Important Statistics Formulas

This web page presents statistics formulas described in the Stat Trek tutorials. Each formula links to a web page that explains how to use the formula.

Parameters
Population mean = = ! "i # $ %

Population standard de&iation = ' = s(rt ) ! "i * #+ $ % ,

Population &ariance = '+ = ! "i * #+ $ %

-ariance of population proportion = 'P+ = P. $ n

Standardi/ed score = 0 = " * # $ '

Population correlation coefficient = 1 = ) 2 $ % , 3 ! 4 ) "i * "# $ 'x , 3 ) 5i * 5# $ '6 , 7

Statistics
8nless otherwise noted9 these formulas assume simple random sampling.

Sample mean = x = ! xi # $ n

Sample standard de&iation = s = s(rt ) ! xi * x #+ $ n * 2 # ,

Sample &ariance = s+ = ! xi * x #+ $ n * 2 #

-ariance of sample proportion = sp+ = p( $ n * 2#

Pooled sample proportion = p = p2 3 n2 : p+ 3 n+# $ n2 : n+#

Pooled sample standard de&iation = sp = s(rt ) n2 * 2# 3 s2+ : n+ * 2# 3 s++ , $ n2 : n+ * +# ,

Sample correlation coefficient = r = ) 2 $ n * 2# , 3 ! 4 ) x i * x# $ sx , 3 ) 6i * 6# $ s6 , 7

;orrelation
Pearson product*moment correlation = r = ! x6# $ s(rt ) ! x + # 3 ! 6+ # ,

<inear correlation sample data# = r = ) 2 $ n * 2# , 3 ! 4 ) x i * x# $ sx , 3 ) 6i * 6# $ s6 , 7

<inear correlation population data# = 1 = ) 2 $ % , 3 ! 4 ) " i * "# $ 'x , 3 ) 5i * 5# $ '6 , 7

Simple <inear =egression

Simple linear regression line> ? = b@ : b2x

=egression coefficient = b2 = ! ) xi * x# 6i * 6# , $ ! ) xi * x#+,

=egression slope intercept = b@ = 6 * b2 3 x

=egression coefficient = b2 = r 3 s6 $ sx#

Standard error of regression slope = sb2 = s(rt ) ! 6i * ?i#+ $ n * +# , $ s(rt ) ! xi * x#+ ,

;ounting
n factorial> nA = n 3 n*2# 3 n * +# 3 . . . 3 B 3 + 3 2. C6 con&ention9 @A = 2.

Permutations of n things9 taken r at a time> nPr = nA $ n * r#A

;ombinations of n things9 taken r at a time> n;r = nA $ rA n * r#A = nPr $ rA

Probabilit6
=ule of addition> P D C# = P D# : P C# * P D C#

=ule of multiplication> P D C# = P D# P CED#

=ule of subtraction> P DF# = 2 * P D#

=andom -ariables
In the following formulas9 X and Y are random &ariables9 and a and b are constants.

Expected &alue of " = E "# = x = ! ) xi 3 P xi# ,

-ariance of " = -ar "# = '+ = ! ) xi * E x# ,+ 3 P xi# = ! ) xi * x ,+ 3 P xi#

%ormal random &ariable = /*score = / = " * #$'

;hi*s(uare statistic = G+ = ) n * 2 # 3 s+ , $ '+

f statistic = f = ) s2+$'2+ , $ ) s++$'++ ,

Expected &alue of sum of random &ariables = E " : 5# = E "# : E 5#

Expected &alue of difference between random &ariables = E " * 5# = E "# * E 5#

-ariance of the sum of independent random &ariables = -ar " : 5# = -ar "# : -ar 5#

-ariance of the difference between independent random &ariables = -ar " * 5# = -ar "# : -ar 5#

Sampling Histributions
Iean of sampling distribution of the mean = x =

Iean of sampling distribution of the proportion = p = P

Standard de&iation of proportion = 'p = s(rt) P 3 2 * P#$n , = s(rt P. $ n #

Standard de&iation of the mean = 'x = '$s(rt n#

Standard de&iation of difference of sample means = 'd = s(rt) '2+ $ n2# : '++ $ n+# ,

Standard de&iation of difference of sample proportions = ' d = s(rt4 )P2 2 * P2# $ n2, : )P+ 2 * P+# $ n+, 7

Standard Error
Standard error of proportion = SEp = sp = s(rt) p 3 2 * p#$n , = s(rt p( $ n #

Standard error of difference for proportions = SE p = sp = s(rt4 p 3 2 * p # 3 ) 2$n2# : 2$n+# , 7

Standard error of the mean = SEx = sx = s$s(rt n#

Standard error of difference of sample means = SE d = sd = s(rt) s2+ $ n2# : s++ $ n+# ,

Standard error of difference of paired sample means = SE d = sd = 4 s(rt ) ! di * d#+ $ n * 2# , 7 $ s(rt n#

