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MATHEMATICS AND STATISTICS HANDBOOK (Property of the Department of Mathematics and Computer Studies.) MATHEMATICS AND STATISTICS HANDBOOK (Property of the Department of Mathematics and Computer Studies.) (Colour code) Pages (white) Index 2; (white) Mathematical Formulae 3-11 (Yellow) Statistical Formulae 12-15 (Pink) Statistical Tables 16 - 33 M2. x3. MA. MS. M6. M7. MB. Mo. Mio. MLL. M12. M13. M4. Mis. SLs 82. ‘S35 sd. So: S6. s7. 88. 9. Mathematical Formulae Binomial Theorem Maclauring Theorem Taylor's Theorem Sum of Arithmetic Progression Sum of Geometric Progression Common Power Series Relationship between exponential and circular functions ‘Trigonometric formulae Differentiation Integration Vectors Vector Differential Operator V Vector Identities Orthogonal Curvilinear Coordinates Laplace Transforms Statistical Formulae Sample Mean and Variance Sets and Probabilities Expectation Formulae Distributions Sampling Theory Statistical Inference Correlation Coefficient Least Squares Regression Analysis of Variance Statistical Tables Normal Curve t-distribution Fedistribution (242) Fodistribution (5%) x2-distribution x@-distribution Fisher's transformation of r Studentised range Control charts Exponential function Poisson curves Random numbers Random nunbers Rank Correlation Coefficient Kolmogorov-Smirnov Statistic Sign Test Wilcoxon Paired Rank Test Mann-Whitney U statistic ES ea nue swuLuen 12 12 13 13 13 1a 14 15 16 7 18 19 20 21 22 23 24 25 26 27 28 29 30 31 33 13 Me MS Mathematical Formulae Binomial Theorem: Goon 1a RCo) (on2),.34 a Maclaurins Theorem 2 £(x) = £(0) + x6 (0) #32 £900) + eee 4 BEM) + he Taylor's Theorem DE oh E(x +h) = £(x) + hE'G) + Zz ENG + - Sum of Arithmetic Progression (A.P.) to n terms a+ (atd) + (at2d) +, + [erianyg] = $ [20+ c-pa] = 3 [ise term + last tem| Sum of Geometric Progression (G.P.) to n terms a(i-r") Sha tari are eo hlertgl a Sum to infinity of a G.P. we |r] <1, im Sq = a/Q-r) ne Common power series x 2 xd ® elexth tite 35h In(léx) = x - 3 + Fe Sie ae i po ie sinxex-Grtgr-Grt- Rees ase a 8 ‘ : : a] Py Xi fie an 3 2 x ° : | i a(z™-1) Ix] <© wl< z ‘ [| » eee | el i ligg [rng | oa [we [ese 1/78/18 |" et |e: |e 2) $3128 3 RUNES | Boe $) $8) ea Se eed | su] 0] eae #0 vat| ten] 72 3] $a cgi] aa s3 38) 18] 8 $] 3a] el is 3B $8) 2) os 2] Sa) aa) te a $3] s/s 9 za 442 500 609] G1) 628 10 sis! se] asa 536) san] ooo] on sar} io ge] os is se] og| eu al | gn) 3a) g 5H) 58) 38 | 1 sal gn) 2 iy on) om) os Ve 8) 8) 38) ak 3 58) $8) 38 Fa a} aan} sar| 40] ect Paes so| o| x o | $8) 3/8) te 8 5a) $8] 38 | i) $8) 31 cS a8 $8/ 52] 2 Ey aaa ace $3) $B) su ce iB | Hh] 33] 8] 2 ta] & $8) $8] 88 ag sm 205| 258 