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Statistics Formulas

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Standard Deviation

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Formula: s=1n1i=1n(xixˉ)2s = \sqrt{\frac{1}{n-1}\sum_{i=1}^{n}(x_i - \bar{x})^2} for a sample, σ=1ni=1n(xixˉ)2\sigma = \sqrt{\frac{1}{n}\sum_{i=1}^{n}(x_i - \bar{x})^2} for a population. Example: The sample standard deviation of 1, 2, 3 is 1=1\sqrt{1} = 1.

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Median

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Formula: Middle value of a sorted list or 12(middlevalue1+middlevalue2)\frac{1}{2}(middle \, value_1 + middle \, value_2) if the list has an even number of observations. Example: The median of 1, 3, 3, 6, 7, 8, 9 is 6.

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Interquartile Range (IQR)

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Formula: IQR=Q3Q1IQR = Q_3 - Q_1, where Q3Q_3 and Q1Q_1 are the third and first quartiles, respectively. Example: If Q1Q_1 is 25 and Q3Q_3 is 75, then IQR=7525=50IQR = 75 - 25 = 50.

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Cumulative Distribution Function (CDF)

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Formula: For a random variable XX, the function F(x)=P(Xx)F(x) = P(X \le x). Example: If a random variable's PDF is f(x)=1baf(x) = \frac{1}{b-a} for x[a,b]x \in [a, b], then F(x)=xabaF(x) = \frac{x-a}{b-a} for x[a,b]x \in [a, b].

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Mode

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Formula: The value(s) that appear most frequently in the data set. Example: The mode of 1, 2, 4, 4, 5 is 4.

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Variance

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Formula: σ2=1n1i=1n(xixˉ)2\sigma^2 = \frac{1}{n-1}\sum_{i=1}^{n}(x_i - \bar{x})^2 for a sample, σ2=1ni=1n(xixˉ)2\sigma^2 = \frac{1}{n}\sum_{i=1}^{n}(x_i - \bar{x})^2 for a population. Example: The sample variance of 1, 2, 3 is (1/2)((12)2+(22)2+(32)2)=1(1/2)((1-2)^2+(2-2)^2+(3-2)^2) = 1.

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Probability Density Function (PDF)

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Formula: For a continuous random variable XX, the function f(x)f(x) such that the probability P(aXb)=abf(x)dxP(a \le X \le b) = \int_{a}^{b}f(x)\,dx. Example: Uniform distribution U(a,b)U(a,b) has PDF f(x)=1baf(x) = \frac{1}{b-a} for x[a,b]x \in [a, b].

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Range

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Formula: Range=Maximum valueMinimum valueRange = Maximum\ value - Minimum\ value. Example: The range of 5, 7, 10, 20 is 205=1520 - 5 = 15.

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Chi-square Statistic

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Formula: χ2=(OiEi)2Ei\chi^2 = \sum \frac{(O_i - E_i)^2}{E_i}, where OiO_i are observed values and EiE_i are expected values. Example: If observed values are 10, 20, 30 and expected values are 15, 15, 30, then χ2=(1015)215+(2015)215+(3030)230=3.33\chi^2 = \frac{(10-15)^2}{15} + \frac{(20-15)^2}{15} + \frac{(30-30)^2}{30} = 3.33.

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Correlation Coefficient (Pearson)

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Formula: r=i=1n(xixˉ)(yiyˉ)i=1n(xixˉ)2i=1n(yiyˉ)2r = \frac{\sum_{i=1}^{n}(x_i - \bar{x})(y_i - \bar{y})}{\sqrt{\sum_{i=1}^{n}(x_i - \bar{x})^2\sum_{i=1}^{n}(y_i - \bar{y})^2}} for a sample. Example: If the covariance is 10, standard deviations are 3 and 2, then r=10/(3×2)=1.67r = 10 / (3 \times 2) = 1.67 (note that correlation coefficients are between -1 and 1, this is just for illustration).

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Mean (Arithmetic Mean)

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Formula: xˉ=1ni=1nxi\bar{x} = \frac{1}{n}\sum_{i=1}^{n}x_i. Example: The mean of 2, 3, 4 is (2+3+4)/3=3(2+3+4)/3 = 3.

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Covariance

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Formula: σxy=1n1i=1n(xixˉ)(yiyˉ)\sigma_{xy} = \frac{1}{n-1}\sum_{i=1}^{n}(x_i - \bar{x})(y_i - \bar{y}) for sample data, σxy=1ni=1n(xiμx)(yiμy)\sigma_{xy} = \frac{1}{n}\sum_{i=1}^{n}(x_i - \mu_x)(y_i - \mu_y) for population data. Example: Given two samples (1, 2) and (3, 4), the sample covariance is (1/1)((12)(23)+(32)(43))=1(1/1)((1-2)(2-3)+(3-2)(4-3)) = 1.

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Coefficient of Variation

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Formula: CV=sxˉ×100%CV = \frac{s}{\bar{x}} \times 100\% (for sample), CV=σxˉ×100%CV = \frac{\sigma}{\bar{x}} \times 100\% (for population). Example: If the mean is 50 and standard deviation is 5, CV=(5/50)×100%=10%CV = (5/50) \times 100\% = 10\%.

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Percentile

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Formula: Pk=k100(N+1)P_k = \frac{k}{100}(N+1)th value for the kth percentile. Example: The 50th percentile (median) of an ordered data list with 9 numbers is the 0.5×(9+1)=50.5 \times (9+1) = 5th number.

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Z-Score

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Formula: z=xxˉsz = \frac{x - \bar{x}}{s} for a sample, z=xμσz = \frac{x - \mu}{\sigma} for a population. Example: With a mean of 20 and standard deviation of 5, the z-score of 25 is (2520)/5=1(25 - 20) / 5 = 1.

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