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(ESTATISTICA I E II)
FORMULRIO
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TEORIA DA PROBABILIDADE
P : IR
A a P(A)
P( A ) = 1 P(A) ; P(A B ) = P(A) P(A B) ; P(A B) = P(A) + P(B) P(A B) ; A B P(A) P(B) ;
0 P(A) 1
P(A | B) =
{A
P(A B)
, P(B) > 0
P(B)
i =1
i =1
VARIVEL ALEATRIA
f (x )
i
xi x
F ( x ) = P( X x ) = P ( X ] , x ] ) =
f (u) du , x IR
x f (x )
k
i
k = E( X
x f (x )
)=
, k IN
x f ( x ) dx
1 = E( X ) = =
)=
x f ( x ) dx
(x
k = E (X )
) f (x i )
k
, k IN
(x )
1 = 0
f ( x ) dx
2
2 = E( ( X ) 2 ) = 2 ( 1 ) 2 = Var ( X ) = 2 = E( X
3 = 3 3 1 2 + 2 ( 1 )
1 =
P( X ) e P( X ) 1
3
3
= Var ( X )
4 = 4 4 1 3 + 6 ( 1 ) 2 3 ( 1 )
2
F ( ) =
CV =
4
2 =
f ( x ) dx =
P( X = x i ) P( X = x i 1 ) e P( X = x i ) P( X = x i + 1 )
> 0 x V ( ) f ( x ) f ( )
1/12
4
4
FORMULRIO
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DISTRIBUIO BINOMIAL
X ~ B (n ; ) : f ( x | ) = P ( X = x ) = C xn x (1 ) n x , x = 0, 1, 2, K , n ; 0 < < 1 ; n IN ; E( X ) = n
Var ( X ) = n (1 )
X ~ B (n ; ) n X ~ B (n ; 1 )
k
X i ~ B (n i ; ) , i = 1 , 2 ,K , k , e independentes
i =1
~ B (n ; ) , n = n i
i =1
DISTRIBUIO MULTINOMIAL
(X
, X 2 ,K , X k ) ~ Mu ( n ; 1 , 2 ,K , k ) , 0 < i < 1 ( i = 1 ,K , k ) , n IN :
P( X 1 = x 1 X 2 = x 2 L X k = x k ) =
n!
1 x 2 x K kx ,
x 1 ! x 2 !K x k !
1
xi = n e
i =1
=1
i =1
DISTRIBUIO HIPERGEOMTRICA
X ~ H (N , M , n ) (N, M IN ; n IN0):
f ( x | N, M , n ) = P( X = x ) =
E( X ) = n
M
N
; Var ( X ) = n
M
M Nn
1
N
N N1
C xM C nNxM
, max(0, n ( N M )) x min (n, M )
C nN
M
X ~ H (N , M , n ) e n < 0.1 N X ~& B n ;
N
DISTRIBUIO DE POISSON
X ~ Po ( ) : f ( x | ) = P ( X = x ) = e
x
x!
, x = 0, 1, 2, K , > 0
X i ~ Po ( i ) , i = 1 , 2 ,K , k , e independentes
E( X ) =
i =1
i =1
Var ( X ) =
X i ~ Po ( ) , = i
X ~ U( , ) : f ( x | , ) =
, < x < ( , IR ) ; F ( x ) = ( x ) ( ) , < x <
1
,
x
2
( )
+
E( X ) =
; Var ( X ) =
2
12
2/12
FORMULRIO
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DISTRIBUIO EXPONENCIAL
X ~ Ex ( ) : f ( x | ) = e x , x > 0 , > 0 ; F ( x ) = 1 e x , x > 0 ; E( X ) =
; Var ( X ) =
DISTRIBUIO NORMAL
X ~ N ( , ) , IR , IR + ; E( X ) = ; Var ( X ) = 2
Z=
X ~ N ( , ) k X ~ N (k , k ) , k IR
X i ~ N ( i , i ) , i = 1, 2 ,K , k , e independentes
X
~
N
i
i =1
i ,
i =1
~ N ( 0 ,1 )
i 2
i =1
DISTRIBUIO QUI-QUADRADO
X ~ 2 ( n) (n IN ) ; E( X ) = n ;
Var( X ) = 2 n
X i ~ 2 ( n i ) , i = 1 , 2 ,K , k , e independentes
X ~ N ( 0, 1) X
i =1
i =1
X i ~ 2 ( n) , n = n i
~ (1)
n
X i ~ N ( 0 , 1) , i = 1 , 2 ,K , n , e independentes
2
i
~ 2 ( n)
i =1
X ~ ( n) Z = 2 X 2 n 1 ~& N( 0 , 1 )
DISTRIBUIO t STUDENT
X ~ N ( 0, 1) e Y ~ 2 ( n) e independentes T =
X
Y
~ t ( n) ;
E(T ) = 0 ; Var(T ) =
