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Student Name: - Student Number

This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

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Ahmad Adnan
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© © All Rights Reserved
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36 views2 pages

Student Name: - Student Number

This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

Uploaded by

Ahmad Adnan
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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Student name:_____________________. Student number:________________________.

𝜎̂ 2 𝜎̂ 2 𝛽̂0 = 𝑦̅ − 𝛽̂1 𝑥
𝛽̂1 − 𝑡𝛼,𝑛−2 √ ≤ 𝛽1 ≤ 𝛽̂1 + 𝑡𝛼,𝑛−2 √ (∑𝑛 𝑦 )(∑𝑛 𝑥 )
2 𝑆𝑥𝑥 2 𝑆𝑥𝑥 (∑𝑛𝑖=1 𝑦𝑖 𝑥𝑖 ) − 𝑖=1 𝑖 𝑛 𝑖=1 𝑖 𝑆𝑥𝑦
𝛽̂1 = 2 =
2 𝑛
(∑ 𝑥𝑖 ) 𝑆𝑥𝑥
1 𝑥 (∑𝑛𝑖=1 𝑥𝑖 2 ) − 𝑖=1
𝛽̂0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] ≤ 𝛽0 𝑛
2 𝑛 𝑆𝑥𝑥 𝑆𝑆𝐸
2
2
𝜎̂ =
1 𝑥 𝑛−2
≤ 𝛽̂0 + 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] 𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽̂1 𝑆𝑥𝑦
2 𝑛 𝑆𝑥𝑥 𝑛

1 (𝑥0 − 𝑥)2 𝑆𝑆𝑇 = (∑ 𝑦𝑖2 ) − 𝑛𝑦̅ 2


𝜇̂ 𝑦|𝑥0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] ≤ 𝜇𝑦|𝑥0 𝑖=1
2 𝑛 𝑆𝑥𝑥 ANOVA table summary
≤ 𝜇̂ 𝑦|𝑥0 𝑆𝑆𝑅 = 𝛽̂1 𝑆𝑥𝑦 and its degrees of freedom = 1
1 (𝑥0 − 𝑥)2 𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽̂1 𝑆𝑥𝑦 and its degrees of freedom = n - 2
+ 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] SST degrees of freedom = n - 1
2 𝑛 𝑆𝑥𝑥

1 (𝑥𝑜 − 𝑥)2 𝛽̂1 − 𝛽̂1,0


𝑦̂0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [1 + + ] ≤ 𝑌0 𝑇𝑜 =
2 𝑛 𝑆𝑥𝑥 √𝜎̂/𝑆𝑥𝑥
≤ 𝑦̂0 𝛽̂0 − 𝛽̂0,0
𝑇𝑜 =
2
1 (𝑥𝑜 − 𝑥)2 1 𝑥
√𝜎̂ [ +
+ 𝑡𝛼,𝑛−2 √𝜎̂ 2 [1 +
2 𝑛
+
𝑆𝑥𝑥
] 𝑛1 𝑆𝑥𝑥 ]
Df = n-2
𝑆𝑆𝑅 𝑆𝑆𝐸
𝑅2 = =1−
𝑆𝑆𝑇 𝑆𝑆𝑇
𝑋̅1 − 𝑋̅2 − ∆𝑜 𝜎12 = 𝜎22 = 𝜎 2
𝑍𝑜 = (𝑛1 − 1)𝑆12 + (𝑛2 − 1)𝑆22
2
𝜎2 𝜎2 𝑆𝑝 =
√ 1 + 2 𝑛1 + 𝑛2 − 2
𝑛1 𝑛2
𝑋1 − 𝑋̅2 − (𝜇1 − 𝜇2 )
̅
|𝜇1 − 𝜇2 − ∆𝑜 | 𝑡𝑜 =
𝑑= 1 1
𝑆𝑝 √𝑛 + 𝑛
√𝜎12 + 𝜎22 1 2
2 𝐷𝑓 = 𝑛1 + 𝑛2 − 2
(𝑧𝛼 + 𝑧𝛽 ) (𝜎12 + 𝜎22 ) ∆ ∆
2 𝑑= =
𝑛= 2𝑆𝑝 2𝜎
(∆ − ∆𝑜 )2
𝑛∗ + 1
𝜎12 𝜎22 𝑛=
̅ ̅
𝑋1 − 𝑋2 − 𝑧𝛼 √ + ≤ 𝜇1 − 𝜇2 2
2 𝑛1 𝑛2
1 1
𝑋̅1 − 𝑋̅2 − 𝑡𝛼,𝐷𝑓 𝑆𝑝 √ + ≤ 𝜇1 − 𝜇2
𝜎12 𝜎22 2 𝑛1 𝑛2
≤ 𝑋̅1 − 𝑋̅2 + 𝑧𝛼 √ +
2 𝑛1 𝑛2
1 1
𝑧𝛼 2 ≤ 𝑋̅1 − 𝑋̅2 + 𝑡𝛼,𝐷𝑓 𝑆𝑝 √ +
𝑛1 𝑛2
𝑛 = ( 2 ) (𝜎12 + 𝜎22 ) 2
𝐸
Student name:_____________________. Student number:________________________.

