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1, p) 0<p<1 q =1p Negative Binomial X N B (r, p) 0<p<1 r = 1, 2, . . . Geometric X GEO(p) 0<p<1 q =1p Hypergeometric X HY P (n, M, N ) n = 1, 2, . . . , N M = 0, 1, . . . , N Poisson X P OI () 0< Discrete Uniform X DU (N ) N = 1, 2, . . . 1/N x = 1, 2, . . . , N
N +1 2 N 2 1 12 1 et e(N +1) N 1et
t
Mean np
Variance npq
px q nx
x = 0, 1, . . . , n
px q 1x x = 0, 1
pq
pet + q
x 1 r 1
p r q x r
r/p
rq/p2
pet 1qet
x = r, r + 1, . . .
pq x1 x = 1, 2, . . .
1/p
q/p2
pet 1qet
M x
N M nx
N n
nM/N
nM N 1
M N
N n N 1
Not tractable
x = 0, 1, . . . , n
e x x!
e(e
1)
x = 0, 1, . . .
Table 2: Special Continuous Distributions Notation and Parameters Uniform X U N IF (a, b) a<b Normal X N (, 2 ) 0 < 2 Gamma X GAM (, ) 0< 0< Exponential X EXP () 0< Two-Parameter Exponential X EXP (, ) 0< Double Exponential X DE (, ) 0<
1 |x |/ 2 e 1 (x )/ e 1 x/ e 1 1 x/ e () x
2 1 e[(x)/ ] /2 2
Mean
a+b 2
Variance
(ba)2 12
MGF MX (t)
ebt eat (ba)t
a<x<b 2 et+
2 2
t /2
1 1t
0<x
1 1t
0<x + 2
et 1t
<x 2 2
et 1 2 t2
Normal distribution: X N (, 2 ) f (x) = Student t distribution: X t(v ) v+1 2 f ( x) = v v 2 Chi-Square distribution: X 2 (v ) f (x) = F distribution: X F (v1 , v2 ) f ( x) =
v1 2 v1 +v2 2
2 1 1 e 22 (x) ; < x < , < < , > 0 2
1 1+
x2 v (v +1)/2
; < x < , v = 1, 2, . . .
1 2v/2
v 2
v2 2
v1 v2
v1 / 2
Table 3: Summary of Condence Intervals (Single Population) Parameter on Nature of the Population Quantitative data; standard deviation is known; population normal Quantitative data; standard deviation is not known; population normal important when sample size is small (n < 30) Quantitative data; standard deviation is not known; population not necessarily normal sample size is large (n 30) Quantitative data; binomial case p, the probability of success (the population proportion) Draw a sample of size n and note x, the number of successes; obtain x/n, the estimate of p. Here n is assumed large. Quantitative data; population normal , the poplulation variance
2 x n
x n x (1 n )
Limits of Condence Procedure Draw a sample of size n and compute the value of x , the estimate of
x z/2 n
( xi x )2
tn1,/2 is the value obtained from the t distribution with n 1 degrees of freedom.
z/2
Table 4: Summary of Tests of Hypotheses (Single Population) Nature of the Population Quantitative data; variance is known; population normally distributed Quantitative data; variance 2 is not known; population normally distributed; sample size small (n < 30) Quantitative data; variance is not known; population not necessarily normal; sample large (n 30) Quantitative data; population normally distributed Quantitative data; binomial case p p = p0 1. p > p0 2. p < p0 3. p = p0 Here n is assumed large.
(X/n)p0
p0 (1p0 ) n
Test Statistic
0 X / n
Decision Rule: Reject H0 If the Computed Value Is 1. greater than z 2. less than z 3. less than z/2 or greater than z/2
= 0
1. > 0 2. < 0 3. = 0
0 X S/ n
1. greater than tn1, 2. less than tn1, 3. less than tn1,/2 or greater than tn1,/2
= 0
1. > 0 2. < 0 3. = 0
0 X S/ n
1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.
= 0
1. > 0 2. < 0 3. = 0
(n1)S 2 2 0
1. greater than 2 n1, 2. less than 2 n1,1 3. less than 2 n1,1/2 or greater than 2 n1,/2 1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.