n
, n>2
n2
DISTRIBUIO F
SNEDCOR
U
U ~ 2 ( m ) e V ~ 2 ( n ) e independentes X =
m ~ F ( m , n) ;
n
X ~ t ( n) X 2 ~ F ( 1, n)
X ~ F ( m , n)
E( X ) =
Var( X ) =
1
~ F ( n, m )
X
3/12
n
, n> 2
n2
2 n 2 ( m + n 2)
, n>4
m ( n 2) 2 ( n 4)
FORMULRIO
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TEOREMA DO LIMITE CENTRAL e DISTRIBUIO DA MDIA AMOSTRAL
X i ( i = 1 , 2 ,K , n ; n + ) iid com E( X i ) = e Var ( X i ) = 2
~& N n ,
i =1
X=
1 n
X i ~& N ,
n i =1
n
n
1
X i ( i = 1 , 2 ,K , n ; n + ) v.a. iid discretas P X a = P X a +
2
i =1
i =1
X = X i ~ B( n ; ) com E( X ) = n e Var ( X ) = n (1 )
X ~& N n , n ( 1 )
i =1
X=
1 n
X i ~& N ,
n i =1
(1 )
n
1
n1
n1
X
i =1
1i
~& N 1 ,
1 (1 1 )
n1
e X2 =
1
n2
n2
2j
j =1
~& N 2 ,
2 (1 2 )
X 1 X 2 ~& N 1 2 ,
n2
1 (1 1 )
n1
2 (1 2 )
n2
X ~& N ,
> 20
X = X i ~ Po ( n ) , com E( X ) = n e Var ( X ) = n
X ~& N n , n
n > 20
i =1
X=
4/12
1 n
X i ~& N ,
n i =1
n
FORMULRIO
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ESTIMADORES PONTUAIS Amostra Casual (X1 , X2 , ... , Xn) da populao X
1 n
X ~ B (1 ; ) = X , em que X = X i
n i =1
X ~ Po ( ) = X
X ~ N ( ; ) = X e 2 = S 2 , em que S 2 =
1 n
2
(
Xi X )
n 1 i =1
1 n
2
(
Xi X )
n i =1
Dados tabelados:
k
1 k
[1] x = F j x j = f j x j
n j =1
j =1
1 n 2
n
xj
x2
n 1 j =1
n1
s 2 =
fj = j
1 k
n
n k
n
2
2
F
x
x
=
j j n1
f j x j2 n 1 x 2
n 1 j =1
n 1 j =1
x + x j +1
x j , x j + 1 x j = j
1 k
n
n k
n
s 2 =
F j x j 2
x2 =
f j x j 2
x2
n 1 j =1
n1
n 1 j =1
n1
[2] x =
k
1 k
F
x
f j x j
=
j j
n j =1
j =1
X i ~ N( , ) ( i = 1, 2, K , n) iid ( 2 conhecido) X ~ N ,
X i ~ N( , ) ( i = 1, 2, K , n) iid ( 2 desconhecido) T =
X i ~ N( , ) ( i = 1, 2, K , n) iid Q =
( n 1) S 2
nS2
2
5/12
X
~ t ( n 1) ;
S
n
~ 2 ( n 1)
n + :
X
~& N(0 , 1)
S
n
FORMULRIO
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X 1 i ~ N( 1 , 1 ) ( i = 1,2, K , n1 ; iid ) e X 2 j ~ N( 2 , 2 ) ( j = 1,2, K , n 2 ; iid ) independentes ( 12 , 22 conhecidos),
X1 =
1
n1
n1
X 1i e X 2 =
i =1
1
n2
X 2 j X 1 X 2 ~ N 1 2 ,
j =1
n2
12
n1
22
n2
S 1 2 =
1
1
2
(
X 1i X 1 ) e S 2 2 =
X2j X2
n1 1 i = 1
n2 1 j =1
n1
n2
T=
1
1
+
n1 n 2
( n1 1) S 1 2 + ( n 2 1) S 2 2
n1 + n 2 2
~ t ( n1 + n 2 2 )
n1 , n 2 + ) X 1 X 2 ~& N 1 2 ,
S 1 2 S 2 2
+
n1
n2
1 n
1 n
2
2
(
)
X
X
e
S
=
1i 1
2
X2j X2
n1 1 i = 1
n 2 1 j =1
1
F=
S 1 2 22
~ F( n1 1 , n 2 1)
S 2 2 12
INTERVALOS DE CONFIANA
[11] ( 2 conhecido) x z 2
, x + z 2
[12] ( 2 desconhecido) x t 2
, x + t 2
s
; t 2 tal que P T > t 2 = 2 e T ~ t ( n 1)
n
6/12
FORMULRIO
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( n 1) s 2 ( n 1) s 2
,
q2
q1
[13] 2 ( desconhecido)
X 2 ~ N ( 2 , 2 ) amostra
[14] 1 2 ( 12 , 22 conhecidos) ( x 1 x 2 z 2 , x 1 x 2 + z 2 ) ,
com =
12
