 
n1 n2

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Statistics Formulas
Chi-Square Goodness of Fit Test Statistic
 2    f o fef e  ; d . f .  (c  1)
2

Chi-Square Test for Independence Test Statistic

 f oij  f eij  2
 2   f eij
; d . f .  (c  1)(r  1)
i j

Testing for the Equality of k Population Means—ANOVA

Sample Mean for Treatment j
nj

x ij
xj  i 1
nj
Sample Variance for Treatment j

x 
nj
2
ij  xj
s 2j  i 1

n j 1
Overall Sample Mean (Grand Mean)
k nj

 x
j 1 i 1
ij
x
x 
nT k
Mean Square Due to Treatments
SSTR
MSTR 
k 1
Sum of Squares Due to Treatments
k
SSTR   n j x j  x
j 1
  2

Mean Square Due to Error

SSE
MSE 
Sum of Squares Due to Error nT  k

SSE    n j  1 s 2j
k

j 1

Test Statistic for the Equality of k Population Means

MSTR
F
MSE
Total Sum of Squares

 
k nj 2
SST   xij  x
j 1 i 1

Partitioning of Sum of Squares

SST  SSTR  SSE

Multiple Comparison Procedures

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Statistics Formulas
Test Statistic for Fisher’s LSD Procedure
xi  x j
t

MSE n1i  n1j 
Fisher’s LSD

LSD  t / 2 MSE n1i  n1j  

Completely Randomized Designs
Mean Square Due to Treatments

 n x
k

j 1
j j x  2

MSTR 
k 1
Mean Square Due to Error

 n  1 s 2j
k

j
j 1
MSE 
nT  k

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Statistics Formulas
F Test Statistic

MSTR
F
MSE
Randomized Block Designs
Total Sum of Squares
b
SST   xij  x
i 1 j 1
k
  2

Sum of Squares Due to Treatments

k
SSTR  b x  j  x
j 1
  2

Sum of Squares Due to Blocks

b
SSBL  k xi  x
i1
 2

Sum of Squares Due to Error

SSE  SST  SSTR  SSBL

Factorial Experiments
Total Sum of Squares
a b
SST   xijk  x
i 1 j 1 k 1
r
  2


Sum of Squares for Factor A

a 2
SSA  br xi  x
i1
Sum of Squares for Factor B

b
SSB  ar  x  j  x
j 1
  2

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Statistics Formulas


Sum of Squares for Interaction

ab 2
S ABr xijxixjx
i1 j1
Sum of Squares for Error
SSE  SST  SSA  SSB  SSAB

Simple Linear Regression Formulas

Simple Linear Regression Model
y   0  1 x  
Simple Linear Regression Equation
E  y    0  1 x
Estimated Simple Linear Regression Equation
yˆ  b0  b1 x
Least Squares Criterion
min   yi  yˆ i 
2

Slope and y-Intercept for the Estimated Regression Equation

b1 
  x  x  y  y 
i i

  x  x
2
i

b0  y  b1 x
Total Sum of Squares
SST   yi  y   2

Sum of Squares Due to Error

SSE    yi  yˆ i 
2

Sum of Squares Due to Regression

SSR   yˆ i  y   2

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Statistics Formulas
Total Sum of Squares for Regression
SST  SSR  SSE

Coefficient of Determination
SSR
r2 
SST
Sample Correlation Coefficient

rxy   sign of b1  Coefficien t of Determination

  sign of b1  r 2

Mean Square Error (Estimate of σ2 )

SSE
s 2  MSE 
n2
Standard Error of the Estimate
SSE
s 2  MSE 
n2
Standard Deviation of b1

b 
x 
1 2
i x
Estimated Standard Deviation of b1
s
sb1 
 x  2
i x
t Test Statistic
b1
t
sb1
Mean Square Regression
SSR
MSR 
# independent variables

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Statistics Formulas
F Test Statistic

MSR
F
MSE
Estimated Standard Deviation of ŷ p

s yˆ p s
1

xp  x   2

n  xi  x   2

Confidence Interval for E  y p 

yˆ p  t / 2 s yˆ p

Estimated Standard Deviation of an Individual Value

sind
1
 s 1 
xp  x   2

n  xi  x   2

Prediction Interval for yp

yˆ p  t / 2 sind
Residual for Observation i
yi  yˆ p
Standard Deviation of the i th Residual
s yi  yˆ i  s 1  hi
Standardized Residual for Observation i
yi  yˆ i
s yi  yˆ i
Leverage of Observation i
1
hi 
xi  x   2

n  xi  x   2

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Statistics Formulas
Nonparametric Method Formulas
Mann-Whitney-Wilcoxon Test (Large Sample)

Mean : T  1 2 n1  n1  n2  1
Standard Deviation:  T  1 n n  n1  n2  1
12 1 2

Kruskall-Wallis Test Statistic

� 12 k
Ri2 �
W � � � 3  nT  1
nT  nT  1
� i 1 ni �

Spearman Rank –Correlation Coefficient

6�di2
rs  1 

n n2  1 

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