Statistics Formulas
Statistics Formulas
Sx
n
Sf
x2E,m,x1E
Mean
Sf . x
S(x 2 x) 2
n21
Standard deviation
n(Sx2 ) 2 (Sx) 2
n(n 2 1)
Standard deviation
(shortcut)
variance
Mean
s
where E 5 za>2
(s known or n 30)
!n
s
or E 5 ta>2
(s unknown and n 30)
!n
n(n 2 1)
Standard deviation
(frequency table)
s2
E p p
E
p
where E 5 za>2
(n 2 1)s
, s2 ,
xR2
(n 2 1)s2
x L2
Variance
Ch. 3: Probability
n 5 B
n5
n5
z5
z5
Proportion
p q
E
3za>24 2 . 0.25
E2
3za>24 2p q
E2
Mean
Proportion
t5
x2m
Meanone population
( known or n 30)
s> !n
x2m
Meanone population
( unknown and n 30)
s> !n
p 2 p
Proportionone population
pq
n
(n 2 1)s2
x2 5
s2
t5
x
n
z5
(x1 2 x2 ) 2 (m1 2 m2 )
s 22
s 12
1
n2
n1
d 2 md
sd> !n
Two meansindependent
(1, 2 known or
n1 30 and n2 30)
(p 1 2 p 2 ) 2 (p1 2 p2 )
pq pq
1 n
2
n1
Two proportions
x2 5 g
x2 5 g
(O 2 E) 2
Multinomial
(df k 1)
E
(O 2 E) 2
Contingency table
[df (r 1)(c 1)]
where E 5
d 2 E , md , d 1 E (Matched Pairs)
sd
where E 5 ta>2
(df n 1)
!n
(p 1 2 p 2 ) 2 E , (p1 2 p2 ) , (p 1 2 p 2 ) 1 E
F5
p 2q 2
p 1q 1
where E 5 za>2
1
n1
n2
F5
b1 5
se 5
n(Sx2 ) 2 (Sx) 2
(Sy) (Sx2 ) 2 (Sx) (Sxy)
n(Sx2 ) 2 (Sx) 2
Estimated eq. of regression line
explained variation
total variation
S(y 2 y ) 2
n22
or
y E y y E
where E t2se
rs 5 1 2
MS(treatment)
MS(error)
b0 5 y 2 b1x or b0 5
r2 5
sp2
MS(treatment) 5
y 5 b0 1 b1x
ns 2x2
6Sd2
n(n2 2 1)
Sy 2 2 b0Sy 2 b1Sxy
n22
1
1
n(x 0 x)2
n
n(x 2) (x)2
Rank correlation
6z
b
!n 2 1
MS(error) 5
df k 1
df N k
SS(treatment)
k21
SS(error)
N2k
MS(total) 5
SS(total)
N21
HYPOTHESIS TESTING
1. Identify the specific claim or hypothesis to be tested and put it in symbolic form.
2. Give the symbolic form that must be true when the original claim is false.
3. Of the two symbolic expressions obtained so far, let the null hypothesis H0 be the one that
contains the condition of equality; H1 is the other statement.
4. Select the significance level a based on the seriousness of a type I error. Make a small if
the consequences of rejecting a true H0 are severe. The values of 0.05 and 0.01 are very
common.
5. Identify the statistic that is relevant to this test, and identify its sampling distribution.
6. Determine the test statistic and either the P-value or the critical values, and the critical
region. Draw a graph.
7. Reject H0: Test statistic is in the critical region or P-value # a. Fail to reject H0: Test statistic is not in the critical region or P-value . a.
8. Restate this previous conclusion in simple, nontechnical terms.
FINDING P-VALUES
Start
What
type of test
?
Two-tailed
Left-tailed
Left
P-value area
to the left of the
test statistic
P-value
Test statistic
Is
the test statistic
to the right or left of
center
?
P-value twice
the area to the
left of the test
statistic
P-value is
twice this area.