300] «2 el o| om] ea] ap | 2s] 3] aos] om ial ga] oa] oe a Bl eg] 3B) aml te #3] 2 $8) SB) Sa se | 28) 32) 38 S #1 $8) 82] £4 i to | 283| 200| 214| 200 ess| 5 ese| 454] con & 120 | 280) 336) 30] 302 496 | 448 473 | 484 490 13} oR) Bi Ge] te | 3 #8) tH] 8 a : sis We sue of maple from which Use rang i oLtained and v isthe number of degen of freedom ol y. =26= CONTROL CHART TABLES Control Limits for Mean Sortrol Liuits for Range Sanple Sange size | Coefficient | Werning Factor | Action Factor | Upper Yarning | Lover Warning fe Upper Action | Lower »ction e re A Factor Diy Factor Dy Factor Day Factor Day 2 0.8862 1,229 1,937 2.21 acs 4.12 0.90 3 0.5908 2.663 1.954 2.17 0.12 2.99 0.0 4 0.4057 9.476 9.750 1.93 0429 2.58 w%10 5 2.4299 0.377 2.594 1.21 2.37 2.36 0.16 6 0.3945 3,316 0.498 1.72 9442 2.22 0.21 7 9.3698 0.274 94432 1.66 0.46 22 0.26 é 0.3512 0.244 0.584 2.62 3.59 2.04 90.29 9 9.3367 2,229 0.347 1.58 2.52 1.99 0.32 10 0.3249 0.202 3.317 1.56 0.54 1.94 0.85 u 0.3152 0.186 0.294 1.53 9.56 1.90 0.38 2 0.3069 0.174 0.274 1.51 0458 1.27 0.40 13 9.2996 4 0.2935 15 9.2660 16 9.2931 9.9787 2.2747 { 90.2711 : wT ~25- EXPONENTIAL FUNCTION c% For any negative exponential distribution, the tabulated fonction niay be used to find the proportion of the distribution in excess of x times the mean. As an cexampte, in random sampling of an exponential variate with a mean of &, the probsbility that a single value will exceed 6 is 0.4724. Further, the 1% point of the distribution is sccn to be 4.61 times the mean. son am 2460 wa ase 03 “oper one lone “esse ous “base at. “bane om02 tae lors oral “orassostas ove ote errs .ofmoa 084 reise iit “a3et Opi <025t1 ist louse cosine sare oust ee ee ig a5 ir rate number of occurences isa, A scale Taeqory WossTOT Be + -9) RANDOM NUMBERS (I) 60 11 14 10 95 2h 51 79 89 73 88 97 5h 1h lo 52 91 05 mH 58 05 TT 5h. 29 56 2k hs =27- RANDOM NUMBERS (II) 98 9 49 32 au 43 82 69 38 3T ~29- Critical Values for Spearman's Rank Correlation Coefficient The Table gives the critical values of the D-statistic used in the calculation of Spearman's Rank Correlation Coefficient, teauy where [a n(n?-1) largest value of D’ for which P(D ¢ D') sa 2 0.001 0.005 0.010 +0025 0.050010 4 - - - - o o 5 - - o ° 2 4 6 - o D 4 6 12 7 0 4 6 12 16 24 8 4 10 1 2% 32 42 9 10 20 26 36 48 62 10 20 34 42 58 2 90 u 32 52 64 84 102 126 2 50 76 92 18 142 170 B 74 108 128 160 188 224 1 104 146 170 210 264 288 15 140 192 222 268 310 362 16 184 248 282 338 388 448 uv 236 312 354 418 478 548 18 298 388 436 510 580 662 19 370 476 530 616 694 788 20 452 572 636 736 824 932 a 544 684 756 368 970 1090 22 650 808 890 1018 1132 1268 23 770 948 1040 1182 1310 1462 2% 902 1102 1206 1364 1508 1676 25 | 1048 