FORMULAE SHEET

Mean

Variance

xi

( xi ) 2

Coefficient of Variation
Standard deviation

100 %

Mean

z-Score

Population Covariance

Pearson Correlation Coefficient

xy

( xi x )( y i y )

r xy

Weighted Mean
x

xi x
s

zi

s xy
sx s y

Population Mean (Group Data)

wi x i
wi

fi M i
N

Combination Rule

Permutations

N!

C nN
n n! ( N n)!

N N!

PnN n!
n ( N n)!

Addition Law

Conditional Law

P( A B) P ( A) P( B ) P( A B )

P( A | B )

P ( A B)
P ( B)

Multiplication Law

Multiplication Law for Independent Events

P( A B) P( B ) P ( A | B)

P( A B) P( A) P ( B )

Bayes Theorem
P( Ai | B )

P( Ai ) P ( B | Ai )
P( A1 ) P ( B | A1 ) P( A2 ) P ( B | A2 ) ... P( An ) P ( B | An )

Binomial Probability Function

n
f ( x) p x (1 p) ( n x )
x

Poisson Probability Function

f ( x)

xe
x!

Expected value (Binomial Distribution)

E ( x) np

Variance (Binomial Distribution)

Hypergeometric Probability Function

Normal Probability Density Function

r N r

x n x

f ( x)
N

n

Exponential Probability Density Function

1
f ( x) e x / for x 0

Var ( x) 2 np(1 p )

f ( x)

2
2
1
e ( x ) / 2
2

Exponential Distribution: Cumulative

Probabilities
P( x x0 ) 1 e x0 /

Expected value of x
E (x )

Expected value of p

Standard Deviation of x (Standard Error)

Standard Deviation of p (Standard Error)

Finite Population
N n
x

Finite Population

Infinite Population

Infinite Population

x
n

N 1 n

Interval Estimate (Population Mean)

known
x z / 2

E ( p) p

N n
N 1

p (1 p)
n

p (1 p)
n

Sample Size for an Interval Estimate of a

Population Mean
n

( z / 2 ) 2 2
E2

unknown
x t / 2

s
n

Interval Estimate (Population Proportion)

p z / 2

p (1 p)
n

Test Statistic: for Hypothesis Tests

known
z

x 0
n

Sample Size for an Interval Estimate of a

Population Proportion
n

( z / 2 ) 2 p * (1 p*)
E2

Test Statistic: Population Proportion

z

p p0
p0 (1 p0 )
n

unknown
t

x 0
s n

Hypothesis Tests about 1 2

Interval Estimate of the Difference between

Two Population Means:

1 and 2 known
z

( x 1 x2 ) D0

12 22

n1 n2

1 and 2 unknown
t

( x1 x2 ) D0
s12 s22

n1 n2

1 and 2 known
x1 x 2 z / 2

12 22

n1
n2

1 and 2 unknown
x1 x2 t / 2

s12 s22

n1 n2

Standard Error of x1 x2
12 22

n1 n2

x1 x2

Degrees of Freedom: t Distribution with Two

independent Random Samples
s12 s 22

n n
2
1

df

1 s12
1 s 22


n1 1 n1
n2 1 n2

Hypothesis Tests involving Matched Sample

d d
t

sd / n

nj

s 2j

Sample Mean for Treatment j

nj

xij
xj

Sample Variance for Treatment j

( xij x j ) 2

i 1

nj

Mean Square due to Treatments

MSTR

i 1

SSTR
k 1

n j 1

Sum of Square due to Treatments

Mean Square due to Error

SSTR n j ( x j x ) 2

MSE

j 1

Sum of Squares due to Error

k

SSE (n j 1) s 2j
j 1

Total Sum of Squares

k nj

SST ( xi j x) 2

SSE
nT k

Test Statistics for the Equality of k Population

Means
F

MSTR
MSE

Partitioning of Sum of Squares

SST SSTR SSE

j 1 i 1

Slope and y-intercept for the Estimated

Regression Equation
b1

( xi x )( yi y )
( xi x )2

Sum of Squares due to Error

SSE ( yi y i ) 2

Total Sum of Squares

SST ( yi y ) 2

b0 y b1 x

Sum of Squares due to Regression

SSR ( y i y )

Mean Square Error

MSE

SSE
n2

Standard Error of the Estimate

s

SSE
n2

Coefficient of Determination
r2

SSR
SST

Sample Correlation Coefficient

rxy (sign of bi ) r 2

Standard Deviation of b1
b1

( xi x ) 2

Mean Square Regression

MSR

SSR
Number of independen t variables

Estimated Standard Deviation of y p

s y p

MSR
MSE

Confidence Interval for E ( y p )

y p t / 2 s y p

( x p x )2
1
s

n ( xi x ) 2

Estimated Standard Deviation of an

Individual Value
2

sind s 1

F Test Statistic

(xp x)
1

n ( xi x ) 2

Prediction Interval for y p

y p t / 2 sind