Table 1: Special Discrete Distributions Notation and Parameters Binomial X BIN (n, p) 0<p<1 q =1p Bernoulli X BIN (1,

1, p) 0<p<1 q =1p Negative Binomial X N B (r, p) 0<p<1 r = 1, 2, . . . Geometric X GEO(p) 0<p<1 q =1p Hypergeometric X HY P (n, M, N ) n = 1, 2, . . . , N M = 0, 1, . . . , N Poisson X P OI () 0< Discrete Uniform X DU (N ) N = 1, 2, . . . 1/N x = 1, 2, . . . , N
N +1 2 N 2 1 12 1 et e(N +1) N 1et
t

Discrete pdf f (x)

n x

Mean np

Variance npq

MGF MX (t) (pet + q )n

px q nx

x = 0, 1, . . . , n

px q 1x x = 0, 1

pq

pet + q

x 1 r 1

p r q x r

r/p

rq/p2

pet 1qet

x = r, r + 1, . . .

pq x1 x = 1, 2, . . .

1/p

q/p2

pet 1qet

M x

N M nx

N n

nM/N

nM N 1

M N

N n N 1

Not tractable

x = 0, 1, . . . , n

e x x!

e(e

1)

x = 0, 1, . . .

Table 2: Special Continuous Distributions Notation and Parameters Uniform X U N IF (a, b) a<b Normal X N (, 2 ) 0 < 2 Gamma X GAM (, ) 0< 0< Exponential X EXP () 0< Two-Parameter Exponential X EXP (, ) 0< Double Exponential X DE (, ) 0<
1 |x |/ 2 e 1 (x )/ e 1 x/ e 1 1 x/ e () x
2 1 e[(x)/ ] /2 2

Continuous pdf f (x)

1 ba

Mean
a+b 2

Variance
(ba)2 12

MGF MX (t)
ebt eat (ba)t

a<x<b 2 et+
2 2

t /2

1 1t

0<x

1 1t

0<x + 2
et 1t

<x 2 2
et 1 2 t2

Normal distribution: X N (, 2 ) f (x) = Student t distribution: X t(v ) v+1 2 f ( x) = v v 2 Chi-Square distribution: X 2 (v ) f (x) = F distribution: X F (v1 , v2 ) f ( x) =
v1 2 v1 +v2 2
2 1 1 e 22 (x) ; < x < , < < , > 0 2

1 1+
x2 v (v +1)/2

; < x < , v = 1, 2, . . .

1 2v/2

v 2

xv/21 ex/2 ; x > 0, v = 1, 2, . . .

v2 2

v1 v2

v1 / 2

xv1 /21 ; x > 0, v1 = 1, 2, . . . , v2 = 1, 2, . . .

Table 3: Summary of Condence Intervals (Single Population) Parameter on Nature of the Population Quantitative data; standard deviation is known; population normal Quantitative data; standard deviation is not known; population normal important when sample size is small (n < 30) Quantitative data; standard deviation is not known; population not necessarily normal sample size is large (n 30) Quantitative data; binomial case p, the probability of success (the population proportion) Draw a sample of size n and note x, the number of successes; obtain x/n, the estimate of p. Here n is assumed large. Quantitative data; population normal , the poplulation variance
2 x n
x n x (1 n )

Limits of Condence Procedure Draw a sample of size n and compute the value of x , the estimate of
x z/2 n

Which Condence Interval Is Set , the population mean

Interval with Condence Coecient 1

, the population mean

Draw a sample of size n and compute x and s=

1 n1 s x tn1,/2 n

( xi x )2

tn1,/2 is the value obtained from the t distribution with n 1 degrees of freedom.

, the population mean

Draw a sample of size n and compute x and s

s x z/2 n

Condence interval is approximate

z/2

Condence interval is based on the central limit theorem, thus, is approximate.

