Synthesis on formulas of probability and statistics

SYNTHESIS ON FORMULAS OF PROBABILITY AND STATISTICS

1 PROBABILITY PART
1.1 Probability formulas
Addition Rule and Multiplication Rule

• P (A+B) = P (A)+P (B)−P (A.B); P (A+B +C) = P (A)+P (B)+P (C)−P (A.B)−P (B.C)−P (A.C)+P (A.B.C)
n
X X X
• P (A1 + A2 + ... + An ) = P (Ai ) − P (Ai .Aj ) + P (Ai .Aj .Ak ) − ... + (−1)n−1 .P (A1 .A2 .A3 ...An )
i=1 i<j i<j<k
• P (AB) = P (A/B).P (B) = P (B/A).P (A)
• P (A1 .A2 ...An ) = P (A1 ).P (A2 /A1 ).P (A3 /A1 .A2 )....P (An /A1 .A2 ...An−1 ).

Total probability - Extended form, Bayes’s Formula - Extended form

n
X
• P (A) = P (B1 ).P (A/B1 ) + P (B2 ).P (A/B2 ) + ... + P (Bn ).P (A/Bn ) = P (Bi ).P (A/Bi )
i=1
P (Bj .A) P (Bj ).P (A/Bj )
• P (Bj /A) = = n , i = 1, 2, 3, ... and P(A) 6= 0.
P (A) X
P (Bi ).P (A/Bi )
i=1
Other formulas

• P (A.B) = 1 − P (A + B) ; P (A + B) = 1 − P (AB) P (A.B) = P (A) − P (AB) ; P (A.B) = P (B) − P (AB)

1.2 Random Variables

• Discrete Random Variables (DRV): E(X) = xi .pi ; E(X 2 ) = x2i .pi ; V (X) = E(X 2 ) − E(X)2
P P
R +∞ R +∞
• Continuous Random Variables (CRV): E(X) = −∞ x.f (x)dx; E(X 2 ) = −∞ x2 .f (x)dx; V (X) = E(X 2 ) − E(X)2
Properties:
E(a) = a if a = const; E(a.X + b.Y ) = a.E(X) + b.E(Y ); E(X.Y ) = E(X).E(Y ) if X and Y are independent.
X Z +∞
If X is DRV, E(Y ) = E[p(x)] = p(xi ).pi ; If X is CRV, E(Y ) = E[p(x)] = p(x).f (x)dx
−∞
V (a) = 0, if a = const; V (a.X + b) = a2 .V (X); V (X + Y ) = V (X − Y ) = V (X) + V (Y ) if X and Y are independent.

1.3 Some Special Distributions

The Binomial Distributions, X ∼ B(n, p) : E(X) = np, V (X) = npq, np − q ≤ M od(X) ≤ np − q + 1 (M od(X) ∈ N)
k2
X
P (X = k) = Cnk .pk .q n−k ; P (k1 ≤ X ≤ k2 ) = Cnk .pk .q n−k .
k1
When n is large, (p ≥ 5%) then X ≈ N (µ = np, σ 2 = npq):
(k − np)2
−
   
1 2npq k2 + 0.5 − np k1 − 0.5 − np
P (X = k) = √ √ .e P (k1 ≤ X ≤ k2 ) = Φ √ −Φ √
npq. 2π npq npq
When n is large, p < 5% then X ≈ P (λ = np):
k2
e−np .(np)k X e−np .(np)k
P (X = k) = P (k1 ≤ X ≤ k2 ) =
k! k!
k1
N −n M
The Hypergeometric Distributions, X ∼ H(N, M, n): E(X) = np, V (X) = npq , with p = and q = 1 − p
N −1 N
The Poisson Distributions, X ∼ P (λ): E(X) = V (X) = λ, λ − 1 ≤ M od(X) ≤ λ (M od(X) ∈ N)
k2
e−λ .λk X e−λ .λk
P (X = k) = P (k1 ≤ X ≤ k2 ) =
k! k!
k1
Xi ∼ P (λi ), i = 1, 2,..., n are independent, then: Y =X1 + X2 + ... + Xn ∼ P (λ1 + λ2 + ... + λn )
 0, x<a
(b − a)2

x − a a+b
The Uniform Distributions, X ∼ U (a, b): F (x) = , a ≤ x ≤ b ; E(X) = med(X) = , V (X) =