1272 1388 1564 1724 1910 26 | 1210 1460 1588 1784 1958 2166 27 | 1388 1664 1806 2022 2214 2642 28 | 1584 1888 2044 2282 2492 2742 29 | 1798 2132 2304 2562 2794 3066 3e | 2030 2396 2582 2866 3118 3414 : a(n2-1) — n2(n2-1)2 For n 20) uaalD oh aaa -30- TABLE OF CRITICAL VALUES OF TWO-SAMPLE KOLMOGOROV-SMIRNOV STATISTIC Ky = md, a 's One-tailed test | Two-tiled test Not S a 05 ja Olen ole or Qhbesel ie Salt af - sai ¢ 5 5 5 Cele 8 8 6 Ts 6] 8 8 si 6 6 Sean | seed 6 7 wo] 6 7 acest Mn 6 8 aoe nl 6 8 72 \p 8 alg 8 7 9 Mu 7 8 8 9 ale 9 8 9 wm 9 8 | 20 a7 le 30) tee 29. By [e500 38 s | 10 8 10 w | 8 | 10 9 | 10 me; 8 | we | 9} a 8 iow } 9 | om Beeson | Pres] 8 feet Big no a0) | u aslo al 1 | Sp opm 10 | 12 Salo gy |e ital toe | as idles 0c 19 eal ass ost leet: |e elt | SOM [Spies (pelt te fi | 13 3s | | a | ocean leita | Se TABLE OF CRITICAL VALUES FOR THE SIGN TEST Largest value of ¢ for which Pir o¢ (ewer +s) + P(P ar fewer — 8) Sa oF for whi Pir or fever +") 90 use the approximation r ~ 7(N/2,N/4) ~32- TABLES FOR USE WITH THE WILCOXON PAIRED RANK TEST A. Probabitity integral, PIN) for 3. < N <5 B, Lower percentage points, Tie|N) for 8 < N < 50 NS 13 ZL 10 Singhetail 05 025-005, r Desbleteil 10 vs 02 Ol ENS) 1 15 50 use the appreximition NET =33- CRITICAL VALUES OF THE MANN-WHITNEY U STATISTIC FOR Ry s 20. os ™ ™ 3 ‘ 5 * 7 ® 9 10 1 12 13 4 15 18 17 18, 19 20 2 ojo) 0 OOD 1tti 2 2 2 2 3 (or) 1(02) 1 (0) 200m) 2 33 4 4556 6 7 7 8 ‘ 0 (0M) 1601) 2 (01) 3 (02) 402) 4 5 6 7 6 910M MW 1 139 1 5 2 (018) 3 (16) 5 (02h 6 (033) 7 8 OM 12 13.4 1s 17 1s 18 20 6 x B (021) “6 (.017) 8 (.021) 10 11 13 M4 16 17 19 St 22 Sh a 7 & (019) 10 (020) 12 16 16 18 20 22 24 25 28 30 H a 13 (025) 15 17 19 2 24 25 29 31 3 6 rr ° 720 2 2 3 lM oD 4 as 10 23 2 9 33 36 39 «2 sah 82 8S 1 3099 97 40 44 47 SL 8S a8 ce 2 34 45 49 2 ot ot 3 rr 45 00 56 50 63 OF 6 u 85 59 61 OT 74 15 4 70 75 60 Py 16 7% a $5 92 68 1 87 93 99 106 18 : 99 106 112 BD na na 2 17 Parenthetos contain signifoance level corresponding to stated value of nynaf2— U's =.05 | es i m 2 ‘ 5 * 2 8 9 112 4 15 6 Ww 18 19 to | 2 : 0 (087) 0.038) 0 (035) 2 (04) 2 tL 1 2 2 & ROA 4 oe | 3 0 (050) 0 (028) 1 (088) 2 (048) 2 (08) 34012) 3 4 5 5 6 7 2 9 wo n | 4 1 (029) 2 (002) 3 (093) 4 (08) 5 (036) 6 7 8 9 10 1 woe 7 te : 1 rea ie oS 6 7 (01m) _8(03%) 10 (041) ba wm oR | a 11 (049) 13 (047) 425 ex 30 33 35 37D s 15 (ou) 3133 to et a ar | 9 Mo ae 2 asa IL 10 BTML se LOSS OR u 2 wo mo OL OS 2 47 01 6S ck Gk 2 77 13 $1 66 Gl 05 70 75 MD OM M Go A om wf oA ue 15 Bm 2 8 4 10 | 16 83 38 (OF | 1 96 102 | 18 109 | 19 2 1 to stated valve of rum? n,n, nen, (n,+no+1) 2: ee ee For no(on,) > 20 use U~n( —z—> 72 )

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