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Ma Statsv2 3

This document provides an overview of key concepts in statistics including permutations and combinations, probability, random variables, sampling, and hypothesis testing. It defines formulas and distributions for permutations, binomial, Poisson, normal, and other common distributions. It also outlines the central limit theorem, how to approximate distributions, calculate sample means and variances, and conduct hypothesis tests.

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Jas Chy
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55 views3 pages

Ma Statsv2 3

This document provides an overview of key concepts in statistics including permutations and combinations, probability, random variables, sampling, and hypothesis testing. It defines formulas and distributions for permutations, binomial, Poisson, normal, and other common distributions. It also outlines the central limit theorem, how to approximate distributions, calculate sample means and variances, and conduct hypothesis tests.

Uploaded by

Jas Chy
Copyright
© Attribution Non-Commercial (BY-NC)
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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Statistics Summary

PERMUTATIONS AND COMBINATIONS


The number of permutations of r objects, taken from a set of n distinct objects without replacement is given by n! n Pr = (n-r)!

PROBABILITY
PROBABILITY For two events A and B, P(A B)=P(A)+P(B)-P(A B) P(A)=P(A B)+P(A B') MUTUAL EXCLUSIVITY

The number of permutation of r objects, taken from a set of n distinct objects with replacement is given by nr The number of permutations of n distinct objects in a circle is given by (n-1)! The number of possible combinations of r objects, taken from a set of n distinct objects without replacement is given by n! n Cr = (n-r)!r!

Mutually exclusive events cannot occur at the same time. For two mutually exclusive events, E1 and E2, P(E1 E2 )=P(E1 )+P(E2 )
CONDITIONAL PROBABILITY

P(A|B)= INDEPENDENCE

P(A B) P(B)

Independent events are events the occurrences of which do not influence the probability of the occurrence of the other event. For independent events, P(A|B)=P(A) or P(B|A)=P(B) P(A B)=P(A)P(B)

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Statistics Summary

RANDOM VARIABLES
For any random variable X, The expectation, , is given by E(X)= xP(X=x) and E(aXbY) = aE(X) bE(Y) The variance is given by
Var(X)=E[(X-)2 ]= (x-) P(X=x)
2

CONTINUOUS RANDOM VARIABLES


NORMAL DISTRIBUTI ON For a random variable X modelled by a normal distribution with mean and standard deviation 2 X~N(, ) STANDARD NORMAL VARIABLE Letting X~N(,2), the standard normal variable Z is defined as x- Z= ~N(0,1) and
2

and Var(aXbY)=a Var(X) + b Var(Y) The standard deviation, , is given by = Var(X)

P(Xx) = P(Z

x- )

DISCRETE RANDOM VARIABLES


BINOMIAL DISTRIBUTIO N For a random variable X modelled by a binomial distribution with n trials and probability of success, p X~B(n,p) Its probability distribution is given by n x n-x P(X=x)= Cxp (1-p) Its mean and variance are given by E(X) = np Var(X) = np(1-p) POISSON DISTRIBUTION For a random variable X modelled by a Poisson distribution with parameter X~Po() Its probability distribution is given by e- x P(X=x)= x! Its mean and variance are given by E(X) = Var(X) = Note also that for two Poisson random variables X~Po(1) and Y~Po(2), X+Y~Po(1+ 2)

APPROXIMATIONS
Approximations marked are to be continuity corrected

BINOMIAL TO POISSON For X~B(n,p) If n is large (n > 50) and p is small (p < 0.1) such that np < 5, then X~Po(np) BINOMIAL TO NORMAL For X~B(n,p) In is large such that np > 5 and n(1-p) > 5, then X~N(np,np(1-p)) POISSO N TO NORMAL For X~Po() If > 10, then X~N(, ) CONTINUITY CORRECTION These are the ranges, for given probability distribution functions, to consider when approximating discrete random variables to continuous random variables. P(Xa) P(X<a) P(x=a) P(X>a) P(Xa) a-1 a a+1

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Statistics Summary

SAMPLING
SAMPLE MEAN The sample mean from a normal population 2 of sample size n with mean and variance is given by 2 X~N(, ) n CENTRAL LIMIT THEOREM The central limit theorem states that, for a non-normal population with sample size n, 2 X~N(, ) approximately, if n is large (50). n UNBIASED ESTIMATOR OF SAMPLE MEAN For any sample size n taken from a population with an unknown mean , the unbiased estimator of is given by x = (x-a) + a x= n n where a is a constant
UNBIASED ESTIMATOR OF SAMPLE VARIANCE For any sample size n taken from a population with an unknown mean 2, the unbiased estimator of 2 is given by 2 x 1 1 2 2 ( ) x s = = (x-x)2 n-1 n n-1 2 (x-a) ) 1 2 ( = (x-a) - n n-1 where a is a constant

HYPOTHESIS TESTING
CONDUCTING A HYPO THESIS TEST Step 1: Step 2: Step 3: Step 4: Step 5: State the null and alternative hypotheses H0 and H1 State the significance level, Determine the test statistic to use and its distribution Calculate the p-value for the test statistic Indicate whether or not to reject H0 based on the evidence from the sample H0 is rejected if p-value < H0 is not rejected if p-value >

TEST STATISTICS Normal Population 2 known 2 unknown Sample size is large n50 Test Statistic Sample size is small Test statistic Non-normal Population 2 known 2 unknown by the CLT by the CLT 2 s2 X~N(, ) X~N(, ) n n Z-test Z-test

X~N(,

2 ) n

X~N(,

s2 ) n

Z-test 2 X~N(, ) n Z-test

Z-test T~t(n-1) t-test

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