Draw a sample of size n and compute s2

(n1)s2 n1)s2 , X( 2 2 Xn 1,/2 n1,1/2

Table 4: Summary of Tests of Hypotheses (Single Population) Nature of the Population Quantitative data; variance is known; population normally distributed Quantitative data; variance 2 is not known; population normally distributed; sample size small (n < 30) Quantitative data; variance is not known; population not necessarily normal; sample large (n 30) Quantitative data; population normally distributed Quantitative data; binomial case p p = p0 1. p > p0 2. p < p0 3. p = p0 Here n is assumed large.
(X/n)p0
p0 (1p0 ) n

Null Parameter Hypothesis = 0

Alternative Hypothesis 1. > 0 2. < 0 3. = 0

Test Statistic
0 X / n

Decision Rule: Reject H0 If the Computed Value Is 1. greater than z 2. less than z 3. less than z/2 or greater than z/2

= 0

1. > 0 2. < 0 3. = 0
0 X S/ n

1. greater than tn1, 2. less than tn1, 3. less than tn1,/2 or greater than tn1,/2

= 0

1. > 0 2. < 0 3. = 0
0 X S/ n

1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.

= 0

1. > 0 2. < 0 3. = 0
(n1)S 2 2 0

1. greater than 2 n1, 2. less than 2 n1,1 3. less than 2 n1,1/2 or greater than 2 n1,/2 1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.

Table 5: Summary of Condence Intervals (two populations)

Parameter on Nature of the Population Quantitative data; variance

2 1 2 and 2 are

Limits of Condence Procedure Draw samples of sizes m and n from the two populations, get the respective means x and y , and nd the value of x y , an estimate of 1 2 . ( xy ) z/2
2 1 m

Which Condence Interval Is Set 1 2 , the dierence of the population means

Interval with Condence Coecient 1

2 2 n

known; both populations are normally distributed. Quantitative data;

2 1

1 2 , the dierence of the population means

Draw samples of sizes m and n from the two populations; compute x y and sp =
2 (m1)s2 1 +(n1)s2 m+n2

and

2 2

are

( xy ) tm+n2,/2 sp

1 m

1 n

not known but assumed equal; both populations are normally distributed. Quantitative data;
2 2 1 and 2 are not

1 2 , the dierence of the population means

Draw samples of sizes m and n; compute x y ; compute s2 1 and s2 2. x y z/2

s2 1 m

s2 2 n

known and not assumed equal; populations may not be normal; sample sizes m and n are large. Quantitative data; p1 is the proportion in Population 1 and p2 in Population 2; sample sizes m and n are assumed large.

Condence interval is approximate.

p1 p2 , the dierence of the population proportions

Draw two samples, one from each population, of sizes m and n; nd x/m and y/n, the estimates of p1 and p2 respectively; then get x/m y/n. Condence interval is based on the central limit theorem, thus is approximate. z/2
x m x (1 m )

x m

y n

y n y (1 n )

Table 6: Summary of Tests of Hypotheses (Two Populations)

Nature of the Population Quantitative data; variance

2 2 2 1

Null Parameter 1 2 and Hypothesis 1 = 2

Alternative Hypothesis 1. 1 > 2 2. 1 < 2 3. 1 = 2

Test Statistic

Decision Rule: Reject H0 If the Computed Value Is 1. greater than z 2. less than z 3. less than z/2 or

are known;

both populations normally distributed. Quantitative data;

2 1 , 2 2

Y X
2 1 m

2 2 n

greater than z/2

1 2

1 = 2

1. 1 > 2 2. 1 < 2 3. 1 = 2
Y X
2 S1 m

1. greater than z 2. less than z 3. less than z/2 or

+
2 S2 n

unknown

populations not necessarily normal; sample sizes are large. Quantitative data;
2 1

greater than z/2

1 2

1 = 2

1. 1 > 2 2. 1 < 2 3. 1 = 2 where Sp =

2 +(n1)S 2 (m1)S1 2 m+n2

1. greater than tm+n2,

Y X 1 1 +n Sp m

and

2 2

are not

2. less than tm+n2, 3. less than tm+n2,/2 or greater than tm+n2,/2

known but are assumed to be equal; both populations are normally distributed. Paired observations 1 2 ( = 0 ) D = 0 i.e., 1 = 2

1. D > 0 2. D < 0 3. D = 0

n d sd

1. greater than tn1, 2. less than tn1, 3. less than tn1,/2 or greater than tn1,/2 )2 (di d 1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.

where = d di /n and sd =
1 n1

Quantitative data; binomial case

p1 p2

p1 = p2

1. p1 > p2 2. p1 < p2 3. p1 = p2
X Y m n 1 1 p (1p) m +n

( where

p =

X +Y m+n

Both m and n are assumed large.

