(descriptive statistics)

(discrete variable)

T.V

(continuous variable)

(frequency)
f x

(frequency distribution)
! !

" (relative frequency)

f x /n

# (cumulative frequency)
F x

! (density)
di ! !
!

(bar diagram)
y ! ! x ! !
%# #$ x !
! # #

! (histogram)
# ! ' ! &
# !
 (measures of central tendency)

& (Mode)
Mo

&

!
! !

! (Median)
! % $
Md % $

% & $
N 1
! ' N
2

! ! ' N
N N
1
2 2
&

n
F xm 1
Md 2 L1 L0 L0
f xm
%() $
n
! ! - xm
' - L1
' - L0
xm xm 1
% $ xm 1 ! F xm 1
xm f xm

' 'N #

! f,F N=1 !

(
 (Aritmatic Mean)

n
xi
x1 x2 ... xn n
x i 1
xi n x
n n i 1

&

k
xi f xi
x1 f x1 x2 f x2 ... xk f xk
x i 1

N N

N f x1 f x2 ... f xk

! # x &

! ! !

X max X min
MR
2

' ' !
' ! ' '
x Md Mo '

' !
x !
x Md

*
 ' !
x !
x Md

! !

# # # (
! ! !
*
!
+
, , , ,
, ,
!
&
'
! $
!
%-

( measures of variability)
(

' '
' '

'
' '
'
'' % $
'

+
 ' '

, (Range)
R

R X max X min

(Q3) (Q1) (
! ' ! ./ '
IQR Q3 Q1

n
F xm 1
Q1 4 L1 L0 L0
f xm

3n
F xm 1
Q3 4 L1 L0 L0
f xm

' '

! ! (variance)
2
S x

n n
( xi x )2 xi2
S x2 i 1
S x2 i 1
x2
n n

k k
2
f xi xi x xi2 f xi
S x2 i 1
S x2 i 1
x2
n n
 SX (Standard Deviation)
& '
! !

! ! !

!
!

, , A
A '
1 '

B
B ! ' B '
2
% $ B

I II
n1 n2
x1 x2
s12 s22

! !

n1 x1 n2 x2
x
n1 n2
! !
2 2 2 2
n1 x 1 s
1 n2 x2 s 2
Sc2 x2
n1 n2

0
 2 2
n1 s12 n2 s22 n1 x1 x n2 x2 x
Sc2
n1 n2 n1 n2

! * #
! ! (n1=n2) !
!
! ! !
n1 s12 n2 s22
Sc2 ' !
n1 n2

' KC C k (Percentile)
C
CK K/ ! C

% & $

n k
F xm 1
CK 100 L1 L0 L0
f xm

CK L0 100
KC f F
L1 L0 n

! ' ' '

% $&

Zx X ! (Standard score)
! X

x x
Zx
sx

% $ !
! ! ! (
x x ZX>0 *
1
'

2
 x x ZX=0
x x ZX<0
% $ ' +

n n
xi x yi y xi yi n x y
cov x, y
r i 1 i 1

sx s y n sx s y n n
xi2 nx 2 yi2 ny 2
i 1 i 1

n n n
n xi yi xi yi
i 1 i 1 i 1

n n 2 n n 2

n xi2 xi n yi2 yi
i 1 i 1 i 1 i 1

1 r 1
y x r 1 (
y x r 1 *
! r +

rX ,Y Y X
% ! $ Y' c Y d X' b X a
b c
rX ' Y ' rX ,Y % 4 ! $ '
b c

cov x, y y x

n n
xi x yi y xi yi
cov x, y i 1 i 1
x y
n n

r 0 ' cov x, y 0
r 0 ' cov x, y 0
r 0 ' cov x, y 0
cov x, x S X2 (

3
 0

(Probability Theory)

! (Random experiment)
! '

$ ! (Sample space)
%

% B A $ ! ! (Event)

B A

! A B
! B , A
B A

! A B
B A

! A A
A

! ' B A
A B
' ! ' ' $
% '

B A ! B A
A B

! B A ! B A
A B
A B ' B A A B

AC BC (A B )C # #

AC BC (A B )C # #

)
 P A A !
! A % $

' !

A 0 P A 1

P 1 (
P A B P A PB ' ' B A *

'

% '$ ' A1 , A2 , ..., An +

P A1 A2 ... An P A1 P A2 ... P An '

P AC 1 P A

P 0 0

P A PB ' A B 2

P A B P A PB P A B B A

P A\ B PA BC P A P A B

P ( AC BC ) P( A B )C 1 P A B

P ( AC BC ) P( A B )C 1 P A B

.
 ! X!

A/B A AC
B P A B P AC B PB
BC PA BC P AC BC P BC
P A P AC 1

A B

P A B C P A PB PC P A B P A C PB C P A B C
% $ '

! - % $
% $

1 , 2 ,..., n

1
P 1 P 2 ... P n
n

n A A
P A
n
 ' ' K !

! n1 -
! n2 (-

! nk k-
! n1 n2 ... nk k '

% k ! k ! $

k k N

k n k

! ( !
% ! ( ba ab $ !

! n ' k
k

! ( !
% ! ba ab $ !

"
' $ '
' ! %

$ '
' ! %
% ' ' ' $

(
 N ! k

'
k
N N ... N N
k

N N K N! N k N N 1 N 2 ... N K 1 '
K K! K! N K ! N! k n
N K !

