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EXAM FormulaSheet

This document provides formulas for calculating statistics such as the mean, variance, standard deviation, and coefficient of variation for both ungrouped and grouped data. It also provides formulas for calculating percentiles for both cases where the percentile value is a whole number and where it is a decimal number. The document concludes by providing formulas for calculating probabilities and statistics related to common probability distributions like the binomial, hypergeometric, and Poisson distributions. It also includes formulas for confidence intervals, hypothesis testing, and sample size determination.

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Abood Rain
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0% found this document useful (0 votes)
42 views9 pages

EXAM FormulaSheet

This document provides formulas for calculating statistics such as the mean, variance, standard deviation, and coefficient of variation for both ungrouped and grouped data. It also provides formulas for calculating percentiles for both cases where the percentile value is a whole number and where it is a decimal number. The document concludes by providing formulas for calculating probabilities and statistics related to common probability distributions like the binomial, hypergeometric, and Poisson distributions. It also includes formulas for confidence intervals, hypothesis testing, and sample size determination.

Uploaded by

Abood Rain
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Ungrouped Data

∑𝒙
̅=
mean = 𝒙
𝒏

𝒏 ∑ 𝒙𝟐 − ( ∑ 𝒙 )𝟐
variance = 𝒔𝟐 =
𝒏(𝒏 − 𝟏)

standard deviation = 𝒔 = √𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆


𝒔
coeffficient of variation = 𝐂𝐕 = × 100%
̅
𝒙

Percentiles
Case 1 : whole number
(1) Order Data : ‫الترتيب‬

(2) Index = 𝒏𝒑

Case 2 : decimal number


𝒕𝒉𝒆 𝒊𝒏𝒅𝒊𝒄𝒂𝒕𝒆𝒅 𝒏𝒖𝒎𝒃𝒆𝒓 + 𝒕𝒉𝒆 𝒏𝒖𝒎𝒃𝒆𝒓 𝒕𝒉𝒂𝒕 𝒇𝒐𝒍𝒍𝒐𝒘𝒔
Case 1 𝒂𝒏𝒔𝒘𝒆𝒓 =
𝟐

(3) Answer ?
Case 2 𝒂𝒏𝒔𝒘𝒆𝒓 = 𝑡ℎ𝑒 𝑛𝑒𝑥𝑡 𝑛𝑢𝑚𝑏𝑒𝑟 𝑏𝑦 𝑟𝑜𝑢𝑛𝑑𝑖𝑛𝑔 𝑢𝑝

Grouped Data

∑ 𝒙. 𝒇
mean: x̅ =
𝒏

𝒏 ∑ 𝒙𝟐 . 𝒇 − ( ∑ 𝒙. 𝒇 )𝟐
variance: 𝒔𝟐 =
𝒏(𝒏 − 𝟏)

standard deviation: 𝒔 = √𝒗𝒂𝒓𝒊𝒂𝒏𝒄𝒆

np − previous cumulative frequency


percentile = lower boundary + . class interval
frequency

(4) Answer ?

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


1. 𝟎 ≤ 𝑷(𝑨) ≤ 𝟏

2. 𝑷(∅) = 𝟎

3. 𝑷(𝑺) = 𝟏

4. 𝑷( 𝑨 ∩ 𝑨̅ ) = 𝟎

5. 𝑷( 𝑨 ∪ 𝑨̅ ) = 𝟏

6. If A and B are mutually exclusive events, then 𝑷(𝑨 ∩ 𝑩) = 𝟎


disjoint events

7. If A and B are independent events, then 𝑷(𝑨 ∩ 𝑩) = 𝑷(𝑨 ) × 𝑷(𝑩)

8. If A and B are two events, then 𝑷(𝑨 ∪ 𝑩) = 𝑷(𝑨) + 𝑷(𝑩) − 𝑷(𝑨 ∩ 𝑩)


Additional Rule of Probability

9. 𝑷( 𝑨 ) + 𝑷( 𝑨̅ ) = 𝟏

𝑷( 𝑨 ) = 𝟏 − 𝑷( 𝑨̅ )

