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Statistics in 3 Pages

This document provides a summary of key concepts in statistics including permutations and combinations, probability, random variables, sampling, and hypothesis testing. It defines formulas and distributions for permutations, combinations, binomial, Poisson, normal, and other common probability distributions. It also outlines the process for conducting a hypothesis test and what test statistics to use depending on the population type and sample size.

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Jean Chan
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79 views3 pages

Statistics in 3 Pages

This document provides a summary of key concepts in statistics including permutations and combinations, probability, random variables, sampling, and hypothesis testing. It defines formulas and distributions for permutations, combinations, binomial, Poisson, normal, and other common probability distributions. It also outlines the process for conducting a hypothesis test and what test statistics to use depending on the population type and sample size.

Uploaded by

Jean Chan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Statistics Summary

1 of 3
PERMUTATIONS AND COMBINATIONS
The number of permutations of r objects, taken from
a set of n distinct objects without replacement is
given by
n
r
n!
P =
(n-r)!


The number of permutation of r objects, taken from a
set of n distinct objects with replacement is given by
n
r


The number of permutations of n distinct objects in a
circle is given by
(n-1)!

The number of possible combinations of r objects,
taken from a set of n distinct objects without
replacement is given by
n
r
n!
C =
(n-r)!r!

PROBABILITY
PROBABI L I TY
For two events A and B,
P(A B)=P(A)+P(B)-P(A B)
P(A)=P(A B)+P(A B')
MUTUAL EXCLUSI VI TY
Mutually exclusive events cannot occur at the same
time. For two mutually exclusive events, E
1
and E
2
,
1 2 1 2
P(E E )=P(E )+P(E )
CONDI TI ONAL PROBABI L I TY
P(A B)
P(A|B)=
P(B)


I NDEPENDENCE
Independent events are events the occurrences of
which do not influence the probability of the
occurrence of the other event.
For independent events,
P(A|B)=P(A) or P(B|A)=P(B)
P(A B)=P(A)P(B)


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Statistics Summary
2 of 3
RANDOM VARIABLES
For any random variable X,

The expectation, , is given by
E(X)= xP(X=x)


and E(aXbY) = aE(X) bE(Y)

The variance is given by
2
2
Var(X)=E[(X-) ]= (x-) P(X=x)


and Var(aXbY)=a
2
Var(X) + b
2
Var(Y)

The standard deviation, , is given by
= Var(X)
CONTINUOUS RANDOM VARIABLES
NORMAL DI STRI BUTI ON
For a random variable X modelled by a normal
distribution with mean and standard deviation
X~N(,
2
)
STANDARD NORMAL VARI ABL E
Letting X~N(,
2
), the standard normal variable Z is
defined as
x-

Z= ~N(0,1) and
P(Xx) =
x-

P(Z )
DISCRETE RANDOM VARIABLES
BI NOMI AL DI STRI BUTI ON
For a random variable X modelled by a binomial
distribution with n trials and probability of success, p
X~B(n,p)

Its probability distribution is given by
P(X=x)=
n
C
x
p
x
(1-p)
n-x

Its mean and variance are given by
E(X) = np
Var(X) = np(1-p)
POI SSON DI STRI BUTI ON
For a random variable X modelled by a Poisson
distribution with parameter
X~Po()
Its probability distribution is given by
- x
e
P(X=x)=
x!

Its mean and variance are given by
E(X) = Var(X) =

Note also that for two Poisson random variables
X~Po(
1
) and Y~Po(
2
),
X+Y~Po(
1
+
2
)
APPROXIMATIONS
Approximations marked are to be continuity corrected
BI NOMI AL TO POI SSON
For X~B(n,p)
If n is large (n > 50) and p is small (p < 0.1) such that
np < 5, then X~Po(np)
BI NOMI AL TO NORMAL
For X~B(n,p)
In is large such that np > 5 and n(1-p) > 5, then
X~N(np,np(1-p))
POI SSON TO NORMAL
For X~Po()
If > 10, then X~N(, )
CONTI NUI TY CORRECTI ON
These are the ranges, for given probability
distribution functions, to consider when
approximating discrete random variables to
continuous random variables.
P(Xa)
P(X<a) P(x=a) P(X>a)
P(Xa)




a-1 a a+1


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Statistics Summary
3 of 3
SAMPLING
SAMPL E MEAN
The sample mean from a normal population
of sample size n with mean and variance
2

is given by
2

X~N(, )
n

CENTRAL L I MI T THEOREM
The central limit theorem states that, for a
non-normal population with sample size n,
2

X~N(, )
n
approximately, if n is large (50).


UNBI ASED ESTI MATOR OF SAMPL E MEAN
For any sample size n taken from a population with an
unknown mean , the unbiased estimator of is given by
x (x-a)
x= = + a
n n


where a is a constant
UNBI ASED ESTI MATOR OF SAMPL E VARI ANCE
For any sample size n taken from a population with an
unknown mean
2
, the unbiased estimator of
2
is given by
( )
2
2 2 2
x
1 1
s = x - = (x-x)
n-1 n n-1






( )
2
2
(x-a)
1
= (x-a) -
n-1 n




where a is a constant
HYPOTHESIS TESTING
CONDUCTI NG A HYPOTHESI S TEST
Step 1: State the null and alternative hypotheses H
0
and H
1
Step 2: State the significance level,
Step 3: Determine the test statistic to use and its distribution
Step 4: Calculate the p-value for the test statistic
Step 5: Indicate whether or not to reject H
0
based on the evidence from the sample
H
0
is rejected if p-value <
H
0
is not rejected if p-value >
TEST STATI STI CS

Normal Population Non-normal Population

2
known
2
unknown
2
known
2
unknown
Sample size is large
n50
2

X~N(, )
n

2
s
X~N(, )
n

by the CLT
2

X~N(, )
n

by the CLT
2
s
X~N(, )
n

Test Statistic Z-test Z-test Z-test Z-test
Sample size is small
2

X~N(, )
n
T~t(n-1)

Test statistic Z-test t-test


Shared by Wu Zhuoyi | Fiveless Notes
On owlcove.sg

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