Formula Sheet

Hypothesis Tests for the Mean, t distribution

Mean of a uniform distribution

a+b
=
2

x
t=
s
n

Standard deviation
distribution

of

(b a )2
12

uniform Hypothesis Tests for Proportions

Ps P
z=
P (1 P )
n

Uniform probability distribution

1
P ( x) =
,
ba
if a x b and 0 elsewhere

The Standardized Normal Distribution

x
z=

Test statistics for difference between two

large sample means

x1 x 2 (1 2 )

z=
2

s1
s
+ 2
n1
n2

The confidence interval for 1 2 ,large

sample
2
2
s2
s1
+
x1 x2 z

n1 n2

z-value for Sampling Distribution of the Pooled variance

2
2
Sample Mean
( n 1) s1 + ( n 2 1) s 2
2

sp = 1
n1 + n 2 2
x
z=
s

n
Confident Interval for z-Distribution

x z
2 n

Two sample test of means-small samples

x1 x 2 ( 1 2 )

t=
1
1
s 2 p +
n1 n 2

Confident Interval for t-Distribution

s
x t

, df
n
2

The confidence interval for 1 2 , small

samples

s 2 p 1 + 1
x1 x 2 t
n n

2 ,n1 + n2 2
2
1

Confident Interval for proportion

Expected Opportunity Loss

N

Ps z

P s (1 P s
n

(P

S1

PS2

i =1

Confident Interval for proportion

( P1 P2 )

z
2

EOL( j ) = (Lij Pi )

p S1 1 p S1 p S2 1 p S 2

n1
n2

df of two population means with unequal

variances
2

S 21
S 2 2
+
n
n 2

1
2
S 21
S 2 2
n

2
+
n1 1
n 2

v =

Sample size for estimating population Z test approximation to the Wilcoxon

mean
Signed Rank Test:
2
n(n + 1)
z
w
n=

4
z=
e
n(n + 1)(2n + 1)
24
Sample size for proportion
Z test approximation to the Wilcoxon Rank2
Sum Test:
z
n = P(1 P)
W1 w11
e
z=
S w1
Hypothesis Tests for the Mean,
z distribution

z=

n
Confident Interval for D
sD
D t

,n 1
n
2

Pooled proportion

X + X2
P= 1
n1 + n 2

Kruskal-Wallis H test statistics

c R 2
12
j
H =
3(n + 1)

n(n + 1) j =1 n j

Spearman Rank Correlation Coefficient

n

6 d i

rs = 1

i =1

n(n 2 1)
Pearson Product
Coefficient

Moment

Correlation

xi y i n x y
i =1

r=
n

xi n x

yi n y

i =1

i =1

Cov( x, y )
SxS y

Two sample test of proportions

pS1 pS 2 ( p1 p2 )

z=

1
1

P1 P +

n1 n2

Expected Monetary Value

Tukey-Kramer Critical Range

Coefficient of Variation
sj
CV ( j ) =
100%
EMV ( j )

Critical Range = Q ,k ,n k

MSW 1
1
+ ,
2 ni n j

where i j

EMV ( j ) = (X ij Pi )
i =1

where s =

[( X

) 2 P( X )

i =1

Chi-square test statistics

( f o f e )2
2
=

fe

Return-to-Risk Ratio

RTRR( j ) =

EMV ( j )
sj

Expected frequency
row column
fe =
n

Standard error of regression model

SSE
SE =
n k 1
F-test for the entire regression model in R- square of regression
multiple regression:
SSR
R2 =
, where SSR is sum square of
MSR
SST
F=
MSE
regression and SST is total sum square.
Testing for the slope in multiple Adjusted R-square of regression

regression:
n 1
2
R
= 1 (1 R 2 )

n k 1
i i
t=

SE i

Confidence interval for the population Paired t test
slope, i

D
D

t
=
,
where:
D
=
i t
SE

i
sD
, n k 1

2
n

i =1

D D

s D = i =1
n 1
The F test statistic for population Variances
n

The Partial F-Test Statistic

(SSRFull SSRRe duced ) / (k Full k Re duced )
F=
MSE Full

S
F = 12
S2

Statistical Tables