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Statistics Formulas Cheatsheet

This document provides formulas and definitions for key concepts in statistics and probability. It covers topics such as descriptive statistics, regression, correlation, probability, random variables, and probability distributions. Formulas are given for measures of central tendency, dispersion, position, shape, regression coefficients, correlation, conditional probability, and binomial probability. Definitions are provided for terms like population, sample, frequency, mean, median, mode, variance, standard deviation, percentiles, quartiles, union, intersection, conditional probability, and random variables.

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Carmen Bl
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100% found this document useful (2 votes)
885 views

Statistics Formulas Cheatsheet

This document provides formulas and definitions for key concepts in statistics and probability. It covers topics such as descriptive statistics, regression, correlation, probability, random variables, and probability distributions. Formulas are given for measures of central tendency, dispersion, position, shape, regression coefficients, correlation, conditional probability, and binomial probability. Definitions are provided for terms like population, sample, frequency, mean, median, mode, variance, standard deviation, percentiles, quartiles, union, intersection, conditional probability, and random variables.

Uploaded by

Carmen Bl
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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es

Statisticss Formulas
Descriptive Statistics Regression and correlation
Frequencies Linear regression

Sample size n num of individuals in the sample. xi yj ni j
Covariance s x y = x y
n
Absolute frequency n i (num of x i in the sample)
Regression lines :
Relative frequency fi = n i /n
i sx y
Cumulative absolute freq N i = y on x : y = y + (x x )
k =0 n i s x2
Cumulative relative freq Fi = N i /n sx y
x on y : x = x + (y y )
s 2y

Central tendency statistics Regression coefcients


sx y sx y
(y on x ) b y x = (x on y ) b x y =
Mean x =
xi ni s x2 s 2y
n
Median me The value with cum.rel.freq. Fme = 0.5. Coefcient of determination
Mode mo The most frequent value. s x2 y
r2 = 0 r2 1
s x2 s 2y

Position statistics Correlation coefcient


sx y
r = . 1 r 1
Quartiles Q 1 , Q 2 , Q 3 divide the distribution into 4 sx s y
equal parts. Their cum.rel.freqs. are FQ 1 = 0.25,
FQ 2 = 0.5 and FQ 3 = 0.75.
Percentiles P 1 , P 2 , , P 99 divide the distribution into
100 equal parts. Non-linear regression
The cum.rel.freq. is FPi = i /100.
Exponential model y = e a+bx
Apply the logarithm to the dependent variable and
compute the line log y = a + bx .
Dispersion statistics
Logarithmic model y = a + b log x
Apply the logarithm to the independent variable and
Interquartile range I Q R = Q 3 Q 1 compute the line y = a + b log x .
2
(x i x )2 n i xi ni Potential model y = ax b
Variance s 2 = = x 2
n n Apply the logarithm to both variables and compute

Standard deviation s = + s 2 the line log y = a + b log x .
s
Coefcient of variation cv =
| x |

Shape statistics

(x i x )3 fi
Coefcient of skewness g 1 =
s3

(x i x )4 fi
Coefcient of kurtosis g 2 = 3
s4

Linear transformations
Linear transformation y = a + bx
y = a + b x
s y = bs x

x x
Standarization z =
sx

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Probability Basic probability


Union P (A B) = P (A) + P (B) P (A B)
Event operations
Intersection P (A B) = P (A)P (B |A)
Union Difference P (A B) = P (A) P (A B)

Contrary P (A) = 1 P (A)


A B

Conditional probability
AB P (A B)
Conditional probability P (A |B) =
P (B)
Intersection Independent events P (A |B) = P (A).
Total probability Theorem


n
A B P (B) = P (Ai )P (B |Ai )
i =1
AB Bayes Theorem
P (Ai )P (B |Ai )
P (Ai |B) = n
i =1 P (Ai )P (B |Ai )

Complement


Diagnostic tests
Prevalence Proportion of people with the disease
A A P (D )
Sensitivity P (+ |D )
Specicity P (|D )
Positive Predictive Value (PPV) P (D |+)
Negative Predictive Value (NPV) P (D |)
Difference
P (+ |D )
Positive Likelihood Ratio (LR+)
P (+ |D )
A B P (|D )
Negative Likelihood Ratio (LR-)
P (|D )
AB

Algebra of events Random Variables


Idempotency A A = A, AA =A
Commutative A B = B A, AB =B A
Discrete
Associative (A B) C = A (B C ), (A B) C =
A (B C ) Binomial probability function B(n, p)
Distributive (AB)C = (AC )(B C ), (AB)C = ( )
n x
(A C ) (B C ) f (x ) = p (1 p)nx
x
Neutral element A = A, A=A
Poisson probability function P ()
Absorbing element A = , A = .
Complementary symmetric element A A = , A x
f (x ) = e
A= x!

Double contrary A = A Law of rare events B(n, p) P (np) for n 30 and


p 0.1.
Morgans laws A B = A B, AB =AB

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Continuous
Normal N (, )
(x ) 2
1
f (x ) = e 2 2
2
Standard normal N (0, 1)
Chi-square 2 (n)
X = Z 12 + + Z n2 ,
where Z i N (0, 1).
Students t T (n)
Z
T = ,
X /n
where Z N (0, 1) and X 2 (n).
Fishers F F (n, m)
X /m
F = ,
Y /n
where X 2 (m) and Y 2 (n).

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