Formulas and Tables for Final

Descriptive statistics:
Mean: X =
1
n

i
X
i
Sample variance: S
2
=
1
n1

i
(X
i
X)
2
Sample covariance: S
XY
=
1
n1

i
(X
i
X)(Y
i
Y )
Sample correlation: R
XY
=
S
XY
S
X
S
Y
Probability Theory

_
n
i
_
=
n!
i!(ni)!
There are
n!
(ni)!
ways to select i objects from a larger collection of n objects when
the order in which the objects are selected matters.
There are
_
n
i
_
ways to select i objects from a larger collection of n objects when
the order in which the objects are selected does not matters.
P(A
C
) = 1 P(A)
P(A B) = P(A) +P(B) P(A B)
P(A) = P(A B) +P(A B
C
)
P(A | B) =
P(AB)
P(B)
The events A and B are independent if P(A B) = P(A) P(B).
Bayes Rule: If A
1
, A
2
, . . . , A
n
is a partition of the sample space, then
P(A
i
|B) =
P(A
i
)P(B|A
i
)
P(A
1
)P(B|A
1
) +P(A
2
)P(B|A
2
) + +P(A
n
)P(B|A
n
)
Random Variables
Mean: E[X] = =

x
i
x
i
P(X = x
i
)
Variance: Var(X) =
2
=

x
i
(x
i
)
2
P(X = x
i
)
If X is binomial with parameters n and p
P(X = i) =
_
n
i
_
p
x
(1 p)
nx
for i = 0, 1, . . . , n.
E[X] = np
Var(X) = np(1 p)
If X is normal with mean and standard deviation , then Z =
X

has a
standard normal distribution (
Z
= 0,
Z
= 1)
Degrees of freedom for two populations with unknown variances:
df =
(S
2
1
/n
1
+S
2
2
/n
2
)
2
1
n
1
1
_
S
2
1
n
1
_
2
+
1
n
2
1
_
S
2
2
n
2
_
2
. (rounded down)
Condence intervals for single population parameters:
X z
/2

n
, X t
/2,n1
S

n
, P z
/2
_
P(1 P)
n
.
1
Condence intervals for dierences in population parameters:
X
1
X
2
z
/2
_

2
1
/n
1
+
2
2
/n
2
, X
1
X
2
t
/2,df
_
S
2
1
/n
1
+S
2
2
/n
2
,
P
1
P
2
z
/2

P
1
(1 P
1
)
n
1
+
P
2
(1 P
2
)
n
2
.
Test statistics for single population hypothesis tests:
Z =
X
0
/

n
, T =
X
0
S/

n
, Z =
P p
0
_
p
0
(1p
0
)
n
, V =
k

i=1
(F
i
e
i
)
2
e
i
,
where k is the number of categories and V is approximately
2
with k 1 degrees of
freedom.
Test statistics for two population hypothesis tests:
Z =
X
1
X
2
D
0
_

2
1
/n
1
+
2
2
/n
2
, T =
X
1
X
2
D
0
_
S
2
1
/n
1
+S
2
2
/n
2
, Z =
P
1
P
2
_
P(1 P)(
1
n
1
+
1
n
2
)
,
where P =
n
1
P
1
+n
2
P
2
n
1
+n
2
.
Regression
Fitting a line: B
1
=

n
i=1
(X
i
X)(Y
i
Y )

n
i=1
(X
i
X)
2
, B
0
= Y B
1
X.
Squared errors: SST =

n
i=1
(Y
i
Y )
2
, SSE =

n
i=1
(Y
i

Y
i
)
2
,
SSR =

n
i=1
(

Y
i
Y )
2
, SST = SSR + SSE, R
2
=
SSR
SST
.
Estimated variances: S
2
=
SSE
n2
, S
2
B
1
=
S
2

i
(X
i
X)
2
,
S
2

Yp
= S
2
_
1
n
+
(XpX)
2

i
(X
i
X)
2
_
, S
2
ind
= S
2

Yp
+S
2
.
Test statistic: T = B
1
/S
B
1
Condence intervals:

Y
p
t
/2,n2
S

Yp
and

Y
p
t
/2,n2
S
ind
.
2