Quiz 1 Formula Sheet

Sample mean:
N

∑ Xi
X = i =1
N
Sample variance:

Weighted mean:

Standard deviation = SQRT(variance)

Semivariance:
Geometric mean: ( X i−X ) 2
∑ ¿
n −1
for all Xi< X

Coefficient of Variation:
Geometric mean for ROR:
s
CV 
X
Skewness:

( )
Harmonic Mean for Xi > 0: N

S K =¿ 1 ∑ ( X i−μ )3
i=1
3
N σ

Harmonic Mean for ROR:

Excess kurtosis
n
X H= −1

( ) ( )
n N
1
∑ 1+ Ri K E=¿ 1 ∑ ( X i−μ ) 4 -3
i=1 i=1
4
N σ

Range = Maximum value – Minimum value

Sample Covariance

Mean Absolute Deviation:

n

∑|X i−X|
MAD= i=1
n
Quiz 1 Formula Sheet

Correlation Coefficient:
Cov (X , Y )
r=
sX sY