Prilog___

Statistiške formule za menadžment i ekonomiju

Statistics for Management and Economics Formulas

Numeričke deskriprivne tehnike (Numerical Descriptive techniques)

Sredina populacije (Population mean)

N

 = x
i 1
i

N
Sredina uzorka (Sample mean)
n

x
i 1
i

x
n
Rang (Range)
Najviša opservacija-Najniža opservacija (Largest observation - Smallest observation)
Varijansa –disperzija populacije (Population variance)
N

2 =
( x   )
i 1
i
2

N
Varijansa – disperzija uzorka (Sample variance)
n

s2 =  (x
i 1
i  x)2

n 1
Standardna devijacija populacije (Population standard deviation)
 = 2
Standardna devijacija uzorka (Sample standard deviation)
s = s2
Kovarijansa populacije (Population covariance)
N

( x
i 1
i   x )( y i   y )
 xy 
N
Kovarijansa uzorka (Sample covariance)
n

( x
i 1
i  x )( y i  y )
s xy 
n 1
Koeficijent korelacije populacije (Population coefficient of correlation)
 xy

 x y
Koeficijent korelacije uzorka (Sample coefficient of correlation)
 s xy
r
sxsy
Koeficijent determinisanosti (Coefficient of determination)
R2 = r2
Koeficijent nagiba (Slope coefficient)
s xy
b1 
s x2
y – odsečak (y-intercept)
b0  y  b1 x

Verovatnoća (Probability)

Uslovna verovatnoća (Conditional probability)

P(A|B) = P(A and B)/P(B)
Pravilo komplimenta (Complement rule)
P( A C ) = 1 – P(A)
Pravilo množenja (Multiplication rule)
P(A and B) = P(A|B)P(B)
Pravilo sabiranja (Addition rule)
P(A or B) = P(A) + P(B) - P(A and B)
Bayes-ova formula (Bayes’ Law Formula)

P(A i )P( B | A i )
P(A i | B) 
P(A 1 )P(B | A 1 )  P(A 2 )P(B | A 2 )  . . .  P (A k )P( B | A k )

Slučajna promenljiva i distribucija verovatnoće diskretne promenljive (Random

Variables and Discrete Probability Distributions)

Ocenjena vrednost –sredina (Expected value -mean)

E(X) =
  xP( x )
all x

Varijansa – disperzija (Variance)

V(x) =
2  ( x   )
all x
2
P( x )

Standardna devijacija (Standard deviation)

 2
Kovarijansa (Covariance)
COV(X, Y) = σxy = ( x   x )( y   y )P( x , y )

Koeficijent korelacije (Coefficient of Correlation)

COV ( X ,Y )

 x y
Pravila ocene vrednosti (Laws of expected value)
1. E(c) = c
2. E(X + c) = E(X) + c
 3. E(cX) = cE(X)

Prvaila varijanse – disperzije (Laws of variance)

1.V(c) = 0
2. V(X + c) = V(X)
3. V(cX) = c 2 V(X)
Pravila ocene vrednosti i varijanse zbira dve promenljive (Laws of expected value and
variance of the sum of two variables)

1. E(X + Y) = E(X) + E(Y)

2. V(X + Y) = V(X) + V(Y) + 2COV(X, Y)
Pravila ocene vrednosti i varijansa zbira više od dve promenljive (Laws of expected value
and variance for the sum of more than two variables)

k k
1. E ( X i )   E( X ) i
i 1 i 1
k k
2. V ( X i )  V ( X i ) if the variables are independent
i 1 i 1

Sredina i varijansa za portfolio od dva skupa (Mean and variance of a portfolio of two
stocks)

E(Rp) = w1E(R1) + w2E(R2)

V(Rp) = w12 V(R1) + w22 V(R2) + 2 w1 w 2 COV(R1, R2)
= w12 12 + w22  22 + 2 w1 w2  1  2
Sredina i varijansa za portfolio od k skupova (Mean and variance of a portfolio of k
stocks)
k
E(Rp) =  w E(R )
i 1
i i

k k k

V(Rp) = w
i 1
2 2
i i 2  w w
i 1 j  i 1
i j COV ( Ri ,Rj)

Binomna verovatnoća (Binomial probability)

n!
P(X = x) = x! ( n  x )! p x (1  p )n x

  np
 2  np( 1  p )
  np( 1  p )
Poisson-ova (Poisson probability)
e   x
P(X = x) =
x!

