Chebysev

Mean Độ lệch chuẩn Khoảng 1 Khoảng 2 k(bên trái)

187 22 143 231 -2

k 1.5 2 3 4
% observe 55.56 75 88.89 93.75
Phân phối chuẩn
Mean Độ lệch chuẩn Khoảng 1 Khoảng 2 k(bên trái)
40 12 16 64 -2

k 1 2 3
% observe 68 95 99.7

Probability

LỆCH COMPLEMENT RULE

A 0.245098 P(A) 0.1071
B 0.25 P(~A) 0.8929
0.004902

Addition Rule P(A) P(B) P(A and B)

2-events 0.2 0.6 0.05
P(A or B) 0.75

Independence P(A) P(B)

2-events 0.2 0.6
P(A and B) 0.12

Mult. Rule P(A1) P(A2/A1) P(A3/A1A2) P(A4/A1-3)

0.9 0.05 0.07 0.02
P(A1A2A3) 0.00000189

H[i] - i-th part 1 2 3

P(H[i]) 0.25 0.75
P(A|H[i]) 0.99 0.17
0.2475 0.1275 0
TOTAL PROB P(A) 0.375
Bayes P(H[i]|A) 0.66 0.34 0

N K

Combinator 1
IQR

5 7 9 10 11 13

Number 16
Q2 15.5
Q1 10.25
Q3 19.5
IQR 9.25
Range -3.625 33.375
k(bên phải)
2 Từ đó chọn k = 2, so sánh bảng bên dưới

k(bên phải)
2

P(A) P(B) P(C) P(A and B) P(A and C) P(C and B)

3-events 0.43 0.29 0.3 0.13 0.15 0.07
P(A or B or C) 0.7

P(A5/A1-4)
0.03

4 5
1

0 0

0 0 1
14 15 16 17 18 18 20 21
P(A and B and C)
0.03
37 39
Binomial distribution

40 Number of independent trials Mean 4

0.1 Probability of success on each trial 𝜎^2 3.6
Number of successes in trials
x 0 1 2 3 4 5 6 7
Probability of exactly x of 18 trials being successful
P(X=x) 0.0147809 0.0656928 0.1423344 0.2003225 0.205887 0.1647096 0.1067562 0.0576145

Geometric and Negative Binomial Distribution

18 Number of independent trials Mean 10

0.1 Probability of success on each trial 𝜎^2 0.9
Number of successes in trials
x 1 2 3 4 5 6 7
Probability of number of trails until first success
P(X=x) 0.1 0.09 0.081 0.0729 0.06561 0.059049 0.0531441

Negative Binomial Distribution

x is number of independent trials Mean 6000

0.0005 Probability of success on each trial 𝜎^2 11994000

r 3
x 3 4 5 6 7 8 9
Probability of number of trails until r success
P(X=x) 1.25E-10 3.748E-10 7.493E-10 1.248E-09 1.871E-09 2.618E-09 3.49E-09

HyperGeometric distribution

6 Number of successes in the population

13 Population size
5 Sample size
Number of successes in the sample
x 0 1 2 3 4 5
1 Probability of a given number of sample successes
P(X=x) 0.016317 0.1631702 0.4079254 0.3263403 0.0815851 0.004662
MEAN, VARIANCE and Standard deviation

x P(X=x) x.P(x) x-M (x-M)^2 (x-M)^2.P(x)

10 0.08 0.8 -2.5 6.25 0.5
11 0.15 1.65 -1.5 2.25 0.3375
12 0.3 3.6 -0.5 0.25 0.075
13 0.2 2.6 0.5 0.25 0.05
14 0.2 2.8 1.5 2.25 0.45
15 0.07 1.05 2.5 6.25 0.4375
Mean 12.5 Var 1.85
Standard deviation 1.3601471

POISSON.DIST function

Number of events Mean 2

4 3 2 1 0 𝜎^2 2
Lamda 2 Expected mean
Predicting the number of events over a specific time
P 0.0902235 0.180447 0.2706706 0.2706706 0.1353353
Sum P 0.947347
-P 0.052653
 8 9 10 11 12 13 14 15

0.0264066 0.0104323 0.0035933 0.0010889 0.0002924 6.997287E-05 1.499419E-05 2.887769E-06

 16 17 18

5.013489E-07 7.8643E-08 1.116536E-08

CONTINUOUS UNIFORM RANDOM VARIABLE

a b n
4 6 20

mean 5 (a+b)/2
𝜎^2 0.3333333333 (b-a)
𝜎^2' 0.0166666667

Normal Distribution

Standard Normal Random Variable Z ~ N(0,1)

z1 0.8
z2 2.5
P(X>z1) 0.2118553986
P(X<z1) 0.7881446014
P(X<z2) 0.9937903347
P(z1<X<z2) 0.2056457333

Standard Normal Random Variable Z ~ N(µ,𝜎^2)