Pooled sample standard error = spooled = s(rt ) n2 * 2# 3 s2+ : n+ * 2# 3 s++ , $ n2 : n+ * +# ,

Standard error of difference of sample proportions = s d = s(rt4 )p2 2 * p2# $ n2, : )p+ 2 * p+# $ n+, 7

Hiscrete Probabilit6 Histributions

Cinomial formula> P " = x# = b xJ n, P# = n;x 3 Px 3 2 * P#n * x = n;x 3 Px 3 .n * x

Iean of binomial distribution = x = n 3 P

-ariance of binomial distribution = 'x+ = n 3 P 3 2 * P #

%egati&e Cinomial formula> P " = x# = b3 xJ r, P# =

x*2;r*2

3 Pr 3 2 * P#x * r

Iean of negati&e binomial distribution = x = r. $ P

-ariance of negati&e binomial distribution = 'x+ = r 3 . $ P+

Keometric formula> P " = x# = g xJ P# = P 3 .x * 2

Iean of geometric distribution = x = . $ P

-ariance of geometric distribution = 'x+ = . $ P+

L6pergeometric formula> P " = x# = h xJ N9 n9 k# = ) k;x , )

%*k;n*x

, $ ) % ;n ,

Iean of h6pergeometric distribution = x = n 3 k $ %

-ariance of h6pergeometric distribution = 'x+ = n 3 k 3 % * k # 3 % * n # $ ) %+ 3 % * 2 # ,

Poisson formula> P x; # = e*# x# $ xA

Iean of Poisson distribution = x =

-ariance of Poisson distribution = 'x+ =

Iultinomial formula> P = ) nA $ n2A 3 n+A 3 ... nkA # , 3 p2n2 3 p+n+ 3 . . . 3 pknk #

<inear Transformations
For the following formulas9 assume that 5 is a linear transformation of the random &ariable "9 defined b6 the e(uation> 5 = a" : b.

Iean of a linear transformation = E 5# = 5 = a" : b.

-ariance of a linear transformation = -ar 5# = a + 3 -ar "#.

Standardi/ed score = / = x * x# $ 'x.

t*score = t = x * x# $ ) s$s(rt n# ,.

Estimation

;onfidence inter&al> Sample statistic : ;ritical &alue 3 Standard error of statistic

Iargin of error = ;ritical &alue# 3 Standard de&iation of statistic#

Iargin of error = ;ritical &alue# 3 Standard error of statistic#

L6pothesis Testing
Standardi/ed test statistic = Statistic * Parameter# $ Standard de&iation of statistic#

Mne*sample /*test for proportions> /*score = / = p * P@# $ s(rt p 3 ( $ n #

Two*sample /*test for proportions> /*score = / = / = ) p 2 * p+# * d , $ SE

Mne*sample t*test for means> t*score = t = x * # $ SE

Two*sample t*test for means> t*score = t = ) x2 * x+# * d , $ SE

Iatched*sample t*test for means> t*score = t = ) x2 * x+# * H , $ SE = d * H# $ SE

;hi*s(uare test statistic = G+ = !) Mbser&ed * Expected#+ $ Expected ,

Hegrees of Freedom
The correct formula for degrees of freedom HF# depends on the situation the nature of the test statistic9 the number of samples9 underl6ing assumptions9 etc.#.

Mne*sample t*test> HF = n * 2

Two*sample t*test> HF = s2+$n2 : s++$n+#+ $ 4 ) s2+ $ n2#+ $ n2 * 2# , : ) s++ $ n+#+ $ n+ * 2# , 7

Two*sample t*test9 pooled standard error> HF = n2 : n+ * +

Simple linear regression9 test slope> HF = n * +

;hi*s(uare goodness of fit test> HF = k * 2

;hi*s(uare test for homogeneit6> HF = r * 2# 3 c * 2#

;hi*s(uare test for independence> HF = r * 2# 3 c * 2#

Sample Si/e
Celow9 the first two formulas find the smallest sample si/es re(uired to achie&e a fixed margin of error9 using simple random sampling. The third formula assigns sample to strata9 based on a proportionate design. The fourth formula9 %e6man allocation9 uses stratified sampling to minimi/e &ariance9 gi&en a fixed sample si/e. Dnd the last formula9 optimum allocation9 uses stratified sampling to minimi/e &ariance9 gi&en a fixed budget.

Iean simple random sampling#> n = 4 /+ 3 '+ 3 ) % $ % * 2# , 7 $ 4 IE+ : ) /+ 3 '+ $ % * 2# , 7

Proportion simple random sampling#> n = ) /+ 3 p 3 ( # : IE+ , $ ) IE+ : /+ 3 p 3 ( $ % ,

Proportionate stratified sampling> nh = %h $ % # 3 n

%e6man allocation stratified sampling#> nh = n 3 %h 3 'h # $ ) ! %i 3 'i # ,

Mptimum allocation stratified sampling#> nh = n 3 ) %h 3 'h # $ s(rt ch # , $ ) ! %i 3 'i # $ s(rt ci # ,