Table 7: Summary of the Formulas for Inferences about a Mean (), or a Dierence of two Means (1 2 ) Condence interval = Point estimator (Tabled value)(Estimated or true std. dev.) estimator Parameter value at H0 (null hypothesis) Test statistic = Point (Estimated or true) std. dev of point estimator Single Sample Normal with General Mean X1 , . . . , Xn X1 , . . . , Xn X1 , . . . , Xn1 Y1 , . . . , Yn2 Large n 30 X X
2 n 2 n

Independent Samples Normal 1 = 1 = 1 2 = X1 , . . . , Xn1 Y1 , . . . , Yn2 n1 2 n2 2 Y X

2 1 n1

Matched Pairs Normal for the General 1 2 = X1 , . . . , Xn1 Y1 , . . . , Yn2 n1 30 n2 30 Y X

2 1 n1

Population(s) unknown Mean 1 2 = 1 = 2

Normal

dierence Di = Xi Yi D D1 = X1 Y1 . . . Dn = Xn Yn n2 Y D=X

Inference on

Sample(s)

Sample size n n2 2 Y X SP + t with d.f. = n1 + n2 2

Y )0 (X SP
2 1 n1 1 +n

n2

n1 2

Point estimator
2 1 n1

Variance of Point estimator

S n S n 1 n1 1 n2
2 S1 n1

+ +

1 n2

2 2 n2 2 S2 n2

+
2 S1 n1

2 2 n2

2 D n

8 Normal d.f. = n 1
0 X S/ n 0 X S/ n

Estimated std. dev. t with

2 S2 n2

SD n

Distribution

t with d.f. estimated

Y )0 (X
2 S1 n1 S2 + n2 2

Normal

t with d.f. = n 1
Y )0 (X
2 S1 n1 S2 + n2 2

Test statistic

D,0 D SD / n

SD = sample std.
2 SP

2 2 (n1 1)S1 +(n2 1)S2 n1 +n2 2

dev. of the Di s

d.f. = [( n1 ) + ( n2 )]2 /[(n1 1)1 ( n1 )2 + (n2 1)1 ( n2 )2 ] 1 2 1 2

s2

s2

s2

s2

Table 8: Condence intervals, tests of hypotheses, and prediction intervals for straight-line regression analysis. Distribution Parameter 1 0 Y |X0 YX0 100(1 )% Condence Interval 1 tn2,1/2 S 1 0 tn2,1/2 S 0 1 (X0 X + ) tn2,1/2 S Y YX 1 (X0 X + ) Y tn2,1/2 SY |X 1+
1 n
0

H0 1 =
(0) 1 (0) (0)

Test Statistic(T ) T = T = T =
1 ) ( 1 S 1 0 (0) ) (
0 (0)

Under H0 tn2 tn2

0

0 = 0

S SY

Y |X0 = Y |X0

1 (X0 X + )(0) Y Y |X
X0

tn2

)2 (X0 X 2 (n1)SX

Note: Y |X = 0 + 1 X is the assumed true regression model. n i X )(Yi Y ) 1 = 1 (X n 2 1 (Xi X ) 0 = Y 1 X 1 (X X + ) Y = 0 + 1 X = Y tn2,1/2 is the 100(1 /2)% point of the t distribution with n 2 degrees of freedom.

2 SY |X = 2 SY = 2 SX =

n 1 2 1 (Yi Yi ) n2 n 1 2 1 (Yi Y ) n1 n 1 2 1 (Xi X ) n1

S 1 = S 0 =
0

SY |X S X n1 1 SY |X n

SY X = SY |X

2 X 2 (n1)SX )2 (X0 X 1 2 n + (n1)SX