̅ ) = 𝟏 − 𝑷( 𝑨 )
𝑷( 𝑨

10. Conditional Probability

𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑖𝑛𝑡𝑒𝑟𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑃( 𝐴 ∩ 𝐵 )
𝑃( 𝐴 | 𝐵 ) = =
𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑃( 𝐵 )

required condition
‫المطلوب‬ ‫الشرط‬

𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑖𝑛𝑡𝑒𝑟𝑠𝑒𝑐𝑡𝑖𝑜𝑛 𝑃( 𝐴 ∩ 𝐵 )
𝑃( 𝐵 | 𝐴 ) = =
𝑝𝑟𝑜𝑏𝑎𝑏𝑖𝑙𝑖𝑡𝑦 𝑜𝑓 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑃( 𝐴 )

required condition
‫المطلوب‬ ‫الشرط‬

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


Mean and Variance of a Probability Distribution Function are defined as:

Mean = 𝝁 = ∑ 𝒙 ∙ 𝒇(𝒙)

Variance = 𝝈𝟐 = ∑ 𝒙𝟐 ∙ 𝒇(𝒙) − 𝝁𝟐

Mean and Variance of a Probability Density Function are defined as:

Mean = 𝝁 = ∫ 𝒙 ∙ 𝒇(𝒙) 𝒅𝒙

Variance = 𝝈𝟐 = ∫ 𝒙𝟐 ∙ 𝒇(𝒙) 𝒅𝒙 − 𝝁𝟐

Probability Distribution Function of Binomial Distribution is given by:

𝑷(𝑿 = 𝒙) = 𝒃(𝒙; 𝒏, 𝒑) = 𝒏𝐂𝒙 𝒑𝒙 (𝟏 − 𝒑)𝒏−𝒙 for 𝒙 = 𝟎 , 𝟏 , 𝟐 , … , 𝒏

Mean and Variance of Binomial Distribution are given by:

𝝁 = 𝒏𝒑
𝝈𝟐 = 𝒏𝒑(𝟏 − 𝒑)

Probability Distribution Function of Hypergeometric Distribution is given by:


𝐥𝐨𝐭 𝐬𝐮𝐜𝐜𝐞𝐬𝐬𝐞𝐬 𝐥𝐨𝐭 𝐟𝐚𝐢𝐥𝐮𝐫𝐞𝐬 𝒂 𝑵−𝒂
( )( ) ( )( )
𝐬𝐚𝐦𝐩𝐥𝐞 𝐬𝐮𝐜𝐜𝐞𝐬𝐬𝐞𝐬 𝐬𝐚𝐦𝐩𝐥𝐞 𝐟𝐚𝐢𝐥𝐮𝐫𝐞𝐬 𝒙 𝒏−𝒙
𝑷(𝑿 = 𝒙) = 𝒉(𝒙; 𝒏, 𝒂, 𝑵) = 𝐥𝐨𝐭 = 𝑵 for 𝒙 = 𝟎 , 𝟏 , 𝟐 , … , 𝐦𝐢𝐧(𝒂, 𝒏)
( ) ( )
𝐬𝐚𝐦𝐩𝐥𝐞 𝒏

Mean and Variance of Hypergeometric Distribution are given by:


𝒂
𝝁=𝒏
𝑵
𝒂 𝒂 𝑵 − 𝒏
𝝈𝟐 = 𝒏 (𝟏 − ) ( )
𝑵 𝑵 𝑵 − 𝟏

Probability Distribution Function of Poisson distribution is given by:

𝒆−𝝀 𝝀𝒙
𝑷(𝑿 = 𝒙) = 𝒇(𝒙; 𝝀) = for 𝒙 = 𝟎, 𝟏, 𝟐, …
𝒙!

