STATISTIC FORMULAS

∑𝑥𝑥𝑖𝑖2 − 𝑛𝑛(𝑥𝑥̅ )2 Covariance ∑𝑥𝑥𝑖𝑖 𝑦𝑦𝑖𝑖 − 𝑛𝑛(𝑥𝑥̅ )(𝑦𝑦�)

Variance [𝝈𝝈𝟐𝟐 ]
𝑛𝑛 − 1 [𝒄𝒄𝒄𝒄𝒄𝒄(𝒙𝒙, 𝒚𝒚)] 𝑛𝑛 − 1

POPULATION � 𝑿𝑿 � = 𝑬𝑬�𝜽𝜽
� 𝑿𝑿 � − 𝜽𝜽𝑿𝑿
ESTIMATOR Bias�𝜽𝜽 UNBIASED ESTIMATOR?
PARAMETER

Population mean [𝝁𝝁] 𝑥𝑥̅ 𝐸𝐸[𝑥𝑥�] − 𝜇𝜇𝑋𝑋 = 0 Yes, if X normal

Population prop. [𝒑𝒑] 𝑝𝑝̂𝑋𝑋 𝐸𝐸[𝑝𝑝�] − 𝑝𝑝𝑋𝑋 = 0 Yes

Pop. variance [𝝈𝝈𝟐𝟐 ] 𝜎𝜎�𝑋𝑋2 𝐸𝐸�𝜎𝜎�2𝑋𝑋 � − 𝜎𝜎2𝑋𝑋 ≠ 0 No

Pop. variance [𝝈𝝈𝟐𝟐 ] 𝑠𝑠𝑋𝑋2 𝐸𝐸�𝑠𝑠2𝑋𝑋 � − 𝜎𝜎2𝑋𝑋 = 0 Yes, if X normal

2 2
Mean Squared Error 𝑀𝑀𝑀𝑀𝑀𝑀�𝜃𝜃�𝑋𝑋 � = 𝐸𝐸 ��𝜃𝜃�𝑋𝑋 − 𝜃𝜃𝑋𝑋 � � = 𝑉𝑉𝑉𝑉𝑉𝑉�𝜃𝜃�𝑋𝑋 � + �𝐵𝐵𝐵𝐵𝐵𝐵𝐵𝐵�𝜃𝜃�𝑋𝑋 ��

SAMPLE PROP. T-
DISTRIBUTION CHI-SQUARE FISHER’S F
(Bernoulli) STUDENT
𝑥𝑥
𝑝𝑝(1 − 𝑝𝑝) (𝑛𝑛 − 1)𝑆𝑆 2 ~ 𝑡𝑡𝑛𝑛 𝑋𝑋1 ⁄𝑛𝑛1 𝑠𝑠𝑠𝑠𝑋𝑋21 �𝜎𝜎𝑋𝑋21
ESTIMATOR 𝑝𝑝̂ ~ 𝑁𝑁 �𝑝𝑝, � � 2
~ 𝑋𝑋𝑛𝑛−1 ~ 𝐹𝐹𝑛𝑛1,𝑛𝑛2 ~ 𝐹𝐹𝑛𝑛1−1,𝑛𝑛2−1
𝑛𝑛 𝜎𝜎 2 �𝑌𝑌�𝑛𝑛 𝑋𝑋2 ⁄𝑛𝑛2 𝑠𝑠𝑠𝑠𝑋𝑋21 �𝜎𝜎𝑋𝑋22

