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    Student Name: - Student Number

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    Ahmad Adnan
    This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

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    Student Name: - Student Number

    Uploaded by

    Ahmad Adnan
    23 views2 pages
    This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

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    formulas ch10-11

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    This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    23 views2 pages

    Student Name: - Student Number

    Uploaded by

    Ahmad Adnan
    This document contains statistical formulas and definitions. It includes equations for confidence intervals of means, regression coefficients, and proportions. It also defines terms like variance, standard deviation, t-statistics, p-values, and degrees of freedom that are used in statistical hypothesis testing. The document provides the mathematical framework for conducting statistical analyses on sample data.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 2

    Student name:_____________________. Student number:________________________.

    𝜎̂ 2 𝜎̂ 2 𝛽̂0 = 𝑦̅ − 𝛽̂1 𝑥
    𝛽̂1 − 𝑡𝛼,𝑛−2 √ ≤ 𝛽1 ≤ 𝛽̂1 + 𝑡𝛼,𝑛−2 √ (∑𝑛 𝑦 )(∑𝑛 𝑥 )
    2 𝑆𝑥𝑥 2 𝑆𝑥𝑥 (∑𝑛𝑖=1 𝑦𝑖 𝑥𝑖 ) − 𝑖=1 𝑖 𝑛 𝑖=1 𝑖 𝑆𝑥𝑦
    𝛽̂1 = 2 =
    2 𝑛
    (∑ 𝑥𝑖 ) 𝑆𝑥𝑥
    1 𝑥 (∑𝑛𝑖=1 𝑥𝑖 2 ) − 𝑖=1
    𝛽̂0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] ≤ 𝛽0 𝑛
    2 𝑛 𝑆𝑥𝑥 𝑆𝑆𝐸
    2
    2
    𝜎̂ =
    1 𝑥 𝑛−2
    ≤ 𝛽̂0 + 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] 𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽̂1 𝑆𝑥𝑦
    2 𝑛 𝑆𝑥𝑥 𝑛

    1 (𝑥0 − 𝑥)2 𝑆𝑆𝑇 = (∑ 𝑦𝑖2 ) − 𝑛𝑦̅ 2


    𝜇̂ 𝑦|𝑥0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] ≤ 𝜇𝑦|𝑥0 𝑖=1
    2 𝑛 𝑆𝑥𝑥 ANOVA table summary
    ≤ 𝜇̂ 𝑦|𝑥0 𝑆𝑆𝑅 = 𝛽̂1 𝑆𝑥𝑦 and its degrees of freedom = 1
    1 (𝑥0 − 𝑥)2 𝑆𝑆𝐸 = 𝑆𝑆𝑇 − 𝛽̂1 𝑆𝑥𝑦 and its degrees of freedom = n - 2
    + 𝑡𝛼,𝑛−2 √𝜎̂ 2 [ + ] SST degrees of freedom = n - 1
    2 𝑛 𝑆𝑥𝑥

    1 (𝑥𝑜 − 𝑥)2 𝛽̂1 − 𝛽̂1,0


    𝑦̂0 − 𝑡𝛼,𝑛−2 √𝜎̂ 2 [1 + + ] ≤ 𝑌0 𝑇𝑜 =
    2 𝑛 𝑆𝑥𝑥 √𝜎̂/𝑆𝑥𝑥
    ≤ 𝑦̂0 𝛽̂0 − 𝛽̂0,0
    𝑇𝑜 =
    2
    1 (𝑥𝑜 − 𝑥)2 1 𝑥
    √𝜎̂ [ +
    + 𝑡𝛼,𝑛−2 √𝜎̂ 2 [1 +
    2 𝑛
    +
    𝑆𝑥𝑥
    ] 𝑛1 𝑆𝑥𝑥 ]
    Df = n-2
    𝑆𝑆𝑅 𝑆𝑆𝐸
    𝑅2 = =1−
    𝑆𝑆𝑇 𝑆𝑆𝑇
    𝑋̅1 − 𝑋̅2 − ∆𝑜 𝜎12 = 𝜎22 = 𝜎 2
    𝑍𝑜 = (𝑛1 − 1)𝑆12 + (𝑛2 − 1)𝑆22
    2
    𝜎2 𝜎2 𝑆𝑝 =
    √ 1 + 2 𝑛1 + 𝑛2 − 2
    𝑛1 𝑛2
    𝑋1 − 𝑋̅2 − (𝜇1 − 𝜇2 )
    ̅
    |𝜇1 − 𝜇2 − ∆𝑜 | 𝑡𝑜 =
    𝑑= 1 1
    𝑆𝑝 √𝑛 + 𝑛
    √𝜎12 + 𝜎22 1 2
    2 𝐷𝑓 = 𝑛1 + 𝑛2 − 2
    (𝑧𝛼 + 𝑧𝛽 ) (𝜎12 + 𝜎22 ) ∆ ∆
    2 𝑑= =
    𝑛= 2𝑆𝑝 2𝜎
    (∆ − ∆𝑜 )2
    𝑛∗ + 1
    𝜎12 𝜎22 𝑛=
    ̅ ̅
    𝑋1 − 𝑋2 − 𝑧𝛼 √ + ≤ 𝜇1 − 𝜇2 2
    2 𝑛1 𝑛2
    1 1
    𝑋̅1 − 𝑋̅2 − 𝑡𝛼,𝐷𝑓 𝑆𝑝 √ + ≤ 𝜇1 − 𝜇2
    𝜎12 𝜎22 2 𝑛1 𝑛2
    ≤ 𝑋̅1 − 𝑋̅2 + 𝑧𝛼 √ +
    2 𝑛1 𝑛2
    1 1
    𝑧𝛼 2 ≤ 𝑋̅1 − 𝑋̅2 + 𝑡𝛼,𝐷𝑓 𝑆𝑝 √ +
    𝑛1 𝑛2
    𝑛 = ( 2 ) (𝜎12 + 𝜎22 ) 2
    𝐸
    Student name:_____________________. Student number:________________________.

