The document contains formulas for statistics, probability, sampling, and hypothesis testing. It includes equations for calculating measures like mean, standard deviation, correlation, and equations related to sampling distributions, random variables, and common probability distributions like binomial and normal. It also provides formulas for hypothesis tests, confidence intervals, sample size determination, and linear transformations.
The document contains formulas for statistics, probability, sampling, and hypothesis testing. It includes equations for calculating measures like mean, standard deviation, correlation, and equations related to sampling distributions, random variables, and common probability distributions like binomial and normal. It also provides formulas for hypothesis tests, confidence intervals, sample size determination, and linear transformations.
The document contains formulas for statistics, probability, sampling, and hypothesis testing. It includes equations for calculating measures like mean, standard deviation, correlation, and equations related to sampling distributions, random variables, and common probability distributions like binomial and normal. It also provides formulas for hypothesis tests, confidence intervals, sample size determination, and linear transformations.
The document contains formulas for statistics, probability, sampling, and hypothesis testing. It includes equations for calculating measures like mean, standard deviation, correlation, and equations related to sampling distributions, random variables, and common probability distributions like binomial and normal. It also provides formulas for hypothesis tests, confidence intervals, sample size determination, and linear transformations.
Counting n factorial: n! = n * (n-1) * (n - 2) * . . . * 3 * 2 * 1. By convention, 0! = 1. Permutations of n things, taken r at a time: nPr = n! / (n - r)! Combinations of n things, taken r at a time: nCr = n! / r! (n - r)! = nPr / r!
Probability Rule of addition: P (A ∪ B) = P(A) + P(B) - P (A ∩ B) Rule of multiplication: P (A ∩ B) = P(A) P(B|A) Rule of subtraction: P(A') = 1 - P(A)
Random Variables In the following formulas, X and Y are random variables, and a and b are constants.
Expected value of X = E(X) = μx = Σ [ xi * P(xi)]
Variance of X = Var(X) = σ2 = Σ [ xi - E(x) ]2 * P(xi) = Σ [ xi - μx ]2 * P(xi) Normal random variable = z-score = z = (X - μ)/σ Chi-square statistic = Χ2 = [ (n - 1) * s2] / σ2 f statistic = f = [ s12/σ12] / [ s22/σ22] Expected value of sum of random variables = E (X + Y) = E(X) + E(Y) Expected value of difference between random variables = E (X - Y) = E(X) - E(Y) Variance of the sum of independent random variables = Var (X + Y) = Var(X) + Var(Y) Variance of the difference between independent random variables = Var (X - Y) = Var(X) + Var(Y) Sampling Distributions Mean of sampling distribution of the mean = μx = μ Mean of sampling distribution of the proportion = μp = P Standard deviation of proportion = σp = sqrt [ P * (1 - P)/n] = sqrt (PQ / n) Standard deviation of the mean = σx = σ/sqrt(n) Standard deviation of difference of sample means = σd = sqrt [ (σ12 / n1) + (σ22 / n2)] Standard deviation of difference of sample proportions = σd = sqrt {[P1(1 - P1) / n1] + [P2(1 - P2) / n2]}
Standard Error Standard error of proportion = SEp = sp = sqrt [ p * (1 - p)/n] = sqrt (pq / n) Standard error of difference for proportions = SEp = sp = sqrt {p * (1 - p) * [ (1/n1) + (1/n2)]} Standard error of the mean = SEx = sx = s/sqrt(n) Standard error of difference of sample means = SEd = sd = sqrt [ (s12 / n1) + (s22 / n2)] Standard error of difference of paired sample means = SEd = sd = {sqrt [ (Σ (di - d)2 / (n - 1)]} / sqrt(n) Pooled sample standard error = spooled = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22] / (n1 + n2 - 2)] Standard error of difference of sample proportions = sd = sqrt {[p1(1 - p1) / n1] + [p2(1 - p2) / n2]}
Discrete Probability Distributions
Binomial formula: P (X = x) = b (x; n, P) = nCx * Px * (1 - P) n - x = nCx * Px * Qn - x Mean of binomial distribution = μx = n * P Variance of binomial distribution = σx2 = n * P * (1 - P) Negative Binomial formula: P (X = x) = b*(x; r, P) = x-1Cr-1 * Pr * (1 - P) x - r Mean of negative binomial distribution = μx = rQ / P Variance of negative binomial distribution = σx2 = r * Q / P2 Geometric formula: P (X = x) = g (x; P) = P * Qx - 1 Mean of geometric distribution = μx = Q / P Variance of geometric distribution = σx2 = Q / P2 Hypergeometric formula: P (X = x) = h (x; N, n, k) = [ kCx] [ N-kCn-x] / [ NCn] Mean of hypergeometric distribution = μx = n * k / N Variance of hypergeometric distribution = σx2 = n * k * (N - k) * (N - n) / [ N2 * (N - 1)] Poisson formula: P (x; μ) = (e-μ) (μx) / x! Mean of Poisson distribution = μx = μ Variance of Poisson distribution = σx2 = μ Multinomial formula: P = [ n! / (n1! * n2! * ... nk!)] * (p1n1 * p2n2 * . . . * pknk)
Linear Transformations For the following formulas, assume that Y is a linear transformation of the random variable X, defined by the equation: Y = aX + b.
Mean of a linear transformation = E(Y) = Y = aX + b.
Variance of a linear transformation = Var(Y) = a2 * Var(X). Standardized score = z = (x - μx) / σx. t statistic = t = (x - μx) / [ s/sqrt(n)].
Estimation Confidence interval: Sample statistic + Critical value * Standard error of statistic Margin of error = (Critical value) * (Standard deviation of statistic) Margin of error = (Critical value) * (Standard error of statistic)
Hypothesis Testing Standardized test statistic = (Statistic - Parameter) / (Standard deviation of statistic) One-sample z-test for proportions: z-score = z = (p - P0) / sqrt (p * q / n) Two-sample z-test for proportions: z-score = z = z = [ (p1 - p2) - d] / SE One-sample t-test for means: t statistic = t = (x - μ) / SE Two-sample t-test for means: t statistic = t = [ (x1 - x2) - d] / SE Matched-sample t-test for means: t statistic = t = [ (x1 - x2) - D] / SE = (d - D) / SE Chi-square test statistic = Χ2 = Σ [ (Observed - Expected)2 / Expected]
Degrees of Freedom The correct formula for degrees of freedom (DF) depends on the situation (the nature of the test statistic, the number of samples, underlying assumptions, etc.).
One-sample t-test: DF = n - 1 Two-sample t-test: DF = (s12/n1 + s22/n2)2 / {[ (s12 / n1)2 / (n1 - 1)] + [ (s22 / n2)2 / (n2 - 1)]} Two-sample t-test, pooled standard error: DF = n1 + n2 - 2 Simple linear regression, test slope: DF = n - 2 Chi-square goodness of fit test: DF = k - 1 Chi-square test for homogeneity: DF = (r - 1) * (c - 1) Chi-square test for independence: DF = (r - 1) * (c - 1)
Sample Size Below, the first two formulas find the smallest sample sizes required to achieve a fixed margin of error, using simple random sampling. The third formula assigns sample to strata, based on a proportionate design. The fourth formula, Neyman allocation, uses stratified sampling to minimize variance, given a fixed sample size. And the last formula, optimum allocation, uses stratified sampling to minimize variance, given a fixed budget.
Mean (simple random sampling): n = {z2 * σ2 * [ N / (N - 1)]} / {ME2 + [ z2 * σ2 / (N - 1)]}
