Chebysev

Mean Độ lệch chuẩn Khoảng 1 Khoảng 2 k(bên trái) k(bên phải)

187 22 143 231 -2 2

k 1.5 2 3 4
% observe 55.56 75 88.89 93.75
Phân Phối chuẩn
Mean Độ lệch chuẩn Khoảng 1 Khoảng 2 k(bên trái) k(bên phải)
40 12 16 64 -2 2

k 1 2 3
% observe 68 95 99.7

Probability
LỆCH COMPLEMENT RULE
A 0.245098 P(A) 0.1071
B 0.25 P(~A) 0.8929
0.004902

Addition Rule P(A) P(B) P(A and B)

2-events 0.2 0.6 0.05
P(A or B) 0.75

Independence P(A) P(B)

2-events 0.2 0.6
P(A and B) 0.12

Mult. Rule P(A1) P(A2/A1) P(A3/A1A2) P(A4/A1-3) P(A5/A1-4)

0.9 0.05 0.07 0.02 0.03
P(A1A2A3) 0.00000189

H[i] - i-th part 1 2 3 4

P(H[i]) 0.25 0.75
P(A|H[i]) 0.99 0.17
0.2475 0.1275 0 0
TOTAL PROB P(A) 0.375
Bayes P(H[i]|A) 0.66 0.34 0 0

N K

Combinator 1

IQR
5 7 9 10 11
Number 16
 Q2 15.5
Q1 10.25
Q3 19.5
IQR 9.25
Range -3.625 33.375

Binomial distribution
𝜎^2
18 Number of independent trials Mean 1.8
0.1 Probability of success on each trial 1.62
Number of successes in trials
x 0 1 2 3 4 5 6
Probability of exactly x of 18 trials being successful
P(X=x) 0.150095 0.3001892706 0.2835120889 0.168007 0.07000298 0.0217787 0.005243

Geometric and Negative Binomial Distribution

𝜎^2
18 Number of independent trials Mean 10
0.1 Probability of success on each trial 0.9
Number of successes in trials
x 1 2 3 4 5 6 7
Probability of number of trails until first success
P(X=x) 0.1 0.09 0.081 0.0729 0.06561 0.059049 0.0531441

Negative Binomial Distribution

𝜎^2
x is number of independent trials Mean 6000
0.0005 Probability of success on each trial 11994000
r 3
x 3 4 5 6 7 8 9
Probability of number of trails until r success
P(X=x) 1.25E-10 3.748125E-10 7.492502E-10 1.25E-09 1.8713E-09 2.6184E-09 3.4895E-09

HyperGeometric distribution
6 Number of successes in the population
13 Population size
5 Sample size
Number of successes in the sample
x 0 1 2 3 4 5
1 Probability of a given number of sample successes
P(X=x) 0.016317 0.1631701632 0.4079254079 0.32634 0.08158508 0.004662

MEAN, VARIANCE and Standard deviation

x P(X=x) x.P(x) x-M (x-M)^2 (x-M)^2.P(x)
10 0.08 0.8 -2.5 6.25 0.5
11 0.15 1.65 -1.5 2.25 0.3375
12 0.3 3.6 -0.5 0.25 0.075
13 0.2 2.6 0.5 0.25 0.05
14 0.2 2.8 1.5 2.25 0.45
15 0.07 1.05 2.5 6.25 0.4375
Mean 12.5 Var 1.85
Standard deviation 1.36014705

POISSON.DIST function
𝜎^2
Number of events Mean
4 3 2 1 0
Lamda 2 Expected mean
Predicting the number of events over a specific time
P 0.090224 0.180447044 0.2706705665 0.270671 0.13533528
Sum P 0.947347
-P 0.052653
Từ đó chọn k = 2, so sánh bảng bên dưới

P(A) P(B) P(C) P(A and B) P(A and C) P(C and B) P(A and B and C)
3-events 0.43 0.29 0.3 0.13 0.15 0.07 0.03
P(A or B or C) 0.7

5
1

0 1

13 14 15 16 17 18 18 20 21 37
 7 8 9 10 11 12 13 14 15 16

0.0009986708 0.000153 1.884E-05 1.884E-06 1.522E-07 9.866E-09 5.059E-10 2.008E-11 5.949E-13 1.239E-14
2
2
39
 17 18

1.62E-16 1E-18
CONTINUOUS UNIFORM RANDOM VARIABLE
a b n
4 6 20

𝜎^2
mean 5 (a+b)/2

𝜎^2'
0.3333333333 (b-a)
0.016666667

Normal Distribution
Standard Normal Random Variable Z ~ N(0,1)
z1 0.8
z2 2.5
P(X>z1) 0.2118553986
P(X<z1) 0.7881446014
P(X<z2) 0.9937903347
P(z1<X<z2) 0.205645733

Standard Normal Random Variable Z ~ N(µ,𝜎^2)

