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Two Sample Statistical Inference:: Formulae

This document contains formulas for statistical inference, hypothesis testing, sampling distributions, analysis of variance, linear regression, and tests of association. Some key formulas include confidence intervals using t and z distributions, hypothesis tests comparing means and proportions, chi-square tests for goodness of fit and independence, decomposition of variance in ANOVA, least squares regression coefficients and significance tests, and measures of fit like R-squared.

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B Bhavya
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67 views2 pages

Two Sample Statistical Inference:: Formulae

This document contains formulas for statistical inference, hypothesis testing, sampling distributions, analysis of variance, linear regression, and tests of association. Some key formulas include confidence intervals using t and z distributions, hypothesis tests comparing means and proportions, chi-square tests for goodness of fit and independence, decomposition of variance in ANOVA, least squares regression coefficients and significance tests, and measures of fit like R-squared.

Uploaded by

B Bhavya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Formulae

𝑆 𝑆
 (𝑋 − 𝑡𝑛−1;𝛼 × , 𝑋 + 𝑡𝑛−1;𝛼 × )
2 √𝑛 2 √𝑛

𝜎 𝜎
 (𝑋 − 𝑧𝛼 × , 𝑋 + 𝑧𝛼 × )
2 √𝑛 2 √𝑛

𝑝̂(1−𝑝̂) 𝑝̂(1−𝑝̂)
 (𝑝̂ − 𝑍𝛼 ∗ √ 𝑛
, 𝑝̂ + 𝑍𝛼 ∗ √ 𝑛
)
2 2

Two sample statistical inference:

𝜎2 𝜎2
 (𝑥1 − 𝑥2 ) ∓ 𝑧𝛼 √𝑛1 + 𝑛2
2 1 2

1 1 (𝑛1 −1)𝑆12 +(𝑛2 −1)𝑆22


 (𝑥1 − 𝑥2 ) ∓ 𝑡𝛼,𝑑𝑓 √𝑆𝑝2 ( + ), 𝑆𝑝2 = , 𝑑𝑓 = 𝑛1 + 𝑛2 − 1
2 𝑛1 𝑛2 𝑛1 +𝑛2 −1
2
𝑆2 𝑆2
(𝑛1 +𝑛2 )
𝑆12 𝑆22 1 2
 (𝑥1 − 𝑥2 ) ∓ 𝑡𝛼,𝑑𝑓 √𝑛 + 𝑛 ,𝑑𝑓 = 2 2
2 1 2 𝑆2 𝑆2
( 1) ( 2)
𝑛1 𝑛2
+
𝑛1 −1 𝑛2 −1

𝑆𝐷
 𝑑 ∓ 𝑡𝛼,𝑑𝑓 , 𝑑𝑓 = 𝑛 − 1
2 √𝑛

𝑝̂1 (1−𝑝̂1 ) 𝑝̂ (1−𝑝̂ )


 (𝑝̂1 − 𝑝̂2 ) ∓ 𝑧𝛼/2 √ 𝑛1
+ 2𝑛 2
2

Test of association:

2
(𝑂𝑖𝑗 −𝐸𝑖𝑗 )
 𝑈 = ∑𝐼𝑖=1 ∑𝐽𝑗=1 𝐸𝑖𝑗
2
~𝜒(𝐼−1)(𝐽−1)

Sampling distributions:

(𝑛−1)𝑆 2 2
 𝜎2
~𝜒𝑛−1
𝑆 2 /𝜎 2
 𝐹 = 𝑆12 /𝜎12 ~𝐹𝑛1 −1,𝑛2 −1
2 2

Analysis of Variance:

2
 𝑆𝑆𝑇𝑅 = ∑𝑘𝑖=1 𝑛𝑖 (𝑥𝑖 − 𝑥)
𝑛 2
 𝑆𝑆𝐸 = ∑𝑘𝑖=1 ∑𝑗=1
𝑖
(𝑥𝑖𝑗 − 𝑥𝑖 )

𝑛 2
 𝑆𝑆𝑇 = ∑𝑘𝑖=1 ∑𝑗=1
𝑖
(𝑥𝑖𝑗 − 𝑥)
𝑆𝑆𝑇𝑅
 𝑀𝑆𝑇𝑅 = 𝑘−1
𝑆𝑆𝐸
 𝑀𝑆𝐸 = 𝑛−𝑘

 𝐹 = 𝑀𝑆𝑇𝑅/𝑀𝑆𝐸

Linear regression:

𝑟√𝑛−2
 𝑡=
√1−𝑟 2
𝑛
∑ (𝑥𝑖 −𝑥)(𝑦𝑖 −𝑦)
 𝛽̂1 = 𝑖=1
∑𝑛 (𝑥 −𝑥)2𝑖=1 𝑖

 𝛽̂0 = 𝑦 − 𝛽̂1 𝑥
̂
𝛽
 𝑡 = SE(𝛽𝑗̂ ) , 𝑗 = 1,2, … , 𝑝
𝑗

SSR/𝑝
 𝐹= SSE
𝑛−𝑝−1

 𝑆𝑆𝑇 = ∑𝑛𝑖=1(𝑦𝑖 − 𝑦)2


 𝑆𝑆𝑅 = ∑𝑛𝑖=1(𝑦̂𝑖 − 𝑦)2
 𝑆𝑆𝑅 = ∑𝑛𝑖=1(𝑦𝑖 − 𝑦̂𝑖 )2
𝑆𝑆𝐸
 𝑅 2 = 1 − 𝑆𝑆𝑇
2 𝑆𝑆𝐸/(𝑛−𝑝−1)
 𝑅𝑎𝑑𝑗 =1− 𝑆𝑆𝑇/(𝑛−1)

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