VISVESVARAYA TECHNOLOGICAL UNIVERSITY, BELAGAVI

MATHEMATICS HANDBOOK

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MATHEMATICS HANDBOOK

CHI-SQUARE TABLE

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MATHEMATICS HANDBOOK

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𝑠2 𝑠2
√ 1+ 2, 𝐼𝑓 𝑠1 , 𝑠2 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛
𝑛1 𝑛2

𝜎2 𝜎2
𝑆𝐸(𝑥 𝑥2 = √ 1 + 2 ,
̅̅̅1 − ̅̅̅) 𝐼𝑓 𝜎1 , 𝜎2 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛
𝑛1 𝑛2

1 1
𝜎√ + , 𝐼𝑓 𝜎 𝑖𝑠 𝑘𝑛𝑜𝑤𝑛
{ 𝑛1 𝑛2

𝑃1 𝑄1 𝑃2 𝑄2
√ + , 𝐼𝑓 𝑃1 , 𝑃2 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛
𝑛1 𝑛2
𝑆𝐸(𝑝1 − 𝑝2 ) =
1 1
√𝑃𝑄 ( + ) , 𝐼𝑓 𝑝1 , 𝑝2 𝑎𝑟𝑒 𝑘𝑛𝑜𝑤𝑛
{ 𝑛1 𝑛2

where,
𝑛1 𝑝1 + 𝑛2 𝑝2
𝑃=
𝑛1 + 𝑛2
Test of significance - t test
For a small sample of size n, drawn from a normal population with µ and s.d. σ and. If 𝑥̅ 𝑎𝑛𝑑 𝜎𝑠
be the sample mean and s.d., then the statistic, ‘t’ is defined as

𝑥̅ − 𝜇 𝑥̅ − 𝜇
𝑡= √𝑛, 𝑜𝑟 𝑡= √(𝑛 − 1)
𝜎 𝜎𝑆

For two independent samples 𝑥1 , 𝑥2 , ⋯ ⋯ , 𝑥𝑛1 and 𝑦1 , 𝑦2 , ⋯ ⋯ , 𝑦𝑛2 with means

𝑥̅ 𝑎𝑛𝑑 𝑦̅ and standard deviations 𝜎𝑥 𝑎𝑛𝑑 𝜎𝑦 from a normal population with the
same variance,
𝑥̅ − 𝑦̅
𝑡=
1 1
𝜎√𝑛 + 𝑛
1 2

and
1
𝜎𝑠2 = [(𝑛1 − 1)𝜎𝑥2 + (𝑛2 − 1)𝜎𝑦2 ]
𝑛1 + 𝑛2 − 2
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𝑛1 𝑛2
1 2
= [∑(𝑥𝑖 − 𝑥̅ )2 + ∑(𝑦𝑗 − 𝑦̅) ]
𝑛1 + 𝑛2 − 2
𝑖=1 𝑗=1

For the two samples of the same size and the data are paired, the ‘t’ is defined by
̅
𝒅
𝑡= 𝝈
( )
√𝒏

Where
𝑛
1 2
𝜎2 = ∑(𝑑𝑖 − 𝑑̅ )
𝑛−1
1

∑ 𝑑𝑖
𝑑𝑖 = 𝑥𝑖 − 𝑦𝑖 , & 𝑑̅ =
𝑛
CHI-SQUARE (𝜒 2 ) TEST
The magnitude of discrepancy between observation and theory is given by the quantity 𝜒 2
(𝑶𝒊 − 𝑬𝒊 )𝟐
𝝌𝟐 = ∑
𝑬𝒊
Where 𝑂𝑖 − Observed frequency or tabulated frequency
𝐸𝑖 − Expected frequency or theoretical frequency
𝑛 − 1 degrees of freedom
Critical value:
Level of significance 𝛼 = 0.05 𝑜𝑟 0.01 (Always upper tailed)
1, 𝐼𝑛 𝑔𝑒𝑛𝑒𝑟𝑎𝑙
Degrees of freedom 𝛾 = 𝑛 − 𝑐. Where 𝑐 = {2, 𝐹𝑜𝑟 𝑃𝑜𝑖𝑠𝑠𝑜𝑛 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛
3, 𝐹𝑜𝑟 𝑛𝑜𝑟𝑚𝑎𝑙 𝑑𝑖𝑠𝑡𝑟𝑖𝑏𝑢𝑡𝑖𝑜𝑛

F-Distribution
For two independent random samples 𝑥1 , 𝑥2 , ⋯ ⋯ , 𝑥𝑛1 and 𝑦1 , 𝑦2 , ⋯ ⋯ , 𝑦𝑛2 drawn from
the normal populations with the variances 𝜎 2 , the ratio F is defined as
𝑠12
𝐹= 2 , 𝑠12 > 𝑠22
𝑠2

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∑(𝑥−𝑥̅ )2 ∑(𝑦−𝑦̅)2
where 𝑠12 = , 𝑠22 =
𝑛1 −1 𝑛2 −1

The ANOVA Technique

ANOVA table for one-way classification:

Source of Sum of squares Degrees of Mean squares 𝑭 −Ratio

variation
freedom
Between samples SSC 𝑐−1 𝑆𝑆𝐶
𝑀𝑆𝐶 =
𝑐−1 𝑀𝑆𝐶
Within samples SSE 𝑁−𝑐 𝑆𝑆𝐸 𝐹=
𝑀𝑆𝐸 = 𝑀𝑆𝐸
𝑁−𝑐
Total SST 𝑁−1 - -

Expansion of abbreviations:
SSC – Sum of squares between samples (Columns)
SSE – Sum of squares within sample (Rows)
SST – Total sum of squares of variations
MSC – Mean squares of variations between samples (Columns)
MSE - Mean squares of variations within samples (Rows)

Notations:
𝑻 − Total sum all the observations
𝑁 − Number of observations.
𝑐 − Number of columns.