Right-tailed
Right
P-value twice
the area to the
right of the test
statistic
P-value is
twice this area.
m
Test statistic
Test statistic
P-value area
to the right of the
test statistic
P-value
Test statistic
TABLE A-2
.00
.01
.02
.03
.04
.05
.06
.07
.08
.09
0.0
0.1
0.2
0.3
0.4
.0000
.0398
.0793
.1179
.1554
.0040
.0438
.0832
.1217
.1591
.0080
.0478
.0871
.1255
.1628
.0120
.0517
.0910
.1293
.1664
.0160
.0557
.0948
.1331
.1700
.0199
.0596
.0987
.1368
.1736
.0239
.0636
.1026
.1406
.1772
.0279
.0675
.1064
.1443
.1808
.0319
.0714
.1103
.1480
.1844
.0359
.0753
.1141
.1517
.1879
0.5
0.6
0.7
0.8
0.9
.1915
.2257
.2580
.2881
.3159
.1950
.2291
.2611
.2910
.3186
.1985
.2324
.2642
.2939
.3212
.2019
.2357
.2673
.2967
.3238
.2054
.2389
.2704
.2995
.3264
.2088
.2422
.2734
.3023
.3289
.2123
.2454
.2764
.3051
.3315
.2157
.2486
.2794
.3078
.3340
.2190
.2517
.2823
.3106
.3365
.2224
.2549
.2852
.3133
.3389
1.0
1.1
1.2
1.3
1.4
.3413
.3643
.3849
.4032
.4192
.3438
.3665
.3869
.4049
.4207
.3461
.3686
.3888
.4066
.4222
.3485
.3708
.3907
.4082
.4236
.3508
.3729
.3925
.4099
.4251
.3531
.3749
.3944
.4115
.4265
.3554
.3770
.3962
.4131
.4279
.3577
.3790
.3980
.4147
.4292
.3599
.3810
.3997
.4162
.4306
.3621
.3830
.4015
.4177
.4319
1.5
1.6
1.7
1.8
1.9
.4332
.4452
.4554
.4641
.4713
.4345
.4463
.4564
.4649
.4719
.4357
.4474
.4573
.4656
.4726
.4370
.4484
.4582
.4664
.4732
.4382
.4495
.4591
.4671
.4738
.4394
.4505
.4599
.4678
.4744
.4406
.4515
.4608
.4686
.4750
.4418
.4525
.4616
.4693
.4756
.4429
.4535
.4625
.4699
.4761
.4441
.4545
.4633
.4706
.4767
2.0
2.1
2.2
2.3
2.4
.4772
.4821
.4861
.4893
.4918
.4778
.4826
.4864
.4896
.4920
.4783
.4830
.4868
.4898
.4922
.4788
.4834
.4871
.4901
.4925
.4793
.4838
.4875
.4904
.4927
.4798
.4842
.4878
.4906
.4929
.4803
.4846
.4881
.4909
.4931
.4808
.4850
.4884
.4911
.4932
.4812
.4854
.4887
.4913
.4934
.4817
.4857
.4890
.4916
.4936
2.5
2.6
2.7
2.8
2.9
.4938
.4953
.4965
.4974
.4981
.4940
.4955
.4966
.4975
.4982
.4941
.4956
.4967
.4976
.4982
.4943
.4957
.4968
.4977
.4983
.4945
.4959
.4969
.4977
.4984
.4946
.4960
.4970
.4978
.4984
.4948
.4961
.4971
.4979
.4985
.4949
.4962
.4972
.4979
.4985
.4951
.4963
.4973
.4980
.4986
.4952
.4964
.4974
.4981
.4986
3.0
3.10
and
higher
.4987
.4987
.4987
.4988
.4988
.4989
.4989
.4989
.4990
.4990
.4999
NOTE: For values of z above 3.09, use 0.4999 for the area.
*Use these common values that result from interpolation:
z score
Area
1.645
0.4500
2.575
0.4950
From Frederick C. Mosteller and Robert E. K. Rourke, Sturdy Statistics, 1973, Addison-Wesley Publishing Co., Reading, MA. Reprinted
with permission of Frederick Mosteller.
