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I. Basic probability formulas

P(A ⋃ B) = P(A) + P(B) - P(A ⋂ B)
𝑃(𝐴 ⋂ 𝐵)
●

𝑃(𝐵)
● P(A | B) =

𝑃(𝐵 | 𝐴) . 𝑃(𝐴)
𝑃(𝐵)
● P(A | B) =

● If A, B independent: P(A ⋂ B) = P(A) . P(B)

ℳ = E(x) = ∑
II. Discrete random variables

σ2 = V(x) = ∑ (xi - ℳ)2 . P(x=xi)

● xi . P(x=xi)

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= ∑ xi2 . P(x=xi) - ℳ2
● E(ax + by) = a.E(x) + b.E(y)
● V(ax + by) = a2 . V(x) + b2 . V(y)
● Probability mass function: f(xi) = P(x=xi)
● Cumulative distribution function: F(xi) = P(x ≤xi)
● Some special distribution:
1. Discrete uniform distribution
1
𝑛
○ P(x=Xi) =

𝑎+𝑏
○ ℳ= 2

(𝑏 − 𝑎 + 1) − 1
2
○ σ2 = 12
2. Binomial distribution

ℳ = n.p
○ P(x=k) = nCk . pk . (1-p)n-k

σ2 = n.p . (1-p)
○

○
3. Poisson distribution

𝑒
−λ.𝑇
(λ .T)k
𝑘!
○ P(x=k) =

ℳ = λ.T
σ2 = λ.T
○

○
4. Hypergeometric distribution
𝐾𝐶𝑘 . (𝑁−𝐾)𝐶(𝑛−𝑘)
𝑁𝐶𝑛
○ P(x=k) =

○ ℳ = n.p
𝑁−𝑛
○ σ2 = n.p.(1-p). 𝑁 − 1
5. Geometric distribution
P(x=k) = (1-p)k-1 . p
1
ℳ= 𝑝
○

1−𝑝
σ2 =
𝑝
○ 2

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6. Negative binomial distribution

P(x=k) = (k-1)C(r-1) . pr . (1-p)k-r
𝑟
ℳ= 𝑝
○

𝑟 . (1 − 𝑝)
σ2 =
𝑝
○ 2

III. Continuous random variable

𝑏
Probability density function f(x): P(a<x<b) = ∫f(x) dx
𝑎
●

● Cumulative distribution function F(x):

○ F(xi) = P(x≤xi)
○ F(xi)’ = f(xi)

ℳ = E(x) =
+∞
∫ 𝑥. 𝑓(𝑥) 𝑑𝑥
−∞
●

+∞
E(xn) = ∫ 𝑥 . 𝑓(𝑥) 𝑑
𝑛
𝑥
−∞
●

σ2 = V(x) = ∫ ℳ
+∞
2
𝑥 . 𝑓(𝑥) 𝑑𝑥 -
2

−∞
●

● Some special distribution:

1. Continuous uniform distribution
1
, a≤ x≤ b
𝑏−𝑎
○ f(x) =

= 0 , elsewhere
𝑎+𝑏
○ ℳ= 2

(𝑏 − 𝑎)
2
○ σ2 = 12

2. Normal distribution N( ℳ, σ2)

𝑥−ℳ
σ
○ z=

. 𝑒
𝑥
2

1 2

2Π
○ f(z) =

○ ϕ(x) = p(z<xi)

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○ ϕ(-x) = 1 - ϕ (x)
3. Normal distribution approximate binomial and poisson distribution
a. Binomial (np > 5 and n(1-p) > 5)
𝑥 − 𝑛.𝑝
𝑛.𝑝.(1−𝑝)
■ z=

■ P(XBINORM ≤ a) = P(XNORMAL ≤ a+0.5)

■ P(XBINORM ≧ a) = P(XNORMAL ≧ a-0.5)
b. Poisson
𝑥−λ
λ
■ z=

■ P(XPOISSON ≤ a) = P(XNORMAL ≤ a+0.5)

