Statistics Formula Sheet

Chapter-1: Data Collection • Population Variance (Grouped Data):

• Study Types: Designed experiments ; Observational studies fi (xi − µ)2 ( fi x2i ) − [( fi xi )2 / fi ]
P P P P
σ2 = P = P
• Observational Studies: Cross-sectional ; Cohort ; Case-control fi fi
• Sampling Methods: Simple random ; Stratified ; Systematic ; • Sample Variance (Grouped Data):
Cluster-based
f (x − µ)2 ( fi x2i ) − [( fi xi )2 / fi ]
P P P P
s2 = Pi i = P
Chapter-2: Organizing and Summarizing Data ( fi ) − 1 ( fi ) − 1
Frequency x−µ x − x̄
• Relative Frequency = • z-score: z = (for population), z = (for sample)
Sum of all frequencies σ s
• Class Midpoint = Average of two consecutive lower class limits • Inter-Quartile Range: IQR = Q3 − Q1
• Lower Fence: LF = Q1 − 1.5 IQR
Chapter-3: Numerically Summarizing Data
• Upper Fence: UF = Q3 + 1.5 IQR
• Range: R = xmax − xmin
PN • Five Number Summary: {xmin , Q1 , M, Q3 , xmax }
i=1 xi
• Population Mean: µ =
Pn
N Chapter-4: Correlation and Regression
i=1 xi
• Sample Mean: x̄ = • Samples Correlation Coefficient:
n
n 
• Population Std. Deviation: 1 X xi − x̄

yi − ȳ

r=
v s n − 1 i=1 sx sy
N
( N
u P 2 1
PN
i=1 xi ) − N (
2
i=1 xi )
u1 X
σ= t (xi − µ)2 = sy
N i=1 N • Least Squares Regression Line: ŷ = b1 x + b0 , where b1 = r
sx
is the slope, and b0 = ȳ − b1 x̄ is the y-intercept
• Sample Std. Deviation:
• Residual: (Observed value − Predicted value) i.e. (y − ŷ)
v s P
n
( n
u 2 1
Pn
i=1 xi ) − n (
2
i=1 xi )
u 1 X
s=t (xi − x̄)2 = Chapter-5: Probability
n − 1 i=1 n−1
N (E)
• Classical Probability: P (E) =
N
N (S)
1 X
• Population Variance: σ 2 = (xi − µ)2 • Complement Rule: P (E c ) = 1 − P (E)
N i=1
• General Addition Rule: P (E ∪F ) = P (E)+P (F )−P (E ∩F )
n
1 X 2 P (E ∩ F )
• Sample Variance: s = (xi − x̄)2 • Conditional Probability: P (E|F ) =
n − 1 i=1 P (F )
• Empirical Rule: • Disjoint Events: E and F are disjoint ⇔ P (E ∩ F ) = 0
– 68% of population within µ ± σ • Independent Events:

– 95% of population within µ ± 2σ E and F are independent ⇔ P (E ∩ F ) = P (E)P (F )

– 99.7% of population within µ ± 3σ E and F are independent ⇔ P (E|F ) = P (E)

• General Multiplication Rule:

P (E ∩ F ) = P (F )P (E|F )
P (E ∩ F ) = P (F )P (E) if E and F are independent

• Factorial: n! = n(n − 1)(n − 2) · · · 3 × 2 × 1

34% 34% n!
• Combination: n Cr =
2.35% 2.35% r!(n − r)!
0.15% 0.15% n!
13.5% 13.5% • Permutation: n Pr =
(n − r)!
− 3σ
µ−3 − 2σ
µ−2 µ−1− σ 0
µ µ+
1σ µ +2 2σ µ+
3 3σ
n!
• Permutation with Repetition: P = , where the
n1 !n2 ! · · · nk !
• Chebyshev’s Inequality: For k > 1, at least (1 − 1/k2 )100% of number n = n1 + n2 + · · · + nk
the observations lie between µ ± kσ • Total Probability Rule:
P
fi xi
• Population Mean (Grouped Data): µ = P P (E) = P (A1 )P (E|A1 )+P (A2 )P (E|A2 )+· · ·+P (An )P (E|An )
fi
P
f i xi • Bayes’ Rule:
• Sample Mean (Grouped Data): x̄ = P
fi
P P (Ai )P (E|Ai )
wi xi P (Ai |E) =
• Weighted Mean: x̄w = P P (A1 )P (E|A1 ) + · · · + P (An )P (E|An )
wi
Chapter-6: Discrete Probability Distributions Chapter-10: Hypothesis Testing
• Two-tailed Test: H0 : µ = µ0 versus H1 : µ 6= µ0
X
• Expected Value: µx = xi P (xi )
i • Left-tailed Test: H0 : µ = µ0 versus H1 : µ < µ0
sX
• Std. Dev.: σx = (xi − µx )2 P (xi ) • Right-tailed Test: H0 : µ = µ0 versus H1 : µ > µ0
i • Type-I Error: Rejecting H0 when H0 is actually true
• Binomial Random Variable: x successes in n Bernoulli trials • Type-II Error: Not Rejecting H0 when H0 is actually false
p • Level of Significance: α = Prob. (Making Type-I Error)
P (x) = n Cx px (1 − p)n−x , µx = np, σx = np(1 − p)
Population σ known:
x̄ − µ0
Chapter-7: Normal Probability Distributions • Test Statistic: z0 = √
σ/ n
• X normal r.v. with mean µ and std. dev. σ, noted X = N (µ, σ) • Classical Method: Reject H0 if z0 is in critical (rejection) region.
• Z = (X − µ)/σ, is a standard normal r.v., noted Z = N (0, 1) Do not reject H0 , otherwise.
• Standardizing N (µ, σ): – Two-tailed Test: Reject H0 if z0 > z α2 or z0 < −z α2
X −µ – Left-tailed Test: Reject H0 if z0 < −zα
Convert X = N (µ, σ) to its z-score: Z =
σ
– Right-tailed Test: Reject H0 if z0 > zα
• Finding X from its z-score Z:
X = µ + σZ, where X = N (µ, σ) and Z = N (0, 1) • P-value Method: Reject H0 if P-value < α. Do not reject H0 ,
otherwise.
• Area Under Standard Normal Curves:
– Two-tailed Test: P-value = 2P (z > |z0 |)
– P (X < x1 ) = P (Z < z1 )
– Left-tailed Test: P-value = P (z < z0 )
– P (X > x1 ) = P (Z > z1 )
– Right-tailed Test: P-value = P (z > z0 )
– P (x1 < X < x2 ) = P (z1 < Z < z2 )
– P (Z > zα ) = α, and P (Z < zα ) = 1 − α Left-tailed Right-tailed