Student t distribution
Right tail
Left tail
Critical t score
(negative)
TABLE A-3
Two tails
a/2
a/2
t Distribution
a
Degrees
of
Freedom
.005
(one tail)
.01
(two tails)
.01
(one tail)
.02
(two tails)
.025
(one tail)
.05
(two tails)
.05
(one tail)
.10
(two tails)
.10
(one tail)
.20
(two tails)
.25
(one tail)
.50
(two tails)
1
2
3
4
5
63.657
9.925
5.841
4.604
4.032
31.821
6.965
4.541
3.747
3.365
12.706
4.303
3.182
2.776
2.571
6.314
2.920
2.353
2.132
2.015
3.078
1.886
1.638
1.533
1.476
1.000
.816
.765
.741
.727
6
7
8
9
10
3.707
3.500
3.355
3.250
3.169
3.143
2.998
2.896
2.821
2.764
2.447
2.365
2.306
2.262
2.228
1.943
1.895
1.860
1.833
1.812
1.440
1.415
1.397
1.383
1.372
.718
.711
.706
.703
.700
11
12
13
14
15
3.106
3.054
3.012
2.977
2.947
2.718
2.681
2.650
2.625
2.602
2.201
2.179
2.160
2.145
2.132
1.796
1.782
1.771
1.761
1.753
1.363
1.356
1.350
1.345
1.341
.697
.696
.694
.692
.691
16
17
18
19
20
2.921
2.898
2.878
2.861
2.845
2.584
2.567
2.552
2.540
2.528
2.120
2.110
2.101
2.093
2.086
1.746
1.740
1.734
1.729
1.725
1.337
1.333
1.330
1.328
1.325
.690
.689
.688
.688
.687
21
22
23
24
25
2.831
2.819
2.807
2.797
2.787
2.518
2.508
2.500
2.492
2.485
2.080
2.074
2.069
2.064
2.060
1.721
1.717
1.714
1.711
1.708
1.323
1.321
1.320
1.318
1.316
.686
.686
.685
.685
.684
26
27
28
29
Large (z)
2.779
2.771
2.763
2.756
2.575
2.479
2.473
2.467
2.462
2.326
2.056
2.052
2.048
2.045
1.960
1.706
1.703
1.701
1.699
1.645
1.315
1.314
1.313
1.311
1.282
.684
.684
.683
.683
.675
Degrees
of
Freedom
0.995
0.99
0.975
0.95
0.90
0.10
0.05
0.025
0.01
0.005
1
2
3
4
5
0.010
0.072
0.207
0.412
0.020
0.115
0.297
0.554
0.001
0.051
0.216
0.484
0.831
0.004
0.103
0.352
0.711
1.145
0.016
0.211
0.584
1.064
1.610
2.706
4.605
6.251
7.779
9.236
3.841
5.991
7.815
9.488
11.071
5.024
7.378
9.348
11.143
12.833
6.635
9.210
11.345
13.277
15.086
7.879
10.597
12.838
14.860
16.750
6
7
8
9
10
0.676
0.989
1.344
1.735
2.156
0.872
1.239
1.646
2.088
2.558
1.237
1.690
2.180
2.700
3.247
1.635
2.167
2.733
3.325
3.940
2.204
2.833
3.490
4.168
4.865
10.645
12.017
13.362
14.684
15.987
12.592
14.067
15.507
16.919
18.307
14.449
16.013
17.535
19.023
20.483
16.812
18.475
20.090
21.666
23.209
18.548
20.278
21.955
23.589
25.188
11
12
13
14
15
2.603
3.074
3.565
4.075
4.601
3.053
3.571
4.107
4.660
5.229
3.816
4.404
5.009
5.629
6.262
4.575
5.226
5.892
6.571
7.261
5.578
6.304
7.042
7.790
8.547
17.275
18.549
19.812
21.064
22.307
19.675
21.026
22.362
23.685
24.996
21.920
23.337
24.736
26.119
27.488
24.725
26.217
27.688
29.141
30.578
26.757
28.299
29.819
31.319
32.801
16
17
18
19
20
5.142
5.697
6.265
6.844
7.434
5.812
6.408
7.015
7.633
8.260
6.908
7.564
8.231
8.907
9.591
7.962
8.672
9.390
10.117
10.851
9.312
10.085
10.865
11.651
12.443
