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Important Statistics Formulas

This document contains a summary of common statistical formulas used in statistics. It includes formulas for measures of central tendency, dispersion, probability distributions, hypothesis testing, and sampling. For example, it defines the population mean as the sum of all values divided by the population size. It also provides formulas for the sample mean, standard deviation, and t-test statistics.

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0% found this document useful (0 votes)
198 views9 pages

Important Statistics Formulas

This document contains a summary of common statistical formulas used in statistics. It includes formulas for measures of central tendency, dispersion, probability distributions, hypothesis testing, and sampling. For example, it defines the population mean as the sum of all values divided by the population size. It also provides formulas for the sample mean, standard deviation, and t-test statistics.

Uploaded by

Arul Widya
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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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 = = ( Xi ) / N Population standard deviation = = sqrt [ ( Xi - )2 / N ] Population variance = 2 = ( Xi - )2 / N Variance of population proportion = P2 = PQ / n Standardized score = Z = (X - ) / Population correlation coefficient = = [ 1 / N ] * { [ (Xi - X) / x ] * [ (Yi - Y) / y ] }

Statistics
Unless otherwise noted, these formulas assume simple random sampling.

Sample mean = x = ( xi ) / n Sample standard deviation = s = sqrt [ ( xi - x )2 / ( n - 1 ) ] Sample variance = s2 = ( xi - x )2 / ( n - 1 ) Variance of sample proportion = sp2 = pq / (n - 1) Pooled sample proportion = p = (p1 * n1 + p2 * n2) / (n1 + n2)

Pooled sample standard deviation = sp = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22 ] / (n1 + n2 - 2) ]

Sample correlation coefficient = r = [ 1 / (n - 1) ] * { [ (xi - x) / sx ] * [ (yi - y) / sy ] }

Correlation

Pearson product-moment correlation = r = (xy) / sqrt [ ( x2 ) * ( y2 ) ] Linear correlation (sample data) = r = [ 1 / (n - 1) ] * { [ (xi - x) / sx ] * [ (yi - y) / sy ] } Linear correlation (population data) = = [ 1 / N ] * { [ (Xi - X) / x ] * [ (Yi - Y) / y ]}

Simple Linear Regression


Simple linear regression line: = b0 + b1x Regression coefficient = b1 = [ (xi - x) (yi - y) ] / [ (xi - x)2] Regression slope intercept = b0 = y - b1 * x Regression coefficient = b1 = r * (sy / sx) Standard error of regression slope = sb1 = sqrt [ (yi - i)2 / (n - 2) ] / sqrt [ (xi - x)2 ]

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) = x = [ xi * P(xi) ] Variance of X = Var(X) = 2 = [ xi - E(x) ]2 * P(xi) = [ xi - x ]2 * P(xi) Normal random variable = z-score = z = (X - )/ Chi-square statistic = 2 = [ ( n - 1 ) * s2 ] / 2 f statistic = f = [ s12/12 ] / [ s22/22 ] 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 = x =

Mean of sampling distribution of the proportion = p = P Standard deviation of proportion = p = sqrt[ P * (1 - P)/n ] = sqrt( PQ / n ) Standard deviation of the mean = x = /sqrt(n) Standard deviation of difference of sample means = d = sqrt[ (12 / n1) + (22 / n2) ] Standard deviation of difference of sample proportions = d = 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 [ ((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 = x = n * P Variance of binomial distribution = x2 = 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 = x = rQ / P Variance of negative binomial distribution = x2 = r * Q / P2 Geometric formula: P(X = x) = g(x; P) = P * Qx - 1 Mean of geometric distribution = x = Q / P Variance of geometric distribution = x2 = Q / P2 Hypergeometric formula: P(X = x) = h(x; N, n, k) = [ kCx ] [ N-kCn-x ] / [ NCn ] Mean of hypergeometric distribution = x = n * k / N Variance of hypergeometric distribution = x2 = n * k * ( N - k ) * ( N - n ) / [ N2 * ( N - 1 )] Poisson formula: P(x; ) = (e-) (x) / x! Mean of Poisson distribution = x = Variance of Poisson distribution = x2 = 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 - x) / x. t-score = t = (x - x) / [ 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-score = t = (x - ) / SE Two-sample t-test for means: t-score = t = [ (x1 - x2) - d ] / SE Matched-sample t-test for means: t-score = t = [ (x1 - x2) - D ] / SE = (d - D) / SE Chi-square test statistic = 2 = [ (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 * 2 * [ N / (N - 1) ] } / { ME2 + [ z2 * 2 / (N 1) ] }

Proportion (simple random sampling): n = [ ( z2 * p * q ) + ME2 ] / [ ME2 + z2 * p * q / N ]

Proportionate stratified sampling: nh = ( Nh / N ) * n Neyman allocation (stratified sampling): nh = n * ( Nh * h ) / [ ( Ni * i ) ]

Optimum allocation (stratified sampling): nh = n * [ ( Nh * h ) / sqrt( ch ) ] / [ ( Ni * i ) / sqrt( ci ) ]

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