Formula Sheet

• Numerical descriptive measures • Confidence interval

!
∑#"$%(𝑥" − 𝜇 )
! ∑#"$% 𝑥" For 𝜇:
𝜎 = ,𝜇 = ' ,
𝑁 𝑁 𝑥̅ ± 𝑧! × ) ; 𝑥̅ ± 𝑡!,)+% ×
# ! # " √ " √)
∑ (
"$% "𝑥 − 𝑥̅ ) ∑"$% 𝑥"
𝑠! = , 𝑥̅ = For 𝑝:
𝑛−1 𝑛
𝐼𝑄𝑅 = 𝑄& − 𝑄% 𝑝̅ × (1 − 𝑝̅ )
𝑝̅ ± 𝑧- × <
𝜇 = 𝐸 (𝑋) = 5 𝑥𝑝(𝑥 ), 𝜎 ! ! 𝑛

= 5(𝑥 − 𝜇 )! 𝑝(𝑥)
• Probability • Test statistics
P(A ∪ B) = P(A) + P(B) − P(A ∩ B) For 𝜇:
P(A ∩ B) 𝑥̅ − 𝜇0 𝑥̅ − 𝜇0
P(A|B) = 𝑧 = 𝜎 ,𝑡 = 𝑠
P(B)
P(A ∩ B) = P(A) × P(B|A) √𝑛 √𝑛
= P(B) × P(A|B) (df = n − 1)
𝐴 & 𝐵 are independent: P(A ∩ B) = For 𝑝:
P(A) × P(𝐵) 𝑝̂ − 𝑝0
𝑧=
If A% , … A) are mutually exclusive and O𝑝0 (1 − 𝑝0 )
collectively exhaustive, then: 𝑛
P(A" ∩ 𝐵) • Test statistics
P(A. |B) =
𝑃(𝐵) (2 population parameters)
P(A" ) × P(B|A. ) For 𝜇% − 𝜇!
= (𝑥 𝑥! ) − (𝜇% − 𝜇! )
PPP% − PPP
P(A% ) × P(B|A% ) + ⋯ + P(A) ) × P(B|A/ ) 𝑧=
𝜎%! 𝜎!!
• Random variable and probability < +
𝑛% 𝑛!
distribution
𝑋~𝐵(𝑛, 𝑝) or
𝑃(𝑥 = 𝑘 ) = 𝐶1) × 𝑝1 × (1 − 𝑝))+1 (PPP
𝑥% − 𝑥 PPP! ) − (𝜇% − 𝜇! )
𝑛 𝑡 =
= T U × 𝑝1 × (1 − 𝑝))+1 𝑠! 𝑠!
𝑘 < %+ !
𝑛! 𝑛% 𝑛!
=
𝑘! (𝑛 − 𝑘 )! where
× 𝑝1 × (1 − 𝑝))+1
2̅ +4
𝑋~𝑁 (𝜇, 𝜎 ! ) then 𝑧 = ' ~𝑁(0,1)
 !
• Simple linear regression 𝑠! 𝑠!
𝑌 = 𝛽0 + 𝛽% 𝑋 + 𝜀; 𝐸 (𝑌) = 𝛽0 + 𝛽% 𝑋 m % + !n
𝑛% 𝑛!
𝑦] = 𝑏0 + 𝑏% 𝑥 𝑑𝑓 = ! !
1 𝑠%! 1 𝑠!!
Least square method: 𝑚𝑖𝑛 ∑(𝑦" − 𝑦a5 )! m n +
𝑛! − 1 𝑛! n
m
𝑛% − 1 𝑛%
∑(𝑥" − 𝑥̅ )(𝑦" − 𝑦P)
𝑏% = ; 𝑏0 = 𝑦P − 𝑏% 𝑥̅ For 𝑝% − 𝑝!
∑(𝑥" − 𝑥̅ )! (𝑝̂% − 𝑝̂! ) − (𝑝% − 𝑝! )
𝑧=
𝑆𝑆𝐸 = 5(𝑦" − 𝑦a5 )! = 5(𝑦" − 𝑏0 − 𝑏% 𝑥" )! 1 1
O𝑝̂ (1 − 𝑝̂ ) T + U
𝑛% 𝑛!
𝑆𝑆𝑇 = 5(𝑦" − 𝑦P)! ; 𝑆𝑆𝑅 = 5(𝑦a5 − 𝑦P)! where
667 𝑋% 𝑋!
𝑆𝑆𝑇 = 𝑆𝑆𝑅 + 𝑆𝑆𝐸 ; 𝑠 = O)+! 𝑝̂% = ; 𝑝̂! = ;
𝑛% 𝑛!
𝑆𝑆𝑅 𝑋% + 𝑋!
𝑅! = ; 𝑟28 = (sign of 𝑏% ) × i𝑅 ! 𝑝̂ =
𝑆𝑆𝑇 𝑛% + 𝑛!
Residual of observation 𝑖 = 𝑦" − 𝑦a5

Test the slope

𝑏% − 𝛽%
𝑡= ; (df = n − 2)
𝑠9#
• Test statistic for Goodness of fit
1
(𝑓" − 𝑒" )!
𝜒! =5 ,
𝑒"
"$%
df = k − 1
• Test of independence
!
r𝑓": − 𝑒": s
𝜒! = 5 5 ,
𝑒":
" :
where df = (n − 1)(m − 1)

(Row i Total)(Column j Total)

e.; =
Sample Size