Mean and Variance of Poisson distribution are given by:

𝝁=𝝀
𝝈𝟐 = 𝝀

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


Chebyshev’s Theorem

𝟏
𝑷( 𝝁 − 𝒌𝝈 ≤ 𝑿 ≤ 𝝁 + 𝒌𝝈 ) ≥ 𝟏 −
𝒌𝟐

If X is a continuous random variable then

 𝑷(𝑿 < 𝒙) = 𝑭(𝒙)

 𝑷(𝑿 > 𝒙) = 𝟏 − 𝑭(𝒙)

 𝑷(𝒂 < 𝑿 < 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)

 It is always true that 𝑭(−∞) = 𝟎 and 𝑭(∞) = 𝟏

If Z has a standard normal distribution then

 𝑷(𝒂 < 𝒁 < 𝒃) = 𝑭(𝒃) − 𝑭(𝒂)


 𝑷(𝒁 < 𝒛) = 𝑭(𝒛)
 𝑷(𝒁 > 𝒛) = 𝟏 − 𝑭(𝒛)
 𝑭(−𝒛) = 𝟏 − 𝑭(𝒛)

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


Regression Line Formulas
∑𝒙 . ∑𝒚
𝑺𝒙𝒚 = ∑ 𝒙𝒚 −
𝒏

∑𝒙 . ∑𝒙
𝑺𝒙𝒙 = ∑ 𝒙𝟐 −
𝒏

∑𝒚 . ∑𝒚
𝑺𝒚𝒚 = ∑ 𝒚𝟐 −
𝒏

𝑺𝒙𝒚
𝒃=
𝑺𝒙𝒙

̅ − 𝒃𝒙
𝒂= 𝒚 ̅

𝑺𝒙𝒚
𝒓=
√𝑺𝒙𝒙 . 𝑺𝒚𝒚

THEOREM1 THEOREM2 THEOREM3 THEOREM4


large sample size large sample size
normal population normal population
𝒏 ≥ 𝟑𝟎 𝒏 ≥ 𝟑𝟎
𝝈 is known 𝝈 is unknown
𝝈 is known 𝝈 is unknown

̅ − 𝝁𝟎
𝑿 ̅ − 𝝁𝟎
𝑿 ̅ − 𝝁𝟎
𝑿 ̅ − 𝝁𝟎
𝑿
𝐙= 𝐙= 𝐓= 𝐙=
𝝈/√𝒏 𝝈/√𝒏 𝒔/√𝒏 𝒔/√𝒏

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


Then (𝟏 − 𝜶)𝟏𝟎𝟎% CI for 𝝁

THEOREM1
large sample size 𝒏 ≥ 𝟑𝟎
𝝈 is known

̅ −𝑬<𝝁<𝑿
𝑿 ̅+𝑬
where
𝝈
𝑬 = 𝒁𝟏−𝜶/𝟐 ∙
√𝒏

THEOREM2
normal population
𝝈 is known

̅ −𝑬<𝝁<𝑿
𝑿 ̅+𝑬
where
𝝈
𝑬 = 𝒁𝟏−𝜶/𝟐 ∙
√𝒏

THEOREM3
normal population
𝝈 is unknown

̅ −𝑬<𝝁<𝑿
𝑿 ̅+𝑬
where
𝒔
𝑬 = 𝑻𝝑 = 𝒏−𝟏 , 𝜶/𝟐 ∙
√𝒏

THEOREM4
large sample size 𝒏 ≥ 𝟑𝟎
𝝈 is unknown

̅ −𝑬<𝝁<𝑿
𝑿 ̅+𝑬
where
𝒔
𝑬 = 𝒁𝟏−𝜶/𝟐 ∙
√𝒏

Sample Size Determination

𝒁𝟏−𝜶/𝟐 × 𝝈 𝟐
𝒏= [ ]
𝑬

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal


Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal
Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal
t distribution

Formula Sheet for Final Exam Prepared by Dr. Sawsan Hilal

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