EC122 Statistical Techniques A Formula Sheet

Please find below the most useful formulas in EC122. To use them properly, you need
to know when they are applicable (what are the assumptions, what must be given in the
question).
n n n
!
1X 1 X 1 X
x̄ = xi , s2x = (xi − x̄)2 = x2 − nx̄2
n i=1 n − 1 i=1 n − 1 i=1 i
n n
!
1 X 1 X
Skewness = 3 (xi − x̄)3 = 3 x3 − 3(n − 1)x̄s2x − nx̄3
nsx i=1 nsx i=1 i
P (A ∩ Bj ) P (A ∩ Bj ) P (A|Bj ) · P (Bj )
P (Bj |A) = = Pn = Pn
P (A) k=1 P (A ∩ Bk ) k=1 P (A|Bk ) · P (Bk )
X n
X
2 2 2 2
µX = E(X) = xi p(xi ), σ = E(X − E(X)) = E(X ) − [E(X)] = x2i p(xi ) − µ2X
i i=1

E(a + bX) = a + bE(X), V ar(a + bX) = b2 V ar(X)

1 σ2
E(X̄) = E(X) = µX , V ar(X̄) = V ar(X) =
n n

Distribution Probability
( density function Mean Variance
1
if a ≤ x ≤ b 1 1
Uniform f (x) = b−a 2
(a + b) 12
(b − a)2
0 otherwise
Bernoulli P (B = 1) = π, P (B = 0) = 1 − π π π(1 − π)
n!
Binomial P (S = k) = π k (1 − π)n−k k!(n−k)! nπ nπ(1 − π)
e−µ µk
Poisson P (X = k) = k!
µ µ
2
√1 e − 12 ( x−µ
σ )
Normal f (x) = σ 2π
µ σ2
" r r #
p̄(1 − p̄) p̄(1 − p̄)
π ∈ p̄ − zα/2 , p̄ + zα/2
n n
" r r #
p̄(1 − p̄) q̄(1 − q̄) p̄(1 − p̄) q̄(1 − q̄)
π1 − π2 ∈ (p̄ − q̄) − zα/2 + , (p̄ − q̄) + zα/2 +
n m n m
 
σX σX
µX ∈ x̄ − zα/2 √ , x̄ + zα/2 √
n n
 
sx sx
µX ∈ x̄ − tn−1,α/2 √ , x̄ + tn−1α/2 √
n n
" r r #
2
σX σY2 2
σX σY2
µX − µY ∈ (x̄ − ȳ) − zα/2 + , (x̄ − ȳ) + zα/2 +
n m n m

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EC122 Statistical Techniques A Formula Sheet

" r r #
s2p s2p s2p s2p
µX − µY ∈ (x̄ − ȳ) − tn+m−2,α/2 + , (x̄ − ȳ) + tn+m−2,α/2 +
n m n m
(n − 1)s2X + (m − 1)s2Y
where, s2p =
n+m−2
" #
2 2
2 (n − 1)s x (n − 1)s x
σX ∈ ,
χ2n−1,α/2 χ2n−1,1−α/2

   
P̄ − π (P̄ − Q̄) − (π − π) n m
Z=q ∼ N (0, 1), Z= q ∼ N (0, 1), r̄ = p̄+ q̄
π(1−π) r̄(1−r̄) r̄(1−r̄) n+m n+m
n n
+ m

X̄ − µ (X̄ − Ȳ ) − (µX − µY ) X̄ − µ
Z= √ ∼ N (0, 1), Z= q ∼ N (0, 1), T = √ ∼ tn−1
σX / n 2
σX 2
σY SX / n
n
+ m
   
(X̄ − Ȳ ) − (µX − µY ) n−1 m−1
T = q ∼ tn+m−2 , S 2 = · 2
SX + · SY2
S 2
+ Sm
2 n+m−2 n+m−2
n

2 k k X l
(n − 1)SX X (Oi − Ei )2 X (Oij − Eij )2
C= 2
∼ χ2n−1 , C= ∼ χ2k−1 , C= ∼ χ2(k−1)(l−1)
σX i=1
Ei i=1 j=i
Eij

2
SX SSB/(k − 1)
F = ∼ Fn−1,m−1 , F = ∼ Fk−1,n−k
SY2 SSW/(n − k)
X ni
k X k
X
n = n1 + . . . + nk , SST = x2ij 2
− nx̄ , SSB = ni x̄i 2 − nx̄2 , SST = SSB + SSW
i=1 j=1 i=1

n n
!
1 X 1 X
sxy = (xi − x̄)(yi − ȳ) = xi yi − nx̄ȳ
n − 1 i=1 n − 1 i=1
Pn
xi yi − nx̄ȳ sxy
rxy = p Pn 2 i=1 Pn 2 =
2
( i=1 xi − nx̄ ) ( i=1 yi − nȳ ) 2 sx · sy
√
rxy n − 2
t= p 2
∼ tn−2
1 − rxy
Pn
xi yi − nx̄ȳ sxy sy
ŷi = b0 + b1 xi , b1 = Pi=1 n 2 2
= 2 = rxy · , b0 = ȳ − b1 x̄
i=1 xi − nx̄ sx sx

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EC122 Statistical Techniques A Formula Sheet

n
X n
X n
X
SST = (yi − ȳ)2 , SSE = e2i = (yi − ŷi )2 = (yi − b0 − b1 xi )2
i=1 i=1 i=1

SSR SSE
SST = SSR + SSE, R2 = =1− 2
= rxy
SST SST
n
1 X 2 n−1 2
s2e = ei = (sy − b21 · s2x )
n − 2 i=1 n−2
s2e s2e
s2b1 = Pn 2
= n 2
P 2
i=1 (xi − x̄) i=1 xi − nx̄

b1 − β
t= ∼ tn−2
sb1
 
β ∈ b1 − tα/2,n−2 · sb1 , b1 + tα/2,n−2 · sb1

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