Probability and Statistics – List of Formulas

Please, keep these handouts clean as they need to be reused

P(A ∪ B) = 𝑃(A) + P(B) − P(A ∩ B)

P(A ∩ B)
P(B⃓ A) =
P(A)

P(B) = P(B ∩ E1 ) + P(B ∩ E2 ) + ⋯ + P(B ∩ Ek ) = P(B⃓ E1 )P(E1 ) + ⋯ + P(B⃓ Ek )P(Ek )

𝑛 𝑛!
( )=
𝑥 𝑥! (𝑛 − 𝑥)!

𝜎𝑋𝑌 = 𝐸[(𝑋 − 𝜇𝑋 )(𝑌 − 𝜇𝑌 )] = 𝐸(𝑋𝑌) − 𝜇𝑋 𝜇𝑌

𝑐𝑜𝑣(𝑋, 𝑌) 𝜎𝑋𝑌
𝜌𝑋𝑌 = =
√𝑉(𝑋)𝑉(𝑌) 𝜎𝑋 𝜎𝑌

𝑀𝑆𝐸(𝛩) = 𝐸(𝛩 − 𝜃)2 = 𝑉(𝛩) + 𝐵𝑖𝑎𝑠 2

𝑋−𝜇
𝑍=
𝜎/√𝑛

𝜎 𝜎 𝑧𝛼/2 𝜎 2
𝑥̅ − 𝑧𝛼/2 ≤ 𝜇 ≤ 𝑥̅ + 𝑧𝛼/2 𝑛=( )
√𝑛 √𝑛 𝐸
𝑠 𝑠
𝑥̅ − 𝑡𝛼/2,𝑛−1 ≤ 𝜇 ≤ 𝑥̅ + 𝑡𝛼/2,𝑛−1
√𝑛 √𝑛

(𝑛 − 1)𝑠 2 2
(𝑛 − 1)𝑠 2
2 ≤ 𝜎 ≤ 2
𝜒𝛼/2,𝑛−1 𝜒1−𝛼/2,𝑛−1

2
𝛿 √𝑛 𝛿√𝑛 (𝑧𝛼/2 +𝑧𝛽 ) 𝜎 2
𝛽= ϕ (𝑧𝛼/2 − 𝜎 ) − ϕ (−𝑧𝛼/2 − 𝜎
), 𝑛≈ 𝛿2

2[1 − 𝜙(𝑧𝑜 )], 1 − 𝜙(𝑧𝑜 ), 𝜙(𝑧𝑜 )

𝛽̂𝑜 = 𝑦̅ − 𝛽̂1 𝑥̅
𝑛 𝑛
1 1
𝑦̅ = ∑ 𝑦𝑖 and 𝑥̅ = ∑ 𝑥𝑖
𝑛 𝑛
𝑖=1 𝑖=1

𝑛 𝑛
𝑆𝑆𝐸
2
𝜎̂ = 𝑆𝑆𝑇 = ∑(𝑦̂𝑖 − 𝑦̅) = ∑ 𝑦𝑖2 − 𝑛 𝑦̅ 2
2
𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽̂1 𝑆𝑥𝑦
𝑛−2
𝑖=1 𝑖=1

𝑆𝑆𝐸
𝑅2 = 1 −
𝑆𝑆𝑇
 FORMULAE SHEET

h n 1 n2  (b  a ) 5
I 
3
f ( x 0 )  4  f ( x i )  2  f ( x j )  f ( x n ) Error Ea  
180n 4
f ( 4)

i 1, 3, 5,... j  2 , 4 , 6,... 

h n 1
 (b  a ) 3 ( 2 )
I 
2
f ( x 0 )  2 
i 1
f ( xi )  f ( x n ) 

Error Ea  
12n 2
f

(b  a ) 5
I
3h
 f ( x0 )  3 f ( x1 )  3 f ( x2 )  f ( x3 ) Error Ea   f ( 4)

8 6480

 3h   
 
n2 n 1 n 3
I     f  x 0   3  f  xi   3  f  xi   2  f  xi   f x n 
 8  i 1, 4 , 7... i  2 , 5,8... i 3, 6 , 9 ,... 

