Summary of Statistics

Chapter 6: Descriptive Statistics

Pn
ˆ Sample mean x̄ = 1
n i=1 xi ˆ The Mode is the most frequently occur-
ring value in a data set.
Pn 2
2 ( i=1 xi )
Pn
i=1 xi −
ˆ Sample variance s2 = n−1
n
ˆ Quartiles: Q1 , Q2 , Q3 , if n + 1 is divisi-
√ ble by 4, then Q1 = x n+1 ; Q2 = x 2(n+1) ;
ˆ Sample standard deviation s= s2 4 4
Q3 = x 3(n+1)
4
ˆ Sample range r = max(xi ) − min(xi )
ˆ IQR = Q3 − Q1
ˆ Sample median:
ˆ Outliers are any points below Q1 −1.5×IQR
x n +x n +1
 if n is odd, sample median is 2 2 or above Q3 + 1.5 × IQR
2

 if n is even, sample median is x n+1

2

Chapter 7: Point Estimation of Parameters and Sampling Distributions

Let X1 , X2 , . . . , Xn be a random sample with E(Xi ) = µ and Var(Xi ) = σ 2 , then

σ2
ˆ E(X̄) = µ and Var(X̄) = n
 2

ˆ X̄ ∼ N µ, σn
Chapter 8: Statistical Intervals for a Single Sample

1. Confident interval for µ

ˆ σ2 known: x̄ − z α2 √σn ≤ µ ≤ x̄ + z α2 √σn

zα/2 σ
2
ˆ The error x̄ − µ will not exceed a specified amount E when the sample size is n= E

ˆ σ2 unknown, n ≥ 30: x̄ − z α2 √sn ≤ µ ≤ x̄ + z α2 √sn

ˆ σ2 unknown, n < 30: x̄ − t α2 ,n−1 √sn ≤ µ ≤ x̄ + t α2 ,n−1 √sn

(n−1)s2 (n−1)s2
2. Confidence interval for σ2: χ2α ,n−1
≤ σ2 ≤ χ21− α ,n−1
2 2

q q
p̂(1−p̂) p̂(1−p̂)
3. Confidence interval for p: p̂ − z α2 n
≤ p ≤ p̂ + z α2 n

zα/2
2
Sample size for specified error E on a binomial proportion: n= E
p̂(1 − p̂)

1
Chapter 9: Test of Hypotheses for a Single Sample

0.1 Tests on the Mean, σ2 Known

0.2 Tests on the Mean, σ2 Unknown and n ≥ 30

2
0.3 Tests on the Mean, σ2 Unknown and n < 30
Null Hypothesis: H0 : µ = µ0
Test Statistics:
X̄ − µ0
T0 = √
S/ n

Alternative hypothesis Rejection region

H1 : µ 6= µ0 t0 > tα/2,n−1 or t0 < −tα/2,n−1
H1 : µ > µ0 t0 > tα,n−1
H1 : µ < µ0 t0 < −tα,n−1

0.4 Tests on the Variance

0.5 Tests on a Binomial Proportion

3
Chapter 11: Simple Linear Regression and Correlation

ˆ SSxy = ni=1 xi yi − n1 ( ni=1 xi ) ( ni=1 yi ) ˆ

P P P
The estimated standard error of the slope:
q
2
ˆ SSxx = ni=1 x2i − n1 ( ni=1 xi ) σ̂ 2
P P
SE(β̂1 ) = SSxx
2
ˆ SSyy = ni=1 yi2 − n1 ( ni=1 yi )
P P
ˆ The estimated standard error of the intercept:
SSxy
ˆ
r h
β̂1 = SS
i
x̄2
xx SE(β̂0 ) = σ̂ 2 n1 + SSxx
ˆ β̂0 = ȳ − β̂1 x̄
ˆ ŷ = β̂0 + ˆ Sample correlation coefficient r = √ SSxy
Pβ̂n1 x 2 Pn SSxx SSyy
ˆ SSE = i=1 ei = i=1 (yi − ŷi )2  2
SSxy
ˆ Estimation of the variance σ̂ =
2 SSE
n−2
ˆ Coefficient of determination r = √
2
SSxx SSyy

Test Statistic for the Slope Test Statistic for the Intercept
ˆ Hypotheses H0 : β1 = β1,0 vs H1 : β1 6= β1,0 ˆ Hypotheses H0 : β0 = β0,0 vs H1 : β0 6= β0,0
β̂1 −β1,0 β̂0 −β0,0
ˆ Test statistic t0 = SE(β̂1 )
ˆ Test statistic t0 = SE(β̂0 )
ˆ Reject H0 if |t0 | > tα/2,n−2 ˆ Reject H0 if |t0 | > tα/2,n−2

Test Statistic for Zero Correlation

ˆ Hypotheses H0 : ρ = 0 vs H1 : ρ 6= 0
√
ˆ Test Statistic t0 = r√ n−2
1−r2

ˆ reject H0 if |t0 | > tα/2,n−2