PIVOTAL BOUNDS
PARAMETER ASSUMPTIONS CONFIDENCE INTERVAL
QUANTITY (Upper/Lower)
𝑥𝑥̅ − 𝜇𝜇0 𝜎𝜎 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑧𝑧𝛼𝛼 𝜎𝜎�
Normal data, ~ 𝑁𝑁(0,1) 𝜇𝜇 ∈ �𝑥𝑥̅ ∓ 𝑧𝑧𝛼𝛼�2 � √𝑛𝑛
𝜎𝜎
𝜎𝜎 known � 𝑛𝑛 √𝑛𝑛 𝜇𝜇 ≥ 𝑥𝑥̅ − 𝑧𝑧𝛼𝛼 𝜎𝜎�
√ √𝑛𝑛
𝑥𝑥̅ − 𝜇𝜇0 𝑠𝑠 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑧𝑧𝛼𝛼 𝑠𝑠�
Non-normal data, ~ 𝑁𝑁(0,1) 𝜇𝜇 ∈ �𝑥𝑥̅ ∓ 𝑧𝑧𝛼𝛼�2 � √𝑛𝑛
𝑠𝑠
𝑛𝑛 ≥ 30 � 𝑛𝑛 √𝑛𝑛 𝜇𝜇 ≥ 𝑥𝑥̅ − 𝑧𝑧𝛼𝛼 𝑠𝑠�
√ √𝑛𝑛
Population
𝑝𝑝̂ (1 − 𝑝𝑝̂ )
mean [𝝁𝝁] 𝑝𝑝̂ − 𝑝𝑝0 𝑝𝑝 ≤ 𝑝𝑝̂ + 𝑧𝑧𝛼𝛼 �
Bernoulli distrib., ~ 𝑁𝑁(0,1) 𝑝𝑝̂ (1 − 𝑝𝑝̂ ) 𝑛𝑛
𝑝𝑝 ∈ �𝑝𝑝̂ ∓ 𝑧𝑧𝛼𝛼�2 � �
𝑛𝑛 ≥ 30 �𝑝𝑝(1 − 𝑝𝑝) 𝑛𝑛 𝑝𝑝̂ (1 − 𝑝𝑝̂ )
𝑛𝑛 𝑝𝑝 ≥ 𝑝𝑝̂ − 𝑧𝑧𝛼𝛼 �
𝑛𝑛

𝑥𝑥̅ − 𝜇𝜇0 𝑠𝑠 𝜇𝜇 ≤ 𝑥𝑥̅ + 𝑡𝑡𝑛𝑛−1,𝛼𝛼 𝑠𝑠�

Normal data, ~ 𝑡𝑡𝑛𝑛−1 𝜇𝜇 ∈ �𝑥𝑥̅ ∓ 𝑡𝑡𝑛𝑛−1,𝛼𝛼�2 � √𝑛𝑛
𝑠𝑠 𝜇𝜇 ≥ 𝑥𝑥̅ − 𝑡𝑡𝑛𝑛−1,𝛼𝛼 𝑠𝑠�
𝜎𝜎 unknown � 𝑛𝑛 √𝑛𝑛
√ √𝑛𝑛
(𝑛𝑛 − 1)𝑠𝑠 2
2 2 𝜎𝜎 2 ≤
Variance (𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 (𝑛𝑛 − 1)𝑠𝑠 2
𝑋𝑋𝑛𝑛−1;1−𝛼𝛼
Normal data 2
~ 𝑋𝑋𝑛𝑛−1 𝜎𝜎 2 ∈ � , �
[𝝈𝝈𝟐𝟐 ] 𝜎𝜎 2
2
𝑋𝑋𝑛𝑛−1,𝛼𝛼�
2
𝑋𝑋𝑛𝑛−1,1− 𝛼𝛼� (𝑛𝑛 − 1)𝑠𝑠 2
2 2 𝜎𝜎 2 ≥ 2
𝑋𝑋𝑛𝑛−1;𝛼𝛼
(𝑛𝑛 − 1)𝑠𝑠 2
Standard 𝜎𝜎 ≤ � 2
(𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 2 𝑋𝑋𝑛𝑛−1;1−𝛼𝛼
dev. Normal data 2
~ 𝑋𝑋𝑛𝑛−1 𝜎𝜎 ∈ �� 2 ,� 2 �
𝜎𝜎 2 𝑋𝑋𝑛𝑛−1,𝛼𝛼� 𝑋𝑋𝑛𝑛−1,1− 𝛼𝛼� (𝑛𝑛 − 1)𝑠𝑠 2
[𝒔𝒔. 𝒅𝒅. ] 2 2 𝜎𝜎 ≥ � 2
𝑋𝑋𝑛𝑛−1;𝛼𝛼
 σ known z-based
(exact)
X ⁓ Normal
σ unknown
t-based
X ⁓ Distribution (exact)
µ, σ z-based
n large
(approx.)
X ≁ Normal
Methods
n small beyond Est II