n1
22
n2
[15] 1 2 ( 12 = 22 desconhecidos) ( x 1 x 2 t 2 s , x 1 x 2 + t 2 s ) ,
com s =
[16]
( n1 1) s1 2 + ( n 2 1) s 2 2
1
1
s 2 2
s 2 2
22
(desconhecidos)
f
,
f
1 s 2 2 s 2
12
1
1
( 2 desconhecido) x z 2
, x + z 2
s
; z 2 tal que P( Z z 2 ) = 1 2 e Z ~& N(0 , 1)
n
amostra
( x 11 , x 12 ,K , x 1 n ) ,
1
IC a (1 ) 100% para:
1 2 ( 12 e 22 finitos e desconhecidos) ( x 1 x 2 z 2 s , x 1 x 2 + z 2 s ) ,
com s =
s1 2 s 2 2
; z 2 tal que P( Z z 2 ) = 1 2 e Z ~& N(0 , 1)
+
n1
n2
7/12
FORMULRIO
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x z 2
x (1 x )
, x + z 2
n
x (1 x )
; z 2 tal que P( Z z 2 ) = 1 2 e Z ~& N(0 , 1)
1 2 (x 1 x 2 z 2 s , x 1 x 2 + z 2 s ) ,
com s =
x 1 (1 x 1 ) x 2 (1 x 2 )
+
; z 2 tal que P( Z z 2 ) = 1 2 e Z ~& N(0 , 1)
n1
n2
n
n
) (
FORMULRIO
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[11] Populao X ~ N ( , ) amostra ( x 1 , x 2 , K , x n )
[111] TH sobre ( 2 conhecido): Z ( X 1 , X 2 ,K , X n , ) =
x 0
x 0
X
~ t (n 1) ; para = 0 : t obs =
S
s
n
(n 1) S
~ 2 (n 1) ; para 2 = 02 : q obs =
(n 1) s
02
x 0
X
~& N(0 , 1) ; para = 0 : z obs =
s
S
n
(1 )
0 (1 0 )
n
TH sobre : Z ( X 1 , X 2 ,K , X n , ) =
x 0
x 0
0
n
FORMULRIO
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amostra ( x 21 , x 22 ,K , x 2 n )
2
TH sobre a igualdade de 1 e 2
Estatstica-teste: T (X 11 , X 12 ,K , X 1 n , X 21 , X 22 ,K , X 2 n , 1 , 2 ) com f.d.p. g(t)
1
) (
( x 21 , x 22 ,K , x 2 n )
2
) (X
Z X 11 ,K , X 1n , X 12 ,K , X 2 n , 1 , 2 =
1
X 2 ) ( 1 2 )
12
n1
para 1 2 = 0 : z obs =
x1 x 2
12
n1
22
22
~ N (0 , 1)
n2
n2
10/12
FORMULRIO
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[212] TH sobre a igualdade de 1 e 2 ( 12 = 22 desconhecido):
T X 11 ,K , X 1 n , X 12 ,K , X 2 n , 1 , 2 =
1
para 1 2 = 0 : t obs =
(X
X 2 ) ( 1 2 )
~ t ( n1 + n 2 2 )
( n1 1) S 1 2 + ( n 2 1) S 2 2
1
1
+
n1 n 2
n1 + n 2 2
x1 x 2
( n1 1) s1 2 + ( n 2 1) s 2 2
1
1
+
n1 n 2
n1 + n 2 2
F X 11 ,K , X 1 n , X 12 ,K , X 2 n , 1 , 2 =
1
S 1 2
S 2 2
22
~ F (n1 1 , n 2 1)
12
; para
12
s1 2
:
=
1
f
=
obs
22
s 2 2
amostra
( x 11 , x 12 ,K , x 1 n ) ,
) (X
Z X 11 ,K , X 1n , X 12 ,K , X 2 n , 1 , 2 =
1
para 1 2 = 0 : z obs =
x1 x 2
s1 2 s 2 2
+
n1
n2
X 2 ) ( 1 2 )
S 1 2 S 2 2
+
n1
n2
~& N(0 , 1)
11/12
FORMULRIO
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[222] Populaes independentes X 1 ~ B(1 ; 1 ) amostra ( x 11 , x 12 ,K , x 1 n ) , n1 + , e X 2 ~ B(1 ; 2 )
1
amostra ( x 21 , x 22 ,K , x 2 n ) , n 2 +
2
TH sobre a igualdade de 1 e 2 :
) (X
Z X 11 ,K , X 1n , X 21 ,K , X 2 n , 1 , 2 =
1
para 1 2 = 0 : z obs =
X 2 ) ( 1 2 )
n X + n2 X 2
~& N (0 , 1) , onde = 1 1
n1 + n 2
1
1
1 +
n1 n 2
1
x1 x 2
n x + n2 x 2
, onde = 1 1
n1 + n 2
1
1
1 +
n1 n 2
12/12