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∑𝑥
𝜇=
𝑁
2 (∑ 𝑥)2
√∑ 𝑥 − 𝑁
𝜎=
𝑁
∑𝑥
𝑥̅ =
𝑛
2
∑ 𝑥 2 − (∑ 𝑥)
√ 𝑛
𝑠=
𝑛−1
∑ 𝑚𝑓
𝜇=
𝑁
2 (∑ 𝑚𝑓)2
√∑ 𝑚 𝑓 − 𝑁
𝜎=
𝑁
∑ 𝑚𝑓
𝑥̅ =
𝑛
2
∑ 𝑚 2 𝑓 − (∑ 𝑚𝑓)
√ 𝑛
𝑠=
𝑛−1
Chebyshev’s theorem:
1
1− ;𝑘 > 1
𝑘2
Coefficient of Variation (CV):
𝜎
𝐶𝑉 = x 100%
𝜇
𝑠
𝐶𝑉 = x 100%
𝑥̅
Conditional Probability:
𝑃(𝐴 ∩ 𝐵)
𝑃 (𝐴 | 𝐵) =
𝑃(𝐵)
Addition Rule:
Multiplication Rule:
𝑃(𝐴 ∩ 𝐵) = 𝑃(𝐴). 𝑃 (𝐵 | 𝐴)
µ = 𝛴 𝑥 𝑃(𝑥)
𝜎 = √Σ 𝑥 2 P(x) − µ2
𝑒 −𝜆 𝜆𝑥
𝑃(𝑋 = 𝑥) =
𝑥!
𝜇𝑥̅ = 𝜇
𝜎
𝜎𝑥̅ =
√𝑛
𝑥̅ − 𝜇𝑥̅
𝑧=
𝜎𝑥̅
𝜇𝑝̂ = 𝑝
𝑝𝑞
𝜎𝑝̂ = √
𝑛
𝑝̂ − 𝜇𝑝̂
𝑧=
𝜎𝑝̂
Confidence Interval:
𝑥̅ ± 𝑧𝜎𝑥̅
𝑥̅ ± 𝑡𝑠𝑥̅
𝑝̂ ± 𝑧𝑠𝑝̂
Sum of Squares:
(∑ 𝑥)(∑ 𝑦)
𝑆𝑆𝑥𝑦 = ∑ 𝑥𝑦 −
𝑛
(∑ 𝑥)2
𝑆𝑆𝑥𝑥 = ∑ 𝑥 2 −
𝑛
(∑ 𝑦)2
2
𝑆𝑆𝑦𝑦 = ∑𝑦 −
𝑛
Regression Coefficients:
𝑆𝑆𝑥𝑦
𝑏=
𝑆𝑆𝑥𝑥
𝑎 = 𝑦̅ − b𝑥̅
Standard Deviation of Errors:
𝑆𝑆𝑦𝑦 − 𝑏𝑆𝑆𝑥𝑦
𝑠𝑒 = √
𝑛−2
Coefficient of Determination:
𝑏𝑆𝑆𝑥𝑦
𝑟2 =
𝑆𝑆𝑦𝑦
Coefficient of Correlation:
𝑆𝑆𝑥𝑦
𝑟=
√𝑆𝑆𝑥𝑥 𝑆𝑆𝑦𝑦
𝑏−𝐵
𝑡=
𝑠𝑏
𝑠𝑒
𝑠𝑏 =
√𝑆𝑆𝑥𝑥
𝑑𝑓 = 𝑛 − 2