ACTUAL SITUATION
DECISION
𝐻𝐻0 is TRUE 𝐻𝐻0 is FALSE
No error Type II error (𝛽𝛽)
ACCEPT 𝐻𝐻0
(1 − 𝛼𝛼) 𝑃𝑃(𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑡𝑡𝑡𝑡 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝐻𝐻0 |𝐻𝐻0 𝑖𝑖𝑖𝑖 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓)

REJECT 𝐻𝐻0 Type I error (𝛼𝛼) No error (1 − 𝛽𝛽 = 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝)

𝑃𝑃(𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝐻𝐻0 |𝐻𝐻0 𝑖𝑖𝑖𝑖 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡) 𝑃𝑃(𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝐻𝐻0 |𝐻𝐻0 𝑖𝑖𝑖𝑖 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓)

p-value: The smallest value of 𝛼𝛼 for which 𝐻𝐻0 can be rejected.

 If p-value < 𝛼𝛼, reject 𝐻𝐻0 .
 If p-value ≥ 𝛼𝛼 , accept 𝐻𝐻0 .
 Small p-value → Evidence against 𝐻𝐻0 .
 Large p-value → Evidence in favour of 𝐻𝐻0 .

REJECTION REGION (RRα): �𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 > 𝑧𝑧𝛼𝛼�2 𝑜𝑜𝑜𝑜 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 < −𝑧𝑧𝛼𝛼�2 � , �𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 ∉ [−𝑧𝑧𝛼𝛼�2 , 𝑧𝑧𝛼𝛼�2 ]�

PIVOTAL
PARAMETER ASSUMPTIONS REJECTION REGION IN TWO-TAIL TEST (RRα)
QUANTITY

Normal data, 𝑥𝑥̅ − 𝜇𝜇0 𝑥𝑥� − 𝜇𝜇 𝑥𝑥� − 𝜇𝜇

𝜎𝜎 ~ 𝑁𝑁(0,1) �𝑧𝑧: 𝜎𝜎 0 < 𝑧𝑧1−𝛼𝛼�2 𝑜𝑜𝑜𝑜 𝜎𝜎 0 > 𝑧𝑧𝛼𝛼�2 �
𝜎𝜎 known � 𝑛𝑛 � 𝑛𝑛 � 𝑛𝑛
√ √ √

Non-normal data, 𝑥𝑥̅ − 𝜇𝜇0 𝑥𝑥� − 𝜇𝜇0 𝑥𝑥� − 𝜇𝜇

𝑠𝑠 ~ 𝑁𝑁(0,1) �𝑧𝑧: 𝑠𝑠 < 𝑧𝑧1−𝛼𝛼�2 𝑜𝑜𝑜𝑜 𝑠𝑠 0 > 𝑧𝑧𝛼𝛼�2 �
𝑛𝑛 ≥ 30 � 𝑛𝑛 � 𝑛𝑛 � 𝑛𝑛
√ √ √
Population
mean [𝝁𝝁] 𝑝𝑝̂ − 𝑝𝑝0 ⎧ 𝑝𝑝
� − 𝑝𝑝0 𝑝𝑝
� − 𝑝𝑝0 ⎫
Bernoulli distrib., ~ 𝑁𝑁(0,1)
𝑧𝑧: < 𝑧𝑧1−𝛼𝛼�2 𝑜𝑜𝑜𝑜 > 𝑧𝑧𝛼𝛼�2
𝑛𝑛 ≥ 30 �𝑝𝑝(1 − 𝑝𝑝) ⎨
�𝑝𝑝(1 − 𝑝𝑝) �𝑝𝑝(1 − 𝑝𝑝)
⎬
𝑛𝑛 ⎩ 𝑛𝑛 𝑛𝑛 ⎭

