Deviation: 𝛴(𝑥𝑖 − ̅̅̅

𝑥) = 0 𝛴𝑥𝑖 Normal data, σ known

Sample mean r.v. 𝑥̅ =
Percentile: (perc%)*n then
𝑛+ (𝑛+1) 𝑛2 𝜎2 𝑋̅ − 𝜇
2 𝜎 𝜎 𝑋̅ ~𝑁 (𝜇, ) ⟨=⟩𝑍 = ~𝑁 (0,1)
ⅈ 𝐸 ( 𝑋̅) = 𝜇 Var ( 𝑋̅) = 𝑆𝐷 (𝑋̅) = 𝑛 𝜎 ∕ √𝑛
𝑛 𝑡ℎ
= 100 × 𝑛 √𝑛 𝜎
(𝑛 + 1 ) 𝑍(1− 𝛼) = margin of error
√𝑛
Unimodal: one peak 2
Bimodal/multi: 2+ peaks Almost normal data, σ known
̅
Distribution of 𝑿
Uniform: many 𝜎2 𝑋̅ − 𝜇
Right skewed (bulk on the left, long tail on right) Normal data for any n, if 𝑋𝑖 ~𝑁 (𝜇, 𝜎 2 ), then 𝑥̅ 𝑎 ~𝑁 (𝜇 , ) ⇒ 𝑍 = 𝑎~𝑁 (0,1)
𝑛 𝜎 ∕ √𝑛
Left skewed 𝑋1 + ⋯
Symmetric Normal data, unknown σ
𝜎2 ̅−𝜇
Mode most numerous value + 𝑋𝑛 ~𝑁(𝑛𝜇, 𝑛𝜎 2 ) 𝑋̅~𝑁 (𝜇, )
𝑇=
X
~𝑇𝑛 − 1
Median central value 𝑛
∑(𝑥𝑖 −𝑥̅)2
√𝑆 2 ∕ 𝑛
Population variance: 𝜎 2 = CLT: For large n, whatever distribution of Xi,
𝑁 Confidence interval (Bern/Bin)
∑(𝑥𝑖 −𝑥̅)2 𝜎2
Sample variance: 𝑠 2 = 𝑋1 + ⋯ + 𝑋𝑛 ~𝑁 (𝑛𝜇, 𝑛𝜎 2 ) 𝑋̅ 𝑎~𝑁 (𝜇 ) 𝑝 (1 − 𝑝)
𝑛−1 𝑛 𝑥̅ = 𝑝̂𝑛 𝑎~𝑁 (𝑝, )⇒𝑧
𝑛
𝜎2 𝑋̅−𝜇
Standard deviation: 𝑠 = √𝑠 2 = √
∑ (𝑦 𝑖−𝑦̅)2 If ⅈ𝑓 𝑋̅ ~𝑎𝑁 (𝜇 ) 𝑡ℎ𝑒𝑛 𝑍 = ~𝑁 (0,1) 𝑃̂ 𝑛 − 𝑝
𝑛−1
𝑛 𝜎∕√𝑛
= 𝑎~𝑁 (0,1)
INDIPENDENT ( )
√𝑝 1 − 𝑝
SAMPLE SIZE/NON NORMALITY 𝑛
IQR(interquartile range)= Q3(75th)-Q1(25th) 𝑖∑ ( 𝑋 −𝑋̅ ) 2 1 SAMPLE TESTS:
Sample Var: 𝑠 2 =
Whiskers: max upper= Q3+1.5*IQR (lower -1.5) 𝑛 −1 H1: μ > μ0 p-value = 𝑃𝑟 (𝑍 > 𝑧 𝑂𝑏𝑠 |𝐻0 )
(𝑛 − 1) 𝑆 2 ∑( 𝑥 𝑖 − 𝑥) 2
(𝑥̅ − 2𝑠,̅𝑥 + 2𝑠) ≈ 95% = CR(+∞)