Area
= P (Z < z0 )
Critical Critical
Region Region

Area = α
-4 -2α
−z 0 2 4 -4 -2 0 z2α 4
Two-tailed
-4 -2 z0 0 2 4 -4 -2 0 z2α 4

Chapter-8: Sampling Distributions Critical Critical

Region Region
• Sampling Distribution Shape:
– Sample mean, x̄, is normally distributed if population is nor- -4 −z-2α/2 0 zα/2
2 4
mally distributed
– Central limit theorem: Sample mean, x̄, is normally dis- Population σ unknown:
tributed if sample size is large, e.g. n ≥ 30, regardless of x̄ − µ
• Student’s t-distribution: Variable t = √ has a Student’s
population distribution shape s/ n
t-distribution with (n − 1) degrees of freedom.
• Sampling Distribution Statistics:
x̄ − µ0
• Test Statistic: t0 = √ , where s is sample std. dev.
– Mean: µx̄ = µ s/ n
σ • Classical Method: Reject H0 if t0 is in critical (rejection) region.
– Std. Dev.: σx̄ = √
n Do not reject H0 , otherwise.
– Two-tailed Test: Reject H0 if t0 > t α2 or t0 < −t α2
Chapter-9: Parameter Estimation
– Left-tailed Test: Reject H0 if t0 < −tα
• Point Estimate of Population Mean: µ = x̄
– Right-tailed Test: Reject H0 if t0 > tα
• Confidence Interval: We are (1 − α) · 100% confident that the
• P-value Method: Reject H0 if P-value < α. Do not reject H0 ,
population mean, µ, is contained in the interval x̄ ± E, where E
otherwise.
is the margin of error
σ – Two-tailed Test: P-value = 2P (t > |t0 |)
• Margin of Error: E = z α2 √
n
– Left-tailed Test: P-value = P (t < t0 )
x̄ − E ≤ µ ≤ x̄ + E – Right-tailed Test: P-value = P (t > t0 )
σ σ
x̄ − z α2 √ ≤ µ ≤ x̄ + z α2 √
n n
| {z } | {z }
LB UB
2
σz α2

• Required Sample Size: n =
E
 Area

TABLE V
Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003
3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641

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 Area

TABLE V (continued)
Standard Normal Distribution
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