 b−a 2 12
1, x>b


Editor: Truong Duc An Page 1

Synthesis on formulas of probability and statistics

(
1 − e−λ.x , x ≥ 0
The Exponential Distributions, X ∼ E(λ): F (x) =
0, x<0
1 1 ln(2)
E(X) = , V (X) = 2 , mod(X) = 0, med(X) =
λ λ λ
The Normal Distributions, X ∼  N (a, σ 2 ):E(X) = M od(X) = M ed(X) = µ, V (X) = σ 2
k2 − µ k1 − µ ε
P (k1 ≤ X ≤ k2 ) = Φ −Φ ; P (|X − µ| < ε) = 2.Φ( ) − 1, ε > 0
σ σ σ
X1 ∼ N (µ1 , σ12 ); X2 ∼ N (µ2 , σ22 ) are independent, then: Y = a.X1 + b.X2 ∼ N (µ = a.µ1 + b.µ2 , σ 2 = a2 .σ12 + b2 .σ22 )
Xi ∼ N (µi , σi2 ), i = 1, 2,..., n are independent, then: Y = X1 + ... + Xn ∼ N (µ = µ1 + ... + µn , σ 2 = σ12 + ... + σn2 )
The Centeral Limit Theorem: X1 , ..., Xn are independent, and have: E(Xi ) = µ and V (Xi ) = σ 2 , we have:
X1 + X2 + ... + Xn σ2
If X = X1 + X2 + ... + Xn then X ∼N (n.µ, n.σ 2 ) ; if X = then X ∼N (µ, ).
n n
Note: Xi are discrete random variables and X = X1 + X2 + ... + Xn , we adjust ±0.5 in the probability formula,
meaning:    
k2 + 0.5 − nµ k1 − 0.5 − nµ
P (k1 ≤ X ≤ k2 ) = Φ √ −Φ √
nσ 2 nσ 2

Editor: Truong Duc An Page 2

Synthesis on formulas of probability and statistics

2 STATISTIC PART
2.1 Confidence Intervals
Summary table of problems to find confidence intervals: (Note: The problem of finding confidence intervals for
M and N is related to the proportional estimator, the result of which is round integers according to the oversold rule.)

Type Condition Structure Radius√of CI CI

p
b.(1−b
p)
Two-side ε = zα/2 . √n p = pb ± ε
Population √
X ∼ B(n, p), np ≥ 10, n(1 − p) ≥ 10 p
b.(1−b
p)
Proportion Right one-side −∞ ≤ p ≤ pb + zα . √n
√
p
b.(1−bp)
Left one-side pb − zα . √n ≤ p ≤ +∞
Two-side ε = zα/2 . √σn µ=x±ε
(1) Normal Population + Known σ Right one-side −∞ ≤ µ ≤ x + zα . √σn
Left one-side x − zα . √σn ≤ µ ≤ ∞
Population Two-side ε = tα/2;n−1 . √sn µ=x±ε
Mean (2) Normal Population + Unknown σ Right one-side −∞ ≤ µ ≤ x + tα;n−1 . √sn
Left one-side x − tα;n−1 . √sn ≤ µ ≤ ∞
Two-side ε = zα/2 . √σn µ=x±ε
(3) Large Sample Size Right one-side −∞ ≤ µ ≤ x + zα . √σn
Left one-side x − zα . √σn ≤ µ ≤ ∞

Note for Type 3: in case σ is unknown, we change it to s in the Radius of CI

Sample size problem: (Note: Round the result to an integer according to the rule of rounding up)

Type Condition Sample size Note

Population Known pb z
2 ε is radius of CI
Proportion Unknown pb n0 = α/2ε .0.25 2ε is length of CI

2
(Type 1) Normal Population + Known σ n0 = zα/2 . σε
Population
2
Mean (Type 2) Normal Population + Unknown σ n0 = tα/2,n−1 . εs
2
n0 = zα/2 . σε


(Type 3) Large Sample Size
Note for Type 3: in case σ is unknown, we change it to s in the Radius of CI

2.2 Confidence Intervals - Two samples problem

Estimated cases for average difference:
Type 1: Two independent samples + Normal Population + Known σ
Type 2: Two independent samples + Normal Population + Unknown σ + Equal Variances
Type 3: Two independent samples + Normal Population + Unknown σ + Unequal Variances
Type 4: Two independent samples + Large Samples Size
2
Type 5: Two samples in paired + Normal Population + Known σD
2
Type 6: Two samples in paired + Normal Population + Unknown σD
Type 7: Two samples in paired + Large Samples Size