∑(𝑥𝑖 −𝜇𝑥)(𝑦 𝑖 −𝜇𝑦 ) 𝜎2 𝜎2 H1: μ < μ0 p-value = 𝑃𝑟 (𝑍 < 𝑧 𝑂𝑏𝑠 |𝐻0 )
Population cov: 𝜎𝑥𝑦 = 𝑥 𝑖 − 𝑥̅
𝑁
∑ (𝑥𝑖 −𝑥̅)(𝑦 𝑖−𝑦̅) =∑( ) ~𝑥 2𝑛−1 CR(-∞)
Sample cov: 𝑠𝑥𝑦 = 𝜎 H1: μ ≠ μ0 p-value = 2min {𝑃𝑟 (𝑍 <
𝑛−1
𝑠𝑋𝑦 ∑(𝑋𝑖 −𝑋̅)( 𝑦 𝑖−𝑦̅) Independent r.v. 𝑃𝑟 (𝑋2 = 1|𝑋1 = 1) = 𝑧 𝑜𝑏𝑠 | 𝐻0 ), 𝑃𝑟 (𝑍 > 𝑧 𝑂𝑏𝑠 |𝐻0 )}
Sample corr coeff: 𝑟 = = 𝑁𝑝−1 𝑁𝑝
𝜎𝑥𝑦
𝑠𝑋 𝑠𝑌 √ ∑(𝑋𝑖 −𝑋̅ )2𝛴 ( 𝑦 𝑖−𝑦̅) 2 𝑃𝑟 (𝑋2 = 1| 𝑋1 = 0) = CR(-inf,+inf)
𝑁−1 𝑁 −1
Pop corr coeff: 𝑝 =
𝜎𝑥 𝜎𝑦
Z𝑜𝑏𝑠 ∈ CR( 𝑧1 − 𝑎; +∞) 𝑝𝑣𝑎𝑙𝑢𝑒 < 𝑎
Var: 𝜎 2 = Var (𝑥) = ∑([ 𝑋 − 𝐸 (𝑋 )] 2 ) =
Binomial/Bern [𝑋𝑖 ~ 𝐵𝑒𝑟𝑛 (𝑝) , 𝑃 ∈ (0,1) ] reject H0
𝐸 (𝑋 2 ) − 𝐸 (𝑋) 2
𝑇 = 𝑋1 + ⋯ + 𝑋𝑛 ~𝐵ⅈ𝑛 (𝑛, 𝑝) Z𝑜𝑏𝑠 ∈ CR( 𝑧1−𝛼 ; +∞) 𝑝𝑣𝑎𝑙𝑢𝑒 > 𝛼
SD: 𝜎 = 𝑆𝐷 (𝑥) = √Var (𝑥) fail to rej H0
𝑥 𝑖 ~𝑁 (𝑛𝑝, 𝑛𝜎 2 )
Properties: 𝐸 (𝑎𝑥 + 𝑏) = 𝑎𝐸 (𝑥) + 𝑏
𝐸 𝑇 = 𝑛𝑝 = 𝑛 × 𝐸 (𝑥 𝑖 ) = 𝑛𝜇
( )
Var (𝑎𝑥 + 𝑏) = 𝑎2 Var (𝑥) Var (𝑇) = 𝑛𝑝 (1 − 𝑝) = 𝑛 × Var ( 𝑥 𝑖 ) = 𝑛𝜎 2 Known Variances – normal data (any
𝐸 (𝑥 ± 𝑦) = 𝐸(𝑥) ± 𝐸 (𝑦) size)
Var (𝑥 ± 𝑦) = Var (𝑥) + Var (𝑦) (𝑥̅ − 𝑦̅ ) − 𝑑 0
By CLT if n large enough 𝑇 𝑎 ~𝑁 (𝑛𝜇, 𝑛𝜎 2 ) 𝑍= ~𝑁 (0,1)
Normal r.v.: X~𝑁 (𝜇 , , 𝜎 2) 𝜇 = 𝐸( 𝑥 𝑖 ) = 𝑝 𝜎 2 𝜎𝑦2
√ + 𝑥
1
1 𝑢−𝜇 2 𝜎 2 = var( 𝑥 𝑖 ) = 𝑝(1 − 𝑝) 𝑛 𝑚
− ( )
𝑓𝑥 (𝑥) = 𝑒 2 𝜎 𝑛𝑝 ≥ 10 𝑛𝑝 (1 − 𝑝) ≥ 10 Known Variances – nearly normal data
√2𝜋𝜎
𝐸(𝑥) = 𝜇 Unbiased estimator 𝐸 (𝑓 (𝑥) ) = 𝜃 (large samples)
𝑉𝑎𝑟 = 𝜎 2 ̅) = 𝜎 ( 𝑥̅ − 𝑦̅ ) − 𝑑 0
Standard Error S𝐸 (X̅ ) = 𝑆𝐷( X