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 Area in
right tail

TABLE VI
t-Distribution
Area in Right Tail
df 0.25 0.20 0.15 0.10 0.05 0.025 0.02 0.01 0.005 0.0025 0.001 0.0005
1 1.000 1.376 1.963 3.078 6.314 12.706 15.894 31.821 63.657 127.321 318.309 636.619
2 0.816 1.061 1.386 1.886 2.920 4.303 4.849 6.965 9.925 14.089 22.327 31.599
3 0.765 0.978 1.250 1.638 2.353 3.182 3.482 4.541 5.841 7.453 10.215 12.924
4 0.741 0.941 1.190 1.533 2.132 2.776 2.999 3.747 4.604 5.598 7.173 8.610
5 0.727 0.920 1.156 1.476 2.015 2.571 2.757 3.365 4.032 4.773 5.893 6.869
6 0.718 0.906 1.134 1.440 1.943 2.447 2.612 3.143 3.707 4.317 5.208 5.959
7 0.711 0.896 1.119 1.415 1.895 2.365 2.517 2.998 3.499 4.029 4.785 5.408
8 0.706 0.889 1.108 1.397 1.860 2.306 2.449 2.896 3.355 3.833 4.501 5.041
9 0.703 0.883 1.100 1.383 1.833 2.262 2.398 2.821 3.250 3.690 4.297 4.781
10 0.700 0.879 1.093 1.372 1.812 2.228 2.359 2.764 3.169 3.581 4.144 4.587
11 0.697 0.876 1.088 1.363 1.796 2.201 2.328 2.718 3.106 3.497 4.025 4.437
12 0.695 0.873 1.083 1.356 1.782 2.179 2.303 2.681 3.055 3.428 3.930 4.318
13 0.694 0.870 1.079 1.350 1.771 2.160 2.282 2.650 3.012 3.372 3.852 4.221
14 0.692 0.868 1.076 1.345 1.761 2.145 2.264 2.624 2.977 3.326 3.787 4.140
15 0.691 0.866 1.074 1.341 1.753 2.131 2.249 2.602 2.947 3.286 3.733 4.073
16 0.690 0.865 1.071 1.337 1.746 2.120 2.235 2.583 2.921 3.252 3.686 4.015
17 0.689 0.863 1.069 1.333 1.740 2.110 2.224 2.567 2.898 3.222 3.646 3.965
18 0.688 0.862 1.067 1.330 1.734 2.101 2.214 2.552 2.878 3.197 3.610 3.922
19 0.688 0.861 1.066 1.328 1.729 2.093 2.205 2.539 2.861 3.174 3.579 3.883
20 0.687 0.860 1.064 1.325 1.725 2.086 2.197 2.528 2.845 3.153 3.552 3.850
21 0.686 0.859 1.063 1.323 1.721 2.080 2.189 2.518 2.831 3.135 3.527 3.819
22 0.686 0.858 1.061 1.321 1.717 2.074 2.183 2.508 2.819 3.119 3.505 3.792
23 0.685 0.858 1.060 1.319 1.714 2.069 2.177 2.500 2.807 3.104 3.485 3.768
24 0.685 0.857 1.059 1.318 1.711 2.064 2.172 2.492 2.797 3.091 3.467 3.745
25 0.684 0.856 1.058 1.316 1.708 2.060 2.167 2.485 2.787 3.078 3.450 3.725
26 0.684 0.856 1.058 1.315 1.706 2.056 2.162 2.479 2.779 3.067 3.435 3.707
27 0.684 0.855 1.057 1.314 1.703 2.052 2.158 2.473 2.771 3.057 3.421 3.690
28 0.683 0.855 1.056 1.313 1.701 2.048 2.154 2.467 2.763 3.047 3.408 3.674
29 0.683 0.854 1.055 1.311 1.699 2.045 2.150 2.462 2.756 3.038 3.396 3.659
30 0.683 0.854 1.055 1.310 1.697 2.042 2.147 2.457 2.750 3.030 3.385 3.646
31 0.682 0.853 1.054 1.309 1.696 2.040 2.144 2.453 2.744 3.022 3.375 3.633
32 0.682 0.853 1.054 1.309 1.694 2.037 2.141 2.449 2.738 3.015 3.365 3.622
33 0.682 0.853 1.053 1.308 1.692 2.035 2.138 2.445 2.733 3.008 3.356 3.611
34 0.682 0.852 1.052 1.307 1.691 2.032 2.136 2.441 2.728 3.002 3.348 3.601
35 0.682 0.852 1.052 1.306 1.690 2.030 2.133 2.438 2.724 2.996 3.340 3.591
36 0.681 0.852 1.052 1.306 1.688 2.028 2.131 2.434 2.719 2.990 3.333 3.582
37 0.681 0.851 1.051 1.305 1.687 2.026 2.129 2.431 2.715 2.985 3.326 3.574
38 0.681 0.851 1.051 1.304 1.686 2.024 2.127 2.429 2.712 2.980 3.319 3.566
39 0.681 0.851 1.050 1.304 1.685 2.023 2.125 2.426 2.708 2.976 3.313 3.558
40 0.681 0.851 1.050 1.303 1.684 2.021 2.123 2.423 2.704 2.971 3.307 3.551
50 0.679 0.849 1.047 1.299 1.676 2.009 2.109 2.403 2.678 2.937 3.261 3.496
60 0.679 0.848 1.045 1.296 1.671 2.000 2.099 2.390 2.660 2.915 3.232 3.460
70 0.678 0.847 1.044 1.294 1.667 1.994 2.093 2.381 2.648 2.899 3.211 3.435
80 0.678 0.846 1.043 1.292 1.664 1.990 2.088 2.374 2.639 2.887 3.195 3.416
90 0.677 0.846 1.042 1.291 1.662 1.987 2.084 2.368 2.632 2.878 3.183 3.402
100 0.677 0.845 1.042 1.290 1.660 1.984 2.081 2.364 2.626 2.871 3.174 3.390
1000 0.675 0.842 1.037 1.282 1.646 1.962 2.056 2.330 2.581 2.813 3.098 3.300
z 0.674 0.842 1.036 1.282 1.645 1.960 2.054 2.326 2.576 2.807 3.090 3.291

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