Thanks to visit codestin.com
Credit goes to www.scribd.com

Scribd
Upload
88 views2 pages

Two Sample Statistical Inference:: Formulae

This document contains formulas for statistical inference, hypothesis testing, sampling distributions, analysis of variance, linear regression, and tests of association. Some key formulas include confidence intervals using t and z distributions, hypothesis tests comparing means and proportions, chi-square tests for goodness of fit and independence, decomposition of variance in ANOVA, least squares regression coefficients and significance tests, and measures of fit like R-squared.

Uploaded by

B Bhavya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
88 views2 pages

Two Sample Statistical Inference:: Formulae

This document contains formulas for statistical inference, hypothesis testing, sampling distributions, analysis of variance, linear regression, and tests of association. Some key formulas include confidence intervals using t and z distributions, hypothesis tests comparing means and proportions, chi-square tests for goodness of fit and independence, decomposition of variance in ANOVA, least squares regression coefficients and significance tests, and measures of fit like R-squared.

Uploaded by

B Bhavya
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

Formulae

𝑆 𝑆
 (𝑋 − 𝑡𝑛−1;𝛼 × , 𝑋 + 𝑡𝑛−1;𝛼 × )
2 √𝑛 2 √𝑛

𝜎 𝜎
 (𝑋 − 𝑧𝛼 × , 𝑋 + 𝑧𝛼 × )
2 √𝑛 2 √𝑛

𝑝̂(1−𝑝̂) 𝑝̂(1−𝑝̂)
 (𝑝̂ − 𝑍𝛼 ∗ √ 𝑛
, 𝑝̂ + 𝑍𝛼 ∗ √ 𝑛
)
2 2

Two sample statistical inference:

𝜎2 𝜎2
 (𝑥1 − 𝑥2 ) ∓ 𝑧𝛼 √𝑛1 + 𝑛2
2 1 2

1 1 (𝑛1 −1)𝑆12 +(𝑛2 −1)𝑆22


 (𝑥1 − 𝑥2 ) ∓ 𝑡𝛼,𝑑𝑓 √𝑆𝑝2 ( + ), 𝑆𝑝2 = , 𝑑𝑓 = 𝑛1 + 𝑛2 − 1
2 𝑛1 𝑛2 𝑛1 +𝑛2 −1
2
𝑆2 𝑆2
(𝑛1 +𝑛2 )
𝑆12 𝑆22 1 2
 (𝑥1 − 𝑥2 ) ∓ 𝑡𝛼,𝑑𝑓 √𝑛 + 𝑛 ,𝑑𝑓 = 2 2
2 1 2 𝑆2 𝑆2
( 1) ( 2)
𝑛1 𝑛2
+
𝑛1 −1 𝑛2 −1

𝑆𝐷
 𝑑 ∓ 𝑡𝛼,𝑑𝑓 , 𝑑𝑓 = 𝑛 − 1
2 √𝑛

𝑝̂1 (1−𝑝̂1 ) 𝑝̂ (1−𝑝̂ )


 (𝑝̂1 − 𝑝̂2 ) ∓ 𝑧𝛼/2 √ 𝑛1
+ 2𝑛 2
2

Test of association:

2
(𝑂𝑖𝑗 −𝐸𝑖𝑗 )
 𝑈 = ∑𝐼𝑖=1 ∑𝐽𝑗=1 𝐸𝑖𝑗
2
~𝜒(𝐼−1)(𝐽−1)

Sampling distributions:

(𝑛−1)𝑆 2 2
 𝜎2
~𝜒𝑛−1
𝑆 2 /𝜎 2
 𝐹 = 𝑆12 /𝜎12 ~𝐹𝑛1 −1,𝑛2 −1
2 2

Analysis of Variance:

2
 𝑆𝑆𝑇𝑅 = ∑𝑘𝑖=1 𝑛𝑖 (𝑥𝑖 − 𝑥)
𝑛 2
 𝑆𝑆𝐸 = ∑𝑘𝑖=1 ∑𝑗=1
𝑖
(𝑥𝑖𝑗 − 𝑥𝑖 )

𝑛 2
 𝑆𝑆𝑇 = ∑𝑘𝑖=1 ∑𝑗=1
𝑖
(𝑥𝑖𝑗 − 𝑥)
𝑆𝑆𝑇𝑅
 𝑀𝑆𝑇𝑅 = 𝑘−1
𝑆𝑆𝐸
 𝑀𝑆𝐸 = 𝑛−𝑘

 𝐹 = 𝑀𝑆𝑇𝑅/𝑀𝑆𝐸

Linear regression:

𝑟√𝑛−2
 𝑡=
√1−𝑟 2
𝑛
∑ (𝑥𝑖 −𝑥)(𝑦𝑖 −𝑦)
 𝛽̂1 = 𝑖=1
∑𝑛 (𝑥 −𝑥)2𝑖=1 𝑖

 𝛽̂0 = 𝑦 − 𝛽̂1 𝑥
̂
𝛽
 𝑡 = SE(𝛽𝑗̂ ) , 𝑗 = 1,2, … , 𝑝
𝑗

SSR/𝑝
 𝐹= SSE
𝑛−𝑝−1

 𝑆𝑆𝑇 = ∑𝑛𝑖=1(𝑦𝑖 − 𝑦)2


 𝑆𝑆𝑅 = ∑𝑛𝑖=1(𝑦̂𝑖 − 𝑦)2
 𝑆𝑆𝑅 = ∑𝑛𝑖=1(𝑦𝑖 − 𝑦̂𝑖 )2
𝑆𝑆𝐸
 𝑅 2 = 1 − 𝑆𝑆𝑇
2 𝑆𝑆𝐸/(𝑛−𝑝−1)
 𝑅𝑎𝑑𝑗 =1− 𝑆𝑆𝑇/(𝑛−1)

You might also like