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P
x
xp(x), x2 =
P
x
x2 p(x) 2x .
xf (x)dx, x2 =
x2 f (x) 2x .
n
x
N R
(R
x )( nx )
, x =
N
(n)
nR
,
N
x2 =
nR
(1
N
R N n
)
.
N N 1
x1
r1
1p
.
p2
pr (1 p)xr ; x = r, r + 1, . . .. x = pr , x2 =
r(1p)
.
p2
N (0, 1).
1
,
ba
1
,
x2 =
/2
, y2 = e2+2
1
.
2
a < x < b. x =
a+b
,
2
x2 =
(ba)2
.
12
Central Limit Theorem: If X1 , . . . , Xn are independent random variables each with mean and standard
deviation , then the following hold approximately:
S = X1 + + Xn N (n, n 2 )
X=
X1 + + Xn
2
N (,
)
n
n
X z/2 .
n
2
z/2
2
B2
r
p z/2
where n
= n + 4, p =
p(1 p)
n
X+2
.
n+4
2
z/2
p (1p )
B2
where p is a guess of p.
s
.
n
/2
r
X Y z/2
2
2
X
+ Y.
nX
nY
CI for pX pY :
r
pX pY z/2
where pX =
X+1
,
nX +2
pY =
Y +1
,
nY +2
pX (1 pX )
pY (1 pY )
+
n
X
n
Y
n
X = nX + 2, n
Y = nY + 2.
2
Small-sample CI for X Y based on independent samples, when X
6= Y2 :
r
X Y t,
/2
s2X
s2
+ Y
nX
nY
where
=
s2
X
nX
/nX )2
(s2
X
nX 1
s2
Y
nY
2
/nY )2
(s2
Y
nY 1
(1)
r
X Y tnX +nY 2,
where
r
sp =
/2 sp
1
1
+
nX
nY
sD
/2
where D = X Y .
Large sample test for : Test statistic z =
X
0.
/ n
(
P value =
pp
if H1 : > 0
if H1 : < 0
if H1 : 6= 0 .
p0 (1p0 )/n
(
P value =
(
P value =
P (Z > z )
P (Z < z )
2 P (Z > |z |)
P (Z > z )
P (Z < z )
2 P (Z > |z |)
if H1 : p > p0
if H1 : p < p0
if H1 : p 6= p0 .
X
0.
s/ n
P (tn1 > t )
P (tn1 < t )
2 P (tn1 > |t |)
if H1 : > 0
if H1 : < 0
if H1 : 6= 0 .
XY 0
2 /n + 2 /n
X
X
Y
Y
(
P value =
P (Z > z )
P (Z < z )
2 P (Z > |z |)
if H1 : X Y > 0
if H1 : X Y < 0
if H1 : X Y =
6 0 .
(2)
p
X p
Y
p(1
p)(1/n
X +1/nY )
p =
X+Y
nX +nY
where pX =
X
nX
, pY =
Y
nY
and
.
P (Z > z )
P (Z < z )
2 P (Z > |z |)
(
P value =
if H1 : pX > pY
if H1 : pX < pY
if H1 : pX 6= pY .
2
Small-sample test for X Y , independent samples (assume X
6= Y2 ): Test statistic: t = p
P (t > t )
P (t < t )
2 P (t > |t |)
(
P value =
XY 0
s2
/nX +s2
/nY
X
Y
if H1 : X > Y
if H1 : X < Y
if H1 : X 6= Y
where is as in (1).
2
Small-sample test for X Y , independent samples (assume X
= Y2 ): Test statistic: t =
XY 0
sp
1/nX +1/nY
where sp is as in (2).
(
P value =
(
P value =
if H1 : X > Y
if H1 : X < Y
if H1 : X 6= Y .
where D = X Y .
P (tn1 > t )
P (tn1 < t )
2 P (tn1 > |t |)
if H1 : D > 0
if H1 : D < 0
if H1 : D 6= 0 .
k
X
(Oi Ei )2
Ei
i=1
J
I
X
X
(Oij Eij )2
i=1 j=1
where Eij =
Oi. O.j
O..
Eij
Pn
i=1
r = pPn
x2
i=1 i
xi yi nxy
nx2
pPn
i=1
yi2 ny 2
1+r
,
1r
r n2
To test for = 0, use U =
, which has a tn2 distribution under H0 .
2
1r
Pn
xi yi nxy
Least squares regression coefficients: 1 = Pi=1
, 0 = y 1 x.
n
2
2
i=1
xi nx
s
s0 = s
1
x2
+ Pn
,
n
(xi x)2
i=1
s1 = pPn
i=1
s
(xi x)2
r
and
s=
(1 r2 )
Pn
(yi y)2
.
n2
i=1
s
sy = s
(x x)2
1
+ Pn
n
(xi x)2
i=1
s
spred = s
1+
(x x)2
1
+ Pn
n
(xi x)2
i=1
Pn
SSE
.
np1
Coefficient of determination R2 =
To test H0 : 1 = = p = 0, use F =
Pn
i=1
SSR
.
SST
SSR/p
.
SSE/(np1)
Under H0 , F Fp,np1 .
I
X
Ji X i. N X ..
i=1
SSE =
Ji
I
X
X
I
X
2
Xij
i=1 j=1
Ji X i.
i=1
SST r
SSE
M ST r
M ST r =
, M SE =
, F =
I 1
N I
M SE
Under H0 : 1 = = I , F FI1, N I .
100(1 )% CI for i is X i. tN I,
q
/2
M SE
Ji
M SE( J1i +
1
Jj
r
|X i. X j. | > tN I,/2
M SE(
1
1
+ )
Ji
Jj
M SE( J1i +
1
Jj
r
|X i. X j. | > tN I,/(2C)
M SE(
1
1
+ )
Ji
Jj
M SE 1
( Ji
2
1
Jj
r
|X i. X j. | > qI,N I,
M SE 1
1
( + )
2
Ji
Jj
Pn
i=1
(yi y)2 .