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COR-STAT1202 Formula Sheet and Distribution Tables

This document provides formulas and distributions for common statistical tests and calculations including: - Means, variances, and distributions for discrete random variables like binomial and Poisson distributions. - Expected values, variances, and distributions for continuous random variables like the uniform and exponential distributions. - Formulas for z-scores, confidence intervals, z-tests, t-tests, and correlations. - Definitions for sums of random variables, sample correlation, simple regression, and variations in statistical models.

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19Y6C11 MEAGAN TSENG MEI-EN
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108 views2 pages

COR-STAT1202 Formula Sheet and Distribution Tables

This document provides formulas and distributions for common statistical tests and calculations including: - Means, variances, and distributions for discrete random variables like binomial and Poisson distributions. - Expected values, variances, and distributions for continuous random variables like the uniform and exponential distributions. - Formulas for z-scores, confidence intervals, z-tests, t-tests, and correlations. - Definitions for sums of random variables, sample correlation, simple regression, and variations in statistical models.

Uploaded by

19Y6C11 MEAGAN TSENG MEI-EN
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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COR-STAT1202 Formula Sheet And Distribution Tables

Population Sample
Mean ∑𝑥 ∑𝑥

∑(𝑓 𝑚 ) ∑(𝑓 𝑚 )

Variance ∑(𝑥 − 𝜇) = ∑(𝑥 ) − 𝜇 ∑(𝑥 − 𝑥̅ ) = ∑(𝑥 ) − ( )𝑥̅


( ) ( )

∑ ∑
∑[𝑓 (𝑚 − 𝜇) ] = −𝜇 ∑[𝑓 (𝑚 − 𝑥̅ ) ] = − 𝑥̅
( )

Probability density
Expected Value Variance
function

Discrete random
𝑃(𝑥) ∑[𝑥 𝑃(𝑥)] ∑[(𝑥 − 𝐸(𝑋)) 𝑃(𝑥)]
variable

Binomial
𝐶 𝑝 (1 − 𝑝) 𝑛𝑝 𝑛𝑝(1 − 𝑝)
Distribution

Poisson 𝜆
(𝑒 ) 𝐸(𝑋) = 𝜆 𝑉𝑎𝑟(𝑋) = 𝜆
Distribution 𝑥!

Continuous random
𝑓(𝑥) 𝑥 . 𝑓(𝑥)𝑑𝑥 [ 𝑥 − 𝐸(𝑥) 𝑓(𝑥) ] 𝑑𝑥
variable

Uniform 1 𝑎+𝑏 (𝑏 − 𝑎)
Distribution 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
𝑏−𝑎 2 12

𝜆𝑒 𝑓𝑜𝑟 0 < 𝑥
Exponential 1 1
Distribution 𝜆 𝜆
(Note: 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) =
𝑒 − 𝑒 𝒃)

𝑌 = 𝑎 + 𝑏𝑋 𝜇 = 𝑎 + 𝑏𝜇 𝜎 =𝑏 𝜎

Sum of Random 𝑉𝑎𝑟(𝑎𝑋 + 𝑏𝑌)


Variables
𝑊 = 𝑎𝑋 + 𝑏𝑌 𝐸(𝑊) = 𝑎𝐸(𝑋) + 𝑏𝐸(𝑌) = 𝑎 𝑉𝑎𝑟(𝑋) + 𝑏 𝑉𝑎𝑟(𝑌)
Note: X and Y are independent.
COR-STAT1202

Z score: Z value for sampling distribution of


𝑥−𝜇 means:
𝑍=
𝜎 𝑋−𝜇
𝑍= 𝜎
√𝑛

Confidence Interval for mean Confidence Interval for mean Confidence Interval for proportion:
(𝜎 𝑘𝑛𝑜𝑤𝑛): (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):
𝜎 𝑠 𝑝̂ (1 − 𝑝̂ )
𝑋±𝑍 𝑋±𝑡 𝑝̂ ± 𝑍
√𝑛 √𝑛 𝑛

Z-test for mean (𝜎 𝑘𝑛𝑜𝑤𝑛): t-test for mean (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛): Z-test for proportion:
𝑋 − 𝜇 𝑋 − 𝜇 𝑝̂ − 𝑝
𝜎 𝑠 𝑝(1 − 𝑝)
√𝑛 √𝑛 𝑛
Paired sample t-test (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):

𝑡= (where 𝑑 = 𝑥 − 𝑦 )
√

Z-test for difference between t-test for difference between means Z-test for difference between proportions:
means (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑘𝑛𝑜𝑤𝑛): (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑢𝑛𝑘𝑛𝑜𝑤𝑛): 𝑝̂ − 𝑝̂
(𝑥̅ − 𝑥̅ ) − (𝜇 − 𝜇 ) (𝑥̅ − 𝑥̅ ) − (𝜇 − 𝜇 ) 1 1
𝑝̂ (1 − 𝑝̂ ) 𝑛 + 𝑛
𝜎 𝜎 𝑠 𝑠
+ +
𝑛 𝑛 𝑛 𝑛

Welch-Satterthwaite formula Pooled sample variance: Common proportion:


degree of freedom,
(𝑛 − 1)𝑠 + (𝑛 − 1)𝑠 𝑛 𝑝̂ + 𝑛 𝑝̂
𝑠 = 𝑝̂ =
𝑛 +𝑛 −2 𝑛 +𝑛
𝜈=

Confidence Interval for difference Confidence Interval for difference Confidence Interval for proportion:
between means between means
(𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑘𝑛𝑜𝑤𝑛): (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):
(𝑝̂ − 𝑝̂ )
𝜎 𝜎 𝑠 𝑠
(𝑋 − 𝑋 ) ± 𝑍 + (𝑋 − 𝑋 ) ± 𝑡 + 𝑝̂ (1 − 𝑝̂ ) 𝑝̂ (1 − 𝑝̂ )
𝑛 𝑛 𝑛 𝑛 ± 𝑍 +
𝑛 𝑛

𝑆𝑎𝑚𝑝𝑙𝑒 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡: Simple regression estimates:


∑ (𝑥 − 𝑥̅ ) (𝑦 − 𝑦) ∑ ( ̅ )( ) SSR
𝑟= 𝑏 = 𝑅 =
∑( ̅) SST
∑(𝑥 − 𝑥̅ ) ∑(𝑦 − 𝑦)
𝑏 = 𝑦 − 𝑏 𝑥̅
Total unexplained variation: Total explained variation: Total variation:
SSE = ∑(𝑦 − 𝑦 ) S𝑆𝑅 = ∑(𝑦 − 𝑦) SST = 𝑆𝑆𝑅 + 𝑆𝑆𝐸 = ∑(𝑦 − 𝑦)

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