Notes For Use in The Statistics Examination
Notes For Use in The Statistics Examination
Notes For Use in The Statistics Examination
• Calculation formulae:
– For a sample x1 , x2 , . . . , xn
n
1X
Sample mean x̄ xi
n i=1
" n n
#
1 X 1 X 2
Sample variance s2 2
x − xi
n − 1 i=1 i n i=1
Sxy a ȳ − bx̄
r p
Sxx Syy
n r
• If X ∼ B(n, p), then P (X = r) = p (1 − p)n−r , r = 0, · · · , n.
r
• If Xi ∼ N (µi , σi2 ) are independent rvs and {ai } are constants for i = 0, . . . , n then
Xn Xn n
X
ai Xi ∼ N ( ai µi , a2i σi2 ).
i=1 i=1 i=1
• Some test statistics and their sampling distributions (under appropriate assumptions and hy-
potheses):
σ2
X̄ ∼ N µ, (X̄ − Ȳ )
n
q ∼ tnx +ny −2 , where
Sp n1x + n1y
(X̄ − µ)
√ ∼ N (0, 1)
σ/ n Sp2 = [(nx − 1)Sx2 + (ny − 1)Sy2 ]/(nx + ny − 2)
(X̄ − µ)
√ ∼ tn−1
S/ n X (Oi − Ei )2
∼ χ2ν , for appropriate ν
i
Ei