Normal data, 𝑥𝑥̅ − 𝜇𝜇0 𝑥𝑥� − 𝜇𝜇0 𝑥𝑥� − 𝜇𝜇

𝑠𝑠 ~ 𝑡𝑡𝑛𝑛−1 �𝑡𝑡: 𝑠𝑠 < 𝑡𝑡𝑛𝑛−1; 1−𝛼𝛼�2 𝑜𝑜𝑜𝑜 𝑠𝑠 0 > 𝑡𝑡𝑛𝑛−1; 𝛼𝛼�2 �
𝜎𝜎 unknown � 𝑛𝑛 � 𝑛𝑛 � 𝑛𝑛
√ √ √

(𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠2 (𝑛𝑛 − 1)𝑠𝑠2

Variance [𝝈𝝈𝟐𝟐 ] Normal data 2
~ 𝑋𝑋𝑛𝑛−1 �𝑋𝑋 2 : 2
< 𝑋𝑋𝑛𝑛−1; 1−𝛼𝛼� 𝑜𝑜𝑜𝑜
2
> 𝑋𝑋𝑛𝑛−1;𝛼𝛼� �
𝜎𝜎 2 𝜎𝜎2 2 𝜎𝜎2 2

Standard dev. (𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠2 2

(𝑛𝑛 − 1)𝑠𝑠2 2
Normal data 2
~ 𝑋𝑋𝑛𝑛−1 �𝑋𝑋 2 : < 𝑋𝑋𝑛𝑛−1; 1−𝛼𝛼� 𝑜𝑜𝑜𝑜 > 𝑋𝑋𝑛𝑛−1;𝛼𝛼� �
[𝒔𝒔. 𝒅𝒅. ] 𝜎𝜎 2 𝜎𝜎2 2 𝜎𝜎2 2
 PARAMETER ASSUMPTIONS PIVOTAL QUANTITY CONFIDENCE INTERVAL

� − 𝐷𝐷0
𝐷𝐷 𝑠𝑠𝐷𝐷
Normal differences ~ 𝑡𝑡𝑛𝑛−1 𝜇𝜇𝑋𝑋 − 𝜇𝜇𝑌𝑌 ∈ �𝑑𝑑̅ ∓ 𝑡𝑡𝑛𝑛−1,𝛼𝛼�2 �
𝑠𝑠𝐷𝐷
𝜎𝜎1 , 𝜎𝜎2 known � √𝑛𝑛
√𝑛𝑛
𝑋𝑋� − 𝑌𝑌� − 𝐷𝐷0
Normal pops. ~ 𝑡𝑡𝑛𝑛1 +𝑛𝑛2 −2 1 1
𝜇𝜇𝑋𝑋 − 𝜇𝜇𝑌𝑌 ∈ �𝑥𝑥̅ − 𝑦𝑦� ∓ 𝑡𝑡𝑛𝑛1 +𝑛𝑛2−2,𝛼𝛼�2 𝑆𝑆𝑝𝑝 � + �
𝜎𝜎12 = 𝜎𝜎22 𝑆𝑆𝑆𝑆�1�𝑛𝑛1 + 1�𝑛𝑛2 𝑛𝑛1 𝑛𝑛2

