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Stat1012 Cheatsheet Double-Sided

This document provides formulas and concepts for descriptive statistics, probability distributions, sampling distributions, interval estimation, hypothesis testing, and other statistical topics. It defines terms like variance, coefficient of variation, sensitivity, specificity, normal and binomial distributions, central limit theorem, confidence intervals, type I and II errors, and hypothesis tests for one sample, paired samples, and two independent samples. Formulas are given for point estimation, standard errors, test statistics, sample sizes, and p-values.

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Nicholas So
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257 views2 pages

Stat1012 Cheatsheet Double-Sided

This document provides formulas and concepts for descriptive statistics, probability distributions, sampling distributions, interval estimation, hypothesis testing, and other statistical topics. It defines terms like variance, coefficient of variation, sensitivity, specificity, normal and binomial distributions, central limit theorem, confidence intervals, type I and II errors, and hypothesis tests for one sample, paired samples, and two independent samples. Formulas are given for point estimation, standard errors, test statistics, sample sizes, and p-values.

Uploaded by

Nicholas So
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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Descriptive statistics

!
!
Variance = ! (!! !)! = ! [

k=n for population


k=n-1 for sample

!!! !! ! ]

Coeff. of variation =

!.!.
!

* Vp/100 = Xk when k > np/100 if it is not an integer; Vp/100 = (Xnp/100 + Xnp/100+1)/2 when np/100 is an integer
Probability
!" (!|!)
- Relative Risk = !" (!|!)
- Bayes rules: Pr ! ! = !" ! !
Given +ve
PV+
1 PV+

Disease
No disease

!" ! ! !" (!)


!" ! ![!!!" ! ! ]!" (!)

Given -ve
1 PVPV-

+ve
Sensitivity
False +ve (1-SF)

Given disease
Given no disease

Probability distribution
- ! = ! ! ; ! ! = !"# ! = !{ ! ! ! }! = ! ! ! [! ! ]!
- ! = !" ! ; ! ! = [(! !)! ! ! ] = [! ! ! ! ] !!
- ! = !" ! !" ; ! ! = [(! !)! ! ! ]!" = [! ! ! ! ]!" !!
Binomial (limited by n)
Pr ! = ! = !!! ! ! (1 !)!!!
! !! !!
Poisson (not limited by n)
Pr(X = x) =
where ! = !"
Normal [for N(0,12)]
Normalization: ! =

! ! =

1
! 2!

!!

!
(!!!)!
!! !
[!(!; 0,1)

1
2!

!!

! !

! = Pr ! ! = !! ! !; 0,1 !"
!! = Pr ! !! = !

!!!

(for all X)
Discrete X
Continuous X
!"#
!

!"
!

! !!! ]

!!!

-ve
False ve (1-SS)
Specificity

!!!

* ! = 1 (!) ; Pr ! ! ! = Pr !! Z !! = ! ( ! )
* Pr(X a) = Pr(X < a) for continuous random variables only (as Pr(X = a) =0)
* Approximation = equalize E(X) and Var(X) of different distribution
Poisson approximation to binomial when np < 5 (remember to check values)
Normal approximation to binomial when npq 5 (remember continuity correction)
Pr ! ! ! Pr (! 0.5 < ! < ! + 0.5) ; Pr ! = ! Pr (! 0.5 < ! < ! + 0.5)
special cases: !" ! = 0 !" ! < 0.5 ; !"(! = !) Pr (Y > n 0.5)
Relationships between random variables
- ! !" = !"#$(! = ! ! = !) ; E(XY) = E(X)E(Y) if X,Y are independent
- linear combination (l.c.) for all Xs : ! ! = !! !(!! ) = !! !!
- !"# !, ! = ! ! !! ! !! = ! !" !! !!
!"# !, ! = !"# ! ; !"# !, ! = !"# ! ; !"# !, ! = 0 if X,Y are independent
!"# !, !" + !" = !"#$ !, ! + !"#$(!, !)
!"#(!,!)
- !"## !, ! = !!" = ! !
! !

- l.c. for all Xs : !"# ! =

!!! !"# !! + 2
!

- (sample covariance) !!" = !!!

!
!!!(!!

!! !! !"# !! , !! =

!!! !!! + 2

!! !! !! !! !"##(!! , !! )

!)(!! !)

!!! = !!! (!! !)! = !! (sample variance) when X = Y


sample corr. coeff. = !!" = !

!!"

!! !!!

Point estimation
- Choice of estimator: ! ! = ! for unbiased; ! ! < !(! ) for minimum variance
!
- ! ! = !!! !!!!(!! !)! is estimator for pop. variance 2
- ! is the best estimator for pop. mean for N.D. standard error = ! ! = !"# ! = !/ !
!/ ! is estimator for standard error
- ! is the best estimator for pop. prop. p for N.D. standard error = ! ! = !"# ! = !"/!
!!/! is estimator for standard error
- !~! !,

!!
!

!!" !~! !, ! ! ; ! ! !,

!!
!

!!" ! 30 (central limit theorem)

Sampling
distribution
Sampling
distribution

Interval estimation: (1-)100% C.I. (two-sided)


!
!!
! !!!!/!
!

!
!!!/!
!
!
when is known or n
>200 if is unknown

90%
95%
99%

(when !!! 5)
!!.!" = 1.645
!!.!"# = 1.960
!!.!!" = 2.576

! !!!!,!!!/!

! 1 !!

when is unknown
valid for large n even not normally distributed

! 1 !!

!! !
!
!!!,!!
!!!,
!
!
not valid for non-normal distribution

!!!!,! =

!!

No simple relationship
!
between !!!!,!/!
and
!
!!!!,!!!/!

!!!!,!!!/!

Hypothesis testing (Given: H0: = 0)

Type I and Type II Error


H1: 0 >

- significance level = (given)


= Pr(Reject H0 | H0 is true)
- Power of test = 1
= (

!!! !!! !/! !!!


!/!

- sample size ! =

(!!!! !!!!! )! ! !

One-
sided

(!! !!)!

- p-value = probability of obtaining test statistic as extreme as or more than that observed test statistics
p > implies it is a general case so not sufficient evidence to reject H0 (vice versa for p < )
(for z, t) one-sided = 1 (test statistics) ; two-sided = 2[1 (test statistics)]
(for 2) two sided = 2[(2)] for ! ! ! ! ; 2[1 - (2)] for ! ! > ! !
One sample (v.s. population) tests (two-sided)

Two paired-samples test (two-sided)

Two independent-samples tests (two-sided)

For 2 sample test,


!! !"#$%&
compare with
!! !"!#$%&'"(
* Must clarify!

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