Editor: Truong Duc An Page 3

Synthesis on formulas of probability and statistics

Summary table of problems to find confidence intervals - Two samples problem

Type Stucture Radius of CI
q CI
Two-side ε = zα/2 . pb1 .(1−b
n1
p1 )
+ p
b2 .(1−b
n2
p2 )
p1 − p2 = pb1 − pb2 ± ε
q
p
b1 .(1−bp1 ) p
b2 .(1−bp2 )
p1 − p2 Left one-side pb1 − pb2 − zα . n1 + nq
2
< p1 − p2 < +∞
p
b1 .(1−bp1 )
Right one-side −∞ < p1 − p2 < pb1 − pb2 + zα . n1 + pb2 .(1−b
n2
p2 )
q 2
σ σ22
Two-side ε = zα/2 . n11 + µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n2 q 2
σ σ2
Left one-side x1 − x2 − zα . n11 + n22 < µ1 − µ2 < +∞
q 2
σ σ2
Type 1 Right one-side −∞ < µ1 − µ2 < x1 − x2 + zα . n11 + n22
q
(n +n2 −2) 2 S2
Two-side 1
ε = tα/2 . Sn1 + µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n2
q
(n +n −2)
S2 S2
Left one-side (n1 −1)s21 +(n2 −1)s22 x1 − x2 − tα 1 2 .n1 + n2 < µ1 − µ2 < +∞
with S 2 = n1 +n2 −2
q
(n +n −2) 2 2
Type 2 Right one-side −∞ < µ1 − µ2 < x1 − x2 + tα 1 2 . Sn1 + Sn2
q 2
(v) s s22
Two-side ε = tα/2 . n11 + µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n2 q 2
(v) s s2
Left one-side (s21 /n1 +s22 /n2 )2 x1 − x2 − tα . n11 + n22 < µ1 − µ2 < +∞
with v = (s2 2 (s2 2
1 /n1 ) 2 /n2 )
q 2
n1 −1 + n2 −1 (v) s s2
Type 3 Right one-side −∞ < µ1 − µ2 < x1 − x2 + tα . n11 + n22
q 2
σ σ22
Two-side ε = zα/2 . n11 + µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n2 q 2
σ σ2
Left one-side x1 − x2 − zα . n11 + n22 < µ1 − µ2 < +∞
q 2
σ σ2
Type 4 Right one-side −∞ < µ1 − µ2 < x1 − x2 + zα . n11 + n22
Note for Type 4: in case σ1 , σ2 is unknown, we change it to s1 , s2 in the Radius of CI
σD
Two-side ε = zα/2 . √ µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n
σD
Left one-side x1 − x2 − zα . √ n
< µ1 − µ2 < +∞
σD
Type 5 Right one-side −∞ < µ1 − µ2 < x1 − x2 + zα . √ n
(n−1)sD
Two-side ε = tα/2 . √ µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 n
(n−1) sD
Left one-side x1 − x2 − tα . √n < µ1 − µ2 < +∞
sD (n−1)
Type 6 Right one-side −∞ < µ1 − µ2 < x1 − x2 + tα .√ n
σ
Two-side ε = zα/2 . √Dn µ1 − µ2 = x1 − x2 ± ε
µ1 − µ2 σD
Left one-side x1 − x2 − zα . √ n
< µ1 − µ2 < +∞
σD
Type 7 Right one-side −∞ < µ1 − µ2 < x1 − x2 + zα . √ n
Note for Type 7: in case σD is unknown, we change it to sD in the Radius of CI