𝝁𝝁𝑿𝑿 − 𝝁𝝁𝒀𝒀 = 𝑫𝑫𝟎𝟎

𝑋𝑋� − 𝑌𝑌� − 𝐷𝐷0
Normal pops. ~ 𝑁𝑁(0,1) 𝜎𝜎2𝑋𝑋 𝜎𝜎2𝑌𝑌
2
𝜎𝜎𝑌𝑌2� 𝜇𝜇𝑋𝑋 − 𝜇𝜇𝑌𝑌 ∈ �𝑥𝑥̅ − 𝑦𝑦� ∓ 𝑧𝑧𝛼𝛼�2 � + �
𝜎𝜎1 , 𝜎𝜎2 known �𝜎𝜎𝑋𝑋� 𝑛𝑛1 + 𝑛𝑛2 𝑛𝑛1 𝑛𝑛2

Non-normal data 𝑋𝑋� − 𝑌𝑌� − 𝐷𝐷0

≈ 𝑁𝑁(0,1) 𝑠𝑠𝑋𝑋2 𝑠𝑠𝑌𝑌2
𝜎𝜎1 , 𝜎𝜎2 unknown 2
𝑠𝑠𝑌𝑌2� 𝜇𝜇𝑋𝑋 − 𝜇𝜇𝑌𝑌 ∈ �𝑥𝑥̅ − 𝑦𝑦� ∓ 𝑧𝑧𝛼𝛼�2 � + �
�𝑠𝑠𝑋𝑋� 𝑛𝑛1 + 𝑛𝑛2
𝑛𝑛1 𝑛𝑛2
Large samples

𝑝𝑝̂𝑋𝑋 − 𝑝𝑝̂ 𝑌𝑌
Bernoulli pops. ≈ 𝑁𝑁(0,1) 1 1
𝒑𝒑𝑿𝑿 − 𝒑𝒑𝒀𝒀 = 𝟎𝟎 1 1 𝑝𝑝𝑋𝑋 − 𝑝𝑝𝑌𝑌 ∈ �𝑝𝑝̂𝑋𝑋 − 𝑝𝑝̂𝑌𝑌 ∓ 𝑧𝑧𝛼𝛼�2 �𝑝𝑝̂ 0 (1 − 𝑝𝑝̂0 ) � + ��
Large samples �𝑝𝑝̂ 0 (1 − 𝑝𝑝̂ 0 ) �
𝑛𝑛1 + 𝑛𝑛2 �
𝑛𝑛1 𝑛𝑛2

𝝈𝝈𝟐𝟐𝑿𝑿 𝑠𝑠𝑋𝑋2 𝜎𝜎𝑋𝑋2 𝑠𝑠𝑋𝑋2 1 𝑠𝑠𝑋𝑋2 1

� 𝟐𝟐 = 𝟏𝟏 Normal pops. ~𝐹𝐹 ∈ � , �
𝝈𝝈𝒀𝒀 𝑠𝑠𝑌𝑌2 𝑛𝑛1−1,𝑛𝑛2−1 𝜎𝜎𝑌𝑌2 𝑠𝑠𝑌𝑌2 𝐹𝐹𝑛𝑛1−1,𝑛𝑛2−1,𝛼𝛼 𝑠𝑠𝑌𝑌2 𝐹𝐹𝑛𝑛1−1,𝑛𝑛2−1,1−𝛼𝛼

(𝑛𝑛1 − 1)𝑠𝑠𝑋𝑋2 + (𝑛𝑛2 − 1)𝑠𝑠𝑌𝑌2 𝑛𝑛1 𝑝𝑝̂𝑋𝑋 + 𝑛𝑛2 𝑝𝑝̂ 𝑌𝑌 1

𝑆𝑆𝑝𝑝2 = 𝑝𝑝̂ 0 = 𝐹𝐹𝑛𝑛.𝑚𝑚,𝛼𝛼 =
𝑛𝑛1 + 𝑛𝑛2 − 2 𝑛𝑛1 + 𝑛𝑛2 𝐹𝐹𝑚𝑚,𝑛𝑛,1−𝛼𝛼

𝐼𝐼𝐼𝐼 𝐷𝐷0 ∈ 𝐶𝐶𝐼𝐼1−𝛼𝛼 ⟹ 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡𝑡𝑡 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝐻𝐻0 𝐼𝐼𝐼𝐼 𝐷𝐷0 ∉ 𝐶𝐶𝐼𝐼1−𝛼𝛼 ⟹ 𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅 𝐻𝐻0

