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Sampling theory Unless otherwise noted, these formulas assume simple random sampling.
Distributions
Sample mean = x = ( Σ xi ) / n
Distribution
Sample standard deviation = s = sqrt [ Σ ( xi - x )2 / ( n - 1 ) ]
basics
Discrete Sample variance = s2 = Σ ( xi - x )2 / ( n - 1 )
Continuous Variance of sample proportion = sp2 = pq / (n - 1)
Estimation
Pooled sample proportion = p = (p1 * n1 + p2 * n2) / (n1 + n2)
Estimation
theory
Pooled sample standard deviation = sp = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22 ] / (n1 + n2 - 2) ]
Proportions Sample correlation coefficient = r = [ 1 / (n - 1) ] * Σ { [ (xi - x) / sx ] * [ (yi - y) / sy ] }
Mean scores
Power
Simple Linear Regression
Chi-square tests
Survey Sampling Simple linear regression line: ŷ = b0 + b1x
Sampling
Regression coefficient = b1 = Σ [ (xi - x) (yi - y) ] / Σ [ (xi - x)2]
methods
SRS Regression slope intercept = b0 = y - b1 * x
Stratified Regression coefficient = b1 = r * (sy / sx)
sampling
Standard error of regression slope = sb1 = sqrt [ Σ(yi - ŷi)2 / (n - 2) ] / sqrt [ Σ(xi - x)2 ]
Cluster sampling
Random Variables
In the following formulas, X and Y are random variables, and a and b are constants.
Sampling Distributions
Mean of sampling distribution of the mean = μx = μ
Mean of sampling distribution of the proportion = μp = P
Standard deviation of proportion = σp = sqrt[ P * (1 - P)/n ] = sqrt( PQ / n )
Standard deviation of the mean = σx = σ/sqrt(n)
Standard deviation of difference of sample means = σd = sqrt[ (σ12 / n1) + (σ22 / n2) ]
Standard deviation of difference of sample proportions = σd = sqrt{ [P1(1 - P1) / n1] + [P2(1 - P2) /
n2] }
Standard Error
Pooled sample standard error = spooled = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22 ] / (n1 + n2 - 2) ]
Standard error of difference of sample proportions = sd = sqrt{ [p1(1 - p1) / n1] + [p2(1 - p2) / n2] }
Linear Transformations
For the following formulas, assume that Y is a linear transformation of the random variable X, defined by
the equation: Y = aX + b.
Estimation
Hypothesis Testing
Degrees of Freedom
The correct formula for degrees of freedom (DF) depends on the situation (the nature of the test statistic,
the number of samples, underlying assumptions, etc.).
One-sample t-test: DF = n - 1
Two-sample t-test: DF = (s12/n1 + s22/n2)2 / { [ (s12 / n1)2 / (n1 - 1) ] + [ (s22 / n2)2 / (n2 - 1) ] }
Two-sample t-test, pooled standard error: DF = n1 + n2 - 2
Simple linear regression, test slope: DF = n - 2
Chi-square goodness of fit test: DF = k - 1
Chi-square test for homogeneity: DF = (r - 1) * (c - 1)
Chi-square test for independence: DF = (r - 1) * (c - 1)
Sample Size
Below, the first two formulas find the smallest sample sizes required to achieve a fixed margin of error,
using simple random sampling. The third formula assigns sample to strata, based on a proportionate
design. The fourth formula, Neyman allocation, uses stratified sampling to minimize variance, given a
fixed sample size. And the last formula, optimum allocation, uses stratified sampling to minimize
variance, given a fixed budget.
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