COR-STAT1202 Formula Sheet And Distribution Tables

Population Sample
Mean 1 1
∑ 𝑥𝑖 ∑ 𝑥𝑖
𝑁 𝑛
1 1
∑(𝑓𝑖 𝑚𝑖 ) ∑(𝑓𝑖 𝑚𝑖 )
𝑁 𝑛

Variance 1 1 1 1 𝑛
∑(𝑥𝑖 − 𝜇)2 = ∑(𝑥𝑖 2 ) − 𝜇 2 ∑(𝑥𝑖 − 𝑥̅ )2 = ∑(𝑥𝑖 2 ) − ( )𝑥̅ 2
𝑁 𝑁 (𝑛−1) (𝑛−1) 𝑛−1

1 ∑ 𝑓𝑖 𝑚𝑖 2 1 ∑ 𝑓𝑖 𝑚𝑖 2 𝑛
∑[𝑓𝑖 (𝑚𝑖 − 𝜇)2 ] = − 𝜇2 ∑[𝑓𝑖 (𝑚𝑖 − 𝑥̅ )2 ] = − (𝑛−1) 𝑥̅ 2
𝑁 𝑁 (𝑛−1) 𝑛−1

Probability density
Expected Value Variance
function

Discrete random
𝑃(𝑥) ∑[𝑥 𝑃(𝑥)] ∑[(𝑥 − 𝐸(𝑋))2 𝑃(𝑥)]
variable

Binomial 𝑛
𝐶𝑥 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝑛𝑝 𝑛𝑝(1 − 𝑝)
Distribution

Poisson 𝜆𝑥
Distribution (𝑒 −𝜆 ) 𝐸(𝑋) = 𝜆 𝑉𝑎𝑟(𝑋) = 𝜆
𝑥!

Continuous random 2
𝑓(𝑥) ∫ 𝑥 . 𝑓(𝑥)𝑑𝑥 ∫ [(𝑥 − 𝐸(𝑥)) 𝑓(𝑥) ] 𝑑𝑥
variable 𝑎𝑙𝑙 𝑥 𝑎𝑙𝑙 𝑥

Uniform 1 𝑎+𝑏 (𝑏 − 𝑎)2

Distribution 𝑓𝑜𝑟 𝑎 ≤ 𝑥 ≤ 𝑏
𝑏−𝑎 2 12

𝜆𝑒 −𝜆𝑥 𝑓𝑜𝑟 0 < 𝑥

Exponential 1 1
Distribution 𝜆 𝜆2
(Note: 𝑃(𝑎 ≤ 𝑥 ≤ 𝑏) =
𝑒 −𝜆𝑎 − 𝑒 −𝜆𝒃 )

𝑌 = 𝑎 + 𝑏𝑋 𝜇𝑌 = 𝑎 + 𝑏𝜇𝑥 𝜎 2 𝑌 = 𝑏2𝜎 2 𝑥

Sum of Random 𝑉𝑎𝑟(𝑎𝑋 + 𝑏𝑌)

Variables
𝑊 = 𝑎𝑋 + 𝑏𝑌 𝐸(𝑊) = 𝑎𝐸(𝑋) + 𝑏𝐸(𝑌) = 𝑎2 𝑉𝑎𝑟(𝑋) + 𝑏 2 𝑉𝑎𝑟(𝑌)
Note: X and Y are independent.
 COR-STAT1202

Z score: Z value for sampling distribution

𝑥−𝜇 of means:
𝑍=
𝜎 𝑋̅ − 𝜇
𝑍= 𝜎
√𝑛

Confidence Interval for mean Confidence Interval for mean Confidence Interval for proportion:
(𝜎 𝑘𝑛𝑜𝑤𝑛): (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):
𝜎 𝑠 𝑝̂ (1 − 𝑝̂ )
𝑋̅ ± 𝑍 ( ) 𝑋̅ ± 𝑡 ( ) 𝑝̂ ± 𝑍 (√ )
√𝑛 √𝑛 𝑛

