Transcript: New from BookNet Canada for 2024: Loan Stars - Tech Forum 2024
Statistical inference formulasheet
1. Statistical Inference
1. P(X = x) = n
Cx px
(1 – p)n – x
2. P(X=x) = e λ−
!x
x
λ
3. P(X = x) = !x!...x!x
N!
n21
1
1
x
P x 2
2
x
P x 3
3
x
P . . . . xn
nP
4. λ = np 5. Z =
σ
µ−x
6. P = 7. Z =
n
x
/σ
µ−
8. t =
ns
x
/
µ−
9. σ2
= -
10. s = ( )
1
/
22
−
Σ−Σ
n
nxx
11. S.E(x) =
12. Var(x) = – 13. μ =
14. x = 15. x ± Zα/2
16. x ± t 2
α
n
S
17. W1- α = - Wα
18. M1-α = n1(n1 + n2 +1) – Mα 19. E = Zα/2
20. Z =
)2/()/(
)()(
2
21
2
1
2121
nn
xx
σσ
µµ
+
−−−
21. t =
21
2121
11
)()(
nn
Sp
xx
+
−−− µµ
22. Sp =
2
)1()1(
21
2
22
2
11
−+
−+−
nn
SnSn
23. t =
2
2
2
1
2
1
2121 )()(
n
Sn
S
xx
+
−−− µµ
24.
11 2
2
2
2
2
1
2
1
2
1
2
2
2
2
1
2
1
−
+
−
+
=∆
n
n
S
n
n
S
n
S
n
S
25. ( )21 xx − + Z 2
α
2
2
2
1
2
1
nn
σσ
+
26. ( )21 xx − + t 2
α
2
2
2
1
2
1
n
S
n
S
+ 27. p + Z 2
x
n
pp )1( −
28. t =
nsd
d
/
29. Sd =
1
/)( 22
−
Σ−Σ
n
ndd
30. d = 31. d.f = n – 1
32. d.f = n1 + n2 – 2 33. d.f = (r – 1) (c – 1)
2. 34. Z =
n
pp
pp
)1( −
−
35. Z =
)11)(1(
)()(
21
2121
nn
PP
PPPP
PP +−
−−−
36. PP =
21
21
nn
xx
+
+
37. X2
= 2
1
σ
−n
x s2
38. F = 2
2
2
1
S
S
39. (p1–p2)+Z 2
α
2
22
1
1 )1()1(
n
pp
n
pp −
+
−
40. X2
= }/){( 2
EEo −Σ 41. E =
42. d.f = (k - 1, n - k) 43. RP = 2
wS
xw
xxΣ
Σ
44. Sxx = nxx /)( 22
Σ−Σ 45. Sxy = nyxyx /))(( ΣΣ−Σ
46. Syy = nyy /)( 22
Σ−Σ 47. b1 =
Sxx
Sxy
48. b0 = y - b1 1x 49. r = Sxy / yyxx SS
50. t =
SxxSe
b
/
1
51. Se =
2−n
SSE
52. t =
2
1 2
−
−
n
r
r
53. β1 ± t 2
α
Sxx
Se
54. SST = nxx /)( 22
Σ−Σ 55. SSE = SST – SSTR
56. SSTR = ∑ – 57. r12 = 2
2
2
2
2
1
2
1
2121
)()( xxnxxn
xxxxn
Σ−ΣΣ−Σ
ΣΣ−Σ
58. MSE = 59. MSTR =
60. F-Ratio = 61. R1.23 = 2
23
132312
2
13
2
12
1
2
r
rrrrr
−
−+
62. r12 = 63. SSR =
64. SST = Syy 65. d.f = (n1 – 1) , (n2 – 1)
66.
( )( )2
23
2
13
231312
3.12
11 rr
rrr
r
−−
−
= 67. F =
68. SSR = b0Σy + b1 Σx1y + b2 Σx2y -
69. rs = 1 -
70. H = ×Σ - 3(n + 1) 71. X ± A2 R
3. 72. C ± 3 Sc 73. Sc =
74. P ± 3 75. UCLR = D4 R
76. LCLR = D3 R 77. P(X=x) = n-1
Cx-1 × px
× (1 – p)n-x
78. P = 79. σ =