Formula Sheet

De Morgans rule () = ( 2 ) 2

1 2 = 1
2 standard deviation, = ()

1 2 = 1
2
coefficient of variation, cov, =

The addition rule
(1 2 ) = (1 ) + (2 ) (1 2 ) [( )3 ] = ( )3 ( )


(1 2 ) = 1 ( 1 2 )
1
(1 2 ) = 1 ( 2 ) [( )3 ] = ( )3 ()

Conditional probability [( )3 ]
(1 2 ) skewness coefficient, =
(1 |2 ) = 3
(2 )
the kurtosis, [( )4 ]
The theorem of total probability
The Gaussian (or normal) distribution

1 1 2
() = (| )( ) () = exp [ ( ) ] ; < <
=1 2 2
The Bayes theorem The standard normal distribution
(| )( ) (| )( ) 1 2
( |) = = () = (12) ; < <
() =1 (| )( ) 2

Probability distribution of a random variable = () = ( )

() = ( = ) = ( ) The lognormal distribution

1 1 ln 2
() = exp [ ( ) ]; 0
() = ( ) = () 2 2
1
() = (ln ) = ln 2 = ln
() = 2

Main descriptors of a random variable = (ln ) = ln(1 + 2 ) (if 0.3)

mean, = () = ( ) The binomial distribution

( = ) = ( ) (1 ) ; = 0, 1, 2, ,

() = ()
!
( )=
mode, = most probable value ! ( )!
median, : ( ) = 0.50 The geometric distribution

[()] = ( ) ( ) ( = ) = (1 )1 ; = 1, 2,

The Poisson distribution
[()] = () ()

()
( = ) = = ; = 0, 1, 2,
! !
variance, () = ( )2 ( )
The exponential distribution

() = ( )2 () 1 () = ; 0

 Mean and variance of a general function
[()] ( )
() = ; ( + ) = () + ; () = ()

( 2 ) = ()2 () or 2 ( )

( ) = () () ()
() = 0; ( + ) = (); () = 2 ()
( ) = 2 () + 2 () + 2 () 2. . . . 2. . . . 2. . . .

Statistically independent:

() = (). ()
( ) = 2 () + 2 () + 2 ()
Change of variables
1
= 1 () = 1 () = (1 ) | |

()
() = (1 ) () =

Taylor series expansion of functions of single and multiple random variables
1 2
= () = ( ) + ( ) + ( )2 +
2 2

1 2
= (1 , 2 , . , ) = (1 , 2 , . , ) + ( ) + ( ) ( ) +
2
=1 =1 =1

First-order approximations of the mean and the variance of a function of a single random variable
() ( )

2
2 2 ( )

First-order approximations of the mean and the variance of a function of multiple random variables

() (1 , 2 , . , )
2

2 2 ( ) +

=1 ,=1
Statistics Confidence interval of the variance

1

1
( 1) 2 ( 1) 2
= (or , ) 2 1 = [ ; ]
12,1 /2,1
=1 =1

The chi-square test for goodness-of-fit

1 1
2 = ( )2 = 2 2
1 1 1 ( )2 2
=1 =1 < 1,1

=1
1
(or 2 = (,. ) 2 u = # unknown parameters estimated from the data
1
=1

1 2
= , 2 )
1 1
=1

= 3 1 ;

= + [( + 1) ](+1 ); ( + 1)

=

=

=1( )3 =1( )4
1 = ; 2 =
3 4

standard error of the mean: or

Distribution of sample mean

X
~ (0,1)
/

X
(/2 < < 1/2 ) = 1
/

X
~ 1
/

X
(2,1 < < 12,1 ) = 1
/

Distribution of sample variance

( 1)S 2 2
~ 1
2
( 1)S 2
(/2,1 < < 12,1 ) = 1
2
Confidence interval of the mean

1 = 1/2


1 = 12,1

Linear regression analysis

(|) = = +
1 1
2 = ( )2 ; 2 = ( )2
1 1
1 1
= 1 ( )( ) = 1 1

1 2
= ( )2 = 2 ( )

= ( )2

= ( )2

= ( )2 = +

= ( )( )

2 2
| = (| = ) = =
2 2
2
2 2
|
= =1
2

= = 2 2

=

= = =

=

1 ( )2
Confidence intervals for the regression line: | 1 = 2,2 | +

|
Confidence intervals for the slope of regression line: 1 = 2,2

1 2
Confidence intervals for the intercept of regression line: 1 = 2,2 | +