PARAMETER CONFIDENCE INTERVAL � 𝟎𝟎 + 𝜷𝜷

� = 𝜷𝜷
𝒚𝒚 � 𝟏𝟏 𝒙𝒙

� 1 − 𝛽𝛽1
𝛽𝛽
𝑐𝑐𝑐𝑐𝑐𝑐(𝑥𝑥, 𝑦𝑦) 𝑆𝑆𝑅𝑅2 ~ 𝑡𝑡𝑛𝑛−2
𝛽𝛽̂1 = 𝛽𝛽1 ∈ �𝛽𝛽̂1 ∓ 𝑡𝑡𝑛𝑛−2,𝛼𝛼�2 � � 𝑠𝑠𝑅𝑅2
𝑠𝑠𝑋𝑋2 (𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2 �
(𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2

� 0 − 𝛽𝛽0
𝛽𝛽
1 𝑥𝑥̅ 2 ~ 𝑡𝑡𝑛𝑛−2
𝛽𝛽̂0 = 𝑦𝑦� − 𝛽𝛽̂1 𝑥𝑥̅ 𝛽𝛽0 ∈ �𝛽𝛽̂0 ∓ 𝑡𝑡𝑛𝑛−2,𝛼𝛼�2 �𝑆𝑆𝑅𝑅2 � + �� 1 �2
𝑥𝑥
𝑛𝑛 (𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2 �𝑆𝑆2𝑅𝑅 � + �
𝑛𝑛 (𝑛𝑛 − 1)𝑠𝑠2𝑋𝑋

∑ 𝑒𝑒𝑖𝑖2
𝑆𝑆𝑅𝑅2 = (𝑛𝑛 − 2)𝑆𝑆𝑅𝑅2 (𝑛𝑛 − 2)𝑆𝑆𝑅𝑅2 𝑠𝑠𝑅𝑅2
𝑛𝑛 − 2 𝜎𝜎 2 ∈ � 2 , 2 � 𝑠𝑠�𝛽𝛽� 𝑖𝑖 � = �
𝜒𝜒𝑛𝑛−2, 𝛼𝛼� 𝜒𝜒𝑛𝑛−2,1−𝛼𝛼� (𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2
Simple linear regression 2 2

1 (𝑥𝑥̅ − 𝑥𝑥)2
𝐸𝐸[𝑌𝑌0 ] ∈ �𝑌𝑌�0 ∓ 𝑡𝑡𝑛𝑛−2,𝛼𝛼�2 �𝑆𝑆𝑅𝑅2 � + ��
𝑛𝑛 (𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2
� 𝑖𝑖 − 𝛽𝛽𝑖𝑖
𝛽𝛽
𝑦𝑦� = 𝑦𝑦� − 𝛽𝛽̂1 (𝑥𝑥̅ − 𝑥𝑥) ~ 𝑡𝑡𝑛𝑛−𝑘𝑘−1
𝑠𝑠�𝛽𝛽� 𝑖𝑖 �
1 (𝑥𝑥̅ − 𝑥𝑥)2
𝑌𝑌0 ∈ �𝑌𝑌�0 ∓ 𝑡𝑡𝑛𝑛−2,𝛼𝛼�2 �𝑆𝑆𝑅𝑅2 �1 + + ��
𝑛𝑛 (𝑛𝑛 − 1)𝑠𝑠𝑋𝑋2