% 0! 1 n ! n n 1 ... 2 1 '$

N
N

% - $ N

n n 1 ... 2 1 n !

' ' n!
'

(n-1)! n

n2 ' n1 n
( n1 n2 ... nk n $ k nk '
n!
n1! n2! ... nk !
n-k I 'k n
n n!
II '
k n k ! k!
#

$ R N
# # n ' ! %# #

R N R
k n k
(k=0,1,..n) # # k
N
n

*
 ' 2
(Conditional probability)

A B A

P A B
PB 0 P A| B P A| B B
PB

,
%B ! ! B)

0 P A| B 1
P A | B P AC | B 1
P A P A| B
% $ B A P A| B P A
P A| B P B| A
P A| B P B| A 0 'B A 'B A P A PB

' % $
!
P A B P A P B| A

P A B P B P A| B

P A1 A2 ... An P A1 P A2 | A1 P A3 | A1 A2 ... P An | A1 ... An 1

(Total probability formula)

n
' P Ai 1 A1 , A2 , ... An '
i 1

n
PB P Ai P B | Ai P A1 P B | A1 P A2 P B | A2 ... P An P B | An
i 1

+
 P B | Ai ! B
Ai

- ! &
!
! - !
' -
- ! - ' !

! ! & # #
' !
' !
% $ !
'

(Bayes formula)

n
P Ai 1 A1 , A2 , ... An '
i 1

' B

P Ak B P Ak P B | Ak P Ak P B | Ak
P Ak | B n
PB PB
P Ai P B | Ai
i 1

P A1 , P A2 , ..., P Ak
B ! P A1 | B , P A2 | B , ..., P Ak | B

B P Ai
P Ai P Ai | B
P B| A
 B A (Independent events)

P A B P A PB % # $

$ B A
A % $ B %
P A| B P A

% $ A B ' B A
' ' B A
BC , A
B , AC
BC , AC

P( A B) 0 ' A B ' B A
P( A B) P A P B B A

' B A

' B A

0
 3
(Discrete random variable)

! % # $
x # ! x #

! X !
&X %

X # !

x x1 x2 5 5 xk
Px P x1 P x2 P xk

I 0 P xi 1
k
II P xi 1
i 1

X !
E X

k
E X xi P xi x1 P x1 x2 P x2 ... xk P xk
i 1

a a $ E (a) a
$ EX a E X a (

b E (b X ) b E( X ) *
b
E bX a bE X a +
! E ( X Y ) E ( X ) E (Y )

2
 %

' V X X #

k
2
V (X ) E ( X 2 ) [ E ( X )]2 or V X xi EX P xi
i 1

k
E(x2 ) xi2 P xi
i 1

!x V (x) X #

X # V X "0
" a $ V (a) 0 (
V X a V X *
b V (b X ) b2 V ( X ) +
b2
V (bX a) b 2V ( X )

! V X #Y V X V Y 0

! n V X1 X 2 ... X n V X1 V X2 ... V X n #2

!2 VAR(X) 1

3
n p 1 p n p k 0,1,..., n p k n n k X ~ B n, p
pk 1 p
k
n " 1, 0 p 1

1 p 1 k 1
k 1,2,... pk 1 p P X ~G p
p2 p 0 p 1
k 0,1,... $k X ~P$
$ $ pk e $
k!
$ 0
b a 1
2
1 a b a, a 1,.., b 1
pk X ~ U a, b
12 2 b a 1 b a

)
 #

X ,Y

Y y X x P x, y P X x,Y y

X x1 x2 ###### xi xn PY y
Y

y1 P y1
y2 P y2
####
yj P X xi Y yj P yj y
ym P ym
P X x P x1 P x2 P xi P x2

xi , y j 0 PXY xi , y j 1

PXY xi , y j 1
i j

PXY
P X xi , Y yj P X xi P Y yj xi , y j

Y y ! X x ! Y X" !
P X xi , Y y j % P X xi P Y y j

(.
# % ! #
!

# ! !

X x " Y

x X " y Y
!

P X x ,Y y
PY y|X x
P X x

# Y y
& X x Y
!

! EY|X x X x" Y !

EY|X x y PY y|X x
y

cov X , Y ! Y X

cov X , Y E X Y E X EY

cov X , Y E& X EX Y EY ' cov X , Y !

cov X , X V X $

cov X , Y cov Y , X # %

a , b, c , d X ,Y &
cov aX b , cY d a c cov X , Y

! X ,Y , Z '

cov X , Y Z cov X , Y cov X , Z

(
 !

! Y X

E X #Y E X #EY

V X #Y V X V Y # 2COV X , Y

! ! Y X
" !

E X Y E X EY

cov X , Y 0

V X Y V X V Y

$" "

(((

& ! % Y X

! Y X "

! " ! !

V X Y V X V Y !
V X 1 X 2 ... X n V X 1 V X2 ... V X n n

Y X $"
"

( X ,Y " Y X $"

cov X , Y
( X ,Y
! X !Y

((
 ( X ,Y ( Y, X
1 ( X ,Y 1 Y X $
Y X cov X , Y 0 ( X ,Y 0 %
Y *X ) &
( X ,Y 1 # * 0
( X ,Y 1 # * 0
! " '
! )
* + "

( * X ) ,+ Y , ( X ,Y * + 0

( * X ) ,+ Y , ( X ,Y * + 0

(*