QMDS 202 Data Analysis and Modeling

Formula Sheet
2
X 2 N 2
X
=

N
N
2
2
x nx 2
x x
=
s2
n 1
n 1

X
N
x
x
n

f ( x)

1 x

x =

p= X

x1 x 2 1 2

x z / 2

x t / 2

x
n

p = p

z / 2

/ n

( n 1) s 2
( n 1) s 2
2

2 / 2
12 / 2

z / 2

p 1 p
n

p z / 2

12 22

n1 n 2

x1 x2

x
s/

p (1 p )
n

( n 1) s 2
2
p p
p (1 p )
n

p (1 p )

x1 x 2 z / 2

n1 n 2

x1 x 2 t / 2

s 2p

2
1

2
2

1
1

n1 n 2

x1 x 2 ( 1 2 )
12 22

n1 n 2

v = n1 + n2 2

s 2p

s12 (n1 1) s22 (n2 1)

n1 n2 2

 x1 x 2 t / 2

nD

1 1

n1 n 2

sD / nD

s12 / 12
s 22 / 22

p (1 p ) p (1 p )

n1
n2

SS (Total ) ( X ij X ) X
2

j 1 i 1

2
ij

j 1 i 1

SST n j ( X j X )
2

j 1

nj

i 1

ij

nj

j 1

SSE ( X ij X j ) X
2

MST

j 1 i 1

SST
k 1

2
ij

j 1 i 1

ij

j 1 i 1

ij

n
2

nj

X
i 1

ij

nj

j 1

MSE

k b

k nj

k nj

k nj

k nj

p 1 (1 p 1 ) p 2 (1 p 2 )

n1
n2

x1 x 2
n1 n 2

k nj

p 1 p 2 ( p1 p 2 )

p 1 (1 p 1 ) p 2 (1 p 2 )

n1
n2

p 1 p 2

j 1 i 1

xD D

k nj

s 2p

sD

x1 x 2 ( 1 2 )

s12 / s22
12
s12 / s22

F / 2, v1 , v2 22 1 / F / 2,v 2 , v1

/ n1 s 22 / n 2

2
2
v = s12 / n1
s 22 / n 2

n1 1
n2 1

s12 s 22

n1 n 2

( p 1 p 2 ) z / 2

2
1

s12 s 22

n1 n 2

x1 x 2 ( 1 2 )

x D t / 2

SSE
nk

1 kb 2
SS (Total ) ( X ij X ) X ( X ij )
k b j1 i1
j 1 i 1
j 1 i 1
2

k b

2
ij

MST
MSE

1k b 2 1 k b 2
SST b ( X j X ) ( X ij ) ( X ij )
b j 1 i 1
k b j 1 i 1
j 1
2

1b k 2 1 k b 2
SSB k ( X i X ) ( X ij ) ( X ij )
k i 1 j 1
k b j 1 i 1
i 1
2

k b

1k b 2 1b k 2 1 k b 2
SSE ( X ij X j X j X ) X ( X ij ) ( X ij ) ( X ij )
b j 1 i 1
k i 1 j 1
k b j 1 i 1
j 1 i 1
j 1 i 1
SST
k 1
MST
F
MSE

MSB

fi ei 2

ei

ei

b0 y b1 x

SST ( y i y ) 2
MSR

SSR
k

bi i
s bi

SSE
n k b 1

fr fc
fg

i 1

i 1

i 1

n
n
n
n 2

2
2
n
(
x
)

(
x
)

n
(
y
)

(
yi ) 2

i
i
i

i 1
i 1
i 1
i 1

ei y i y i

Adjusted R2 = 1

SSE /( n k 1)
SST /( n 1)

SSR ( y i y ) 2
MSE

n xi yi xi yi

y 0 1 x1 2 x 2 ... k x k

SSR
SST

MSE

n
n
n
n
1
(
x

x
)(
y

y
)
n
x
y

x
i
i

i i
i yi
(n 1) i 1
i 1
i 1
i 1
b1

n
n
n
1
xi x 2
n ( xi2 ) ( xi ) 2

(n 1) i 1
i 1
i 1

y b0 b1 x

R2

2
ij

SSB
b 1
MSB
F
MSE

MST

k b

SSE
n k 1

bi t / 2 s bi

SSE ( y i y i ) 2
F

Beta k bk

SSE
n k 1

MSR
MSE

X k X k
Y Y

Yi t / 2 S Y

Yi t / 2 S 2 S Y2