Probability and Statistics Formulae

.
P
Sample Mean: x
=

P
x

or

fM
where f = class frequency and M = class mark
n

n
Sample Standard Deviation:
s
rP
P 2 (P x)2
x n
(x x
)2
S=
=
n1
n1

s
or S

fM2 (
n1

f M )2
n

P 2
X
X
( x)
2
2
, SS(y) = similarly defined,
Total Variations: SS(x) =
(x x
) =
x
n
P
P
X
( x) ( y)
and SS(xy) =
xy
n
x
xx

Standard Score/z-Score: z =
or z =
S

Least-Squares Line and Correlation Coefficient: y = a + bx and r where

SS(xy)
SS(xy)
b=
and
a = y b
x,
and
r= p
SS(x)
SS(x)SS(y)
Permutations and Combinations:
P (n, r) = n(n 1) (n r + 1) =

n!
(n r)!

and

C(n, r) =

 
n
n!
=
r
r!(n r)!

Rules of Probability:
(i) Definition (Finite Sample Space):
P (E) =

|E|
|S|

(ii) UnionIntersection-Complement:
P (E F ) = P (E) + P (F ) P (E F ),

P (E 0 ) = 1 P (E),

in particular P (E F ) = P (E) + P (F ) if they are mutually exclusive. Similarly

P (E F G) = P (E) + P (F ) + P (G) P (E F ) P (E G) P (F G) + P (E F G), ...
(ii) Conditional:
P (E|F ) =

P (E F )
, P (E F ) = P (E)P (F |E), P (E F G) = P (E)P (F |E)P (G|E F ), ...
P (F )

(iii) Independence:
P (E|F ) = P (E)

or P (E F ) = P (E)P (F ), ...

(iv) Total Probability: If B1 , B2 , ..., Bk constitute a partition of S, then

P (E) = P (B1 )P (E|B1 ) + P (B2 )P (E|B2 ) + + P (Bk )P (E|Bk )
(v) Bayes Theorem:
P (Bj |E) =

P (Bj )P (E|Bj )
P (Bj )P (E|Bj )
=
P (E)
P (B1 )P (E|B1 ) + + P (Bk )P (E|Bk )

(Discrete/Continuous) Random Variable X with the probability distribution function f (x):

X

Discrete : f (x) 0,

f (x) = 1,

P (X = x) = f (x),

and P (a X b) =

Continuous : f (x) 0,

Z
f (x) dx = 1,

and P (a X b) = P (a < X < b) =

f (x) dx
a

Mean/Expected Value and Variance

Z
X
= E[X] =
xf (x) or
xf (x) dx;
x

f (x)

x=a

all x

b
X

 
n x nx
Binomial Distribution: b(x; n, p) =
p q
,
x

2 = E[(X )2 ] = E[X 2 ] (E[X])2

| {z }

0 x n, = np and = npq






k N k
nk
N n k
k
x nx
2
Hyper-geometric Distribution: h(x; N, n, k) =
and =
n
1

,=
N
N
N 1 N
N

Negative Binomial Distribution: b (x; k, p) =


x 1 k xk
p q
, for x = k, k + 1, k + 2, ...
k1

Sampling Distribution of Sample means X:

, X = ,
n

E = z/2 ,
or
n

X = ,
With Margin of Error:

/ n
S
E = t/2 with d.f. = n 1;
n
Z=

Sampling Distribution of Sample Proportions:

r
X
pq
p = p, p =
,
p = ,
n
n
r
pq
With Margin of Error:
E = z/2
n

p p
Z=p
pq/n

Test of Hypothesis for One Mean:

z0 =

X 0

/ n

or

t0 =

Paired Differences: d = x1 x2 , d = d ,
Sd
E = t/2 ,
n
where d0 is the value claimed in H0 ;

X 0

S/ n

with d.f. = n 1

d
d =
n

d d0
with d.f. = n 1,
t0 =
Sd / n

X1
X2
X1 + X2
, p2 =
, p1 p2 = p1 p2 , p =
n1
n2
n1 + n2
r
(
p1 p2 ) (p1 p2 )
p1 q1
p2 q2
r 
z0 =
With Margin of Error : E = z/2
+

n
n2
1
pq n11 + n12

Difference of Proportions: p1 =

s
Difference of Means: X 1 X 2 = 1 2 , X 1 X 2 =
(i)

(X 1 X 2 ) (1 2 )
q 2
z0 =
1
22
n1 + n2

(ii)

t0 =

(X 1 X 2 ) (1 2 )
q
Sp n11 + n12

12
2
+ 2,
n1
n2
s

With Margin of Error:

with d.f. = n1 + n2 2

where


or

t0 =

(X 1 X 2 ) (1 2 )
q 2
S1
S22
n1 + n2

r
With Margin of Error: E = t/2 Sp
20 =

Chi-Squared:

k
X
(Oi Ei )2
i=1

20 =

Expected Value=

Ei

d.f.1=

with
1
1
+
n1
nn

Sp2 =
S22
n2

,
S4
+ n2 (n221)
s 2
S2
S12
or E = t/2
+ 2.
n1
n2
S14
n21 (n1 1)

with d.f. = (r 1)(c 1)

(row total) (column total)

,
grand total
(n 1)s2
with d.f. = n 1
2

12
2
+ 2
n1
n2

S12 (n1 1) + S22 (n2 1)

n1 + n2 2

2

with d.f. = k 1, or

X X (Oi,j Ei,j )2
,
Ei,j
i
j

Testing Variance: 20 =

S12
n1

E = z/2