Statistics-Formula Sheet Uniformin the interval [a, b]:

Final Exam  1 a<x<b

f (x) = b − a ,
0 otherwise
Basics 

0 x≤a
x − a
Counting Permutations: F (x) = a<x<b
n! 
 b−a
n Pk = . 1 x≥b

(n − k)!
a+b (a−b)2
E[X] = 2 , V (X) = 12

Counting Combinations:
n! Exponential pdf:
n 1 1


n Ck = k = . f (x; λ) = λe−λx , E[X] = , V (X) = 2 .
k!(n − k)! λ λ
Gamma pdf:
Conditional Probability Formula: f (x; α, β) = 1 α−1 e−x/β ,
P [A ∩ B] β α Γ(α) x E[X] = αβ,
P [A|B] = . V (X) = αβ 2 .
P [B]
Bayes Theorem (with partition B1 , · · · , Bk ): Normal pdf:
P [Bi ] × P [A|Bi ] 1 x−µ 2
P [Bi |A] = k . f (x) = σ√12π e− 2 ( σ ) , −∞ < x < ∞, E[X] =
µ, V (X) = σ 2 .
X
P [Bj ] × P [A|Bj ]
j=1
Chi-square pdf:
Random Variables 1
f (x, ν) = 2ν/2 Γ(ν/2) xν/2−1 e−x/2 , E[X] = ν,
V (X) = 2ν.
Discrete Uniform:
Two Variables
p(x; N ) = 1/N for x = 1, · · · , N . E[X] = Z ∞
2
(N + 1)/2, V (X) = (N − 1)/12. Marginal Density of X: fX (x) = f (x, y)dy
−∞
n
px (1−p)n−x , E[X] =


Binomial: b(x; n, p) = x Conditional Density of X given Y = y:
np, V (X) = npq. f (x, y)
fX|Y (x|y) =
fY (y)
Poisson:
λx −λ
p(x; λ) = x! e , E[X] = λ, V (X) = λ. Covariance:
Cov(X, Y ) = E[XY ] − E[X]E[Y ]
Hypergeometric:
M N −M



x n−x M Correlation:
h(x; n, M, N ) = , E[X] = n · , Cov(X, Y )
N Corr(X, Y ) = ρ(X, Y ) =


N
n σX σY
M M N −n
V (X) = n · · (1 − )· .
N N N −1 Confidence Intervals and Testing:
Population Mean:√ √
Neg. binom pmf:
r(1 − p) C.I: x̄ ± (zα/2 )σ/ n Or x̄ ± (tα/2 )s/ n
N B(x; r, p) = x+r−1 r x


r−1 p (1−p) , E[X] = p
, X̄ − µ0
Test Statistic: Z = √
r(1 − p) σ/ n
V (X) = .
p2
X̄ − µ0
Geometric pmf: T = √ , with n − 1 d.f.
1 s/ n
x−1
g(x; p) = p(1 − p) , E[X] = , V (X) =
p Sample Size Calculation:
(1 − p) When α, σ and the width w of the C.I. are all
.
p2 known:
1
 2
2z α2 σ

n= .
w

Population Proportion:
r
p̂q̂
C.I.: p̂ ± zα/2 ,
n
Test Statistic:
p̂ − p0
Z=r .
p 0 q0
n

Sample Size Calculation:

For C.I.: When α and the width w of the C.I.
are all known: !2
2z α2 p(1 − p)
n= .
w

Sample Size Calculation in Hypothesis Test-

ing:
(When both α and β(µ0 ) are given)
σ(zα + zβ ) 2
 
n=
µ0 − µ0
OR 
σ(zα/2 + zβ ) 2

n= .
µ 0 − µ0