Formula Sheet 1 - Ethics & Statistics

http://www.cpa-cfa.org
BEY =

EAR =

PV of a perpetuity =

PV Continuous =

Effective annual yield =

Bank discount yield =

Money market yield =

Geometric mean or Time weighted return =

Money / Dollar weighted return =

Dollar cost averaging =

Population variance = Mean absolute deviation =

Sample variance =

Population std dev =

Sample Dev =

Coefficient of variation =

Sharpe ratio =

Correlation =

1
 Formula Sheet 1 - Ethics & Statistics
http://www.cpa-cfa.org
•
Covariance =

What is Chebyshev’s Theorem and how do you us it –

Make the chart to find E(R) and Variance of a frequency distribution of a population

Variance of a portfolio (two asset example) =

The general addition rule (_____________ probability) =

The general multiplication rule (________ probability) =

Calculating joint probability (_______________ events) =

Number of ways to assign n tasks to n members =

# of ways n objects can be labeled with k different labels =

Combination formula =

Permutation formula =

Binomial distribution =

2
 Formula Sheet 1 - Ethics & Statistics
http://www.cpa-cfa.org

Continuous uniform distribution =

CI % = Z score
•
•
•
•
•
Z score =

CI % =

Standard error of the point estimate =

CI% for statistics =

Level of significance =

Acceptable range for hypothesis test =

When do you subtract 1 or 2 to find degrees of freedom?

3
 Formula Sheet 1 - Ethics & Statistics
http://www.cpa-cfa.org
When do you use t-calc =

When do you use the t-statistic –

•

When do you use t-critical –

When do you use the Z-statistic –

When do you use the X2 –statistic –

When do you use the F-statistic –

Type 1 error –

Type 2 error –

Define correlation coefficient –

Coefficient of determination –

Standard error of estimate = SEE =

4
 Formula Sheet 1 - Ethics & Statistics
http://www.cpa-cfa.org

rxy =

T calc for regressions =

Anova Table Calculations

R2 =

SEE =

F Statistic =