Statistics-II PUC Formulae

Vital Statistics

1. To measure population of any intercensal year,

Pt = P0+B-D+I-E

Pt = Estimate of population after time t

P0= Population in previous census year
B = Total number of live births during the given period
D = Total number of deaths during the given period
I = Total number of immigrants
E = Total number of emigrants

2. Crude birth rate =

3. General fertility rate, =

4. Age specific fertility rate, ASFR =

5. Total Fertility Rate, TFR = 5*Σ Quinquennial ASFR’s

6. Average number of children =

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 7. Women Specific Fertility Rate,

WSFR =

8. Gross Reproduction Rate, GRR = i*∑4915 WSFR i= magnitude of age class

WSFR = Women Specific Fertility Rate

9. Net Reproduction Rate, NRR = i*∑4915{WSFR ∗ S} S= Survival ratios i=

magnitude of age class
WSFR = Women Specific Fertility Rate

10.Crude Death Rate, CDR

11.Age specific fertility rate, ASDR=

12.Standardized death rate, STDR=

P- Standard population
A- Age specific death rates of population A

13.Infant Mortality Rate, IMR =

14.Neo-natal Mortality Rate, NMR =

1000

15.Maternal Mortality Rate, MMR=

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 16.Radix = l0

17.The number of persons dying between age x and x+1 dx = lx – lx+1 lx = the
number of persons living at age x
lx+1 = the number of persons living at age x+1

18.Mortality ratio qx

19.Survival Ratio px

21.Tx = Lx+ Lx+1 +Lx+2+…

22.Expectation of life ex

Index numbers

1. Price relative,

Where, p1 - price in current year, p0 - price in base year

2. Quantity relative,

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Where, q1 – quantity in current year, q0 – quantity in base year

3. Value relative,

Where, v1 – value in current year, v0 – value in base year

4. Simple aggregative method, P

5. Simple average of price relatives,

a. Unweighted or simple arithmetic mean price index number =

b. Unweighted or Simple geometric mean price index number =

6. Weighted aggregative price index number

a. Laspeyre’s price index number

b. Paasche’s price index number

c. Marshall-Edgeworth’s price index number

d. Dorbish – Bowley’s price index number

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 e. Fisher’s price index number

f. Kelly’s price index number,

7. Weighted average of relatives

a. Weighted arithmetic mean price index number

b. Weighted geometric mean price index number P01 =

Where P = price relatives, W-weights

8. Quantity Index numbers

a. Laspeyre’s quantity index number

b. Paasche’s quantity index number

c. Marshall-Edgeworth’s quantity index number

100

d. Dorbish – Bowley’s quantity index number

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 e. Fisher’s quantity index number

9. Value index number,

10.Tests for index number: Unit test, Time reversal test(TRT), Factor Reversal
Test, Circular test.

11.Unit test: It is satisfied all index numbers except simple aggregative price
index number formula

12.Time reversal Test: Condition for any index number to satisfy TRT is
P01*P10= 1

TRT will be satisfied by Marshall-Edgeworth’s, Fisher’s and Kelly’s index

numbers.

13.Factor reversal Test: Condition for any index number to satisfy FRT is
P01*Q01=V01

FRT will be satisfied by only Fisher’s index number.

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14.Circular Test: Condition for any index number to satisfy circular test is
P01*P12*P20=1

15.Cost of Living index number CLI or consumer price index number CPI
using aggregative expenditure method

CLI or CPI =

16.Cost of Living index number CLI or consumer price index number CPI
using Family budget method

CLI or CPI =

Time Series

1. The trend line is fitted to given data in such a way that following conditions
are to be satisfied
a. Sum of deviations of actual values of Y and computed values of is
zero

i.e., ∑(y − ŷ) = 0

b. Sum of squares of deviations of actual values of Y and computed

values of is the least

i.e., ∑(y − ŷ)2is least

2. Equation of straight line is y=a + bx Where y-actual value, x- time points

a, b are constants

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3. Normal equations of straight line are
∑y = na+ b ∑x
∑xy = a ∑x +b∑x2

4.

5.

6. The parabolic or quadratic equation is

y = a + bx + cx2
Where y-actual value
x- time points
a, b, c are constants

7. Normal equations of parabolic trend are

∑ y = na + b ∑ x + c ∑ x2

∑ xy = a ∑ x + b ∑ x2 + c ∑ x3

∑ x2y = a ∑ x2 + b ∑ x3 + c ∑ x4

8. The exponential equation is

y = abx

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Where y-actual value, x- time points

a, b are constants Taking log on both

sides log y= log a + x log b

9. The normal equations of exponential trend are

∑ log y = n log a + log b ∑ x

∑ x log y = log a ∑ x + log b ∑ x2

b= Antilog (

Interpolation and Extrapolation

1. Methods of Interpolation & Extrapolation:

a. Binomial Expansion Method
b. Newton’s advancing difference method

2. Expansion of (y-1)4 =0 is
Y4 – 4Y3+6Y2-4Y1+Y0 = 0

3. Expansion of (y-1)5 =0 is
Y5 -5Y4 +10Y3-10Y2+5Y1-Y0 = 0

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 4. +…

Where,

Theoretical Distributions

Bernoulli Distribution

1. If ‘X’ is a discrete random variable with probability mass function p(x) =

pxq1-x where x=0, 1;
0<p<1;
q=1-p.