    𝜎12 ≠ 𝜎22 𝑣1 = 𝑛1 − 1
    𝑋̅1 − 𝑋̅2 − ∆𝑜 𝑣2 = 𝑛2 − 1
    𝑡𝑜∗ = 1
    𝑆2 𝑆2 𝑓1−𝛼,𝑣1 ,𝑣2 =
    √ 1+ 2 𝑓𝛼,𝑣2 ,𝑣1
    𝑛1 𝑛2 𝑆12
    2 𝐹𝑜 = 2
    𝑆2 𝑆2 𝑆2
    (𝑛1 + 𝑛2 ) 𝜎1
    𝑣= 2 1 2 𝜆=
    𝑆1 2 𝑆2 𝜎2
    (𝑛 ) (𝑛2 )2 𝑆12 𝜎12 𝑆12
    1
    + 2 𝑓 𝛼 ≤ ≤ 𝑓𝛼
    𝑛1 − 1 𝑛2 − 1 𝑆22 1− 2 ,𝑣2 ,𝑣1 𝜎22 𝑆22 2 ,𝑣2 ,𝑣1
    ∆ ∆
    𝑑= =
    2𝑆𝑝 2𝜎
    𝑛∗ + 1
    𝑛=
    2
    𝑆12 𝑆22
    𝑋̅1 − 𝑋̅2 − 𝑡𝛼,𝑣 √ + ≤ 𝜇1 − 𝜇2
    2 𝑛1 𝑛2

    𝑆12 𝑆22
    ≤ 𝑋̅1 − 𝑋̅2 + 𝑡𝛼,𝑣 √ +
    2 𝑛1 𝑛2
    ̅ − ∆0
    𝐷 𝑃̂1 − 𝑃̂2
    𝑇0 = 𝑍𝑜 =
    𝑆𝐷 /√𝑛 1 1
    √𝑃̂(1 − 𝑃̂)( + )
    𝑑̅ − 𝑡∝,𝐷𝐹 𝑆𝐷 /√𝑛 ≤ 𝜇𝑑 ≤ 𝑑̅ + 𝑡∝,𝐷𝐹 𝑆𝐷 /√𝑛 𝑛1 𝑛2
    2 2 𝑥1 + 𝑥2
    DF = n - 1 𝑃̂ =
    𝑛1 + 𝑛2
    2
    [𝑧∝/2 √(𝑝1 + 𝑝2 )(𝑞1 + 𝑞2 )/2 + 𝑧𝛽 √(𝑝1 𝑞1 + 𝑝2 𝑞2 )]
    𝑛=
    (𝑝1 − 𝑝2 )2
    𝑃̂1 (1 − 𝑃̂1 ) 𝑃̂2 (1 − 𝑃̂2 )
    𝑃̂1 − 𝑃̂2 − 𝑧∝/2 √ + ≤ 𝑝1 − 𝑝2
    𝑛1 𝑛2

    𝑃̂1 (1 − 𝑃̂1 ) 𝑃̂2 (1 − 𝑃̂2 )


    ≤ 𝑃̂1 − 𝑃̂2 + 𝑧∝/2 √ +
    𝑛1 𝑛2

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