2.3 Testing Simple Hypotheses

H0 H1 Test statistic Rejection region (1) Rejection region, (2)
Hypothesis Tests on Proportion (Note: Check np0 ≥ 10, n(1 − p0 ) ≥ 10)
p 6= p0 √ RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
b−p0
p
p = p0 p < p0 zqs = √p0 (1−p0 ) . n RR = (−∞; −zα ) zqs < −zα
p > p0 RR = (zα ; +∞) zqs > zα
Hypothesis Tests on Mean (Type 1) Normal Population + Known σ
µ 6= µ0 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
x−µ
µ = µ0 µ < µ0 zqs = σ/ √0
n RR = (−∞; −zα ) zqs < −zα
µ > µ0 RR = (zα ; +∞) zqs > zα
Hypothesis Tests on Mean (Type 2) Normal Population + Unknown σ
µ 6= µ0 RR = (−∞; −tα/2;n−1 ) ∪ (tα/2;n−1 ; +∞) |tqs | > tα/2;n−1
µ = µ0 µ < µ0 tqs = x−µ√0
s/ n RR = (−∞; −t α;n−1 ) tqs < −tα;n−1
µ > µ0 RR = (tα;n−1 ; +∞) tqs > tα;n−1
Hypothesis Tests on Mean (Type 3) Any Distribution - Large Sample Size
µ 6= µ0 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
x−µ
µ = µ0 µ < µ0 zqs = σ/ √0
n RR = (−∞; −z α ) zqs < −zα
µ > µ0 RR = (zα ; +∞) zqs > zα

Note for Type 3: in case σ is unknown, we change it to s in the test statistic

Editor: Truong Duc An Page 4

Synthesis on formulas of probability and statistics

2.4 Inferences Based on Two Samples

H0 H1 Test statistic Rejection region (1) Rejection region (2)

Hypothesis Tests on the Difference in Proportion (Note: Check n1 pb1 ≥ 10, n1 (1 − pb1 ) ≥ 10, n2 pb2 ≥ 10, n2 (1 − pb2 ) ≥ 10)
p1 6= p2 zqs = q pb1 −bp12 1 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
p(1−p)( n + n )
p1 = p2 p1 < p2 1 2 RR = (−∞; −zα ) zqs < −zα
p1 > p2 p = mn11 +m
+n2
2
RR = (z α ; +∞) zqs > zα
Hypothesis Tests on the Difference in Means (Type 1) Normal Population + Known σ
µ1 6= µ2 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
zqs = rx12−x2 2
µ1 = µ2 µ1 < µ2 σ1 σ2 RR = (−∞; −z α ) zqs < −zα
n1 + n2
µ1 > µ2 RR = (zα ; +∞) zqs > zα
Hypothesis Tests on the Difference in Means (Type 2) Normal Population + Unknown σ + Equal Variances
µ1 6= µ2 tqs = qxS12−x2S2 RR = (−∞; −tα/2;n1 +n2 −2 ) ∪ (tα/2;n1 +n2 −2 ; +∞) |tqs | > tα/2;n1 +n2 −2
+n
µ1 < µ2 n 1 2 RR = (−∞; −tα;n1 +n2 −2 ) tqs < −tα;n1 +n2 −2
µ1 = µ2 (n1 −1)s21 +(n2 −1)s22
2
µ1 > µ2 S = n1 +n2 −2 RR = (tα;n1 +n2 −2 ; +∞) tqs > tα;n1 +n2 −2
Hypothesis Tests on the Difference in Means (Type 3) Normal Population + Unknown σ + Unequal Variances
µ1 6= µ2 tqs = rx12−x2 2 RR = (−∞; −tα/2;v ) ∪ (tα/2;v ; +∞) |tqs | > tα/2;v
s1 s2
µ1 = µ2 µ1 < µ2 n1 + n2 RR = (−∞; −tα;v ) tqs < −tα;v
[(s21 /n1 )+(s22 /n2 )]2
µ1 > µ2 v= (s2 2 (s2 2 RR = (tα;v ; +∞) tqs > tα;v
1 /n1 ) + 2 /n2 )
n1 −1 n2 −1

Hypothesis Tests on the Difference in Means (Type 4) Any Distribution - Large Sample Size
µ1 6= µ2 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
zqs = rx12−x2 2
µ1 = µ2 µ1 < µ2 σ1 σ2 RR = (−∞; −z α ) zqs < −zα
n1 + n2
µ1 > µ2 RR = (zα ; +∞) zqs > zα
Note for Type 4: in case σ1 , σ2 is unknown, we change it to s1 , s2 in the test statistic
Hypothesis Tests on the Difference in Means (Type 5) Two samples in pairs + Known σD
µD 6= 0 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
√
µD = 0 µD < 0 zqs = σdD n RR = (−∞; −zα ) zqs < −zα
µD > 0 RR = (zα ; +∞) zqs > zα
Hypothesis Tests on the Difference in Means (Type 6) Two samples in pairs + Unknown σD
µD 6= 0 RR = (−∞; −tα/2;n−1 ) ∪ (tα/2;n−1 ; +∞) |tqs | > tα/2;n−1
d √
µD = 0 µD < 0 tqs = sD n RR = (−∞; −tα;n−1 ) tqs < −tα;n−1
µD > 0 RR = (tα;n−1 ; +∞) tqs > tα;n−1
Hypothesis Tests on the Difference in Means (Type 7) Two samples in pairs + Large Sample Size
µD 6= 0 RR = (−∞; −zα/2 ) ∪ (zα/2 ; +∞) |zqs | > zα/2
√
µD = 0 µD < 0 zqs = σdD n RR = (−∞; −zα ) zqs < −zα
µD > 0 RR = (zα ; +∞) zqs > zα
Note for Type 7: in case σD is unknown, we change it to sD in the test statistic