Then, X is a Bernoulli variate. The distribution of X is called Bernoulli

Distribution

2. Features of Bernoulli distribution

Features

Parameter p

Range X=0,1

Pmf p(x) = pxq1-x where x=0, 1

Mean p

Variance pq

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 SD √pq
Relation between mean Mean > variance
and variance
Probability distribution of
Bernoulli variate

Binomial Distribution

1. If X1, X2, X3,…Xn are independently and identically distributed Bernoulli

variates with common parameter p, then their sum X=X1+X2+X3+…+Xn is a
Binomial variate with parameters n and p

2. If ‘X’ is a discrete random variable with probability mass function p(x) = ncx
pxqn-x where x=0, 1, 2, …,n;
0<p<1;
q=1-p.
Then, X is a Binomial variate. The distribution of X is called Binomial
Distribution

3. Features of Binomial distribution

Features

Parameter n, p
Range x=0,1, 2, …, n
Pmf p(x) = ncx pxqn-x where x=0, 1, 2,..,n;

Mean np

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Variance npq
SD √npq

Relation between mean and variance Mean > variance

Mode 1. Mode is equal to mean if n*p is integer
2. Equal to value of x corresponding to
highest probability

4. Probability distribution of Binomial variate is

x 0 1 2 … n Total

p(x) n c0 p0qn-0 n c1 p1qn-1 n c2 p2qn-2 n cn pn qn-n 1

5. If p=q= ½ , then binomial distribution is symmetrical (i.e., β1 = 0)

6. If p < ½ or q> ½ , then binomial distribution is positively skewed

(i. e., 𝛃𝟏 > 𝟎)

7. If p > ½ or q< ½ , then binomial distribution is negatively skewed

(i. e., 𝛃𝟏 < 𝟎)

8. The Binomial distribution tends to Poisson distribution when n → ∞, p →

0 and np = λ, a constant

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9. The Binomial distribution tends to Normal distribution when n → ∞ and p, q
are almost equal

10. A Binomial distribution with parameters n and p is denoted by B(x; n, p) or

B(n, p)

11. Recurrence relation between successive binomial probability terms is p(x) =

12. Recurrence relation between successive binomial frequency terms is

Tx

Poisson Distribution

1. Poisson distribution is obtained under the following conditions:

a) The number of trials ‘n’ is indefinitely large, i.e., n→ ∞
b) Probability of success for each trial ‘p’ is indefinitely small, i.e., p→ 0
c) np=λ is finite

2. If ‘X’ is a discrete random variable with probability mass function p(x) = e

where x=0, 1,2,3…∞; x!
−λλx

λ>0;

Then, X is a Poisson variate. The distribution of X is called Poisson

Distribution

3. Features of Poisson distribution

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 Features
Parameter λ
Range X=0,1, 2, …, ∞
Pmf p(x) = e −λλxwhere x=0,

1,2,3…∞ x!
Mean λ
Variance λ
SD
√λ
Relation between mean and variance Mean = variance
Mode 1. λ is an integer, mode = λ and λ − 1
2. λ is not an integer, mode = integral
part of λ

4. Probability distribution of Poisson variate is

X 0 1 2 3 …

P(x) e−λλ0 e−λλ1 e−λλ2 e−λλ3

0! 1! 2! 3!

5. Poisson distribution is positively skewed (β1 > 0)

6. Poisson distribution is leptokurtic (β2 > 3)

7. When λ is large, Poisson distribution can be considered to be normal

distribution

8. A Poisson variate with parameter λ is denoted by P(x; λ) or X~P(λ)

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 9. Recurrence relation between successive Poisson probability terms is p(x) =

10. Recurrence relation between successive Poisson frequency terms is

Tx

Hyper Geometric Distribution

1. If ‘X’ is a discrete random variable with probability mass function p(x) =

where x=0, 1,2,…min(a,n);

a, b, n>0;

Then, X is a hyper-geometric variate. The distribution of X is called

Hypergeometric Distribution

2. Features of hyper-geometric distribution

Features

Parameter
Range x=0,1, 2, …,

pmf p(x) =
where x=0, 1,2,…min[a,n];

