Harolds Stats PDFs Cheat Sheet 2016
Harolds Stats PDFs Cheat Sheet 2016
Harolds Stats PDFs Cheat Sheet 2016
Qualitative Quantitative
Probability Density
Mean Standard Deviation
Function (PDF)
1 𝑎+𝑏 (𝑏 − 𝑎)2
𝑃(𝑋 = 𝑥) = 𝜇= σ=√
𝑏−𝑎+1 2 12
All outcomes are consecutive.
Conditions All outcomes are equally likely.
Not common in nature.
a = minimum
Variables
b = maximum
TI-84 NA
Example Tossing a fair die (n = 6)
Online PDF Calculator http://www.danielsoper.com/statcalc3/calc.aspx?id=102
Binomial Distribution
Geometric Distribution
Since we only count trials until the event occurs the first time, there is
no need to count the 𝑛𝐶𝑥 arrangements, as in the binomial
distribution.
p = probability that the event occurs on a given trial
Variables
𝑋 = # of trials until the event occurs the 1st time
[2nd] [DISTR] E:geometpdf(p, x)
TI-84
[2nd] [DISTR] F:geometcdf(p, x)
Suppose that a car with a bad starter can be started 90% of the time
by turning on the ignition. What is the probability that it will take
three tries to get the car started?
Example
Solution:
p = 0.90, X = 3
geometpdf(0.9, 3) = 0.009 = 0.9%
Online PDF Calculator http://www.calcul.com/show/calculator/geometric-distribution
Poisson Distribution
𝜆𝑥 𝑒 −𝜆
𝑃(𝑋 = 𝑥) = , 𝑥 = 0,1,2,3,4, … 𝜇 = 𝐸(𝑋) = 𝜆 𝜎 = √𝜆
𝑥!
Events occur independently, at some average rate per interval of
Conditions
time/space.
𝜆 = average rate
Variables 𝑋 = total number of times the event occurs
There is no upper limit on 𝑋
[2nd] [DISTR] C:poissonpdf(𝜆, 𝑋)
TI-84
[2nd] [DISTR] D:poissoncdf(𝜆, 𝑋)
Suppose that a household receives, on the average, 9.5 telemarketing
calls per week. We want to find the probability that the household
receives 6 calls this week.
Example
Solution:
𝜆 = 9.5, 𝑋 = 6
poissonpdf(9.5, 6) = 0.0764 = 7.64%
Online PDF Calculator http://stattrek.com/online-calculator/poisson.aspx
Bernoulli
See
tnomial
http://www4.ncsu.edu/~swu6/documents/A-probability-and-
Hypergeometric statistics-cheatsheet.pdf
Negative Binomial
Probability Density
Mean Standard Deviation
Function (PDF)
Normal Distribution
(Gaussian) / Bell Curve
𝒩(𝑥; 𝜇, 𝜎 2 ) =
Student’s t Distribution
Solution:
n=20, df=20-1=19, μ = 100, 𝑥̅ =110, s = 15
tcdf(-1E99, (110-100)/(15/sqrt(20)), 19) = 0.996 = ~99.6%
Online PDF Calculator http://keisan.casio.com/exec/system/1180573204
Chi-Square Distribution
Skewed-right (above) have fewer values to the right, and median <
mean.
𝜇 = 𝐸(𝑋) = 𝑘
𝜎 2 = √2𝑘
1 𝑘 −𝑥 𝑘+1
( 2 )
𝜒 2 (𝑥, 𝑘) = 𝑘 𝑥 2 −1 𝑒 2
𝜇 = √2𝛤 𝑘+1 2
𝑘 𝑘 2𝛤 ( )
22 𝛤( ) 𝛤 (2 ) 𝜎2 = 𝑘 − 2
2
𝑘 2
𝛤 (2 )
Mode = √𝑘 − 1
Used for inference about variance in categorical distributions.
Used when we want to test the independence, homogeneity, and
Conditions
"goodness of fit” to a distribution.
Used for counted data.
x = observed value
Variables
𝜈 = df = degrees of freedom = 𝑛 − 1
TI-84 [2nd] [DISTR] 7: 𝜒 2 pdf(x, 𝜈)
Example 𝜒 2 pdf() is only used to graph the function.
Online PDF Calculator http://calculator.tutorvista.com/chi-square-calculator.html
Uniform
Log-Normal
Multivariate Normal
F
Exponential See
Gamma http://www4.ncsu.edu/~swu6/documents/A-probability-and-
Inverse Gamma statistics-cheatsheet.pdf
Dirichlet
Beta
Weibull
Pareto
Cumulative Distribution
Mean Standard Deviation
Function (CDF)
𝑥
If 𝑓(𝑥) = 𝛷(𝑥) (the Normal PDF), then no exact solution is known.
𝑃(𝑋 ≤ 𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥
Use z-tables or web calculator (http://davidmlane.com/normal.html).
−∞
∞
The area under the curve is always equal to exactly 1 (100%
∫ 𝑓(𝑥) 𝑑𝑥 = 1
−∞ probability).
𝑥
Integral of PDF = CDF (Distribution) 𝐹(𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥 Use the density function 𝑓(𝑥), not
−∞ the distribution function 𝐹(𝑥), to
𝑑𝐹(𝑥) calculate 𝐸(𝑋), 𝑉𝑎𝑟(𝑋) and 𝜎(𝑋).
Derivative of CDF = PDF (Density) 𝑓(𝑥) =
𝑑𝑥
𝑏
Expected Value 𝐸(𝑋) = ∫ 𝑥 𝑓(𝑥) 𝑑𝑥
𝑎
𝑏
2)
Needed to calculate Variance 𝐸(𝑋 = ∫ 𝑥 2 𝑓(𝑥) 𝑑𝑥
𝑎
http://www4.ncsu.edu/~swu6/documents/A-probability-and-statistics-cheatsheet.pdf