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Formula Sheet for ENGR 371

The number of permutations of : distinct objects taken r at a time is


n
1
:
=
n!
(n:)!
.
The number of distinct permutations of : things of which :
1
are of one kind, :
2
are of a second kind, . . . ,
:
|
are of a /
||
kind is
n!
n1!n2!n
k
!
.
The number of combinations of : distinct objects taken r at a time is

n
:

=
n!
:!(n:)!
.
1(' 1 ' C) = 1() +1(1) +1(C) 1( 1) 1( C) 1(1 C) +1( 1 C), where , 1,
and C are any three events.
1([1) =
1(.\1)
1(1)
if 1() ,= 0.
If the events 1
1
, 1
2
, . . . , 1
|
constitute a partition of a sample space o such that 1(1
I
) ,= 0 for i = 1, 2, . . . , /,
then for any event of o, 1() =
|
P
I=1
1(1
I
) =
|
P
I=1
1([1
I
)1(1
I
).
Bayess Rule: If the events 1
1
, 1
2
, . . . , 1
|
constitute a partition of a sample space o such that 1(1
I
) ,= 0
for i = 1, 2, . . . , /, then for any event of o such that 1() ,= 0
1(1
:
[) =
1(1
:
)
P
|
I=1
1(1
I
)
=
1([1
:
)1(1
:
)
P
|
I=1
1([1
I
)1(1
I
)
, for r = 1, 2, . . . , /
1(r) = 1(A _ r) where A is a random variable and 1(r) is its cumulative distribution function.
)(j[r) =
}(r,)
(r)
where )(r, j) is the joint probability distribution function of A and 1, and q(r) is the
marginal probability distribution function of A, and q(r) 0.
1[A] =
P
oll r
r)(r) if A is a discrete random variable.
1[A] =
R
1
1
r)(r)dr if A is a continuous random variable.
1[q(A)] =
P
oll r
q(r))(r) if A is a discrete random variable.
1[q(A)] =
R
1
1
q(r))(r)dr if A is a continuous random variable.
o
2
= 1[(A j

)
2
] is the variance of A where A is a random variable.
Binomial distribution: )(r) =

n
r

j
r

nr
, r = 0, 1, 2, . . . , : with j = :j and o
2
= :j.
Geometric distribution: )(r) = j
r1
, r = 1, 2, 3, . . . with j = 1,j and o
2
= (1 j),j
2
.
Negative banomial: )(r) =

r1
:1

j
:

r:
, r = r, r + 1, r + 2, . . . with j = r,j and o
2
= r(1 j),j
2
.
Hypergeometric: )(r) =
(
K
x
)(
NK
nx
)
(
N
n
)
, r = max0, :+1 to min1, :) with j = :j and o
2
= :j

n
1

.
Poisson: )(r) =
t

X
x
r!
, r = 0, 1, 2, . . . with with j = ` and o
2
= `
Normal distribution: )(r) =
1
p
2tc
c
(r)
2
/2c
2
The distribution of an exponential random variable A is given by
)(r) =

`c
Xr
, r 0
0, elsewhere
where 1,` 0.
The mean of an exponential random variable A is 1,` and its variance is 1,`
2
.
1
The covariance between random variables A and 1 is
o
Y
= 1 [(A j

) (1 j
Y
)] = 1 [A1 ] j

j
Y
The correlation between random variables A and 1 is
j
Y
=
o
Y
o

o
Y
If A
1
, A
2
, . . . , A
n
represent a random sample of size :, then the sample variance is dened by the statistic
o
2
=
P
n
I=1
(A
I


A)
2
: 1
where

A is the sample mean.
Let A
1
, A
2
, . . . , A
n
be independent random variables that are all normal with mean j and standard
deviation o. Then the random variable T =

S/
p
n
has tdistribution with = : 1 degrees of freedom.
If r is the mean of a random sample of size : from a population with known variance o
2
, a (1 c)100%
condence interval for j is given by
r .
o/2
o
_
:
< j < r +.
o/2
o
_
:
where .
o/2
is the .-value leaving an area of c,2 to the right.
One sided condence bounds:
A 100(1 c)% upper-condence bound for j is
j _ r +.
o
o
_
:
A 100(1 c)% lower-condence bound for j is
r .
o
o
_
:
_ j
In the case o
2
is unknown, the above expression becomes
r t
o/2,n1
:
_
:
< j < r +t
o/2,n1
:
_
:
where : is the sample standard deviation.
Test Statistic for mean, variance known
7
0
=

A j
0
o,
_
:
Calculation of beta for a two sided test
, = (.
o/2

c
_
:
o
) (.
o/2

c
_
:
o
)
Calculation of sample size
: -
(.
o/2
+.
o
)
2
o
2
c
2
Test Statistic for mean, variance unknown
T
0
=

A j
0
o,
_
:
2
The random variable
A
2
=
(: 1) o
2
o
2
has
2
distribution with : 1 degrees of freedom.
If :
2
is the sample variance from a random sample of size : from a normal population with unknown variance
o
2
, the a (1 c)100% condence interval for o
2
is given by
(: 1) :
2

2
o/2,n1
_ o
2
_
(: 1) :
2

2
o/2,n1
.
The 100(1 c)% lower and upper condence bounds on o
2
are
(: 1) :
2

2
o,n1
_ o
2
and o
2
_
(: 1) :
2

2
o,n1
,
respectively.
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