Introductory Statistics: cram pack

Descriptive statistics: the mean is the sum divided by n; the median is the middle value of the sorted data (the average of the two middle values when n is even). The sample standard deviation is s = √(Σ(x − x̄)²/(n − 1)). A z-score z = (x − μ)/σ says how many standard deviations a value lies from the mean.

Descriptive statistics: the mean is the sum divided by n; the median is the middle value of the sorted data (the average of the two middle values when n is even). The sample standard deviation is s = √(Σ(x − x̄)²/(n − 1)). A z-score z = (x − μ)/σ says how many standard deviations a value lies from the mean.

Probability: with equally likely outcomes, P(A) = favourable/total. For independent events multiply: P(A and B) = P(A)·P(B). The complement often helps: P(at least one) = 1 − P(none). Binomial: in n independent trials with success probability p, P(X = k) = C(n, k)·pᵏ·(1 − p)ⁿ⁻ᵏ.

Discrete random variables: a probability distribution lists every value x a variable can take with its probability p(x); the probabilities are between 0 and 1 and add up to 1. The expected value (mean) is E(X) = Σx·p(x), the long-run average. The variance is Var(X) = Σ(x − μ)²·p(x) = E(X²) − μ², and the standard deviation σ = √Var(X). For a linear change Y = aX + b: E(Y) = a·E(X) + b, Var(Y) = a²·Var(X) and σ_Y = |a|·σ_X; adding a constant does not change the spread.

Sums and differences of normal variables: if X and Y are independent and normal, X + Y and X − Y are normal too. Means add or subtract: E(X ± Y) = μ_X ± μ_Y. Variances always add, also for a difference: Var(X ± Y) = σ_X² + σ_Y², so σ = √(σ_X² + σ_Y²). Standard deviations never add directly. The total of n independent items with the same distribution has mean n·μ and standard deviation σ·√n. Then standardise as usual: z = (x − mean)/σ and read Φ(z).

Normal distribution: convert a value x to a z-score, z = (x − μ)/σ, which counts standard deviations from the mean. A z-table (or Φ(z)) gives the area to the left of z, which is P(X < x). The area to the right is 1 − Φ(z), and the area between two values is the difference of their two areas.

Interval for a difference: estimate ± critical value × standard error. For two independent means with known σ: SE = √(σ₁²/n₁ + σ₂²/n₂) and z. With equal unknown variances: pooled s_p and t with n₁ + n₂ − 2 degrees of freedom. For paired data, work with the differences: d̄ ± t·s_d/√n.

Interval for a variance: (n − 1)s²/σ² has a χ² distribution with n − 1 degrees of freedom. The 95% interval for σ² runs from (n − 1)s² divided by the upper χ² value (2.5% above it) to (n − 1)s² divided by the lower χ² value (2.5% below it); the interval for σ is the square root of both limits. It is not symmetric around s.

Hypothesis test: the test statistic = (estimate − value under H₀)/(standard error under H₀). The p-value is the probability, assuming H₀ is true, of a statistic at least as extreme as the one observed: the area in one tail for a one-sided H₁, twice the tail area for a two-sided H₁. Reject H₀ when p ≤ α.

Power of a test: power = 1 − β is the probability of rejecting H₀ when it is false. Find the cutoff x̄c from μ₀ and z_α, then compute the probability of landing beyond x̄c using the true mean: z = (x̄c − μ)/(σ/√n).

Least-squares regression: with x̄ and ȳ the means, Sxx = Σ(x − x̄)², Syy = Σ(y − ȳ)² and Sxy = Σ(x − x̄)(y − ȳ), the line ŷ = a + b·x has slope b = Sxy/Sxx and intercept a = ȳ − b·x̄, so it always passes through (x̄, ȳ). Pearson's correlation coefficient r = Sxy/√(Sxx·Syy) lies between −1 and 1; r² is the fraction of the variation in y explained by the line.

Least-squares regression: with x̄ and ȳ the means, Sxx = Σ(x − x̄)², Syy = Σ(y − ȳ)² and Sxy = Σ(x − x̄)(y − ȳ), the line ŷ = a + b·x has slope b = Sxy/Sxx and intercept a = ȳ − b·x̄, so it always passes through (x̄, ȳ). Pearson's correlation coefficient r = Sxy/√(Sxx·Syy) lies between −1 and 1; r² is the fraction of the variation in y explained by the line.