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Formular Sheet Part 1 - Vu Vo

Statistics for Business (Đại học Kinh tế Thành phố Hồ Chí Minh)

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Formular Sheet Part 1

Chapter 3 and 4: Numerical Descriptive Measures

Topic Formula

 xi
Sample Mean x
n
 xi
Population Mean 
N

Weighted Mean x  wi xi

p
Percentile Location L p  n  1
100

Range Range = Max – Min

 xi  x
Sample MAD Sample MAD 
n
 xi  
Population MAD Population MAD 
N
  xi  x 
2
Sample Variance s2 
n 1

Sample Standard Deviation s  s2

  xi   
2
Population Variance  
2
N
Population Standard
Deviation   2

Sample Coefficient of s
Sample CV 
Variation x
Population Coefficient of 
Population CV 
Variation 
xI  R f
Sharpe Ratio Sharpe Ratio 
sI
x x
z-Score z
s
Sample Mean for Grouped  mi fi
x
Data n
  mi  x  f i
2
Sample Variance for Grouped 2
Data s 
n 1
Population Mean for Grouped  mi f i

Data N

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  mi    fi
2
Population Variance for
Grouped Data   2
N
  xi  x   yi  y 
Sample Covariance s xy 
n 1

Population Covariance  xy 

  xi   x  yi   y 
N
Sample Correlation sxy
rxy 
Coefficient sx s y

Population Correlation  xy
 xy 
Coefficient  x y

Chapter 5: Introduction to Probability

Topic Formula

Complement Rule  
P A c 1  P  A 

Addition Rule P  A  B  P  A   P  B   P  A  B 

Addition Rule for Mutually P  A  B  P  A   P  B 

Exclusive Events
P  A B
Conditional Probability P  A | B 
P B

Multiplication Rule P  A  B  P  A | B  P  B 

Total Probability Rule P  A  P  A | B  P  B   P A | Bc P Bc    

P A | B P  B
P  B | A 
Bayes’ Theorem
or

P  A | B  P  B   P A | Bc P B c   

Chapter 6: Discrete Probability Distributions

Topic Formula

Expected Value of a Discrete E  X    xi P  X  xi 

Random Variable
Variance of a Discrete
Var  X   2   xi    P  X  xi 
2
Random Variable
Standard Deviation of a
Discrete Random Variable SD  X     2

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n! n x
Binomial Distribution P  X x   px 1 p
x ! n  x  !
Expected Value of a Binomial E  X   np
Random Variable
Variance of a Binomial
Var  X   2 np  1  p 
Random Variable
Standard Deviation of a
SD  X    np  1  p 
Binomial Random Variable
e   x
Poisson Distribution P  X x 
x!
Expected Value of a Poisson E  X  
Random Variable
Variance of a Poisson
Var  X   2 
Random Variable
Standard Deviation of a
SD  X    
Poisson Random Variable
 S  N  S
  
x n x 
Hypergeometric Distribution P  X x    
N
 
n
Expected Value of a  S 
Hypergeometric Random E  X    n  
Variable N
Variance of a Hypergeometric  S  S  N  n 
Var  X   2 n    1 
Random Variable  N  N   N  1 
Standard Deviation of a S  N  n 
 S 
Hypergeometric Random SD  X    n    1   N  1 
Variable  
N N  

Chapter 7: Continuous Probability Distributions

Topic Formula

Cumulative Distribution F  x  P  X  x 
Function
 1
Continuous Uniform  for a  x b, and
f  x   b  a
Distribution 0
 for x  a or x  b
Expected Value of a Uniform a b
E  X   
Distribution 2
Standard Deviation of a
Uniform Distribution SD  X     b  a 2 12

Standard Transformation of X 
Z
the Normal Random Variable 

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Inverse Transformation of the X   Z

Normal Random Variable
Mean of an Exponential 1
E X  
Distribution 
Standard Deviation of an 1
SD  X   E ( X ) 
Exponential Distribution 
Exponential Cumulative
P  X  x  1  e   x
Distribution Function

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