Formula List

Numerical Descriptive Measures

2
 n 
  xi 
x i   i 1 
n n n

x i  (x i  x) 2
 2

n
x i 1
s 2  i 1  i 1
n n 1 n 1

Standard Deviation P
cv   100% L P  (n  1) 
M ean 100

x
pˆ 
n

Sampling Distributions

Quantitative data:

 2 
X ~ Normal(    ) 2
X ~ Normal  , 
 n 

Qualitative data:

 pq 
p̂ ~ Normal p, 
 n 

Confidence Intervals

 s
Mean: X  z / 2 X  t / 2; n1
n n

pˆ (1  pˆ ) pˆ qˆ
Proportion: pˆ  z / 2 or pˆ  z / 2
n n

1
Hypothesis Testing: Single Population

X  X 
Mean: z t n -1 
/ n s/ n

p̂  p
Proportion: z where q  1  p
pq
n

(Most of the statistics below are automatically produced in the Excel output)

Hypothesis Testing: Comparing Two Populations

n1 and n2 are sample sizes of samples 1 and 2, respectively.

Mean:
( X 1  X 2 )  ( 1  2 )
z
 12  22

n1 n2
( X 1  X 2 )  ( 1  2 ) (n  1) s12  (n2  1) s22
t n1  n 2 - 2  where s P2  1
1 1  n1  n2  2
s P2   
 n1 n2 

( X 1  X 2 )  ( 1  2 ) (s12 / n1  s 22 / n2 ) 2
t d.f.  where d.f. 
s12 s22  (s12 / n1 ) 2 (s 22 / n2 ) 2 
   
 n1  1 n  1 
n1 n2  2 

Proportion:

( pˆ1  pˆ 2 )  0 n pˆ  n2 pˆ 2
z , where pˆ  1 1 ; qˆ  1 - pˆ
1 1  n1  n2
pˆ qˆ   
 n1 n2 

( pˆ1  pˆ 2 )  ( p1  p2 )
z , where qˆ1  1 - pˆ1; qˆ 2  1 - pˆ 2
pˆ1qˆ1 pˆ 2 qˆ 2

n1 n2

Variances:

s2
Fn1 1, n2 1  1 (s12  s22 )
s22
2
Correlation Analysis and Simple Linear Regression Analysis
n = number of observations (sample size)

( xi ) 2  ( yi ) 2 
  xi y i   i  i 
1  1  1  x y 
S x2 
n  1 
i
x 2

n 
 S y2 
n  1 
 i
y 2

n 
 S xy  
n 1 n 


Coefficient of Correlation `
sxy r
r tn  2 
sx  s y 1 r2
n2
Regression line
sxy
yˆ  ˆ0  ˆ1 x ˆ1  ˆ0  y  ˆ1 x
sx2

SSE and Standard error of estimate

 sxy2  SSE SSE
SSE  (n  1)  s y2  2  s2  or s 
 sx  n2 n2

Test statistic for the significance of the population slope

ˆ1  1 s
tn  2  sˆ 
sˆ
1
1
(n  1) sx2

Coefficient of Determination
SSE
R2  1  SST   n  1 s2y R2  r 2
SST

3
Multiple Linear Regression Analysis
n = number of observations (sample size); k = number of independent variables in the
model

Coefficient of Determination
SSE / (n  k  1)
Adjusted R2 = R 2  1 
SST / (n  1)

Test statistic for the significance of the coefficients

ˆ  i
tn  k 1  i , i  1,....,k
sˆ
i

SSE and Standard error of estimate

SSE SSE
ˆ2  or ˆ 
n  k 1 n  k 1

Test statistic for the utility of the model

MSR SSR / k
Fk ;n  k 1  
MSE SSE / (n  k  1)

Durbin-Watson statistic:
n
2
 (eˆt  eˆt 1 )
d  t 2
n
2
 eˆt
t 1

4
 Statistical Tables

Normal Distribution

5
6
t-distribution

7
F-distribution

8
9
DW statistic critical values

10
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