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Formula sheet with descriptive statistics, probability theory, population and binomial distributions, sampling distributions and the analysis of variances.
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STAT 151 – Formula Sheet – Final Exam
Dr. Karen Buro
Descriptive Statistics
∑n i=1(xi^ −^ x¯)
2
n − 1
Σni=1x^2 i −
(Σni=1xi)^2 n n − 1
Sample Variance =
s^2
middle value or the mean of the two middle values.
median of the smaller half of the values.
median of the upper half of the values.
Probability Theory
If A and B are independent, then P (A&B) = P (A)P (B)
Population Distributions
∑ xp(x).
∑ (x − μ)
2 p(x)
σ^2
Binomial Distribution
( n k
) pk(1 − p)n−k
( n k
n! k!(n−k)!
√ np(1 − p)
Sampling Distributions
μ¯x = μ, σ¯x =
σ √ n
μ¯x 1 −x¯ 2 = μ 1 − μ 2 , σx¯ 1 −¯x 2 =
√ σ^21
n 1
σ^22
n 2
μpˆ = p, σpˆ =
√ p(1 − p)
n
μpˆ 1 −pˆ 2 = p 1 − p 2 , σpˆ 1 −pˆ 2 =
√ p 1 (1 − p 1 )
n 1
p 2 (1 − p 2 )
n 2
Estimation
Parameter Estimator SE(Estimator) Approximate Confidence Interval
μ x¯
σ √ n
x¯ ± tα/ 2
s √ n
p pˆ
√ p(1 − p)
n
pˆ ± zα/ 2
√ p ˆ(1 − pˆ)
n
μ 1 − μ 2 ¯x 1 − ¯x 2
√ σ^21
n 1
σ 22
n 2
(¯x 1 − x¯ 2 ) ± tα/ 2
√ s^21
n 1
s^22
n 2
μ 1 − μ 2 ¯xd
σd √ n
x¯d ± tα/ 2
sd √ n
p 1 − p 2 pˆ 1 − pˆ 2
√ p 1 (1 − p 1 )
n 1
p 2 (1 − p 2 )
n 2
(ˆp 1 − pˆ 2 ) ± zα/ 2
√ p ˆ 1 (1 − pˆ 1 )
n 1
pˆ 2 (1 − pˆ 2 )
n 2
Choosing the Sample Size (formulas)
n ≥
( z(1−α/2)σ
m
) 2
n ≥
( z(1−α/2)
m
) 2
p(1 − p)
Regression Analysis
SSxy =
∑ xiyi −
∑ xi)(
∑ yi)
n
, SSxx =
∑ x
2 i −^
∑ xi)^2
n
, SSyy =
∑ y
2 i −^
∑ yi)^2
n
r =
SSxy √ SSxxSSyy
2 = r
2
b 1 =
SSxy
SSxx
, and b 0 = ¯y − b 1 x¯
se =
√ SSE
n − 2
, with SSE =
∑ (ˆyi − yi)^2 = SSyy − b 1 SSxy
b 1 ± t
∗ (^) √se SSxx
t 0 =
b 1
se/
SSxx
, df = n − 2
y ˆ ± t
∗ se
√ 1
n
(xp − x¯)^2
SSxx
y ˆ ± t
∗ se
√
n
(xp − x¯)^2
SSxx
The Analysis of Variance (ANOVA)
∑
ij
(xij − x¯)
∑
ij
x
2 ij −^ CM^ (df^ =^ n^ −^ 1)
with ¯x = sample mean of all measurements, G =
∑ ij xij and^ CM^ =^
2
n
∑
i
ni(¯xi − x¯)
∑
i
T (^) i^2
ni
− CM (df = k − 1)
with ¯xi = sample mean of observations in sample i,
Ti = Total of observations in sample i.
∑
i
(ni − 1)s
2 i =^ SST^ −^ SSG^ (df^ =^ n^ −^ k)
with si is the standard deviation of observation from sample i.
Source df SS M S=SS/df F
Treatments/Groups k − 1 SST R M ST R = SST R/(k − 1) M ST R/M SE
Error n − k SSE M SE = SSE/(n − k)
Total n − 1 SST