X1 24
X2 37
µ 34
𝜎^2 144
P(X>X1) 0.797671619
P(X<X1) 0.202328381
P(X<X2) 0.5987063257
P(X1<X<X2) 0.3963779447

Standard Normal Approximation to the Binomial Distribution Z ~ B(n,p

X1 151
n 16000000
p 0.00001
P(X<X1) 0.2507958707
P(X>X1) 0.7736871225
Normal Approximation to the Poisson Distribution
X1 950
lamda 1000
P(X<X1) 0.056923149

EXPONENTIAL DISTRIBUTION
X1 0.1
lamda 25
 µ 0.04
𝜎^2 0.0016
P(X<X1) 0.9179150014
P(X>X1) 0.0820849986

SAMPLING DISTRIBUTIONS

x 11.77 11.9 11.64 11.84 12.13

n 7
¯𝑋 11.862857143
(Xi-¯X)^2 0.008622449 0.0013795918 0.049665 0.00052244898 0.0713653061
s^2 0.0260571429

n 25
𝜎 10
µ 100
X 95
𝜎x 2
Z -2.5 Z=(X-µ)/𝜎x
P(x<Z) 0.0062096653

Central Limit Theorem

X~{X1,X2,..Xn}
independent µ 𝜎 n
Sample mean [1] 5000 40 16
Sample mean [1] 5050 30 25
𝐗 ̅𝟐−𝐗 ̅𝟏 25
Z -2.143732314
P(X<Z) 0.0160271707
P(X>Z) 0.9839728293

STANDARD ERROR

𝜎 10
n 4
𝜎x 5

METHOD OF MOMENTS

X 5 7 9 2 11
X^2 25 49 81 4 121
n 6
EX 6.1666666667
EX^2 48.166666667
nomial Distribution Z ~ B(n,p)

oisson Distribution

BUTION
 11.99 11.77

0.0161653061 0.0086224

Difference µ 𝜎
Mean [2] -[1] 50 11.661904

3
9
Confidence interval

CI ON µ OF A N(µ, σ2): σ2 KNOWN

Bài toán cho n, µ, 𝜎 α tìm CI two sided

n 50
𝜎 4000
µ 69500
α 0.1
Khoảng dưới 68569.5302770587 =NORM.INV(α/2;µ;𝜎/SQRT(n))
Khoảng trên 70430.4697229413 =NORM.INV(1-α/2;µ;𝜎/SQRT(n)

Bài toán cho n, µ, 𝜎 α tìm upper and lower-confident one-sided

n 50
𝜎 4000
µ 69500
α 0.1
upper-confi 70224.9550419495 =NORM.INV(1-α;µ;𝜎/SQRT(n))
lower-confi 68775.0449580505 =NORM.INV(α;µ;𝜎/SQRT(n))

Bài toán cho 𝜎 α , error E tìm n

α 0.05
E 5
𝜎 20
n 61.463341131106 =((zα/2*𝜎)/E)^2

CI ON µ OF A N(µ, σ2): σ2 UnKNOWN

Bài toán cho n, X ngang, S α tìm CI two sided

n 16
S 3645.94
𝑿 ̅ 60139.7
α 0.05
Khoảng dưới 58196.9157109655 = x ngang + tα/2,n-1 * s / sqrt(n
Khoảng trên 62082.4842890345 = x ngang - tα/2,n-1 * s / sqrt(n

Bài toán cho n, X ngang, S α tìm upper and lower-confident one-sided

n 16
S 3645.94
𝑋 ̅ 60139.7
α 0.05
upper-confi 61737.5791034584 =x ngang + tα,n-1* s / sqrt(n)
lower-confi 58541.8208965416 =x ngang - tα,n-1* s / sqrt(n)
CI ON σ2 OF A NORMAL

Bài toán cho n, S, C tìm CI cho 𝜎 ^2 two-sided

n 18
S 4.7
α 0.01
Khoảng dưới 10.5136095034174 =(n-1)*s^2/(X^2(α/2),n-1)
Khoảng trên 65.9146374992927 =(n-1)*s^2/(X^2(1-α/2),n-1)

Bài toán cho n, S, α tìm upper and lower-confident bound cho 𝜎 ^2 one-sided
n 18
S 4.7
α 0.01
upper-confi 148.351358024955
lower-confi 64.9703319154635

CI FOR p: A LARGE-SAMPLE

Bài toán cho f , n ,α, khi đó Z ~ N(f,sqrt(f(1-f)/n)) tìm CI two-sided

f 0.2904019688269
n 1219
α 0.05
𝜎 0.0130018193126
Khoảng dưới 0.2649188712407 =f-zα/2*𝜎
Khoảng trên 0.3158850664131 =f+zα/2*𝜎

Bài toán cho f , n ,α, khi đó Z ~ N(f,sqrt(f(1-f)/n)) tìm upper and lower-confidence one-sided
f 0.2904019688269
n 1219
α 0.05
𝜎 0.0130018193126
upper-confi 0.3117880584802 =f+zα*𝜎
lower-confi 0.2690158791736 =f-zα*𝜎

Bài toán cho p ,α, error E tìm n

p 0.35
α 0.1
E 0.05
n 246.204454322682 =(z(α/2)/E)^2*p*(1-p)
upper bound on n 270.554345409541 =(z(α/2)/2E)^2
 zα/2 1.64485362695147
-zα/2 -1.64485362695147

