Formula sheet for Statistic test 1, Exercises of Mathematics

It has a summery of everything needed for the first exam

Typology: Exercises

2022/2023

Uploaded on 12/04/2023

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MATH 3339 Statistics for the Sciences
Test 1 Fomula Sheet
Descriptive Statistics
P
x¯ = 1 n x1, sample mean
ni=1
(middle value of ordered data if n is odd
x˜ = , sample median
mean of two middle values of ordered data if n is even
P
21 n
s = (xi x¯)2, sample variance
n1 i=1
s = s2, sample standard deviation
IQR = Q3 Q1, interquartile range where Q3 is the 75th percentile and Q1 is the 25th
percentile.
xx¯
z = s , standard score
CV = x
s
¯ , coeffcient of variation
P
cov(x, y) = 1 n (x1 x¯)(yi y¯), sample covariance
n1 i=1
cov(x,y)
r = sxsy , sample correlation
R2 = r2, coeffcient of determination
β
ˆ
1 = r s
s
x
y , sample slope of least-squares regression line
β
ˆ
0 = y¯ β
ˆ
1x¯, sample y-intercept of least-squares regression line
yi yˆi, residual of ith observation
Counting and Probability
n! = n · (n 1) · (n 2) ·· · 1, factorial
P (n, r) = n! , permutation
(nr)!
C(n, r) = n! , combination
r!(nr)!
1
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MATH 3339 Statistics for the Sciences

Test 1 Fomula Sheet

Descriptive Statistics

P

  • x¯ =

1 n^ x 1 , sample mean n i=

middle value of ordered data if n is odd

  • x˜ = , sample median

mean of two middle values of ordered data if n is even

P

2 1 n

  • s = (xi − x¯)

2 , sample variance n− 1 i=

  • s = s

2 , sample standard deviation

  • IQR = Q 3 − Q 1 , interquartile range where Q 3 is the 75

th percentile and Q 1 is the 25

th

percentile.

x−x¯

  • z = s

, standard score

• CV =

x

s

¯

, coeffcient of variation

P

  • cov(x, y) =

1 n^ (x 1 − x¯)(yi − y¯), sample covariance n− 1 i=

cov(x,y)

  • r = sxsy

, sample correlation

• R

2 = r

2 , coeffcient of determination

  • β

1 =^ r^ s

s

x

y , sample slope of least-squares regression line

  • β

0 =^ y¯^ −^ β

1 x¯, sample y-intercept of least-squares regression line

  • yi − yˆi, residual of i

th observation

Counting and Probability

  • n! = n · (n − 1) · (n − 2) · · · 1 , factorial
  • P (n, r) =

n! , permutation (n−r)!

  • C(n, r) =

n! , combination r!(n−r)!

  • P (A ∪ B) = P (A) + P (B) − P (A ∩ B), general addition rule for probability

P (A∩B)

  • P (A|B) = , conditional probability P (B)
  • Given that events Ai, i = 1, 2 ,... , n, are disjoint and exhaustive of the sample space S, then P

P (B) = i

n

=

P (B|Ai)P (Ai), law of total probability.

Discrete Probabilities

P

n

  • E(X) = μx = i=

xipi, expected value of the distribution

P

  • V ar(X) = σ

2

n (xi − μx)

2 pi = E(X

2 ) − E(X)

2 x , variance of the distribution i=

p

  • SD(X) = σx = σ x

2 , standard deviation of the distribution

  • Binomial Distribution, n = number of trials, p = probability of success
    • P (X = k) = C(n, k)p

k (1 − p)

n−k , probability of x successes in n independent trials

  • E(X) = np, expected value of binomial distribution
  • V ar(X) = np(p − 1), variance of binomial distribution
  • Geometric Distribution, p = probability of success
  • P (X = x) = (1 − p)

( x − 1)p, probability that the x

th trial is the frst success

  • P (X > x) = (1 − p)

x , probability that the frst success is more than the x

th trial

– E(X) =

1

p

expected value of geometric distribution

  • V ar(X) =

1

p

−p 2 , variance of geometric distribution

  • Hypergeometric Distribution, m = number of successes in the population, n = number of

failures in the population, k = number of trails

C(m,x)×C(n,k−x)

  • P (X = x) = , probability of x successes C(m+n,k)

– E(X) =

km , expected value of hypergeometric distribution m+n � 

  • V ar(X) = kp(1 − p) 1 −

k− 1 , variance of hypergeometric distribution, where m=n− 1

k p = m+n

  • Poisson Distribution, μ = mean number of successes in a unit
    • P (X = x) =

e

x

μ

!

μ

x

probability of x successes

  • E(X) = μ, expected value for Poisson distribution
  • V ar(X) = μ, variance for Poisson distribution