■ P(XPOISSON ≧ a) = P(XNORMAL ≧ a-0.5)

f(x) = λ . 𝑒
4. Exponential distribution
−λ.𝑇
○ , x>0

= 0 , elsewhere

P(x ≧ a) = 𝑒
○
−λ.𝑎
○ ,(a > 0)
1
○ ℳ= λ

1
σ2 =
λ
○ 2

IV. Descriptive statistic (Take a sample of size n from population N)

∑ 𝑥𝑖
Sample mean: 𝑥 =
𝑛
●

𝑛+1 𝑥𝑐𝑒𝑖𝑙(𝐿) + 𝑥𝑓𝑙𝑜𝑜𝑟(𝐿)

2 2
● Sample median: L = so Median =

● Mode: Số phần tử xuất hiện nhiều nhất

● Range: max - min
2
∑ ( 𝑥 − 𝑥𝑖)
𝑛−1
● Sample variance: s2 =

● Quatiles:

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𝑥𝑐𝑒𝑖𝑙(𝐿 ) + 𝑥𝑓𝑙𝑜𝑜𝑟(𝐿 )
𝑛+1
4 2
1 1
○ L1 = so Q1 =

𝑥𝑐𝑒𝑖𝑙(𝐿 ) + 𝑥𝑓𝑙𝑜𝑜𝑟(𝐿 )
𝑛+1
2 2
2 2
○ L2 = so Q2 =

𝑥𝑐𝑒𝑖𝑙(𝐿 ) + 𝑥𝑓𝑙𝑜𝑜𝑟(𝐿 )
3.(𝑛 + 1)
4 2
3 3
○ L3 = so Q3 =

ℳ, variance σ2. Sample size n. (Normal distribution or n > 30):

V. Sampling distribution
● Population mean

σ
2

Phân phối của 𝑋 có dạng: N( ℳ ,

𝑛
○ )

σ1 σ2
2 2

Phân phối của 𝑋 - 𝑋 có dạng: N( ℳ1 - ℳ2 , 𝑛 + 𝑛

1 2
)
1 2
○

For proportion of population p, sample size n. (np ≧ 5 or n.(1-p) ≧ 5):

𝑃.(1 − 𝑃)
●

Phân phối của 𝑃 có dạng: N( 𝑃 ,

𝑛
○ )

𝑃1.(1 − 𝑃1) 𝑃2.(1 − 𝑃2)

Phân phối của 𝑃1 - 𝑃2 có dạng: N( 𝑃1 - 𝑃2 ,
𝑛1 𝑛2
○ + )

(l, u) = ( 𝑋 - E, 𝑋 + E)
VI. Statistical intervals - Test claims for one sample

●
● width = 2E
● P-value = 2 . P(Z > |Z0|)
1. Population variance known
σ
E = 𝑧α/2 .
𝑛
○

𝑋−ℳ
𝑧0 =
σ/ 𝑛
○

2. Population variance unknown

n > 30:
𝑆
○

E = 𝑧α/2 .
𝑛
■

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𝑋−ℳ
𝑧0 =
𝑆/ 𝑛
■

n ≤ 30:
𝑆
○

E=𝑡
α/2, 𝑛−1 𝑛
■ .

𝑋−ℳ
𝑡0 =
𝑆/ 𝑛
■

● For propotion:

○ (l, u) = (𝑃 - E, 𝑃 + E)