Ti ,new
j  Ti ,new
j  (1   )Ti , j
old

k1  f ( x i , y i )
1 2
yi 1  yi  ( k1  k 2 )h 3 3 y i 1  y i  f ( xi , y i )h
3 3 k 2  f ( xi  h, y i  k1 h)
4 4

1 1 k1  f ( xi , y i ) f i  f i1 hi1
yi 1  yi  ( k1  k 2 )h bi1   (2ci1  ci )
2 2 k 2  f ( xi  h, yi  k1 h) hi1 3

b
y i 1  y i  k 2 h k1  f ( x i , y i )  f ( x)
a
dx  c f ( x1 )  c f ( x 2 )

 b  a  1   b  a 
k 2  f ( x i  1 / 2 h, y i  1 / 2 k 1 h ) x1       
 2  3   2 

 b  a  1   b  a 
x2        
 2  3  2 
1
yi 1  yi  (k1  2k 2  2k 3  k 4 )h k1  f ( xi , yi )
6
k 2  f ( x i  1 / 2 h, y i  1 / 2 k 1 h ) yi01  yi  f ( xi , yi )h

k 3  f ( x i  1 / 2 h, y i  1 / 2 k 2 h )

 f ( xi , y i )  f ( xi 1 , y i01 ) 
k 4  f ( x i  h, y i  k 3 h ) y i 1  y i   h
 2 

1
yi 1  yi  (k1  4k 2  k 3 )h k1  f ( xi , yi )
6
k 2  f ( x i  1 / 2 h, y i  1 / 2 k 1 h )

k 3  f ( xi  h, y i  k1 h  2k 2 h)
  f ( xi  2 )  4 f ( xi 1 )  3 f ( xi )
f ' ( xi )   f ( xi 3 )  4 f ( xi  2 )  5 f ( xi 1 )  2 f ( xi )
2h f ' ' ( xi ) 
h2

3 f ( xi )  4 f ( xi 1 )  f ( xi  2 ) 2 f ( xi )  5 f ( xi 1 )  4 f ( xi  2 )  f ( xi 3 )
f ' ( xi )  f ' ' ( xi ) 
2h h2

 f ( xi  2 )  16 f ( xi 1 )  30 f ( xi )  16 f ( xi 1 )  f ( xi  2 )
 f ( xi2 )  8 f ( xi1 )  8 f ( xi1 )  f ( xi2 ) f ' ' ( xi ) 
f ' ( xi )  12h 2
12h

x  x1 x  x0
f 1 ( x)  f ( x0 )  f ( x1 )
x0  x1 x1  x0

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 ) ( x  x0 )( x  x1 )
f 2 ( x)  f ( x0 )  f ( x1 )  f ( x2 )
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 ) ( x2  x0 )( x2  x1 )

( x  x1 )( x  x2 )( x  x3 ) ( x  x0 )( x  x2 )( x  x3 ) ( x  x0 )( x  x1 )( x  x3 ) ( x  x0 )( x  x1 )( x  x2 )
f3 ( x)  f ( x0 )  f ( x1 )  f ( x2 )  f ( x3 )
( x0  x1 )( x0  x2 )( x0  x3 ) ( x1  x0 )( x1  x2 )( x1  x3 ) ( x2  x0 )( x2  x1 )( x2  x3 ) ( x3  x0 )( x3  x1 )( x3  x2 )

n n n
n xi y i   xi  y i n n
a1  i 1 i 1 i 1
2
a 0  y  a1 x S t   ( yi  y ) 2 S r   ( y i  yˆ i ) 2
n
 n  i 1 i 1
n  x   xi 
2
i
i 1  i 1 

hi 1 ci 1  2hi 1  hi  ci  hi ci 1  3 f ( xi 1 , xi )  f ( xi , xi 1 )
Sr
S .E 
n2

St St  S r
S .D  r2  ci  3d i hi  ci 1 ai  f i ,
n 1 St

fi  bi hi  ci hi  fi1
2  1   1 
I  f    f  
 3  3

f n1 ( x)  b0  b1 ( x  x0 )  ...  bn1 ( x  x0 )( x  x1 )...(x  xn2 )

 n

x x 2
 a0    y 
3    
 x x x   a1     x y 
2

si ( x)  ai  bi ( x  xi )  ci ( x  xi )  di ( x  xi )
2 3
 x 2
 x x3 4
 a 2   x y 
 2 

𝑠2 ̅̅̅𝑖 −𝑋̅𝐺𝑀 )2
∑ 𝑛𝑖 (𝑋 ∑(𝑛𝑖 −1)𝑠𝑖2
𝐹 = 𝑠2𝐵 𝑠𝐵2 = , 2
𝑠𝑊 = ∑(𝑛𝑖 −1)
𝑊 𝑘−1

bi  2ci hi  bi1