Distribucija verovatnoće kontinuirane promenljive (Continuous Probability

Distributions)
Standardna normalna slučajna promenljiva (Standard normal random variable)
X 
Z

Eksponencijalna distribucija (Exponential distribution)
    1/ 
P ( X  x )  e  x
P ( X  x )  1  e  x

P ( x 1  X  x 2 )  P ( X  x 2 )  P ( X  x 1 )  e   x1  e   x 2
F distribucija (F distribution)
1
F1 A, 1 , 2 =
FA, 2 , 1

Distribucija uzorka (Sampling Distributions)

Ocena vrednosti sredine uzorka (Expected value of the sample mean)

E( X )   x  
Varijansa sredine uzorka (Variance of the sample mean)
2
V ( X )   2x 
n
Standardna greška sredine uzorka (Standard error of the sample mean)

x 
n
Standardizaccija sredine uzorka (Standardizing the sample mean)
X 
Z 
/ n
Ocena vrednosti proorcije uzorka (Expected value of the sample proportion)
ˆ )   pˆ  p
E (P
Varijansa – disperzija proporcije uzorka (Variance of the sample proportion)
p (1  p )
V ( Pˆ )   2pˆ 
n
Standardna greška proporcije uzorka (Standard error of the sample proportion)
p (1  p )
 pˆ 
n
Standardizacija proporcije uzorka (Standardizing the sample proportion)
ˆ p
P
Z 
p (1  p ) n
Ocena vrednosti razlike između dve sredine (Expected value of the difference between
two means)

E ( X 1  X 2 )   x1  x2   1   2
Varijansa – disperzija razlike između dve sredine (Variance of the difference between two
means)
  12  22
V ( X 1  X 2 )   x21  x2  
n1 n2
Standardna greška razlike između dve sredine (Standard error of the difference between
two means)
12  22
 x1  x2  
n1 n 2
Standardizacija rezlike između dve sredine uzorka (Standardizing the difference between
two sample means)

( X 1  X 2 )  ( 1   2 )
Z
 12  22

n1 n 2

Uvod u ocenu (Introduction to Estimation)

Interval poverenja estimatora  (Confidence interval estimator of  )


x  z / 2
n
Veličina uzorka za ocenu  (Sample size to estimate ) 
2
z  
n    / 2 
 W 

Uvod u testiranje hipoteza (Introduction to Hypothesis Testing)

Test statistika za  (Test statistic for  )

x
z
/ n

Zaključivanje o populaciji (Inference about One Population)

Test statistika za  (Test statistic for  )

x
t
s/ n
Interval poverenja estimatora  (Confidence interval estimator of  )
s
x  t / 2
n
Test statistika za  (Test statistic for  2 )
2

( n  1 )s 2
2 
2
Interval poverenja estimators  2 (Confidence interval Estimator of  2 )
 ( n  1 )s 2
LCL =
 2 / 2
( n  1 )s 2
UCL =
 12 / 2
Test statistika za p (Test statistic for p)
p̂  p
z
p( 1  p ) / n
Interval poverenja estimatora p (Confidence interval estimator of p)
p̂  z / 2 p̂( 1  p̂ ) / n
Veličina uzorka za ocenu p (Sample size to estimate p)
2
z p̂( 1  p̂ ) 
n  /2
 W 
 
Interval poverenja estimatora ukupne ograničene populacije (Confidence interval
estimator of the total of a large finite population)
 s 
N  x  t / 2 
 n
Interval poverenja estimatora ukupnog broja uspešnih u ograničenoj populaciji
(Confidence interval estimator of the total number of successes in a large finite
population)
 p̂( 1  p̂ 
N  p̂  z / 2 
 n 
Interval poverenja estimatora  kada je populacija mala (Confidence interval estimator
of  when the population is small)
s N n
x  t / 2
n N 1
Interval poverenja estimatora ukupne male populacije (Confidence interval estimator of
the total in a small population)
 s N n 
N  x  t / 2 
 n N 1 
 
Interval poverenja estimatora p kada je populacija mala (Confidence interval estimator of
p when the population is small)
 p̂( 1  p̂ ) N n
p  z / 2
n N 1
Interval poverenja estimatora ukupnog broja uspešnih u maloj populaciji (Confidence
interval estimator of the total number of successes in a small population)
 p̂( 1  p̂ ) N n 
N  p̂  z  / 2 
 n N 1 
 