𝑃.(1 − 𝑃)
E = 𝑧α/2 .
𝑛
○

𝑃−𝑃
𝑧0 =
𝑃.(1 − 𝑃)
○
𝑛

Nếu đề không cho 𝑃, mặc định 𝑃= 0.5

Nếu là one-side thì tương tự nhưng thay α/2thành α
○
●

VII. Test claims for 2 samples (2 population independent, normal distribution or both n1, n2 > 30)

(l, u) = (𝑋 - 𝑋 - E , 𝑋 - 𝑋 + E)
1 2 1 2
●

1. Population variance known

σ1 σ2
2

+
2

E =𝑧
α/2 𝑛 𝑛
.
1
○
2

𝑋1 − 𝑋2 − ∆0
𝑧0 =
σ1 σ2
○
2

+
2

𝑛1 𝑛2

σ12 = σ22
2. Population variance unknown

○ Assume

Degree of freedom: df = 𝑛 + 𝑛 + 2
1 1
■

(𝑛1 − 1) . 𝑆1 + (𝑛2 − 1) . 𝑆2
2 2

𝑆𝑝 =
2
𝑛1 + 𝑛2 − 2
■

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𝑆𝑝 𝑆𝑝
2

+
2

E =𝑡
α/2, 𝑑𝑓 𝑛 𝑛
.
1 2
■

𝑋1 − 𝑋2 − ∆0
𝑡0 =
𝑆𝑝 𝑆𝑝
■
2

+
2

𝑛1 𝑛2

( )
Not assume σ = σ
1 2
2 2
○

2
𝑆1 𝑆2
+
2 2

𝑛1 𝑛2

𝑆1 𝑆2
+
■ Degree of freedom: df = 4 4

𝑛1 . (𝑛1 − 1) 𝑛2 . (𝑛2 − 1)
2 2

𝑆1 𝑆2
2

+
2

E =𝑡
α/2, 𝑑𝑓 𝑛 𝑛
.
1 2
■

𝑋1 − 𝑋2 − ∆0
𝑡0 =
𝑆1 𝑆2
■
2

+
2

𝑛1 𝑛2

● For propotion:

(l, u) = (𝑃 - 𝑃 - E , 𝑃 - 𝑃 + E)
1 2 1 2
○

𝑃1 . (1 − 𝑃1) 𝑃2 . (1 − 𝑃2)
E =𝑧
α/2
.
𝑛
+ 𝑛
1
○
2

𝑥1 + 𝑥2
𝑃 = 𝑛 + 𝑛 (trong đó xi = n . 𝑃𝑖 )
1 2
○

( )
𝑃1 − 𝑃2 − ∆0
𝑧0 =
𝑃 . (1 − 𝑃) . +
○
1 1
𝑛1 𝑛2

∑(𝑥𝑖 − 𝑥)(𝑦𝑖 − 𝑦) = ∑𝑥𝑖𝑦𝑖

VIII. Linear Regression

− 𝑛. 𝑥. 𝑦

( ) = ∑𝑥
● SXY =

SXX = ∑ 𝑥 − 𝑥
2 2
− 𝑛.𝑥
2
𝑖 𝑖
●

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(
SYY = ∑ 𝑦𝑖 − 𝑦 ) = ∑𝑦
2 2
− 𝑛.𝑦
2
𝑖
●

𝑆𝑋𝑌 ∑𝑥𝑖𝑦𝑖 − 𝑛 . 𝑥 . 𝑦
Slope: β =
𝑆𝑋𝑋 2
∑𝑥𝑖 − 𝑛 . 𝑥
1 2
● =

Intercept: β = 𝑦 - β . 𝑥

( )
0 1
●

Error sum of square: SSE = ∑ 𝑦𝑖 − 𝑦𝑖

2

( )
●

Regression sum of square: SSR = ∑ 𝑦𝑖 − 𝑦

2

( )
●

Total sum of square: SST = ∑ 𝑦𝑖 − 𝑦

2
●

● SSE + SSR = SST

𝑆𝑆
Standard error: σ =
𝐸
𝑛−2
●

𝑆𝑆 𝑆𝑋𝑌
𝑅
𝑆𝑆 𝑆 .𝑆
Coefficient of correlation: R = =
𝑇
●
𝑋𝑋 𝑌𝑌

● Test claims about the slope (df = n-2) :

2
σ
se(β1) =
𝑆
𝑋𝑋
○

β1 − β1,0
𝑡0 =
𝑠𝑒(β1)

( )
○

● Test claims about the intercept (df = n-2) :

2
σ . +
2
1 𝑥
se(β0) = 𝑛 𝑆
𝑋𝑋
○

β0 − β0,0
𝑡0 =
𝑠𝑒(β0)
○

𝑅−0
Test claims about the coefficient of correlation (df = n-2): 𝑡 =
0
1−𝑅
2
●

𝑛−2

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