23.542
24.769
25.989
27.204
28.412
26.296
27.587
28.869
30.144
31.410
28.845
30.191
31.526
32.852
34.170
32.000
33.409
34.805
36.191
37.566
34.267
35.718
37.156
38.582
39.997
21
22
23
24
25
8.034
8.643
9.260
9.886
10.520
8.897
9.542
10.196
10.856
11.524
10.283
10.982
11.689
12.401
13.120
11.591
12.338
13.091
13.848
14.611
13.240
14.042
14.848
15.659
16.473
29.615
30.813
32.007
33.196
34.382
32.671
33.924
35.172
36.415
37.652
35.479
36.781
38.076
39.364
40.646
38.932
40.289
41.638
42.980
44.314
41.401
42.796
44.181
45.559
46.928
26
27
28
29
30
11.160
11.808
12.461
13.121
13.787
12.198
12.879
13.565
14.257
14.954
13.844
14.573
15.308
16.047
16.791
15.379
16.151
16.928
17.708
18.493
17.292
18.114
18.939
19.768
20.599
35.563
36.741
37.916
39.087
40.256
38.885
40.113
41.337
42.557
43.773
41.923
43.194
44.461
45.722
46.979
45.642
46.963
48.278
49.588
50.892
48.290
49.645
50.993
52.336
53.672
40
50
60
70
80
90
100
20.707
27.991
35.534
43.275
51.172
59.196
67.328
22.164
29.707
37.485
45.442
53.540
61.754
70.065
24.433
32.357
40.482
48.758
57.153
65.647
74.222
26.509
34.764
43.188
51.739
60.391
69.126
77.929
29.051
37.689
46.459
55.329
64.278
73.291
82.358
51.805
63.167
74.397
85.527
96.578
107.565
118.498
55.758
67.505
79.082
90.531
101.879
113.145
124.342
59.342
71.420
83.298
95.023
106.629
118.136
129.561
63.691
76.154
88.379
100.425
112.329
124.116
135.807
66.766
79.490
91.952
104.215
116.321
128.299
140.169
From Donald B. Owen, Handbook of Statistical Tables, 1962 Addison-Wesley Publishing Co., Reading, MA. Reprinted with permission of the publisher.
TABLE A-5
TABLE A-6
a .05
a .01
a 0.05
a 0.01
4
5
6
7
.950
.878
.811
.754
.999
.959
.917
.875
8
9
10
11
.707
.666
.632
.602
.834
.798
.765
.735
5
6
7
8
9
10
.886
.786
.738
.683
.648
.881
.833
.794
12
13
14
15
.576
.553
.532
.514
.708
.684
.661
.641
11
12
13
14
15
.623
.591
.566
.545
.525
.818
.780
.745
.716
.689
16
17
18
19
.497
.482
.468
.456
.623
.606
.590
.575
16
17
18
19
20
.507
.490
.476
.462
.450
.666
.645
.625
.608
.591
20
25
30
35
.444
.396
.361
.335
.561
.505
.463
.430
40
45
50
60
.312
.294
.279
.254
.402
.378
.361
.330
21
22
23
24
25
.438
.428
.418
.409
.400
.576
.562
.549
.537
.526
70
80
90
100
.236
.220
.207
.196
.305
.286
.269
.256
26
27
28
29
30
.392
.385
.377
.370
.364
.515
.505
.496
.487
.478
Yes
(Original claim
contains equality
and becomes H 0 )
No
(Original claim
does not contain
equality and
becomes H 1)
Do
you reject
H 0?
Yes
(Reject H 0 )
No
(Fail to
reject H 0 )
Do
you reject
H 0?
Yes
(Reject H 0 )
No
(Fail to
reject H 0 )
There is sufficient
evidence to warrant
rejection of the claim
that . . . (original claim).
(This is the
only case in
which the
original claim
is rejected.)