Stat 101

Formula Sheets

Point Estimation: One Population

Let (𝑋# , 𝑋& , … , 𝑋( ) be a random sample of size n from an infinite population.
Common Point Estimators for Parameters under Random Sampling from an Infinite Population

Parameter Point Estimator

𝒏
Population 𝟏
𝝁 Sample Mean :=
𝑿 > 𝑿𝒊
Mean 𝒏
𝒊@𝟏
𝒏
𝟏
Variance 𝝈 𝟐
Sample Variance 𝒔 = 𝟐 : )𝟐
>(𝑿𝒊 − 𝑿
𝒏−𝟏
𝒊@𝟏

𝒏
Standard Sample Std. 𝟏
𝝈= D𝝈𝟐 𝒔=E : )𝟐
>(𝑿𝒊 − 𝑿
Deviation Deviation 𝒏−𝟏
𝒊@𝟏

Estimated
Std. Error of 𝝈 𝒔
:) =
𝑺𝑬(𝑿 Standard I :) =
𝒔𝒆(𝑿
the sample
√𝒏 Error of the Sample √𝒏
mean
Mean

Proportion 𝑷 Sample Proportion 𝒑

L

Estimated
Std. Error of
𝑷(𝟏 − 𝑷) Standard Error L(𝟏 − 𝒑
𝒑 L)
the sample L) = M
𝑺𝑬(𝒑 L) = M
𝒔𝒆(𝒑
𝒏 of the Sample 𝒏
proportion
Proportion

Interval Estimation: One Population

Let (𝑋# , 𝑋& , … , 𝑋( ) be a random sample of size n from an infinite population.
100(1-α)% Confidence Interval Estimators for the Population Mean of a Normal Distribution

Cases Confidence Interval Estimators

𝜎 𝜎
Case 1: σ2 is known *𝑋+ − 𝑍. ∗ , 𝑋+ + 𝑍. ∗ 4
& √𝑛 & √𝑛

𝑠 𝑠
Case 2: σ2 is unknown and n ≤ 30 *𝑋+ − 𝑡.,(6# ∗ , 𝑋+ + 𝑡.,(6# ∗ 4
& √𝑛 & √𝑛

𝑠 𝑠
Case 3: σ2 is unknown and n > 30 *𝑋+ − 𝑍. ∗ , 𝑋+ + 𝑍. ∗ 4
& √𝑛 & √𝑛
 Approximate 100(1-α)% Confidence Interval Estimator for the Population Proportion
𝑝̂ (1 − 𝑝̂ ) 𝑝̂ (1 − 𝑝̂ )
N𝑝̂ − 𝑍. ∗ M , 𝑝̂ + 𝑍. ∗ M R
& 𝑛 & 𝑛

Point Estimation: Two Populations

Let (𝑋# , 𝑋& , … , 𝑋( ) be a random sample with mean 𝜇T and variance 𝜎T&
Let (𝑌# , 𝑌& , … , 𝑌( ) be a random sample with mean 𝜇V and variance 𝜎V&
Let 𝑿: and 𝒀: denote the sample mean of the two random samples, respectively.
Point Estimators for the Difference between Two Means and of the Difference between Two
Proportions
Parameter Point Estimator

Difference between 2 means :−𝒀

:
𝑿
𝝁𝑿 − 𝝁𝒀

Difference between 2 proportions

𝒑
L𝟏 − 𝒑
L𝟐
𝑷𝟏 − 𝑷𝟐

Mean Difference :
𝑫
𝝁𝑫

Interval Estimation: Two Populations

: and 𝒀
Let 𝑿 : denote the sample mean and 𝑠T& and 𝑠Y& denote the sample variance of the two
random samples, respectively.
Confidence Interval Estimators for μX – μY
Cases Confidence Interval Estimators

Case 1: 𝜎T& and 𝜎V& 𝜎T& 𝜎V& 𝜎T& 𝜎V&

Z +
(𝑋 − +
𝑌 ) − 𝑍. M + , +
(𝑋 − +
𝑌 ) + 𝑍. M + [
are known & 𝑛# 𝑛& & 𝑛# 𝑛&

1 1 1 1
Case 2: 𝜎T& and 𝜎V& Z(𝑋+ − 𝑌+) − 𝑡.,( M𝑆`& * + 4 , (𝑋+ − 𝑌+) + 𝑡.,( ]( 6& M𝑆`& * + 4[
& \ ](^ 6& 𝑛# 𝑛& & \ ^ 𝑛# 𝑛&
are unknown but
𝜎T& = 𝜎V& (𝑛# − 1)𝑆T& + (𝑛& − 1)𝑆V&
𝑆`& =
𝑛# + 𝑛& − 2

Case 3: 𝜎T& and 𝜎V&

𝑠T& 𝑠V& 𝑠& 𝑠&
are unknown but Z(𝑋+ − 𝑌+) − 𝑡.,c M + , (𝑋+ − 𝑌+) + 𝑡.,c M T + V [
& 𝑛# 𝑛& & 𝑛# 𝑛&
𝜎T& ≠ 𝜎V&
 &
𝑠& 𝑠&
* Te𝑛# + Ve𝑛& 4
𝑣= & &
𝑠& 𝑠&
* Te𝑛# 4 * Ve𝑛& 4
𝑛# − 1 + 𝑛& − 1

Case 4: 𝜎T& and 𝜎V&

are unknown but 𝑠T& 𝑠V& 𝑠& 𝑠&
Z(𝑋+ − 𝑌+) − 𝑍. M + , (𝑋+ − 𝑌+) + 𝑍. M T + V [
𝑛# > 30 𝑎𝑛𝑑 𝑛& > & 𝑛# 𝑛& & 𝑛# 𝑛&
30

Use the flowchart on the left to help you on which

𝜎T& and Use case formula to use.
&
𝜎V known? 1

𝑛# > 30 Use case

𝑛& > 30? 4

𝑛# = 𝑛& ? Use case

2 Let {(𝑋# , 𝑌# ), (𝑋& , 𝑌& ), … , (𝑋( , 𝑌( )} be your sample data
Denote 𝐷o = 𝑋o − 𝑌o for i=1, 2, …, n
(
1 : )&
∑( (𝐷o − 𝐷
:=
𝐷 > 𝐷o = 𝑋+ − 𝑌+ 𝑠p = M o@#
𝑛 𝑛−1
o@#
𝜎T& = 𝜎V& ?
A 100(1-α)% Confidence Interval Estimator
for the Mean of the Differences
𝑠. 𝑠.
Use case 3 # − 𝑡&
!𝐷 # + 𝑡&
,𝐷 2
, *+, , *+,
' √𝑛 ' √𝑛

Given two independent random samples of sizes n and n , a point estimator for 𝑃# – 𝑃& is 𝑝̂# − 𝑝̂&
1 2

An Approximate 100(1-α)% Confidence Interval Estimator for the Difference of Proportions

𝑝̂# (1 − 𝑝̂# ) 𝑝̂& (1 − 𝑝̂& ) 𝑝̂# (1 − 𝑝̂# ) 𝑝̂ & (1 − 𝑝̂ & )

N(𝑝̂# − 𝑝̂ & ) − 𝑍. M + , (𝑝̂# − 𝑝̂& ) + 𝑍. M + R
& 𝑛# 𝑛& & 𝑛# 𝑛&