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List of Formula
List of Formula
LIST of FORMULA
Probability distributions
!
n
P (X = x) = π x (1 − π)n−x nπ nπ(1 − π)
Binomial x
where x = 0, 1, . . . , n; 0 ≤ π ≤ 1
e−λ λx
P (X = x) = λ λ
Poisson x!
where x = 0, 1, 2, . . . ; λ > 0
!
x−1
P (X = x) = π r (1 − π)x−r r/π r(1 − π)/π 2
Negative Binomial r−1
where x = r, r + 1, . . . ; 0 ≤ π ≤ 1
! !
K N −K
x n−x
nK nK K N −n
P (X = x) = ! 1−
N N N N N −1
Hypergeometric
n
where x = max{0, n + K − N }
to min{K, n}
7
SSCE2193
σ2
π(1 − π)
• X̄ ∼ N µ, • P ∼ N π,
n n
σ12 σ22
π1 (1 − π1 ) π2 (1 − π2 )
• X̄1 − X̄2 ∼ N µ1 − µ2 , + • P1 − P2 ∼ N π1 − π2 , +
n1 n2 n1 n2
X̄ − µ X̄ − µ
• Z= √ ∼ N (0, 1) • Z= √ ∼ N (0, 1)
σ/ n S/ n
X̄ − µ
• T = √ ∼ t(n−1)
S/ n
s
X̄1 − X̄2 − (µ1 − µ2 ) (n1 − 1)S12 + (n2 − 1)S22
• Z= r ∼ N (0, 1) where Sp =
1 1 n1 + n2 − 2
Sp +
n1 n2
s
X̄1 − X̄2 − (µ1 − µ2 ) (n1 − 1)S12 + (n2 − 1)S22
• T = r ∼ t(n1 +n2 −2) where Sp =
1 1 n1 + n2 − 2
Sp +
n1 n2
2
S12 S22
+
X̄1 − X̄2 − (µ1 − µ2 ) n1 n2
• T = s ∼ tν where ν = 2 2
2 2 S12 S22
S1 S
+ 2 n1 n2
n1 n2 +
n1 − 1 n2 − 1
P −π P1 − P2 − (π1 − π2 )
• Z=r ∼ N (0, 1) • Z=r ∼ N (0, 1)
π(1 − π) π1 (1 − π1 ) π2 (1 − π2 )
+
n n1 n2
P1 − P2 − π0 X1 + X2
• Z=s ∼ N (0, 1) where Pp =
1 1 n1 + n2
Pp (1 − Pp ) +
n1 n2
(n − 1)S 2
• χ2 = ∼ χ2(n−1)
σ2
8
SSCE2193
k (O − E )2 r Pc (O − E )2
i i ij ij
• χ2 = ∼ χ2(k−p−1) , • χ2 = ∼ χ2(r−1)(c−1)
P P
i=1 Ei i=1j=1 Eij
s21 1
• f= ∼ f(n1 −1,n2 −1) , • f(1−α/2,n1 −1,n2 −1) =
s22 f(α/2,n2 −1,n1 −1)
( x)2 y)2
P P P P
( x y
x2 y2
P P P
• Sxx = − , • Syy = − , • Sxy = xy − ,
n n n
Sxy
• β̂ = , • α̂ = ȳ − β̂ x̄
Sxx
β̂ − β Syy − β̂Sxy
• t= q ∼ tn−2 where V ar(β̂) =
(n − 2)Sxx
V ar(β̂)
Sxy
• r=p
Sxx Syy
One-way ANOVA
ni
k X
X
2 Y..2
• SST = yij −
N
i=1 j=1
k
X Y2 i. Y..2
• SST rt = −
ni N
i=1