𝑍= 𝑎~𝑁 (0,1)
√𝑛
𝑆𝐷 (𝑥) = 𝜎 𝜎 2 𝜎𝑦2
𝑥−𝜇 𝑝 (1−𝑝 ) √ + 𝑥
If 𝑋~𝑁 (𝜇, 𝜎 2 ) then 𝑧 = ~𝑁 (0,1) 𝑆𝐸 (𝑃𝑛 ) = 𝑆𝐸 (𝑥̅ ) = √ max=0.5 𝑛 𝑚
𝜎 𝑛
Symmetry: P𝑟 𝑍 ≤ −𝑧 = 1 − 𝑃𝑟 (𝑍 ≤ 𝑧) =
( ) 1 Unknown unequal var – large sample
𝑢𝑝𝑝𝑒𝑟 𝑏𝑜𝑢𝑛𝑑 = 𝑆𝐸(𝑝𝑛 ) < 𝑎 ( 𝑋̅ − 𝑌̅) − 𝑑 0
𝑃𝑟 (𝑍 ≥ 𝑧) 2√ 𝑛 𝑧= 𝑎~𝑁 (0,1)
X, Y independent normal X~𝑁( 𝜇𝑥, 𝜎𝑥2 ) and 𝑌 ~𝑁(𝜇𝑦, 𝜎𝑦2 ) 2 𝑠2
√𝑠𝑋 + 𝑦
𝑥 ± 𝑦~𝑁(𝜇𝑥 ± 𝜇 𝑦, 𝜎𝑥2 + 𝜎𝑦2 ) Let Xn each X𝑖 ~𝑁 (𝜇, 𝜎 2 ) 𝑛 𝑚
𝑃𝑟(−2 < 𝑥 < 2) ∑ (𝑥 𝑖 − 𝑥̅ )2 Unknown equal var – any size sample
𝑆2 = ( 𝑥̅ − 𝑦̅ ) − 𝑑 0
= 𝑝𝑟 (𝜇 − 2𝜎 < 𝑥 𝑛−1 𝑇= ~𝑇𝑛 + 𝑚 − 2
< 𝜇 + 2𝜎) = 0.95 1 1
√𝑠𝑝2 ( + )
Confidence interval: 𝑛 𝑚
Chi-square 𝑋~𝑋𝑛2 (n=degree of freedom) 0.95 = Pr(-1.96<Z<1.96) (𝑛 − 1) 𝑆𝑥2 + (𝑚 − 1) 𝑆𝑦2
𝑆𝑝2 =
𝑥 = ∑𝑧𝑖2 ~𝑥 2𝑛 Ex: n+m−2
( )
𝐸 𝑥 =𝑛 Var(𝑥) = 2𝑛 pop~N(146,2.4) CR (−∞, −𝒕𝒏+𝒎 −𝟐 )
sample n=81 X=142.23 SD(X)= 2.3
Binomial r.v. X~𝐵ⅈ𝑛 𝑛, 𝑝)
( Paired – normal data – any size
𝑛 1. Expected value → X~(146,2.4/√81)
𝑝𝑥 (𝑥) = 𝑃𝑟 (𝑥 = 𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝) 𝑛 −𝑥 𝐷̅ − d0
𝑥 2. Size sample such SD<0.61 𝑇= ~𝑇𝑛 −1
𝐸 (𝑥) = 𝑛𝑝 Var(𝑥) = 𝑛𝑝 (1 − 𝑃) σ/√n<0.61 𝑆𝐷 ∕ √𝑛
𝑛 = 1 𝑋~𝐵ⅈ𝑛(1, 𝑝) → X~𝐵𝑒𝑟𝑛 (𝑝) how large sample if sample mean differs from where D=X-Y
actual by no more than 0.0005? ME<0.0005 𝐷ⅈ~𝑁(𝜇1 − 𝜇 2, 𝜎𝐷2 )
𝜎𝐷 = 𝜎12 + 𝜎22
Bern/bin
𝑛𝑝̂ 𝑥 + 𝑚𝑝̂𝑦 0
𝜌̂ = 𝑧 𝑏𝑠
𝑛+𝑚
(𝑃̂𝑥 − 𝑝̂𝑦 )
=
1 1
√𝑝̂ (1 − 𝑝̂ ) ( + )
𝑛 𝑚