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Descriptive Statistics
Population
1
N
N
Mean
Variance
2 =
CV
Covariance
xy =
1
N
Correlation
xy =
xy
x y
i=1
1
N
Sample
xi
N
i=1 (xi
x=
)2
s2 =
100
s
x
N
i=1 (xi
1
n
x )(yi y )
n
i=1
1
n1
xi
n
i=1 (xi
x)2
100
sxy =
1
n1
rxy =
sxy
sx sy
n
i=1 (xi
x)(yi y)
Grouped Data
With K classes, with midpoints mi and counts ci , the sample mean is x =
K
K
1
2
variance is s2 = n1
i=1 ci (mi x) , where n =
i=1 ci .
1
n
K
i=1 ci mi ,
689599.7 Rule
For a normal distribution 68% of the observations are in 1, 95% are in 2, and almost all (99.7%)
are in 3.
Normal Distribution
For < x <
(x )2
f (x) = (2 2 )1/2 exp
2 2
with mean x and standard deviation x , then
x N (x , x )
x x
z=
N (0, 1)
x
Warning: Some people record the normal distribution as N (x , x2 ) i.e. the second number in brackets is
the variance rather than the standard deviation.
Uniform Distribution
For a x b
f (x) =
1
ba
E(x) =
a+b
2
V ar(x) =
Random Variables
Let x be a discrete random variable, then:
x = E(x) =
x
xP (x)
(b a)2
12
x2 =
(x )2 P (x)
x
(x x )(y y )P (x, y)
xy
x y
y2 = b2 x2 .
If w = cx + dy then:
E(w) = w = cx + dy ,
and
2
w
= c2 x2 + d2 y2 + 2cdxy .
x N ,
n
Probability Theory
P (A) = 1 P (A) (complement rule)
P (A B) = P (A) + P (B) P (A B) (addition rule)
P (A B) = P (A|B)P (B) (multiplication rule)
A and B are independent if
P (A B) = P (A)P (B)
Marginal probabilities add entries in a joint probability table. If Bi are mutually exclusive and exhaustive
events then:
n
P (A Bi )
P (A) =
i=1
Bayess Rule:
P (B|A) =
P (A|B)P (B)
P (A)
Binomial Distribution
For a success probability of p and sample size n:
P (x successes) =
n!
px (1 p)nx ,
x!(n x)!
x2 = np(1 p)
p(1 p)
p N p,
n
x z/2
n
s
x tn1,/2
n
then
i=1
d=
and
sd =
di
n
d)2
n1
i=1 (di
s21
s2
+ 2
n1
n2
p(1 p)
.
n
p1 (1 p1 ) p2 (1 p2 )
+
n1
n2
which can be used with z/2 to form a condence interval. (Or add 1 success and 1 failure to each sample
when = 1%, 5%, or 10%.)
3. Testing the Hypothesis of Equal Proportions
For this test, use the pooled estimate of the common value of p1 and p2 :
ppool =
to form
SEDp
X1 + X2
n1 + n2
1
1
= ppool (1 ppool )
+
n1
n2