X1 24
X2 37

𝜎^2
µ 34
144
P(X>X1) 0.797671619
P(X<X1) 0.202328381
P(X<X2) 0.5987063257
P(X1<X<X2) 0.3963779447

Standard Normal Approximation to the Binomial Distribution Z ~ B(n,p

X1 151
n 16000000
p 0.00001
P(X<X1) 0.2507958707
P(X>X1) 0.7736871225
Normal Approximation to the Poisson Distribution
X1 950
lamda 1000
P(X<X1) 0.056923149

EXPONENTIAL DISTRIBUTION
X1 0.1
lamda 25

𝜎^2
µ 0.04
0.0016
 P(X<X1) 0.9179150014
P(X>X1) 0.0820849986

SAMPLING DISTRIBUTIONS
x 11.77 11.9 11.64 11.84 12.13

𝑋 ̅
n 7

(Xi-𝑋 ̅
𝑋)^2
11.862857143
0.008622449 0.0013795918 0.049665 0.00052244898 0.0713653061
s^2 0.0260571429

𝜎
n 25
10
µ 100

𝜎x
X 95

-2.5 Z=(X-µ)/𝜎x
2
Z
P(x<Z) 0.0062096653

Central Limit Theorem

𝜎
X~{X1,X2,..Xn}
independent µ n
Sample mean [1] 5000 40 16

𝑋 ̅𝟐−𝑋 ̅1
Sample mean [1] 5050 30 25
25
Z -2.143732314
P(X<Z) 0.0160271707
P(X>Z) 0.9839728293

STANDARD ERROR
𝜎 10

𝜎x
n 4
5

METHOD OF MOMENTS
X 5 7 9 2 11
X^2 25 49 81 4 121
n 6
EX 6.1666666667
EX^2 48.166666667

Confidence interval
CI ON µ OF A N(µ, σ2): σ2 KNOWN
 Bài toán cho n, µ, 𝜎 α tìm CI two sided

𝜎
n 50 zα/2
4000 -zα/2
µ 69500

=NORM.INV(α/2;µ;𝜎/SQRT(n))
α 0.1

=NORM.INV(1-α/2;µ;𝜎/SQRT(n))
Khoảng dưới 68569.53
Khoảng trên 70430.47

Bài toán cho n, µ, 𝜎 α tìm upper and lower-confident one-sided

𝜎
n 50 zα
4000 -zα
µ 69500

=NORM.INV(1-α;µ;𝜎/SQRT(n))
α 0.1

=NORM.INV(α;µ;𝜎/SQRT(n))
upper-confi 70224.96
lower-confi 68775.04

Bài toán cho 𝜎 α , error E tìm n

α 0.05 zα/2

𝜎
E 5

61.46334 =((zα/2*𝜎)/E)^2
20
n

CI ON µ OF A N(µ, σ2): σ2 UnKNOWN

Bài toán cho n, X ngang, S α tìm CI two sided

n 16 tα/2,n-1

𝑋 ̅
S 3645.94 -tα/2,n-1
60139.7
α 0.05
Khoảng dưới 58196.92 = x ngang + tα/2,n-1 * s / sqrt(n)
Khoảng trên 62082.48 = x ngang - tα/2,n-1 * s / sqrt(n)

Bài toán cho n, X ngang, S α tìm upper and lower-confident one-sided

n 16 tα,n-1

𝑋 ̅
S 3645.94 -tα,n-1
60139.7
α 0.05
upper-confi 61737.58 =x ngang + tα,n-1* s / sqrt(n)
lower-confi 58541.82 =x ngang - tα,n-1* s / sqrt(n)

Bài toán cho n, S, C tìm CI cho 𝜎 ^2 two-sided

CI ON σ2 OF A NORMAL

n 18 X^2(α/2),n-1
S 4.7 X^2(1-α/2),n-1
α 0.01
Khoảng dưới 10.51361 =(n-1)*s^2/(X^2(α/2),n-1)
 Khoảng trên 65.91464 =(n-1)*s^2/(X^2(1-α/2),n-1)

Bài toán cho n, S, α tìm upper and lower-confident bound cho 𝜎 ^2 one-s
n 18 Xα,n-1
S 4.7 X(1-α),n-1
α 0.01
upper-confi 148.3514
lower-confi 64.97033

CI FOR p: A LARGE-SAMPLE

Bài toán cho f , n ,α, khi đó Z ~ N(f,sqrt(f(1-f)/n)) tìm CI two-sided

f 0.290402 zα/2
n 1219 -zα/2

𝜎
α 0.05
0.013002
Khoảng dưới 0.264919 =f-zα/2*𝜎
Khoảng trên 0.315885 =f+zα/2*𝜎

Bài toán cho f , n ,α, khi đó Z ~ N(f,sqrt(f(1-f)/n)) tìm upper and lower-confi

f 0.290402 zα
n 1219 -zα

𝜎
α 0.05
0.013002
upper-confi 0.311788 =f+zα*𝜎
lower-confi 0.269016 =f-zα*𝜎
Bài toán cho p ,α, error E tìm n
p 0.35 zα/2 1.644853627
α 0.1
E 0.05
n 246.2045 =(z(α/2)/E)^2*p*(1-p)
upper bound on n 270.5543454095 =(z(α/2)/2E)^2