Limits of Condence Procedure Draw samples of sizes m and n from the two populations, get the respective means x and y , and nd the value of x y , an estimate of 1 2 . ( xy ) z/2
2 1 m
Draw samples of sizes m and n from the two populations; compute x y and sp =
2 (m1)s2 1 +(n1)s2 m+n2
and
2 2
are
( xy ) tm+n2,/2 sp
1 m
1 n
not known but assumed equal; both populations are normally distributed. Quantitative data;
2 2 1 and 2 are not
s2 2 n
known and not assumed equal; populations may not be normal; sample sizes m and n are large. Quantitative data; p1 is the proportion in Population 1 and p2 in Population 2; sample sizes m and n are assumed large.
Draw two samples, one from each population, of sizes m and n; nd x/m and y/n, the estimates of p1 and p2 respectively; then get x/m y/n. Condence interval is based on the central limit theorem, thus is approximate. z/2
x m x (1 m )
x m
y n
y n y (1 n )
Test Statistic
Decision Rule: Reject H0 If the Computed Value Is 1. greater than z 2. less than z 3. less than z/2 or
are known;
Y X
2 1 m
2 2 n
1 2
1 = 2
1. 1 > 2 2. 1 < 2 3. 1 = 2
Y X
2 S1 m
unknown
populations not necessarily normal; sample sizes are large. Quantitative data;
2 1
1 2
1 = 2
and
2 2
are not
known but are assumed to be equal; both populations are normally distributed. Paired observations 1 2 ( = 0 ) D = 0 i.e., 1 = 2
1. D > 0 2. D < 0 3. D = 0
n d sd
1. greater than tn1, 2. less than tn1, 3. less than tn1,/2 or greater than tn1,/2 )2 (di d 1. greater than z 2. less than z 3. less than z/2 or greater than z/2 The level of signicance is approximately 100 percent.
where = d di /n and sd =
1 n1
p1 p2
p1 = p2
1. p1 > p2 2. p1 < p2 3. p1 = p2
X Y m n 1 1 p (1p) m +n
( where
p =
X +Y m+n
Table 7: Summary of the Formulas for Inferences about a Mean (), or a Dierence of two Means (1 2 ) Condence interval = Point estimator (Tabled value)(Estimated or true std. dev.) estimator Parameter value at H0 (null hypothesis) Test statistic = Point (Estimated or true) std. dev of point estimator Single Sample Normal with General Mean X1 , . . . , Xn X1 , . . . , Xn X1 , . . . , Xn1 Y1 , . . . , Yn2 Large n 30 X X
2 n 2 n
Normal
dierence Di = Xi Yi D D1 = X1 Y1 . . . Dn = Xn Yn n2 Y D=X
Inference on
Sample(s)
n2
n1 2
Point estimator
2 1 n1
+ +
1 n2
2 2 n2 2 S2 n2
+
2 S1 n1
2 2 n2
2 D n
8 Normal d.f. = n 1
0 X S/ n 0 X S/ n
2 S2 n2
SD n
Distribution
Normal
t with d.f. = n 1
Y )0 (X
2 S1 n1 S2 + n2 2
Test statistic
D,0 D SD / n
SD = sample std.
2 SP
dev. of the Di s
s2
s2
s2
s2
Table 8: Condence intervals, tests of hypotheses, and prediction intervals for straight-line regression analysis. Distribution Parameter 1 0 Y |X0 YX0 100(1 )% Condence Interval 1 tn2,1/2 S 1 0 tn2,1/2 S 0 1 (X0 X + ) tn2,1/2 S Y YX 1 (X0 X + ) Y tn2,1/2 SY |X 1+
1 n
0
H0 1 =
(0) 1 (0) (0)
Test Statistic(T ) T = T = T =
1 ) ( 1 S 1 0 (0) ) (
0 (0)
0 = 0
S SY
Y |X0 = Y |X0
1 (X0 X + )(0) Y Y |X
X0
tn2
)2 (X0 X 2 (n1)SX
Note: Y |X = 0 + 1 X is the assumed true regression model. n i X )(Yi Y ) 1 = 1 (X n 2 1 (Xi X ) 0 = Y 1 X 1 (X X + ) Y = 0 + 1 X = Y tn2,1/2 is the 100(1 /2)% point of the t distribution with n 2 degrees of freedom.
2 SY |X = 2 SY = 2 SX =
S 1 = S 0 =
0
SY |X S X n1 1 SY |X n
SY X = SY |X