MN10564: Formula sheet

Description Formula
Summary statistics
∑𝑥
Mean
𝑛
∑(𝑥 − 𝑥̅ )2
Population variance
𝑛
∑(𝑥 − 𝑥̅ )2
Sample variance
𝑛−1
∑ 𝑓𝑥
Mean (from frequency distribution)
∑𝑓
2
Variance (from frequency ∑ 𝑓𝑥 2 ∑ 𝑓𝑥
distribution) − ( )
∑𝑓 ∑𝑓
Expected value of probability
∑ 𝑥 ∙ 𝑃(𝑋 = 𝑥)
distribution
Variance of probability distribution ∑(𝑥 − 𝐸(𝑋))2 ∙ 𝑃(𝑋 = 𝑥)
Probability rules
Marginal probability rule P(A) = P(A and B) + P(A and not B)
General addition rule P(a or B) = P(A) + P(B) – P(A and B)
Conditional probability rule P(A|B) = P(A and B)/P(B)
Independence rule P(A|B) = P(A) = P(A|not B)
General multiplication rule P(A and B) = P(A|B) x P(B)
Bayes theorem P(B|A) = P(A|B) x P(B) / P(A)
Normal distribution
𝜎
Standard error of the mean
√𝑛
𝑥− 𝜇
Standard normal transformation 𝑧=
𝜎
𝜎
Confidence interval 𝑥̅ ± 𝑧 ×
√𝑛
𝑥̅ − 𝜇
z-test statistic
𝑆𝑇𝐸𝑀