=NORM.INV(α/2;µ;𝜎/SQRT(n))
=NORM.INV(1-α/2;µ;𝜎/SQRT(n))

zα 1.2815515655446
-zα -1.2815515655446

=NORM.INV(1-α;µ;𝜎/SQRT(n))
=NORM.INV(α;µ;𝜎/SQRT(n))

zα/2 1.95996398454005

=((zα/2*𝜎)/E)^2

tα/2,n-1 2.13144954555977
-tα/2,n-1 -2.13144954555977

= x ngang + tα/2,n-1 * s / sqrt(n)

= x ngang - tα/2,n-1 * s / sqrt(n)

ent one-sided
tα,n-1 1.75305035569257
-tα,n-1 -1.75305035569257

=x ngang + tα,n-1* s / sqrt(n)

=x ngang - tα,n-1* s / sqrt(n)
 X^2(α/2),n-1 35.7184656590046
X^2(1-α/2),n-1 5.69721710149782

=(n-1)*s^2/(X^2(α/2),n-1)
=(n-1)*s^2/(X^2(1-α/2),n-1)

nd cho 𝜎 ^2 one-sided
Xα,n-1 33.4086636050046
X(1-α),n-1 6.40775977773893

zα/2 1.95996398454005
-zα/2 -1.95996398454005

=f-zα/2*𝜎
=f+zα/2*𝜎

per and lower-confidence one-sided

zα 1.64485362695147
-zα -1.64485362695147

=f+zα*𝜎
=f-zα*𝜎

zα/2 1.64485362695147

=(z(α/2)/E)^2*p*(1-p)
=(z(α/2)/2E)^2
TEST ON THE μ OF NORMDIST: σ2 KNOWN

two-sided test

n 10 Reject abs(Z0) > zα/2

𝜎 1.5 zα/2 1.95996398454005
µ 154.2
α 0.05
X 155
Z0 1.686548
phi(z) 0.954155
P-value 0.09169

one-sied test
Reject Z0 > zα
n 10 zα 1.64485362695147
𝜎 1.5
µ 154.2
α 0.05
X>µ 155
Z 1.686548
phi(z) 0.954155
P-value 0.045845

X<µ 153 Reject Z0 < -zα

Z -2.529822 -zα -1.64485362695147
phi(z) 0.005706
P-value 0.005706

TEST ON THE μ OF NORMDIST: σ2 UNKNOWN

two-sided test

n 10 Reject abs(T0) > Tα/2,n-1

𝜎 1.5 Tα/2,n-1 2.26215716279821
µ 154.2
α 0.05
X 155
T0 1.686548
 one-sied test

n 10 Reject T0 > Tα,n-1

𝜎 1.5 Tα,n-1 1.83311293265624
µ 154.2
α 0.05
X>µ 155
T 1.686548

X<µ 153 Reject T0 < -Tα,n-1

T -2.529822 -Tα,n-1 -1.83311293265624

TEST ON THE p: LARGE-SAMPLE

two-sided test

p0 0.290402 Reject abs(Z0) > zα/2

n 1219 zα/2 1.95996398454005
α 0.05
𝜎 0.013002
P 0.31
Z0 1.50733

one-sied test

p0 0.290402 Reject abs(Z0) > zα

n 1219 zα 1.64485362695147
α 0.05
𝜎 0.013002
P > p0 0.31
Z0 1.50733

P < p0 0.271 Reject Z0 < -zα

Z0 -1.49225 -zα -1.64485362695147

TESTS ON THE VARIANCE AND STANDARD DEVIATION OF A NORMAL DISTRIBUTION

two-sided test
 n 18 X^2(α/2),n-1 35.7184656590046
S 4.7 -X^2(α/2),n-1 -35.7184656590046
α 0.01
𝜎0 2.1 Reject X^2 >X^2(α/2),n-1
X^2 85.1542 or X^2 < - X^2(α/2),n-1

one-sied test

n 18 X^2(α),n-1 33.4086636050046
S 4.7 -X^2(α),n-1 -33.4086636050046
α 0.01
𝜎0 2.1 Reject
X^2 85.1542 lớn hơn X^2 > X^2(α),n-1
bé hơn X^2 < - X^2(α),n-1

Simple Linear Regression

x 2 4 5 6
y 7 11 13 18
xMean 4.25
yMean 12.25
X-xMean -2.25 -0.25 0.75 1.75
(X-xMean)^2 5.0625 0.0625 0.5625 3.0625
Y-yMean -5.25 -1.25 0.75 5.75
(Y-yMean)^2 27.5625 1.5625 0.5625 33.0625
(Y-yMean)*(X-xMean) 11.8125 0.3125 0.5625 10.0625

Sxx 8.75
Syy 62.75
Sxy 22.75
R-Pearson 0.970891 =Sxy/sqrt(Sxx*Syy)

B1 2.6 =Sxy/Sxx
B0 1.2 =yMean-B1*xMean
y=B1x+B0
MAL DISTRIBUTION