TEST ON THE μ OF NORMDIST: σ2 KNOWN

two-sided test
Reject abs(Z0) > zα/2

𝜎
n 10 zα/2 1.9599639845
1.5
µ 154.2
α 0.05
X 155
Z0 1.6865480854
 phi(z) 0.9541548592
P-value 0.0916902815

one-sied test
Reject Z0 > zα

𝜎
n 10 zα 1.644853627
1.5
µ 154.2
α 0.05
X>µ 155
Z 1.6865480854
phi(z) 0.9541548592
P-value 0.0458451408

X<µ 153 Reject Z0 < -zα

Z -2.529822128 -zα -1.644853627
phi(z) 0.0057060182
P-value 0.0057060182

TEST ON THE μ OF NORMDIST: σ2 UNKNOWN

two-sided test
Reject abs(T0) > Tα/2,n-1

𝜎
n 10 Tα/2,n-1 2.2621571628
1.5
µ 154.2
α 0.05
X 155
T0 1.6865480854

one-sied test
Reject T0 > Tα,n-1

𝜎
n 10 Tα,n-1 1.8331129327
1.5
µ 154.2
α 0.05
X>µ 155
T 1.6865480854

X<µ 153 Reject T0 < -Tα,n-1

T -2.529822128 -Tα,n-1 -1.8331129327
 TEST ON THE p: LARGE-SAMPLE

two-sided test
p0 0.2904019688 Reject abs(Z0) > zα/2
n 1219 zα/2 1.9599639845

𝜎
α 0.05
0.0130018193
P 0.31
Z0 1.507329913

one-sied test

p0 0.2904019688 Reject abs(Z0) > zα

n 1219 zα 1.644853627

𝜎
α 0.05
0.0130018193
P > p0 0.31
Z0 1.507329913

P < p0 0.271 Reject Z0 < -zα

Z0 -1.492250304 -zα -1.644853627

TESTS ON THE VARIANCE AND STANDARD DEVIATION OF A NORMAL

two-sided test
n 18 X^2(α/2),n-1 35.718465659
S 4.7 -X^2(α/2),n-1 -35.718465659

𝜎0
α 0.01
2.1 Reject X^2 >X^2(α/2),n-1
X^2 85.154195011 or X^2 < - X^2(α/2),n-1

one-sied test

n 18 X^2(α),n-1 33.408663605
S 4.7 -X^2(α),n-1 -33.408663605

𝜎0
α 0.01 Reject
2.1 lớn hơn X^2 > X^2(α),n-1
X^2 85.154195011 bé hơn X^2 < - X^2(α),n-1

Simple Linear Regression

x 2 4 5 6
y 7 11 13 18
xMean 4.25
yMean 12.25
X-xMean -2.25 -0.25 0.75 1.75
(X-xMean)^2 5.0625 0.0625 0.5625 3.0625
Y-yMean -5.25 -1.25 0.75 5.75
(Y-yMean)^2 27.5625 1.5625 0.5625 33.0625
(Y-yMean)*(X-xMean) 11.8125 0.3125 0.5625 10.0625
Sxx 8.75
Syy 62.75
Sxy 22.75
R-Pearson 0.9708910763 =Sxy/sqrt(Sxx*Syy)
B1 2.6 =Sxy/Sxx
B0 1.2 =yMean-B1*xMean
y=B1x+B0
omial Distribution Z ~ B(n,p)

isson Distribution

BUTION
 11.99 11.77

0.0161653061 0.008622

Difference µ 𝜎
Mean [2] -[1] 50 11.6619

3
9
 1.644853627
-1.644853627

α/2;µ;𝜎/SQRT(n))
-α/2;µ;𝜎/SQRT(n))

nfident one-sided
1.2815515655
-1.281551566

1-α;µ;𝜎/SQRT(n))
(α;µ;𝜎/SQRT(n))

1.9599639845

2.1314495456
-2.131449546

er-confident one-sided

1.7530503557
-1.753050356

α,n-1* s / sqrt(n)
α,n-1* s / sqrt(n)

35.718465659
5.6972171015
dent bound cho 𝜎 ^2 one-sided
33.408663605
6.4077597777

)) tìm CI two-sided

1.9599639845
-1.959963985

)) tìm upper and lower-confidence one-sided

1.644853627
-1.644853627

tìm n

α/2)/E)^2*p*(1-p)
T0) > Tα/2,n-1
N OF A NORMAL DISTRIBUTION

>X^2(α/2),n-1
< - X^2(α/2),n-1

> X^2(α),n-1
< - X^2(α),n-1