(Σ𝑋1 )2 (Σ𝑋2 )2 (Σ𝑋3 )2 (Σ𝑋𝑘 )2 𝑇 2

𝑆𝑆𝐶 = + + + ⋯+ −
𝑛1 𝑛2 𝑛3 𝑛𝑘 𝑁
𝑇2
𝑆𝑆𝑇 = Σ𝑋12 + Σ𝑋22 + Σ𝑋32 + ⋯ + Σ𝑋𝑘2 − 𝑁

𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝑆𝑆𝐶

Working rule:

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(i) Assume 𝐻0 : 𝜇1 , 𝜇2 , … , 𝜇𝑘 all are equal.

(ii) Construct ANOVA tale for one-way classification.
𝑀𝑆𝐶
, 𝑖𝑓 𝑀𝑆𝐶 > 𝑀𝑆𝐸
(iii) Under 𝐻0 , 𝐹 = {𝑴𝑺𝑬
𝑀𝑆𝐸
, 𝑖𝑓 𝑀𝑆𝐸 > 𝑀𝑆𝐶
𝑴𝑺𝑪
(iv) If calculated value < tabulated value, accept 𝐻0 . Reject otherwise.

ANOVA for two-way classification

In a two-way classification, the data are classified according to two different criteria or factors.
Expansion of abbreviations:
SSC – Sum of squares between columns CF – Correction Factor
SSR – Sum of squares between rows MSC – Mean squares of variations between columns
SST – Total sum of squares of variations MSR – Mean squares of variations between rows
SSE – Sum of squares due to errors MSE - Mean squares of variations between rows

Notation:
𝑇1 , 𝑇2 , 𝑇3 , 𝑇4 −Row totals 𝑇 − Grand total
𝑇5 , 𝑇6 , 𝑇7 − Column Totals N – Total number of
elements
ANOVA table for two-way classification:

Source of variation Sum of Degrees of Mean squares 𝑭 −Ratio

squares freedom
Between columns SSC 𝑐−1 𝑆𝑆𝐶 𝑀𝑆𝐶
𝑀𝑆𝐶 = 𝐹𝐶 =
𝑐−1 𝑀𝑆𝐸
Between rows SSR 𝑟−1 𝑆𝑆𝑅
𝑀𝑆𝑅 =
𝑟−1 𝑀𝑆𝑅
Residual SSE (𝑐 − 1)(𝑟 − 1) 𝑆𝑆𝐸 𝐹𝑅 =
𝑀𝑆𝐸 = 𝑀𝑆𝐸
(𝑐 − 1)(𝑟 − 1)

𝑀𝑆𝐶
𝐹𝐶 = , 𝑖𝑓 𝑀𝑆𝐶 > 𝑀𝑆𝐸. 𝑅𝑒𝑐𝑖𝑝𝑟𝑜𝑐𝑎𝑡𝑒 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.
𝑀𝑆𝐸
𝑀𝑆𝑅
𝐹𝐶 = 𝑀𝑆𝐸 , 𝑖𝑓 𝑀𝑆𝑅 > 𝑀𝑆𝐸. 𝑅𝑒𝑐𝑖𝑝𝑟𝑜𝑐𝑎𝑡𝑒 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒.

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How to find SSC, SSE and SST from the following table?

𝑹𝟏 𝑹𝟐 𝑹𝟑 𝑹𝟒 Total
𝑪𝟏 𝑎1 𝑏1 𝑐1 𝑑1 𝑇5
𝑪𝟐 𝑎2 𝑏2 𝑐2 𝑑2 𝑇6
𝑪𝟑 𝑎3 𝑏3 𝑐3 𝑑3 𝑇7
Total 𝑇1 𝑇2 𝑇3 𝑇4 𝑇

𝑇2
𝐶𝐹 = 𝑁

𝑇12 𝑇22 𝑇32 𝑇42

𝑆𝑆𝐶 = + + + − 𝐶𝐹
3 3 3 3

𝑇52 𝑇62 𝑇72

𝑆𝑆𝑅 = + + − 𝐶𝐹
4 4 4

𝑆𝑆𝑇 = Σ𝑎𝑖2 + Σ𝑏𝑖2 + Σ𝑐𝑖2 + Σ𝑑𝑖2 − 𝐶𝐹

𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝑆𝑆𝐶

Working rule:

(i) Assume 𝐻0 :There is no significant difference between rows and between columns.
(ii) Construct ANOVA table for two-way classification.
𝑀𝑆𝐶 𝑀𝑆𝑅
(iii) Under 𝐻0 , 𝐹𝐶 = 𝑴𝑺𝑬 , 𝑖𝑓 𝑀𝑆𝐶 > 𝑀𝑆𝐸 and 𝐹𝑅 = 𝑴𝑺𝑬 , 𝑖𝑓 𝑀𝑆𝑅 > 𝑀𝑆𝐸

(iv) If calculated value < tabulated value, accept 𝐻0 . Otherwise reject.

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