Statistics Formulas
Parameters
Population mean = μ = (Σ Xi) / N
Population standard deviation = σ = sqrt [ Σ (Xi - μ )2 / N]
Population variance = σ2 = Σ (Xi - μ )2 / N
Variance of population proportion = σP2 = PQ / n
Standardized score = Z = (X - μ) / σ
Population correlation coefficient = ρ = [ 1 / N] * Σ {[ (Xi - μX) / σx] * [ (Yi - μY) / σy]}
Statistics
Unless otherwise noted, these formulas assume simple random sampling.
Sample mean = x = (Σ xi) / n
Sample standard deviation = s = sqrt [ Σ (xi - x )2 / (n - 1)]
Sample variance = s2 = Σ (xi - x )2 / (n - 1)
Variance of sample proportion = sp2 = pq / (n - 1)
Pooled sample proportion = p = (p1 * n1 + p2 * n2) / (n1 + n2)
Pooled sample standard deviation = sp = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22] / (n1 + n2 - 2)]
Sample correlation coefficient = r = [ 1 / (n - 1)] * Σ {[ (xi - x) / sx] * [ (yi - y) / sy]}
Correlation
Pearson product-moment correlation = r = Σ (xy) / sqrt [ (Σ x2) * (Σ y2)]
Linear correlation (sample data) = r = [ 1 / (n - 1)] * Σ {[ (xi - x) / sx] * [ (yi - y) / sy]}
Linear correlation (population data) = ρ = [ 1 / N] * Σ {[ (Xi - μX) / σx] * [ (Yi - μY) / σy]}
Simple Linear Regression
Simple linear regression line: ŷ = b0 + b1x
Regression coefficient = b1 = Σ [ (xi - x) (yi - y)] / Σ [ (xi - x)2]
Regression slope intercept = b0 = y - b1 * x
Regression coefficient = b1 = r * (sy / sx)
Standard error of regression slope = sb1 = sqrt [ Σ (yi - ŷi)2 / (n - 2)] / sqrt [ Σ (xi - x)2]
Counting
n factorial: n! = n * (n-1) * (n - 2) * . . . * 3 * 2 * 1. By convention, 0! = 1.
Permutations of n things, taken r at a time: nPr = n! / (n - r)!
Combinations of n things, taken r at a time: nCr = n! / r! (n - r)! = nPr / r!
Probability
Rule of addition: P (A ∪ B) = P(A) + P(B) - P (A ∩ B)
Rule of multiplication: P (A ∩ B) = P(A) P(B|A)
Rule of subtraction: P(A') = 1 - P(A)
Random Variables
In the following formulas, X and Y are random variables, and a and b are constants.
Expected value of X = E(X) = μx = Σ [ xi * P(xi)]
Variance of X = Var(X) = σ2 = Σ [ xi - E(x) ]2 * P(xi) = Σ [ xi - μx ]2 * P(xi)
Normal random variable = z-score = z = (X - μ)/σ
Chi-square statistic = Χ2 = [ (n - 1) * s2] / σ2
f statistic = f = [ s12/σ12] / [ s22/σ22]
Expected value of sum of random variables = E (X + Y) = E(X) + E(Y)
Expected value of difference between random variables = E (X - Y) = E(X) - E(Y)
Variance of the sum of independent random variables = Var (X + Y) = Var(X) + Var(Y)
Variance of the difference between independent random variables = Var (X - Y) = Var(X) + Var(Y)
Sampling Distributions
Mean of sampling distribution of the mean = μx = μ
Mean of sampling distribution of the proportion = μp = P
Standard deviation of proportion = σp = sqrt [ P * (1 - P)/n] = sqrt (PQ / n)
Standard deviation of the mean = σx = σ/sqrt(n)
Standard deviation of difference of sample means = σd = sqrt [ (σ12 / n1) + (σ22 / n2)]
Standard deviation of difference of sample proportions = σd = sqrt {[P1(1 - P1) / n1] + [P2(1 - P2) / n2]}
Standard Error
Standard error of proportion = SEp = sp = sqrt [ p * (1 - p)/n] = sqrt (pq / n)
Standard error of difference for proportions = SEp = sp = sqrt {p * (1 - p) * [ (1/n1) + (1/n2)]}
Standard error of the mean = SEx = sx = s/sqrt(n)
Standard error of difference of sample means = SEd = sd = sqrt [ (s12 / n1) + (s22 / n2)]
Standard error of difference of paired sample means = SEd = sd = {sqrt [ (Σ (di - d)2 / (n - 1)]} / sqrt(n)
Pooled sample standard error = spooled = sqrt [ (n1 - 1) * s12 + (n2 - 1) * s22] / (n1 + n2 - 2)]
Standard error of difference of sample proportions = sd = sqrt {[p1(1 - p1) / n1] + [p2(1 - p2) / n2]}
Discrete Probability Distributions
Binomial formula: P (X = x) = b (x; n, P) = nCx * Px * (1 - P) n - x = nCx * Px * Qn - x
Mean of binomial distribution = μx = n * P
Variance of binomial distribution = σx2 = n * P * (1 - P)
Negative Binomial formula: P (X = x) = b*(x; r, P) = x-1Cr-1 * Pr * (1 - P) x - r
Mean of negative binomial distribution = μx = rQ / P
Variance of negative binomial distribution = σx2 = r * Q / P2
Geometric formula: P (X = x) = g (x; P) = P * Qx - 1
Mean of geometric distribution = μx = Q / P
Variance of geometric distribution = σx2 = Q / P2
Hypergeometric formula: P (X = x) = h (x; N, n, k) = [ kCx] [ N-kCn-x] / [ NCn]
Mean of hypergeometric distribution = μx = n * k / N
Variance of hypergeometric distribution = σx2 = n * k * (N - k) * (N - n) / [ N2 * (N - 1)]
Poisson formula: P (x; μ) = (e-μ) (μx) / x!
