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Important Formulas: Chapter 5: Discrete Probability Distributions

1) This document provides important formulas from several chapters on statistics including formulas for mean, variance, standard deviation, z-scores, confidence intervals, hypothesis testing, and correlation. 2) Key formulas presented include those for the mean and variance of binomial and normal distributions, sample and population measures of center and spread, confidence intervals for means and proportions, and the correlation coefficient. 3) Statistical tests covered include z-tests for means and proportions and hypothesis tests for means with known and unknown standard deviations.

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Joana Marie
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0% found this document useful (0 votes)
37 views

Important Formulas: Chapter 5: Discrete Probability Distributions

1) This document provides important formulas from several chapters on statistics including formulas for mean, variance, standard deviation, z-scores, confidence intervals, hypothesis testing, and correlation. 2) Key formulas presented include those for the mean and variance of binomial and normal distributions, sample and population measures of center and spread, confidence intervals for means and proportions, and the correlation coefficient. 3) Statistical tests covered include z-tests for means and proportions and hypothesis tests for means with known and unknown standard deviations.

Uploaded by

Joana Marie
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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IMPORTANT FORMULAS Chapter 5: Discrete Probability Distributions

Mean 
of a discrete random variable: Mean of a binomial random variable:
μ X = [x · P(x)] μ X = np
Chapter 3: Numerical Summaries of Data
Variance
 of a discrete random variable: Variance of a binomial random variable:
Sample σ X2 = [(x − μ X )2 · P(x)] = [x 2 · P(x)] − μ2X σ X2 = np(1 − p)
 mean: Coefficient of variation:
x σ
x̄ = CV = Standard
n μ  deviation of a discrete random variable: Standard
 deviation of a binomial random variable:
Population σ X = σ X2 σ X = np(1 − p)
 mean: z-score:
x x −μ
μ= z=
N σ
Chapter 6: The Normal Distribution
Range: Interquartile range:
Range = largest value − smallest value IQR = Q 3 − Q 1 = third quartile − first quartile
z-score: z-score for a sample mean:
Population x −μ x̄ − μ
 variance: Lower outlier boundary:
z= z=
(x − μ)2 σ σx̄
σ2 = Q 1 − 1.5 IQR
N
Convert z-score to raw score: Standard
 deviation of the sample proportion:
Sample
 variance: Upper outlier boundary:
x = μ + zσ p(1 − p)
2 (x − x̄)2 σ p̂ =
s = Q 3 + 1.5 IQR n
n−1
Standard deviation of the sample mean: z-score for a sample proportion:
σ p̂ − p
σx̄ = √ z=
n
Chapter 4: Probability σ p̂

General Addition Rule: General Method for Computing Conditional Chapter 7: Confidence Intervals
P(A or B) = P(A) + P(B) − P(A and B) Probability:
P(A and B)
P(B | A) = Confidence interval for a mean, standard deviation Confidence interval for a proportion:
P(A) known:  
σ σ p̂(1 − p̂) p̂(1 − p̂)
Multiplication Rule for Independent Events: General Multiplication Rule: x̄ − z α/2 √ < μ < x̄ + z α/2 √ p̂ − z α/2 < p < p̂ + z α/2
P(A and B) = P(A)P(B) P(A and B) = P(A)P(B | A) = P(B)P(A | B) n n n n

Sample size to construct an interval for μ with margin Sample size to construct an interval for p with
Addition Rule for Mutually Exclusive Events: Permutation of r items chosen from n: of error m: margin of error m:
n!  z · σ 2  z 2
P(A or B) = P(A) + P(B) n Pr = α/2 α/2
(n − r )! n= n = p̂(1 − p̂) if a value for p̂ is available
m m
Rule of Complements: Combination of r items chosen from n: z 2
α/2
n! Confidence interval for a mean, standard deviation n = 0.25 if no value for p̂ is available
P(Ac ) = 1 − P(A) n Cr = m
r !(n − r )! unknown:
s s
x̄ − tα/2 √ < μ < x̄ + tα/2 √
n n
Chapter 8: Hypothesis Testing Chapter 11: Correlation and Regression
Test statistic for a mean, standard deviation known: Test statistic for a proportion: Correlation coefficient: Standard error for b1 :
x̄ − μ0 p̂ − p0
  
z= √ z=  1  x − x̄ y − ȳ se
σ/ n r= sb = 
p0 (1 − p0 ) n−1 sx sy (x − x̄)2
n
Test statistic for a mean, standard deviation unknown: Equation of least-squares regression line: Confidence interval for slope:
x̄ − μ0 ŷ = b0 + b1 x b1 − tα/2 · sb < β1 < b1 + tα/2 · sb
t= √
s/ n
Slope of least-squares regression line: Test statistic for slope b1 :
sy b1
Chapter 9: Inferences on Two Samples b1 = r
sx
t=
sb

Test statistic for the difference between two means, Confidence interval for the difference between y-intercept of least-squares regression line: Confidence interval for the mean response:

independent samples: two proportions: b0 = ȳ − b1 x̄
 1 (x ∗ − x̄)2
(x̄1 − x̄2 ) − (μ1 − μ2 ) p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 ) ŷ ± tα/2 · se +
t=  p̂1 − p̂2 − z α/2 + < p1 − p 2 Residual standard deviation: n (x − x̄)2
n1 n2 
s12 s2 (y − ŷ)2
+ 2  se =
n1 n2 Prediction interval
 for an individual response:
p̂1 (1 − p̂1 ) p̂2 (1 − p̂2 ) n−2
< p̂1 − p̂2 + z α/2 + 1 (x ∗ − x̄)2
n1 n2 ŷ ± tα/2 · se 1+ +
n (x − x̄)2
Confidence interval for the difference between Test statistic for the difference between two means,
two means, independent samples: matched pairs:

s12 s2 d¯ − μ0
x̄1 − x̄2 − tα/2 + 2 < μ1 − μ2 t= √
n1 n2 sd/ n

s12 s2 Confidence interval for the difference between two
< x̄ 1 − x̄2 + tα/2 + 2
n1 n2 means, matched pairs:
sd sd
d¯ − tα/2 √ < μd < d¯ + tα/2 √
Test statistic for the difference between n n
two proportions:
p̂1 − p̂2
z=   
1 1
p̂(1 − p̂) +
n1 n2
x1 + x2
where p̂ is the pooled proportion p̂ =
n1 + n2

Chapter 10: Tests with Qualitative Data


Chi-square statistic: Expected frequency for independence or homogeneity:
 (O − E)2 Row total · Column total
χ2 = E=
E Grand total
Expected frequency for goodness-of-fit:
E = np

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