STAT 141 Formula Sheet 1

Range = M ax − M in IQR = Q3 − Q1

Outlier Rule-of-Thumb: y < Q1 − 1.5 × IQR or y > Q3 + 1.5 × IQR

P qP
y (y−ȳ)2
Sample mean and standard deviation: ȳ = n and s = n−1

y−µ y−ȳ
z-scores: z = σ (model based) and z = s (data based)
P
zx zy
Correlation: r = n−1
s
Least-squares regression line: ŷ = b0 + b1 x where b1 = r sxy and b0 = ȳ − b1 x̄

P (A) = 1 − P (Ac ) P (A or B) = P (A) + P (B) − P (A and B)

P (A and B)
P (A and B) = P (A) × P (B | A) P (B | A) = P (A)

If A and B are independent, then P (B | A) = P (B)

V ar(X) = σ 2 = (x − µ)2 P (x)

P P
E(X) = µ = x P (x)

E(X ± c) = E(X) ± c V ar(X ± c) = V ar(X)

E(aX) = aE(X) V ar(aX) = a2 V ar(X)

E(X ± Y ) = E(X) ± E(Y )

If X and Y are independent, then V ar(X ± Y ) = V ar(X) + V ar(y)

q
x−1
Geometric model: P (x) = q p µ = p σ = pq2
1

√
Binomial model: P (x) = n Cx px q n−x µ = np σ= npq
p pq
Sample proportion: µ(p̂) = p SD(p̂) = n

Sample mean: µ(ȳ) = µy SD(ȳ) = √σ

n

Central Limit Theorem: As n grows, the sampling distributions of p̂ and ȳ

approach Normal models with mean and standard deviation given above.
 STAT 141 Formula Sheet 2

Inference:

Confidence interval for parameter: statistic ± (critical value) × SE(statistic)

statistic−parameter
Test statistic = SD(statistic)

Parameter Statistic SD(statistic) SE(statistic)

p pq q
p̂q̂
p p̂ n n
q q
p1 q 1 p2 q 2 p̂1 q̂1 p̂2 q̂2
p1 − p2 p̂1 − p̂2 n1 + n2 n1 + n2

µ ȳ √σ √s
n n
q q
σ12 σ22 s21 s22
µ1 − µ2 ȳ1 − ȳ2 n1 + n2 n1 + n2

µd d¯ σd
√
n
sd
√
n
qP
(y−ŷ)2
σ se = n−2

β1 b1 √se
sx n−1
q
s2e
µν ŷν = µ̂ν SE 2 (b1 ) · (xν − x̄)2 + n
q
s2e
yν ŷν SE 2 (b1 ) · (xν − x̄)2 + n + s2e

y1 +y2
For testing H0 : p1 − p2 = 0, substitute the pooled estimate p̂pooled = n1 +n2

for p̂1 and p̂2 in the SE formula.

P (Obs−Exp)2
Chi-square statistic: χ2 = Exp .