Zaključivanje o dve populacije (Inference About Two Populations)

Jednake varijanse t-test 1   2 (Equal-variances t-test of 1   2 )

 ( x1  x 2 )  ( 1   2 )
t
 1 1    n1  n 2  2
s 2p   
 n1 n 2 
Jednake varijanse interval estimator 1   2 (Equal-variances interval estimator of
1   2 )
 1 1 
( x1  x 2 )  t / 2 s 2p      n1  n 2  2
 n1 n 2 
Nejednake varijanse t-test 1   2 (Unequal-variances t-test of 1   2 )
( x1  x 2 )  ( 1   2 )
t ( s12 / n1  s22 / n2 )2
 2
 s12 s 22  ( s1 / n1 )2 ( s22 / n2 )2
   
 n1 n 2  n1  1 n2  1
 
Nejdnake varijanse interval estimator 1   2 (Unequal-variances interval estimator of
1   2 )
( s12 / n1  s22 / n2 )2
s12 s 22 
( x1  x 2 )  t  / 2  ( s12 / n1 )2 ( s22 / n2 )2
n1 n2 
n1  1 n2  1
t-test  D (t-Test of  D )
xD   D
t   nD  1
sD / nD
t-estimator  D (t-Estimator of  D )
sD
x D  t / 2   nD  1
nD
F-test 12 /  22 (F-test of 12 /  22 )
s12
F=  1  n1  1 and  2  n 2  1
s22
F-estimator 12 /  22 (F-Estimator of 12 /  22 )
 s12  1
LCL =  2 
 s 2  F / 2 , 1 , 2
 s12 
UCL =  2  F / 2 , 2 , 1
 s2 
z-test estimator p1  p 2 (z-Test and estimator of p1  p 2 )
( p̂1  p̂ 2 )
z
Case 1:  1 1 
p̂( 1  p̂ )  
 n1 n 2 
 ( p̂1  p̂2 )  ( p1  p2 )
z
Case 2: p̂1( 1  p̂1 ) p̂2 ( 1  p̂2 )

n1 n2
z estimator p1  p 2 (z-estimator of p1  p 2 )
p̂1( 1  p̂1 ) p̂2 ( 1  p̂2 )
( p̂1  p̂2 )  z / 2 
n1 n2

Analiza varijanse (Analysis of Variance)

Jedan način analize varijanse (One-way analysis of variance)

k

SST = n ( x
j 1
j j  x )2

k nj

SSE =  ( x
j 1 i 1
ij  x j )2

SST
MST =
k 1
SSE
MSE =
nk
MST
F=
MSE
Drugi način analize varijanse (Two-way analysis of variance -randomized block design of
experiment)
k b

SS(Total) =  ( x
j 1 i 1
ij  x )2

k
SST =  b( x [ T ] j  x )
2

i 1
b
SSB =  k ( x [ B ]i  x )
2

i 1
k b

SSE =  ( x
j 1 i 1
ij  x [ T ] j  x [ B ]i  x )2

SST
MST =
k 1
SSB
MSB =
b 1
SSE
MSE =
n  k  b 1
MST
F=
MSE
MSB
F=
MSE
Dvo-faktorski eksperiment (Two-factor experiment)
 a b r

SS(Total) =   ( x
i 1 j 1 k 1
ijk  x )2

a
SS(A) = rb ( x [ A ]i  x )
2

i 1
b

SS(B) = ra  ( x [ B ] j  x )2
j 1
a b

SS(AB) = r  ( x [ AB ]ij  x [ A ]i  x [ B ] j  x )
2

i 1 j 1
a b r

SSE =   ( x
i 1 j 1 k 1
ijk  x [ AB ]ij )2

MS( A )
F=
MSE
MS( B)
F=
MSE
MS( AB)
F=
MSE
Najmanja značajna razlika Metod komparacije (Least Significant Difference Comparison
Method)
 1 1 
LSD = t  / 2 MSE  
 ni n j 
 
Tukeys-ov multiple komparacioni metod (Tukey’s multiple comparison method)
MSE
  q ( k , )
ng

Hi-kvadrat test (Chi-Squared Tests)

Test statistika za sve procedure (Test statistic for all procedures)

k
(f i  e i ) 2
2  
i 1
ei

Linerana regresija uzorka (Simple Linear Regression)