+ For Hypothesis Tests on the Difference in Means with unknown variance, X1 and X2 follow a normal distribution
s1 s1
(Type 2 or Type 3), we calculate the ratio . if ∈ [0.5; 2], then σ12 = σ22 . On the opposite, then σ12 6= σ22 .
s2 s2

Editor: Truong Duc An Page 5

Synthesis on formulas of probability and statistics

2.5 Anova: The analysis of variance

1. The hypothesis H0 : µ1 = µ2 = ... = µI ; H1 : ∃µi 6= µj , i 6= j
2. Calculate the averages: x1 , x2 , ..., xI ; x.
I
X
3. Calculate the sum of squares: SST r = J. (xi − x)2 = J.[(x1 − x)2 + (x2 − x)2 + ... + (xI − x)2 ].
i=1
J
X J
X J
X
SSE = SS1 +SS2 +...+SSI = (x1j −x1 )2 + (x2j −x2 )2 +...+ (xIj −xI )2 . = (J −1)s21 +(J −1).s22 +...+(J −1).s2I
j=1 j=1 j=1
X X X
= x21j − J.x21 + x22j − J.x22 + ... + x2Ij − J.x2I
j j j
J
X J
X J
X
= x21j − J(x1 )2 + x22j − J(x2 )2 + ... + x2Ij − J(xI )2
j=1 j=1 j=1
 2  2  2
J
X XJ J
X
 x1j   x2j   xIj 
J J J
X j=1 X j=1 X j=1
= x21j − + x22j − + ... + x2Ij −
j=1
J j=1
J j=1
J
I X
X J X
SST = SST r + SSE or we can calculate: SST = (xij − x)2 = (IJ − 1)s2 = x2ij − IJ.x2 ; SSE = SST − SST r
i=1 j=1 i,j
SST r SSE SST
4. Calculate the mean squared: M ST r = ; M SE = ; M ST =
I −1 I(J − 1) IJ − 1
M ST r
5. Test statistic: F =
M SE
6. Rejection region: F > Fα;I−1;I(J−1)
Note: I : number of comparison groups, J : number of observations in a group, IJ : sum of observations in all groups,
s2 : sample variance of observations in all groups.
Multiple Comparisons:
H1 : µi 6= µj ; i 6= j
The hypothesis H0 : µi = µj ; q
Calculate LSD = tα/2;I(J−1) . 2MJSE . Rejection region: |xi − xj | > LSD.
Confidence Intervals for the difference in mean of the two groups (µi − µj ): (xi − xj ) ± LSD
r
M SE
The confidence interval for µi : xi ± tα/2;I(J−1) .
J

Editor: Truong Duc An Page 6

Synthesis on formulas of probability and statistics

2.6 Linear regression Model

ID Problem Sign Formula

Xn

n n
( xi )2
X X i=1
1 Sum of squares Sxx Sxx = (xi − x)2 = x2i − sx )2
= n.(b
i=1 i=1
n
n
X
n n
( yi )2
X X i=1
2
Syy Syy = (yi − y) = yi2 − sy )2
= n.(b
i=1 i=1
n
Xn Xn