Mean

Variance nab (a +b −n )
(a +b )2 (a +b −1)

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SD nab (a +b −n )
√ (a +b )2 (a +b −1)

3. Hyper-geometric distribution tends to binomial distribution when (a+b)

. So, binomial distribution is a limiting form of hyper-
geometric distribution with parameters n and p=

4. A hyper-geometric variate with parameter is denoted by X~H(a, b, n)

Normal Distribution

1. If ‘X’ is a continuous random variable with probability density function

f(x) = where

Then, X is a normal variate. The distribution of X is called Normal

Distribution

2. Features of Normal distribution

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 Features

Parameter μ and σ2
Range −∞ < x < ∞
1 X −μ
pdf 1 −2 ( σ )2
f(x) = e
σ√ 2π
where −∞ < x < ∞, σ > 0
Mean, median, mode μ
Variance σ2
SD σ

3. Quartile deviation = Mean deviation =

4. The normal curve is symmetrical about mean (

5. The distribution is mesokurtic (β2 = 3)

6. Points of inflexion for normal distribution is μ − σ and μ + σ

7. First quartile Q1= μ − 0.6745σ, Third quartile Q3= μ + 0.6745σ

8. The normal curve is bell shaped. The probability curve of normal

distribution is

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9. The total area under the normal curve is equal to 1. Area to the right of the
ordinate at the mean as well as to the left of the ordinate at the mean is 0.5
.
10. Area property of normal distribution: P(μ − σ <X< μ + σ) = 0.6826 =
68.26%
P(μ − 2σ <X< μ + 2σ) = 0.9544 = 95.44%
P(μ − 3σ <X< μ + 3σ) = 0.9974 = 99.74%

11. A normal variate with parameters μ and σ2 is denoted by X~N(μ, σ2)

Standard normal distribution

1. If ‘X’ is normal variate with mean= μ and SD = σ, then Z = is a σ

standard normal variate.

i.e., X~N(μ, σ2) the Z~N(0,1)

Therefore, probability density function

1

f(z) = where −∞ < z < ∞

2. For standard normal distribution

Mean = 0

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 Variance = 1

Standard deviation = 1

3. In standard normal distribution,

Mean = Median = Mode =0

4. The standard normal curve is symmetrical about mean =0 (β1 = 0)

5. The standard normal curve is bell shaped.

6. The total area under the standard normal curve is equal to 1. Area to the right
of the ordinate at the mean as well as to the left of the ordinate at the mean is
0.5

7. Area property of standard normal distribution:

P(−1 <Z< 1) = 0.6826 = 68.26%
P(−2 <Z< 2) = 0.9544 = 95.44%
P(−3<Z<3) = 0.9974 = 99.74%
8. The probability curve of standard normal variate is

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Chi-square distribution

1. The square of Standard normal variate is known as chi-square variate with

one degree of freedom

Symbolically,

If X~N(μ, σ2) then Z= ~N(0,1) and Z is a chi-square

varaite with one degree of freedom.

2. If Z1, Z2, Z3, …Zn are n independent standard normal variates,

Then Z12 + Z22 + Z32 + ⋯ + Zn2 follows chi-square distribution with n

degrees of freedom (df)

3. Degrees of freedom: No. of independent observations

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4. A continuous probability distribution with probability density function
where 0 ≤ χ2 < ∞, n > 0
is a χ2-distribution with n d.f.

5. n is the parameter of χ2 distribution

6. Range of χ2 distribution is 0 ≤ χ2 < ∞

7. For χ2 distribution

Mean = n

Variance = 2n

Standard deviation = √2n

8. For χ2 distribution

Mode = (n-2) for n>2

= 0 for n≤2

9. χ2 distribution is positively skewed for n>2 (β1 > 0)

10.The χ2 -distribution is leptokurtic (β2 > 3)

11.The total area under the χ2 curve is equal to 1.

12.When n→ ∞, χ2- distribution tends to standard normal distribution ( as n→

∞, the amount of skewness tends to 0)

13.A χ2 variate with n d.f is denoted by χ2(n)

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14.Chi-square probability curve

Student’s t-distribution

1. A continuous probability distribution with probability density function

f(t) = where −∞ ≤ t < ∞,

is a t-distribution with n d.f.

2. n is the parameter of t distribution

3. Range of t distribution is −∞ ≤ χ2 < ∞

4. For t distribution

Mean = Median = Mode = 0

Variance = for n>2, Standard deviation =

5. t-distribution is symmetrical about t=0 (β1 = 0)

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6. The t-distribution is leptokurtic (β2 > 3)

7. t-curve is bell shaped

8. For large n (n→ ∞), the t-variate tends to SNV

9. A t variate with n d.f is denoted by t(n)

10.t-distribution probability curve

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