𝜎12 ≠ 𝜎22 𝑣1 = 𝑛1 − 1
𝑋̅1 − 𝑋̅2 − ∆𝑜 𝑣2 = 𝑛2 − 1
𝑡𝑜∗ = 1
𝑆2 𝑆2 𝑓1−𝛼,𝑣1 ,𝑣2 =
√ 1+ 2 𝑓𝛼,𝑣2 ,𝑣1
𝑛1 𝑛2 𝑆12
2 𝐹𝑜 = 2
𝑆2 𝑆2 𝑆2
(𝑛1 + 𝑛2 ) 𝜎1
𝑣= 2 1 2 𝜆=
𝑆1 2 𝑆2 𝜎2
(𝑛 ) (𝑛2 )2 𝑆12 𝜎12 𝑆12
1
+ 2 𝑓 𝛼 ≤ ≤ 𝑓𝛼
𝑛1 − 1 𝑛2 − 1 𝑆22 1− 2 ,𝑣2 ,𝑣1 𝜎22 𝑆22 2 ,𝑣2 ,𝑣1
∆ ∆
𝑑= =
2𝑆𝑝 2𝜎
𝑛∗ + 1
𝑛=
2
𝑆12 𝑆22
𝑋̅1 − 𝑋̅2 − 𝑡𝛼,𝑣 √ + ≤ 𝜇1 − 𝜇2
2 𝑛1 𝑛2

𝑆12 𝑆22
≤ 𝑋̅1 − 𝑋̅2 + 𝑡𝛼,𝑣 √ +
2 𝑛1 𝑛2
̅ − ∆0
𝐷 𝑃̂1 − 𝑃̂2
𝑇0 = 𝑍𝑜 =
𝑆𝐷 /√𝑛 1 1
√𝑃̂(1 − 𝑃̂)( + )
𝑑̅ − 𝑡∝,𝐷𝐹 𝑆𝐷 /√𝑛 ≤ 𝜇𝑑 ≤ 𝑑̅ + 𝑡∝,𝐷𝐹 𝑆𝐷 /√𝑛 𝑛1 𝑛2
2 2 𝑥1 + 𝑥2
DF = n - 1 𝑃̂ =
𝑛1 + 𝑛2
2
[𝑧∝/2 √(𝑝1 + 𝑝2 )(𝑞1 + 𝑞2 )/2 + 𝑧𝛽 √(𝑝1 𝑞1 + 𝑝2 𝑞2 )]
𝑛=
(𝑝1 − 𝑝2 )2
𝑃̂1 (1 − 𝑃̂1 ) 𝑃̂2 (1 − 𝑃̂2 )
𝑃̂1 − 𝑃̂2 − 𝑧∝/2 √ + ≤ 𝑝1 − 𝑝2
𝑛1 𝑛2

𝑃̂1 (1 − 𝑃̂1 ) 𝑃̂2 (1 − 𝑃̂2 )


≤ 𝑃̂1 − 𝑃̂2 + 𝑧∝/2 √ +
𝑛1 𝑛2

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