∑ 𝑒𝑒𝑖𝑖2
𝑆𝑆𝑅𝑅2 =
𝑛𝑛 − 𝑘𝑘 − 1 𝛽𝛽𝑖𝑖 ∈ �𝛽𝛽̂𝑖𝑖 ± 𝑡𝑡𝑛𝑛−𝑘𝑘−1,𝛼𝛼�2 𝑠𝑠�𝛽𝛽̂𝑖𝑖 �� 𝛽𝛽̂ = (𝑋𝑋 𝑇𝑇 𝑋𝑋)−1 𝑋𝑋 𝑇𝑇 𝑌𝑌 𝑦𝑦� = 𝑋𝑋𝛽𝛽̂
Multiple linear regression
 ∑𝑥𝑥𝑖𝑖2 − 𝑛𝑛(𝑥𝑥̅ )2 Covariance ∑𝑥𝑥𝑖𝑖 𝑦𝑦𝑖𝑖 − 𝑛𝑛(𝑥𝑥̅ )(𝑦𝑦�)
Variance [𝒔𝒔𝟐𝟐𝒙𝒙𝒊𝒊 ]
𝑛𝑛 − 1 [𝒄𝒄𝒄𝒄𝒄𝒄(𝒙𝒙, 𝒚𝒚)] 𝑛𝑛 − 1

Correlation 𝑐𝑐𝑐𝑐𝑐𝑐(𝑥𝑥, 𝑦𝑦)

[𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄(𝒙𝒙, 𝒚𝒚)] 𝑠𝑠𝑋𝑋 𝑠𝑠𝑌𝑌

SSM = Squared Sum Modal �(𝑦𝑦�𝑖𝑖 − 𝑦𝑦�)2

SSR = Squared Sum Residual �(𝑦𝑦�𝑖𝑖 − 𝑦𝑦𝑖𝑖 )2

SST = Squared Total Sum �(𝑦𝑦𝑖𝑖 − 𝑦𝑦�)2

𝑆𝑆𝑆𝑆𝑆𝑆 = 𝑆𝑆𝑆𝑆𝑆𝑆 + 𝑆𝑆𝑆𝑆𝑆𝑆

𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆
R2=r2=Coefficient of determination 𝑅𝑅2 = =1−
𝑆𝑆𝑆𝑆𝑆𝑆 𝑆𝑆𝑆𝑆𝑆𝑆

ANOVA table
Source of variability SS DF Mean F ratio
Model SSM 𝑘𝑘 𝑆𝑆𝑆𝑆𝑆𝑆/𝑘𝑘 (𝑆𝑆𝑆𝑆𝑆𝑆/𝑘𝑘)/𝑠𝑠𝑅𝑅2
Residuals/errors SSR 𝑛𝑛 − 𝑘𝑘 − 1 𝑆𝑆𝑆𝑆𝑆𝑆/(𝑛𝑛 − 𝑘𝑘 − 1)
Total SST 𝑛𝑛 − 1 𝑆𝑆𝑆𝑆𝑆𝑆/𝑘𝑘
𝐹𝐹 =
𝑠𝑠𝑅𝑅2

𝐻𝐻0 : 𝑝𝑝𝑖𝑖 = 𝑝𝑝𝑖𝑖0 ∀𝑖𝑖 ∈ {1, … , 𝑘𝑘} 𝐻𝐻1 : 𝑝𝑝𝑖𝑖 ≠ 𝑝𝑝𝑖𝑖0 ∀𝑖𝑖 ∈ {1, … , 𝑘𝑘}
2
�𝑁𝑁𝑖𝑖 − 𝑛𝑛𝑝𝑝𝑖𝑖0 � 2
𝑄𝑄 = 𝑄𝑄~ 𝜒𝜒𝑘𝑘−1
𝑛𝑛𝑝𝑝𝑖𝑖0
2
𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅 𝐻𝐻0 𝑖𝑖𝑖𝑖 𝑄𝑄 > 𝜒𝜒𝑘𝑘−1,𝛼𝛼