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n
1X
xi
n i=1
n
1X
fi x i
n i=1
Geometric Mean
When the variate values xi are all strictly greater than zero,
the geometric mean is defined as
G = (x1 x2 xn )1/n =
n
hY
xi
xi i
i1/n
Mode
The variate value which occurs the most. When given a table
of ordered data, we can use the following formula to find the
mode.
fm fm1
M ode = l +
h
2fm (fm+1 + fm1 )
Measures of Dispersion
Range
Range = xmax xmin
Inter-Quartile Range
fm
i1/n
i=1
Qi = l +
iN
4
IQR = QU QL = Q3 Q1
th
The
about P
the mean is
r moment
n
1
r
E (X )r = r = n
i=1 fi (xi )
Factorial Moments
th
The
moment
is
r factorial
0
E X(r) = (r) = E X(X 1)(X 2) (X r + 1)
Moment Identities
About the Mean
0 = 1
0
1 = 1 = 0
2 = 2 2
0
3 = 3 32 1 +
Harmonic Mean
When the variate values xi are all nonzero, to find the
harmonic mean, first invert all the variate values and then find
the arithmetic mean. This will give you the invers of the
harmonic mean
Pn
1
n
1X 1
1
i=1 fi xi
= Pn
=
fi
H
n i=1 xi
i=1 fi
H = Pn
fi
i=1 xi
(2) = 2
231
0
(3) = 3 3
4 = 4 43 1 + 62 12 314
Skewness
To measure the departure or lack of symmetry of the
probability distribution
Variance
Let us first define the mean square deviation from any
arbitrary value a
Factorial
(1) = 1
2
3 2
) = 33
3
2
p
1 = 1
1 = (
i=1
ln(G) =
s2 =
n
1X
fi (xi a)2
n i=1
Kurtosis
To measure the kurtosis, or flatness, of the probability
distribution
n
1X
fi x2i
n i=1
2 =
4
22
2 = 2 3
Coefficient of Variation
Proof
cv =
Mean and
SD of Combined Data
P
Median
ni x
i
ni
n ln(G1 )+n2 ln(G2 )
ln(Gmean) = 1
n1 +n2
2
n +n 2
1 n2
var = 1 n1 +n2 2 + (nn+n
x1
2 (
1
2
1
2)
mean =
i=1
P
m
Probability
i=1
x
2 )2
Moments
The rth moment about a is
1
n
Pn
i=1
fi (xi a)r .
Properties
0 P (A) 1
P () = 1
P (A) + P (Ac ) = 1
P (A B) = P (A) + P (B) P (A B)
If A and B are mutually exclusive events, then P (A B) = 0.
We refer to the probability of event A given that event B has
P (AB)
occurred as the conditional probability, P (A | B) = P (B) .
P (A B) = P (A | B)P (B) If events A and B are independent,
then P (A | B) = P (A) and P (A B) = P (A)P (B).
F () = 0
F () = 1
F 0 (x) > 0
The last property just means that the CDF is nondecreasing
function. To find P (a < X b) = F (b) F (a).
n
X
n
x=0
where
n
x
px q nx
n!
.
x!(nx)!
Random Variables
Poisson Distribution
P (x = x) =
mx e m
where m = E(X) = V ar(X)
x!
t
X
m2
m3
mx
em =
=1+m+
+
+
x!
2!
3!
x=0
Also note that (r) = mr .