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Formula Sheet For Final - Exam

The document provides definitions and formulas for several common statistical distributions and concepts. These include the empirical rule for describing data distribution within standard deviations of the mean, De Morgan's laws of set theory, Bayes' rule for conditional probability, definitions of the binomial, uniform, hypergeometric, exponential, normal, and Poisson distributions, the central limit theorem as it applies to sampling distributions, and the concept of confidence intervals and how to calculate margin of error.

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Isabel Eiras
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40 views

Formula Sheet For Final - Exam

The document provides definitions and formulas for several common statistical distributions and concepts. These include the empirical rule for describing data distribution within standard deviations of the mean, De Morgan's laws of set theory, Bayes' rule for conditional probability, definitions of the binomial, uniform, hypergeometric, exponential, normal, and Poisson distributions, the central limit theorem as it applies to sampling distributions, and the concept of confidence intervals and how to calculate margin of error.

Uploaded by

Isabel Eiras
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Formulas

Empirical rule ~ 68% of the data within (𝑥̅ − 𝑠, 𝑥̅ + 𝑠)


~ 95% of the data within (𝑥̅ − 2𝑠, 𝑥̅ + 2𝑠)
~ 99.7% of the data within (𝑥̅ − 3𝑠, 𝑥̅ + 3𝑠)
Chebyshev's rule +
at least 1 − , - of the data within (𝑥̅ − 𝑘𝑠, 𝑥̅ + 𝑘𝑠), k > 1

De Morgan’s laws (A ∪ B)3 = A3 ∩ B3


(A ∩ B)3 = A3 ∪ B3
Bayes’ rule 𝑃(𝐴|𝐵8 )𝑃(𝐵8 )
𝑃 (𝐵8 |𝐴) =
𝑃 (𝐴|𝐵+ )𝑃(𝐵+ ) + 𝑃 (𝐴|𝐵; )𝑃 (𝐵; ) + ⋯ + 𝑃(𝐴|𝐵, )𝑃 (𝐵, )
given k mutually exclusive and exhaustive events

Binomial 𝑛 Uniform 1
𝑃 (𝑥) = = ? 𝑝 A 𝑞(CDA) 𝑓 (𝑥) = ,𝑐 ≤ 𝑥 ≤ 𝑑
𝑥 (𝑑 − 𝑐)
distribution distribution
𝐸(𝑋) = 𝑛𝑝 (𝑐 + 𝑑)
𝐸(𝑋) =
𝑉(𝑋) = 𝑛𝑝𝑞 2
(𝑑 − 𝑐);
𝑉(𝑋) =
12
Hypergeometric LAM NLODM N Exponential 1 DA
𝑃 (𝑥) = CDA 𝑓 (𝑥) = 𝑒 U , 𝑥 > 0
LOCN 𝜃
distribution distribution
𝑛𝑟 𝐸(𝑋) = 𝜃
𝐸(𝑋) =
𝑁 𝑉(𝑋) = 𝜃 ;
𝑟(𝑁 − 𝑟)𝑛(𝑁 − 𝑛) D
Z
𝑉(𝑋) = 𝑃 (𝑥 ≥ 𝑎) = 𝑒 U
𝑁 ; (𝑁 − 1)
Poisson 𝜆A 𝑒 D\ Normal 1 + (ADb) -
𝑃 (𝑥) = 𝑓 (𝑥) = 𝑒 D;[ c
]

distribution 𝑥! distribution 𝜎√2𝜋


𝐸(𝑋) = 𝜆 𝐸(𝑋) = 𝜇
𝑉(𝑋) = 𝜆 𝑉(𝑋) = 𝜎 ;

j
Sampling ∑
If 𝑋f = ikl
hi
with 𝑋8 i.i.d., 𝐸 (𝑋8 ) = 𝜇 and 𝑉(𝑋8 ) = 𝜎 ; for 𝑖 = 1, … , 𝑛,
C
distribution
then 𝐸(𝑋f) = 𝜇 and 𝑉(𝑋f) = 𝜎 ; ⁄𝑛
h
If 𝑃p = C with 𝑋~𝐵𝑖𝑛(𝑛, 𝑝), then 𝐸L𝑃p N = 𝑝 and 𝑉L𝑃p N = 𝑝(1 − 𝑝)⁄𝑛

Confidence Margin of error (or sampling error): half-width of the Confidence Interval
Interval c w(+Dw)
For the mean: 𝑧st; = ?; for the proportion: 𝑧st; uv C
x
√C

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