MATERIALS SB

CHAPTER 3

*Chebyshev Theorem
- Standard Deviation - độ lệch chuẩn
- “at least” - nhận biết Chebyshev Theorem
*Empirical Rule
- bell shape.
- “normally distributed, normal distribution” - Empirical rule
- Hỏi percentage

CHAPTER 5: Probability
P( A) 1−P( A)
❖ Odds for A: ; Odds against A:
1−P( A) P( A)

❖ General Law of Addition: P ( A ∪ B )=P ( A ) + P ( B ) −P ( A ∩ B )

- The probability of the union of two events A and B is the sum of their
probabilities less the probability of their intersection. (page 201 )
- Liên quan tới nhau intersection.
P ( A ∩B)
❖ Conditional probability: P ( B ) =
P( B)

- The probability of event A given that event B has occurred.

❖ Independence property: P ( A ∩B )=P ( A ) . P(B)

- 2 tập hợp không hề hề liên quan tới nhau không có intersection.

P( A∨B). P(B)
❖ Bayes’ Theorem: P ( A ) =
P ( A∨B). P ( B ) + P( A∨B ' ). P(B' )

-
 - sample experiment - observational process results cannot be known in advance.
- sample space - set of all possible outcomes.
- probability - the number that measures the relative likelihood that the event will
occur.
- EMPIRICAL APPROACH ( Relative frequency approach)
+ P= f/n where f - defined in our experimental sample space
+ n = sample space

CHAPTER 7: Continuous
Probability Distributions
1
❖ Normal distribution: f (x) = σ √ ❑
 1
❖ Standard normal distribution: f (x) =
√❑

− λx 1
❖ Exponential Distribution PDF: f (x) = λ e ; Standard deviation = λ

− λx
❖ Exponential Distribution CDP: P ( X ≤ x )=1−e

❖ Normal Approximation to Binomial: μ=nπ ; σ =√ ❑ for nπ ≥ 10 and n(1−π)≥ 10

❖ Normal Approximation to Poisson: μ= λ; σ =√ ❑ for λ ≥ 10

❖ Linear Transformation. Rule 1: μaX +b =a μ X + b (mean of a transformed variable)

❖ Linear Transformation. Rule 2: σ aX +b=a σ X (standard deviation of transformed

variable)

❖ Linear Transformation. Rule 3: μ X +Y =μ X + μY (mean of sum of tow random variables

X and Y)

❖ Linear Transformation. Rule 4: σ X + Y =√ ❑ (standard deviation of sum if X and Y are

independent)

❖ Covariance: σ X + Y =√ ❑ . If X and Y are correlated.

CHAPTER 8: Sampling
Distributions and Estimation
Commonly Used Formulas in Sampling Distributions
- Sample áp dụng cho population ( EX - male like soccer ( sample - male - check if the
that apply for the whole population also)
x
❖ Sample proportion: p = n

σ
❖ Standard error of the sample mean: σ x =
√❑

- SD: n (n là có bao nhiêu sample)

σ
❖ Confidence interval for μ, known σ: x ± z α / 2
√❑

- Cách phân biệt

s
❖ Confidence interval for μ, unknown σ: x ± t α / 2 with d . f .=n−1
√❑

- Những thông tin mà có nằm sau cụm “random sample” vì vậy SD thuộc của
sample.
- Làm bài thi có thể để +-

❖ Standard error of the sample proportion: σ p = √ ❑

❖ Confidence interval for π: p ± z α /2 √ ❑

 2
zσ
❖ Sample size to estimate μ: n=( )
E

- E % sai xót
- z có sẵn

( )
2
z
❖ Sample size to estimate π: n= π (1−π )
E

- E % sai xót
- z có sẵn

❖ Interpretation:

P - value Interpretation
P > 0,05 No evidence against H0
P < 0.05 Moderate evidence against H0
P < 0.01 Strong evidence against H0
P < 0.001 Very strong evidence against H0

CHAPTER 9: One – Sample

Hypothesis Test
Commonly Used Formulas in One-Sample Hypothesis Tests
- The two hypotheses - because the truth is unknown
- H0 - null hypothesis - efforts will be made to reject the null hypothesis
- H1 - Alternative hypothesis - the action alternative may be required if reject H0 (null
hypothesis)
- Cannot prove a null hypothesis - only fail to reject it

x−μ0 x−μ0
❖ Test statistic for a Mean (known σ): zcalc = = σ
σx
√❑

x−μ0
❖ Test statistic for a Mean (unknown σ): tcalc = s
√❑

-
 p−π 0 p−π 0
❖ Test statistic for a Proportion: zcalc = =
σp √❑

❖ Test for one variance:

CHI-SQUARE DISTRIBUTION compares the sample variance with a benchmark

2
2 (n−1) s With n: sample size
χ calc = ;
σ2 s2: sample variance
σ2: population variance.

