Basic statistics: Theoretical probability distributions

Binomial:

where Pr[X] is the probability of event X, and:

n n
2
∑ (Y − Y )
i
2
∑ (Y i
2
) − nY
s= i=1
or s = i=1
n −1 n −1

Poisson:
€ €

Probability

Proportions:

One-sample Z-test for a proportion (accurate

when np and n(1-p) are both ≥ 5):
Goodness of fit chi-square:

Confidence interval for a proportion

(Agresti-Coull method): Contingency test chi-square:

c r
[Observed(column,row) − Expected(column,row)]2
χ2 = ∑ ∑ Expected(column,row)
column =1 row =1

shortcut formula for expected frequencies:

€
(Total _ row i )(Total _ col j )
Expected[row i ,col j ] =
Grand _ Total

€
 Standard normal deviate: ANOVA:
k

∑ n (Y − Y )
i i
2

i=1
MSgroup =
k −1
One sample t-test:
where k = total number of groups
€ k

∑ (n i −1)si2
i=1
MSerror =
Confidence interval for µ: N −k

where N is total sample size

€ MSgroup
Paired t-test: test statistic: F =
MSerror

with k – 1 and N – k degrees of freedom

where the terms are similar to one-sample t-test € SSgroup

using Y R2 =
Confidence interval for d , see confidence
SStotal
interval for Y
Equality of variance test:
€
2-sample t-test:
€ € s12 s22
€ F = 2 or F = 2
s2 s1

with df = (nnumerator – 1, ndenominator – 1)

where:
€ €
Correlation:

r − ρ0
t=
and: SE r

Least-squares linear regression:

€ Yˆi = a + bX i

and df1 = n1 – 1, and df2 = n2 - 1 b − β0

t=
Confidence interval for 2-sample t-test: € SE b