n n
( xi ).( yi )
X X i=1 i=1
X
Sxy Sxy = (xi − x).(yi − y) = xi .yi − = xy − n.x.y
i=1 i=1
n
2. The simple linear regression considers a single predictor x and a dependent variable Y: yb = a + b.x
Sxy
The slope b b=
Sxx
The intercept a a = y − b.x.
The simple linear regression considers a single predictor y and a dependent variable X: x b = c + d.y
Sxy
The slope d d=
Syy
The intercept c c = x − d.y
Sxy
3. Correlation coefficients rXY rXY = p
Sxx .Syy
4 Sum of squares SST SST = Syy
SSR SSR = b.Sxy
SSE SSE = SST − SSR = Syy − b.Sxy
SSR SSE
5 Multiple R square R2 R2 = =1− 2
= rXY
SST r SST
SSE
6 An unbiased estimator of σ s s=
n−2
SSE
7 An unbiased estimator of σ 2 s2 s2 =
n−2
8 Confidence interval  
s s
The slope b − tα/2;n−2 . √ ; b + tα/2;n−2 . √
pSxx Sxx !
p
s. x2 s. x2
The intercept a − tα/2;n−2 . √ ; a + tα/2;n−2 . √ .
Sxx Sxx

Hypothesis testing:

H0 H1 Test statistic Rejection region (1) Rejection region, (2)

The slope
b s
β=0 β 6= 0 tqs = sb ; sb = √ RR = (−∞; −tα/2;n−2 ) ∪ (tα/2;n−2 ; +∞) |tqs | > tα/2;n−2
Sxx
The intercept
p
a s. x2
α=0 α 6= 0 tqs = sa ; sa = √ RR = (−∞; −tα/2;n−2 ) ∪ (tα/2;n−2 ; +∞) |tqs | > tα/2;n−2
Sxx

Editor: Truong Duc An Page 7

Synthesis on formulas of probability and statistics

2.7 The problem of determining the standard error

Type Formulas
p
pb.(1 − pb)
Confidence interval for Population Proportion SE = √
n
σ
Confidence interval for Population Mean (Type 1) SE = √
n
s
Confidence interval for Population Mean (Type 2) SE = √
n
σ
Confidence interval for Population Mean (Type 3) SE = √
n
Note for Type 3: in case σ is unknown, we change it to s
p
p0 .(1 − p0 )
Hypothesis Tests on Proportion SE = √
n
σ
Hypothesis Tests on Mean (Type 1) SE = √
n
s
Hypothesis Tests on Mean (Type 2) SE = √
n
σ
Hypothesis Tests on Mean (Type 3) SE = √
n
Note for Type 3: in case σ is unknown, we change it to s
r
pb1 .(1 − pb1 ) pb2 .(1 − pb2 )
Confidence interval for the Difference in Proportion SE = +
n1q n2
σ12 σ22
Confidence interval for Difference in Means (Type 1) SE = n1 + n2
q
Sp2 Sp2
Confidence interval for Difference in Means (Type 2) SE = n1 + n2
q
s21 s22
Confidence interval for Difference in Means (Type 3) SE = n1 + n2
q
σ12 σ22
Confidence interval for Difference in Means (Type 4) SE = n1 + n2
σD
Confidence interval for Difference in Means (Type 5) SE = √
n
sD
Confidence interval for Difference in Means (Type 6) SE = √
n
σD
Confidence interval for Difference in Means (Type 7) SE = √
n
Note for Type 4: in case σ1 , σ2 is unknown, we change it to s1 , s2

Note for Type 7: in case σD is unknown, we change it to sD

s  
1 1 m1 +m2
Hypothesis Tests on the Difference in Proportion SE = p(1 − p) + ;p = n1 +n2
n1 n2
q 2
σ σ2
Hypothesis Tests on the Difference in Means (Type 1) SE = n11 + n22
q 2
S S2
Hypothesis Tests on the Difference in Means (Type 2) SE = np1 + np2
q 2
s s2
Hypothesis Tests on the Difference in Means (Type 3) SE = n11 + n22
q 2
σ σ2
Hypothesis Tests on the Difference in Means (Type 4) SE = n11 + n22
σD
Hypothesis Tests on the Difference in Means (Type 5) SE = √
n
sD
Hypothesis Tests on the Difference in Means (Type 6) SE = √
n
σD
Hypothesis Tests on the Difference in Means (Type 7) SE = √
n
Note for Type 4: in case σ1 , σ2 is unknown, we change it to s1 , s2

Note for Type 7: in case σD is unknown, we change it to sD

Editor: Truong Duc An Page 8

Synthesis on formulas of probability and statistics

Type Formulas
r
M SE
Confidence interval for µi in ANOVA SEi =
r J
2M SE
Confidence interval for µi − µj in ANOVA SE =
J
s
Confidence interval for slope SE = √
Sxx
p
s. x2
Confidence interval for intercept SE = √
Sxx

Editor: Truong Duc An Page 9