Mean of Poisson distribution = μx = μ
Variance of Poisson distribution = σx2 = μ
Multinomial formula: P = [ n! / (n1! * n2! * ... nk!)] * (p1n1 * p2n2 * . . . * pknk)
Linear Transformations
For the following formulas, assume that Y is a linear transformation of the random variable X, defined by the
equation: Y = aX + b.
Mean of a linear transformation = E(Y) = Y = aX + b.
Variance of a linear transformation = Var(Y) = a2 * Var(X).
Standardized score = z = (x - μx) / σx.
t statistic = t = (x - μx) / [ s/sqrt(n)].
Estimation
Confidence interval: Sample statistic + Critical value * Standard error of statistic
Margin of error = (Critical value) * (Standard deviation of statistic)
Margin of error = (Critical value) * (Standard error of statistic)
Hypothesis Testing
Standardized test statistic = (Statistic - Parameter) / (Standard deviation of statistic)
One-sample z-test for proportions: z-score = z = (p - P0) / sqrt (p * q / n)
Two-sample z-test for proportions: z-score = z = z = [ (p1 - p2) - d] / SE
One-sample t-test for means: t statistic = t = (x - μ) / SE
Two-sample t-test for means: t statistic = t = [ (x1 - x2) - d] / SE
Matched-sample t-test for means: t statistic = t = [ (x1 - x2) - D] / SE = (d - D) / SE
Chi-square test statistic = Χ2 = Σ [ (Observed - Expected)2 / Expected]
Degrees of Freedom
The correct formula for degrees of freedom (DF) depends on the situation (the nature of the test statistic, the number
of samples, underlying assumptions, etc.).
One-sample t-test: DF = n - 1
Two-sample t-test: DF = (s12/n1 + s22/n2)2 / {[ (s12 / n1)2 / (n1 - 1)] + [ (s22 / n2)2 / (n2 - 1)]}
Two-sample t-test, pooled standard error: DF = n1 + n2 - 2
Simple linear regression, test slope: DF = n - 2
Chi-square goodness of fit test: DF = k - 1
Chi-square test for homogeneity: DF = (r - 1) * (c - 1)
Chi-square test for independence: DF = (r - 1) * (c - 1)
Sample Size
Below, the first two formulas find the smallest sample sizes required to achieve a fixed margin of error, using simple
random sampling. The third formula assigns sample to strata, based on a proportionate design. The fourth formula,
Neyman allocation, uses stratified sampling to minimize variance, given a fixed sample size. And the last formula,
optimum allocation, uses stratified sampling to minimize variance, given a fixed budget.
Mean (simple random sampling): n = {z2 * σ2 * [ N / (N - 1)]} / {ME2 + [ z2 * σ2 / (N - 1)]}
Proportion (simple random sampling): n = [ (z2 * p * q) + ME2] / [ ME2 + z2 * p * q / N]
Proportionate stratified sampling: nh = (Nh / N) * n
Neyman allocation (stratified sampling): nh = n * (Nh * σh) / [ Σ (Ni * σi)]
Optimum allocation (stratified sampling):
nh = n * [ (Nh * σh) / sqrt (ch)] / [ Σ (Ni * σi) / sqrt (ci)]
