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Stat1012 Cheatsheet Double-Sided
Stat1012 Cheatsheet Double-Sided
Stat1012 Cheatsheet Double-Sided
!
!
Variance = ! (!! !)! = ! [
!!! !! ! ]
Coeff. of variation =
!.!.
!
* Vp/100 = Xk when k > np/100 if it is not an integer; Vp/100 = (Xnp/100 + Xnp/100+1)/2 when np/100 is an integer
Probability
!" (!|!)
- Relative Risk = !" (!|!)
- Bayes rules: Pr ! ! = !" ! !
Given +ve
PV+
1 PV+
Disease
No disease
Given -ve
1 PVPV-
+ve
Sensitivity
False +ve (1-SF)
Given disease
Given no disease
Probability distribution
- ! = ! ! ; ! ! = !"# ! = !{ ! ! ! }! = ! ! ! [! ! ]!
- ! = !" ! ; ! ! = [(! !)! ! ! ] = [! ! ! ! ] !!
- ! = !" ! !" ; ! ! = [(! !)! ! ! ]!" = [! ! ! ! ]!" !!
Binomial (limited by n)
Pr ! = ! = !!! ! ! (1 !)!!!
! !! !!
Poisson (not limited by n)
Pr(X = x) =
where ! = !"
Normal [for N(0,12)]
Normalization: ! =
! ! =
1
! 2!
!!
!
(!!!)!
!! !
[!(!; 0,1)
1
2!
!!
! !
! = Pr ! ! = !! ! !; 0,1 !"
!! = Pr ! !! = !
!!!
(for all X)
Discrete X
Continuous X
!"#
!
!"
!
! !!! ]
!!!
-ve
False ve (1-SS)
Specificity
!!!
* ! = 1 (!) ; Pr ! ! ! = Pr !! Z !! = ! ( ! )
* Pr(X a) = Pr(X < a) for continuous random variables only (as Pr(X = a) =0)
* Approximation = equalize E(X) and Var(X) of different distribution
Poisson approximation to binomial when np < 5 (remember to check values)
Normal approximation to binomial when npq 5 (remember continuity correction)
Pr ! ! ! Pr (! 0.5 < ! < ! + 0.5) ; Pr ! = ! Pr (! 0.5 < ! < ! + 0.5)
special cases: !" ! = 0 !" ! < 0.5 ; !"(! = !) Pr (Y > n 0.5)
Relationships between random variables
- ! !" = !"#$(! = ! ! = !) ; E(XY) = E(X)E(Y) if X,Y are independent
- linear combination (l.c.) for all Xs : ! ! = !! !(!! ) = !! !!
- !"# !, ! = ! ! !! ! !! = ! !" !! !!
!"# !, ! = !"# ! ; !"# !, ! = !"# ! ; !"# !, ! = 0 if X,Y are independent
!"# !, !" + !" = !"#$ !, ! + !"#$(!, !)
!"#(!,!)
- !"## !, ! = !!" = ! !
! !
!!! !"# !! + 2
!
!
!!!(!!
!! !! !"# !! , !! =
!!! !!! + 2
!! !! !! !! !"##(!! , !! )
!)(!! !)
!!"
!! !!!
Point estimation
- Choice of estimator: ! ! = ! for unbiased; ! ! < !(! ) for minimum variance
!
- ! ! = !!! !!!!(!! !)! is estimator for pop. variance 2
- ! is the best estimator for pop. mean for N.D. standard error = ! ! = !"# ! = !/ !
!/ ! is estimator for standard error
- ! is the best estimator for pop. prop. p for N.D. standard error = ! ! = !"# ! = !"/!
!!/! is estimator for standard error
- !~! !,
!!
!
!!" !~! !, ! ! ; ! ! !,
!!
!
Sampling
distribution
Sampling
distribution
!
!!!/!
!
!
when is known or n
>200 if is unknown
90%
95%
99%
(when !!! 5)
!!.!" = 1.645
!!.!"# = 1.960
!!.!!" = 2.576
! !!!!,!!!/!
! 1 !!
when is unknown
valid for large n even not normally distributed
! 1 !!
!! !
!
!!!,!!
!!!,
!
!
not valid for non-normal distribution
!!!!,! =
!!
No simple relationship
!
between !!!!,!/!
and
!
!!!!,!!!/!
!!!!,!!!/!
- sample size ! =
(!!!! !!!!! )! ! !
One-
sided
(!! !!)!
- p-value = probability of obtaining test statistic as extreme as or more than that observed test statistics
p > implies it is a general case so not sufficient evidence to reject H0 (vice versa for p < )
(for z, t) one-sided = 1 (test statistics) ; two-sided = 2[1 (test statistics)]
(for 2) two sided = 2[(2)] for ! ! ! ! ; 2[1 - (2)] for ! ! > ! !
One sample (v.s. population) tests (two-sided)