CLT Cheat Sheet
CLT Cheat Sheet
𝛽
𝑿 ~ exponential(𝛽) 𝜇𝑋 = 𝛽 𝜎𝑋 = 𝛽 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝛽 𝜎𝑋̅ =
√𝑛
√𝜆
𝑿 ~ Poisson(𝜆) 𝜇𝑋 = 𝜆 𝜎𝑋 = √𝜆 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜆 𝜎𝑋̅ =
√𝑛
𝑘𝑚 𝑚 𝑛 𝑚+𝑛−𝑘 𝑘𝑚 𝜎𝑋
𝑿 ~ hyper.(𝑚, 𝑛, 𝑘) 𝜇𝑋 = 𝜎𝑋 = √𝑘 ( )( )( ) 𝑥̅ ~ normal(𝜇𝑋̅ , 𝜎𝑋̅ ) 𝜇𝑋̅ = 𝜎𝑋̅ =
𝑚+𝑛 𝑚+𝑛 𝑚+𝑛 𝑚+𝑛−1 𝑚+𝑛 √𝑛
Distribution of 𝑿 𝝁𝑿 𝝈𝑿 ̂
Distribution of 𝒑 𝝁𝒑̂ 𝝈𝒑̂
√𝑝(1 − 𝑝)
𝑿 ~ binomial(𝑛, 𝑝) 𝜇𝑋 = 𝑛𝑝 𝜎𝑋 = √𝑛𝑝(1 − 𝑝) 𝑝̂ ~ normal(𝜇𝑝̂ , 𝜎𝑝̂ ) 𝜇𝑝̂ = 𝑝 𝜎𝑝̂ =
√𝑛
Note: in the “4.1 Video 6 (CLT Cheat Sheet)” video, the final row shows a distribution for 𝑿 ~ binomial(1, 𝑝) instead of 𝑿 ~ binomial(𝑛, 𝑝), but that ended
up being confusing for a lot of people, so I’ve updated this sheet to show information for the distribution for 𝑿 ~ binomial(𝑛, 𝑝).