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οτύπου δεν είναι δυνατή, κυρίως σε
κέλους με μεγάλο όγκο χρήσης.
ΑΣΠΡΟΜΑΥΡΟ / ΣΤΑΝΤΑΡ
P. Konstantinou — Fall Semester 2023–2024
Statistics for Business: Formulas
• Sample Variance, Covariance and Correlation
Pn 2
Pn Pn Pn
i=1 (xi − x̄) x2 − nx̄2 (xi − x̄)(yi − ȳ) xi yi − nx̄ȳ
s2x = = i=1 i ; sxy = i=1 = i=1 ;
n−1 n−1 n−1 n−1ΑΣΠΡΟΜΑΥΡΟ / ΑΝΤΙΣΤΡΟΦΟ
sxy sxy
r = p q =
s2 s2 s x sy
x y
• Combinatorics:
n! n n!
n! = n(n − 1)(n − 2)....(2)(1); Prn = ; Crn = =
(n − r)! r r!(n − r)!
• Probability
ΜΙΟ ΑΘΗΝΩΝ / ΟΔΗΓΟΣ ΕΦΑΡΜΟΓΩΝ ΟΠΤΙΚΗΣ ΤΑΥΤΟΤΗΤΑΣ / ΣΕΠΤΕΜΒΡΙΟΣ 2014 / ΕΚΔΟΣΗ 1 www.bonjour-design.com 12
– Pr(A∪B) = Pr(A)+Pr(B)−Pr(A∩B); Pr(A∩B) = Pr(B) Pr(A|B) = Pr(A) Pr(B|A)
– Let E1 , E2 , ..., Ek be a finite partition of the sample space S and A ⊂ S. Then
Pr(A) = Pr(A ∩ E1 ) + Pr(A ∩ E2 ) + ... + Pr(A ∩ Ek ).
• Variance, Covariance and Correlation
Var(X) = E[(X − µ)2 ] = E(X 2 ) − [E(X)]2 = E(X 2 ) − µ2 ;
Cov(X, Y ) = E[(X − µX )(Y − µY )] = E(XY ) − E(X)E(Y ) = E(XY ) − µX µY ;
Cov(X, Y )
ρ = Corr(X, Y ) = p p
Var(X) Var(Y )
Var(aX + bY ) = a2 Var(X) + b2 Var(Y ) + 2abCov(X, Y );
Cov(a + bX, c + dY ) = bdCov(X, Y )
• Discrete Random Variables
Bernoulli : P (x) = px (1 − p)1−x ; x = 0, 1
n!
Binomial : P (x) = px (1 − p)n−x ; x = 0, 1, 2, ..., n
x!(n − x)!
• Sampling Distributions – Confidence Intervals – Hypothesis tests
– If X ∼ N (µ, σ 2 ), and {X1 , ..., Xn } is a random sample, then
X̄ − µ X̄ − µ
if σ 2 is known or n is large : √ ∼ N (0, 1) or √ → N (0, 1)
σX / n SX / n
X̄ − µ
if σ 2 is unknown and n is small : √ ∼ tn−1
Sx / n
1
– If {X1 , ..., Xn } and {Y1 , ..., Yn } are dependent (paired or matched) random samples and n
is small, then with di = xi − yi ;
d¯ − µd
r
¯ 1 Xn 1 Xn ¯2
t= √ ∼ tn−1 ; where d = di ; and sd = (di − d)
sd / n n i=1 n−1 i=1
– If X ∼ N (µx , σx2 ), Y ∼ N (µy , σy2 ) and {X1 , ..., Xn } and {Y1 , ..., Yn } are independent
random samples, then
(x̄ − ȳ) − (µx − µy )
if σx2 and σy2 known : q ∼ N (0, 1);
(σx2 /nx ) + (σy2 /ny )
(x̄ − ȳ) − (µx − µy )
if σx2 and σy2 unknown but nx , ny are large : q → N (0, 1);
(s2x /nx ) + (s2y /ny )
(x̄ − ȳ) − (µx − µy )
if σx2 and σy2 unknown, but equal : q ∼ tnx +ny −2 ;
(s2p /nx ) + (s2p /ny )
(nx − 1)s2x + (ny − 1)s2y
where s2p =
nx + ny − 2
– θ̂ ± c · SE(θ̂) [Point Estimate ± (Reliability Factor)·(Standard Error)]
– T S = (θ̂ − θ0 )/SE(θ̂)
• Correlation
– The test statistic for testing if ρ = 0 is:
r
n−2
t=r ∼ tn−2 .
1 − r2
• Simple Regression Prediction Intervals
– Confidence interval estimate for the expected value of y given a particular x0
s s
1 (x0 − x̄)2 1 (x0 − x̄)2
ŷ0 ±tn−2,α/2 ·se + Pn 2
= (b0 +b1 x0 )±tn−2,α/2 ·se + Pn 2
n i=1 (xi − x̄) n i=1 (xi − x̄)
– Confidence interval for an actual observed value of y given a particular x0
s s
1 (x0 − x̄)2 1 (x0 − x̄)2
ŷ0 ±tn−2,α/2 ·se 1 + + Pn 2
= (b0 +b1 x 0 )±tn−2,α/2 ·s e 1 + + Pn 2
n i=1 (xi − x̄) n i=1 (xi − x̄)
Pn 2
where se = i=1 ei /(n − 2) = SSE/(n − 2).