CHAPTER 10: Two-sample Hypothesis Tests

Commonly Used Formulas in Two-Sample Hypothesis Tests

❖ Test Statistic for Zero Difference of Means:

❖ Confidence interval for μ1−μ2 : ( x 1−x 2 ) ±t α/ 2 √ ❑

*Note: for paired t test, n is number of pairs

n

❖ Paired t test: d = ∑ d i (mean of n differences)

i=1
❑

❖ St. Dev of n differences: sd = √ ❑

d−μd
❖ Test statistic for paired samples: t calc = sd
√❑

❖ Degree of freedom: d . f .=n−1

❖ The ith paired difference is: Di= X 1 i – X 2 i

sd
❖ Confidence interval for μD: D ±t α /2
√❑

( p − p )−(π 1−π 2 )
❖ Test statistic for equality of proportion: z calc = 1 2 ;
√❑

x1 + x 2 x1 x2
p= ; p1 = ; p2 =
n1 + n2 n1 n2

❖ Confidence interval for the difference of two proportions, π 1−π 2:

( p1− p2 )± z α/ 2. √ ❑
2
s1
❖ Test statistic (two variances): F calc = 2
s2
, with df 1 =n1 – 1, df 2 =n2 – 1

1
❖ F-test: F R =Fdf 1 , df 2; FL =
F df 2 , df 1
CHAPTER 11: Analysis of
Variance

❖ One-Factor ANOVA Table:

 F>F critical => reject (có nghĩa là interaction do not signicant effect)

❖ Tukey’s test: Tukey is a two-tailed test for equality of paired means from groups

compare simultaneously
 H0: μ j=μk
H1: μ j ≠ μk

Tcalc =
| y j− y k|
√❑
Tcalc > Tc,n-c -> Reject H0, Tc,n-c is a critical value. (pg. 449)

❖ Hartley’s Test:

H0: σ 21=σ 22=…=σ 2c

H1: σ not equal
2
s max
Hcalc = 2 > Hcritical (or Hc,n/c-1) (pg. 451)
s min
CHAPTER 12: Simple
Regression
Commonly Used Formulas in Simple Regression
n

❖ Sample correlation coefficient: r = ∑ (x i−x )( y i− y )

i=1
❑

❖ Test statistic for zero correlation: tcalc = r √ ❑ with d . f .=n−2, tα/2

Slope of fitted regression: b1 = ∑ i

(x −x )( y i− y )
❖ i=1
❑

❖ Intercept of fitted regression: b 0= y−b1 x

n n

❖ Sum of squared residuals: SSE=∑ ( y i− ^y i ) =∑ ( y i−b 0−b1 x i)

2 2

i=1 i=1

❖ Coefficient of determination: R2 = 1 - ∑ ( y i −^y i)2 = 1 - SSE = SSR

i=1 SST SST
❑

❖ Standard error of the estimate: s = √ ❑ = √ ❑

s
❖ Standard error of the slope: sb = , with d . f .=n−2,
√❑ 1

b1−0
❖ T test for zero slope: tcalc = sb 1

❖ Confidence interval for true slope: b 1−t α /2 . s b ≤ β 1 ≤ b1 +t α / 2 . sb ,

1 1
 with d . f .=n−2

❖ Confidence interval for conditional mean of Y: ^y i ±t α / 2 s. √ ❑

❖ Prediction interval for Y: ^y i ±t α / 2 s. √ ❑

❖ Excel Output:

Regression Statistics
R square SSR
R2 =
SST
Standard Error se = √ ❑

ANOVA

df SS MS F
Regression k (SSR) SSR MSR
MSR =
k MSE
Residual n-k-1 (SSE) SSE
MSE =
n−k−1
Total n-1 (SST)

Coefficient Standard Error T Stat

Intercept (b0) (sb0)
(b0)
Square feet (b1) (sb1) b1−β 1
(b1) sb
1
● ĐỐI VỚI BÀI Z - VALUE