Nagib uzorka (Sample slope)

s xy
b1 
s x2
y-odsečak uzorka (Sample y-intercept)
b0  y  b1 x

Zbir kvdrata greške (Sum of squares for error)

n
SSE = ( y
i 1
i  ŷ i ) 2
Standardna greška estimacije (Standard error of estimate)
SSE
s 
n2
Test statistika za nagib (Test statistic for the slope)
b1   1
t
s b1
Standardna greška od b1 (Standard error of b1 )
s
s b1 
( n  1 )s x2

Koeficijen determinisanosti (Coefficient of determination)

2
s xy SSE
R2   1
s x2 s 2y ( y i  y )2

Interval predviđanja (Prediction interval)

2
1 ( xg  x )
ŷ  t  / 2 ,n  2 s  1 
n ( n  1 )s x2
Interval poverenja estimatora ocenjene vrednosti y (Confidence interval estimator of the
expected value of y)
2
1 ( xg  x )
ŷ  t  / 2 ,n  2 s  
n ( n  1 )s x2
Koeficijent korelacije uzorka (Sample coefficient of correlation)
s xy
r
sxsy
Test statistika za testiranje  = 0 ( Test statistic for testing  = 0)
n2
tr
1 r 2

Multiple regresija (Multiple Regression)

Standardna grešek estimacije (Standard Error of Estimate)

SSE
s 
n  k 1
Test statistika za  i (Test statistic for  i )
bi   i
t
s bi
Koeficijent determinisanosti (Coefficient of Determination)
 2
s xy SSE
R2   1
s x2 s 2y  ( yi  y )2

Prilagođeni koeficijent determinisanosti (Adjusted Coefficient of Determination)

2 SSE /( n  k  1 )
Adjusted R  1 
( y  y )
i
2
/( n  1 )
Kvadrat sredine greške (Mean Square for Error)
MSE = SSE/k
Kvdrat sredine za regresiju (Mean Square for Regression)
MSR = SSR/(n-k-1)
F-statistika (F-statistic)
F = MSR/MSE
Durbin- Watson-ova statistika (Durbin-Watson statistic)
n

( e
i2
i  e i 1 ) 2
d n

e
i 1
2
i

Neparametarske statističke tehnike (Nonparametric Statistical techniques)

Wilcoxon rang - zbir test statistika (Wilcoxon rank sum test statistic)
T  T1
n1 ( n1  n 2  1 )
E(T) =
2
n1 n 2 ( n1  n 2  1 )
T 
12
T  E( T )
z
T
Znak test statistika (Sign test statistic)
x = number of positive differences
x  .5n
z
.5 n
Wilcoxon-ov rang značajnosti zbira test statistike (Wilcoxon signed rank sum test
statistic)
T T 
n( n  1)
E(T) =
4
n( n  1 )( 2n  1 )
T 
24
T  E( T )
z
T
Kruskal – Wallis –ov test (Kruskal-Wallis Test)
  12 k
T j2 
H 
 n( n  1 )
 nj 
  3( n  1 )
j 1 
Friedman-ov test (Friedman Test)
 12
k 
Fr  
 b( k )( k  1 )
T j 
2

 3b( k  1 )
 j 1 
Spearman –ov koeficijent korelacije (Spearman rank correlation coefficient)
s ab
rS 
s a sb
Spearman-ova test statistika za n > 30 (Spearman Test statistic for n > 30)
z  rS n 1

Analiza vremenskih serija i predviđanje (Time Series Analysis and Forecasting)

Eksponencijalno izravnanje (Exponential smoothing)

S t  wy t  (1  w) S t 1

Statistički proces kontrole (Statistical Process Control)

Srednja linija i kontrolni nivoi za x dijagram korišćenjem S (Centerline and control

limits for x chart using S)
Srednja linija (Centerline) = x
S
Donji kontrolna granica (Lower control limit) = x  3
n
S
Gornji kontrolna granica (Upper control limit) = x  3
n
Srednja linija i kontrolna granica za p dijagram (Centerline and control limits for the p
chart)
Srednja linija (Centerline) = p
p( 1  p )
Donja kontrolna granica (Lower control limit) = p  3
n
p( 1  p )
Gornja kontrolna granica (Upper control limit) = p  3
n

Analiza odlučivanja (Decision Analysis)

Ocenjena vrednost savršene informacje (Expected Value of perfect Information)

EVPI = EPPI - EMV*

Ocenjena vrednost informacije uzorka (Expected Value of Sample Information)

EVSI = EMV' - EMV*