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Mathematics Formula
Mathematics Formula
𝑦→ F = A[ ] F → future worth
2 𝑖 P → principal or present worth
Depreciation A → periodic payment
𝑥𝑦1 + 𝑦𝑥1 (1 + 𝑖)n − 1
′
i → interest rate per payment
𝑥𝑦 → BVm = FC − Dm P = A[ ] n → no. of interest periods
2 𝑖(1 + 𝑖)n n’ → no. of payments
Straight-Line: CALTECH:
Differential Calculus FC − SV Mode 3 2 Perpetuity:
x y
d= (time) (BV) A
Curvature: Radius of curvature: n P= = F(1 + 𝑖)−n
0 FC
y" 3
Dm = d(m) n SV 𝑖 where:
k= 3
[1 + (y′)2 ]2 C → capitalized cost
ρ= Capitalized Cost: FC → first cost
[1 + (y′)2 ]2 𝑦" Sinking Fund: where: OM → annual operation
FC → first cost OM RC − SV or maintenance cost
Maxima & Minima (Critical Points): (1 + i)n − 1 −1 SV → salvage cost C = FC + + RC → replacement cost
d = (FC − SV) [ ] d → depreciation 𝑖 (1 + 𝑖)n − 1 SV → salvage cost
𝑑𝑦 𝑖 per year
AC → annual cost
= y′ = 0 (+) minima m
(1 + i) − 1
n → economic life
m → any year before n
AC = C ∙ 𝑖
𝑑𝑥 (-) maxima Dm = d [ ] BVm → book value (RC − SV)𝑖
𝑖 after m years
AC = FC ∙ 𝑖 + OM +
Point of inflection: Dm → total depreciation
(1 + i)n − 1
Sum-of-the-Years-Digit (SYD):
𝑑2 𝑦 n−m+1
= y" = 0 dm = (FC − SV) [ ] CALTECH: Single-payment-compound-amount factor:
𝑑𝑥 2 ∑ years Mode 3 3
(F/P, 𝑖, n) = (1 + 𝑖)n
x y
(time) (BV)
∑nn−m+1 x 0 FC Single-payment-present-worth factor:
Integral Calculus-The Cardioid Dm = (FC − SV) [ ] n SV −n
∑n1 x n+1 SV
(P/F, 𝑖, n) = (1 + 𝑖)
A = 1.5πa2 Equal-payment-series-compound-amount factor:
Declining Balance (Matheson): ′
P = 8a BVm = FC(1 − k)m CALTECH: (1 + 𝑖)n − 1
Mode 3 6 (F/A, 𝑖, n) = [ ]
r = a(1 − sin θ) r = a(1 − cos θ) SV = FC(1 − k)n k → obtained x y 𝑖
(time) (BV)
r = a(1 + sin θ) r = a(1 + cos θ) Dm = FC − BVm 0 FC Equal-payment-sinking-fund factor:
n SV ′ −1
Double Declining Balance:
(1 + 𝑖)n − 1
(A/F, 𝑖, n) = [ ]
BVm = FC(1 − k)m 𝑖
k = 2/n k → obtained Equal-payment-series-present-worth factor:
′
Dm = FC − BVm (1 + 𝑖)n − 1
where: (P/A, 𝑖, n) = [ ]
FC → first cost 𝑖(1 + 𝑖)n
Service Output Method: SV → salvage cost
FC − SV d → depreciation per year Equal-payment-series-capital-recovery factor:
Qn → qty produced during
d= ′ −1
Qn economic life
Qm → qty produced during
(1 + 𝑖)n − 1
up to m year
(A/P, 𝑖, n) = [ ]
D = dQ m Dm → total depreciation
𝑖(1 + 𝑖)n
Statistics Fractiles
Measure of Natural Tendency Range
= 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚 − 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚
Mean, x̅, μ → average
→ Mode Stat 1-var Coefficient of Range
→ Shift Mode ▼s Stat Frequency? on 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚 − 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚
=
→ Input 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚 + 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑑𝑎𝑡𝑢𝑚
→ AC Shift 1 var x̅
Quartiles
Median, Me → middle no. when n is even
n+1 1 2 3
Me th
= Q1 = n Q2 = n Q3 = n
2 4 4 4
th 1 n n when n is odd
Me = [( ) + ( + 1)]
2 2 2 1 1 1
Q1 = (n + 1) ; Q1 = (n + 1) ; Q1 = (n + 1)
4 4 4
Mode, Mo → most frequent
Interquartile Range, IQR
Standard Deviation
= 𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒 − 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒
Population standard deviation = Q3 − Q1
→ Mode Stat 1-var
Coefficient of IQR
→ Shift Mode ▼ Stat Frequency? on
𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒 − 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒
→ Input =
𝑙𝑎𝑟𝑔𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒 + 𝑠𝑚𝑎𝑙𝑙𝑒𝑠𝑡 𝑞𝑢𝑎𝑟𝑡𝑖𝑙𝑒
→ AC Shift 1 var σx
Q3 − Q1
=
Sample standard deviation
Q3 + Q1
→ Mode Stat 1-var Quartile Deviation (semi-IQR) = IQR/2
→ Shift Mode ▼ Stat Frequency? on
→ Input Outlier
→ extremely high or low data higher than
→ AC Shift 1 var sx
or lower than the following limits:
NOTE:
If not specified whether population/sample
Q1 − 1.5IQR > x
in a given problem, look for POPULATION. Q 3 + 1.5IQR < x
Coefficient of Linear Correlation
Decile or Percentile
or Pearson’s r
m
→ Mode Stat A+Bx im = (n)
10 or 100
→ Input
→ AC Shift 1 Reg r
Normal Distribution
NOTE:
-1 ≤ r ≤ +1; otherwise erroneous
Variance
Z-score or
standard deviation = σ standard score → Mode Stat
or variate → AC Shift 1 Distr
variance = σ2
x−μ left of z → P(
relative variability = σ/x z= right of z → R(
σ
Mean/Average Deviation x → no. of observations bet. z & axis → Q(
μ → mean value, x̅ → Input
Mean/average value σ → standard deviation
b
1
mv = ∫ f(x)dx Exponential Distribution
b−a a
P(x ≥ a) = e−λa
Mean value
P(x ≤ a) = 1 − e−λa
b P(a ≤ x ≤ b) = e−λa − e−λb
1
RMS = √ ∫ f(x)2 dx
b−a a