Z-test for mean (𝜎 𝑘𝑛𝑜𝑤𝑛): t-test for mean (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛): Z-test for proportion:
𝑋̅ − 𝜇0 𝑋̅ − 𝜇0 𝑝̂ − 𝑝
𝜎 𝑠
√𝑛 √𝑝(1 − 𝑝)
√𝑛 𝑛
Paired sample t-test (𝜎 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):
𝑑̅
𝑡= 𝑠𝑑 (where 𝑑𝑖 = 𝑥𝑖 − 𝑦𝑖 )
√𝑛

Z-test for difference between t-test for difference between means Z-test for difference between proportions:
means (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑘𝑛𝑜𝑤𝑛): (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑢𝑛𝑘𝑛𝑜𝑤𝑛): 𝑝̂1 − 𝑝̂2
(𝑥̅1 − 𝑥̅2 ) − (𝜇1 − 𝜇2 ) (𝑥̅1 − 𝑥̅2 ) − (𝜇1 − 𝜇2 ) 1 1
√𝑝̂ (1 − 𝑝̂ ) ( + )
𝜎 𝜎 2 2 𝑠 2 𝑠 2 𝑛1 𝑛2
√ 1 + 2 √ 1 + 2
𝑛1 𝑛2 𝑛1 𝑛2

Welch-Satterthwaite formula Pooled sample variance: Common proportion:

degree of freedom,
(𝑛1 − 1)𝑠1 2 + (𝑛2 − 1)𝑠2 2 𝑛1 𝑝̂1 + 𝑛2 𝑝̂2
𝑠 2 𝑠 2
2 𝑠𝑝 2 = 𝑝̂ =
( 1 + 2 ) 𝑛1 + 𝑛2 − 2 𝑛1 + 𝑛2
𝑛1 𝑛2
𝜈= 2 2
𝑠 2 𝑠 2
( 1 ) ( 2 )
𝑛1 𝑛2
+
𝑛1 −1 𝑛2 −1

Confidence Interval for difference Confidence Interval for difference Confidence Interval for proportion:
between means between means
(𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑘𝑛𝑜𝑤𝑛): (𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒𝑠 𝑢𝑛𝑘𝑛𝑜𝑤𝑛):
𝑝̂1 (1 − 𝑝̂1 ) 𝑝̂2 (1 − 𝑝̂2 )
𝜎1 2 𝜎2 2 𝑠1 2 𝑠2 2 (𝑝̂1 − 𝑝̂2 ) ± 𝑍 (√ + )
(𝑋̅1 − 𝑋̅2 ) ± 𝑍 (√ + ) (𝑋̅1 − 𝑋̅2 ) ± 𝑡 (√ + ) 𝑛1 𝑛2
𝑛1 𝑛2 𝑛1 𝑛2

𝑆𝑎𝑚𝑝𝑙𝑒 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡: Simple regression estimates:

∑𝑛𝑖=1(𝑥𝑖 − 𝑥̅ ) (𝑦𝑖 − 𝑦̅) ∑𝑛 ̅)
𝑖=1(𝑥𝑖 −𝑥̅ )(𝑦𝑖 −𝑦
SSR
𝑅 2 = SST
𝑟= 𝑏1 = ∑(𝑥𝑖 −𝑥̅ )2
√∑(𝑥𝑖 − 𝑥̅ )2 √∑(𝑦𝑖 − 𝑦̅)2
𝑏0 = 𝑦̅ − 𝑏1 𝑥̅
Total unexplained variation: Total explained variation: Total variation:
SSE = ∑(𝑦𝑖 − 𝑦̂𝑖 )2 S𝑆𝑅 = ∑(𝑦̂𝑖 − 𝑦̅)2 SST = 𝑆𝑆𝑅 + 𝑆𝑆𝐸 = ∑(𝑦𝑖 − 𝑦̅)2

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