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    Formula Sheet Mas291

    Uploaded by

    Uyên Nguyễn

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    Formula Sheet Mas291

    Uploaded by

    Uyên Nguyễn
    1 views2 pages

    Copyright

    © © All Rights Reserved

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    Copyright:

    © All Rights Reserved
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    Download as docx, pdf, or txt
    1 views2 pages

    Formula Sheet Mas291

    Uploaded by

    Uyên Nguyễn

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
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    FORMULA SHEET FOR MAS291

    1. Inference on the difference in means of two populations

    Case 1: Known population variances

    Confidence interval x 1−x 2−E ≤ μ 1−μ2 ≤ x 1−x 2+ E , E=z α / 2


    √ σ 21 σ 22
    + .
    n 1 n2
    x1 −x2 −∆0
    t 0=
    Test statistic for H0: μ1−μ2 =∆0
    √
    2 2
    σ1 σ2
    +
    n1 n2

    Case 2: Unknown population variances, assuming equal variances, independent samples

    Confidence interval x 1−x 2−E ≤ μ 1−μ2 ≤ x 1−x 2+ E , E=t α ∗s p


    2
    ( n1−1 ) s + ( n2−1 ) s
    2
    ,df
    1 1
    n
    + .
    1 n2
    2
    √
    1 2
    where s2p= ; df =n1 +n 2−2
    n1 +n2−2

    x1 −x2 −∆0
    t 0=
    Test statistic for H0: μ1−μ2 =∆0
    sp
    √ 1 1
    +
    n1 n2

    Case 3: Unknown population variances, not assuming equal variances, independent samples

    Confidence interval x 1−x 2−E ≤ μ 1−μ2 ≤ x 1−x 2+ E , E=t α / 2 ,df

    2 2 2
    √ s 21 s22
    + .
    n1 n2

    s1 s 2
    ( + )
    n1 n2
    where df = ; (round down to nearest integer.)
    (s 21 /n1)2 (s 22 /n2 )2
    +
    n1−1 n2−1

    ¿ x1 −x2 −∆0
    t 0=
    Test statistic for H0: μ1−μ2 =∆0
    √
    2 2
    s 1 s2
    +
    n1 n2

    2. Inference on the difference in proportions of two populations

    Confidence interval ^p1− ^p2−E ≤ p1− p2 ≤ ^p 1− ^p 2+ E , E=z α / 2


    √ ^p 1 (1−^p1 ) ^p 2 (1−^p2 )
    n1
    +
    n2
    ^p1 −^p 2
    p1− p2=0 z 0 = ;
    Test statistic for H0:
    √ ^p ( 1−^p ) ^p ( 1−^p )
    n1
    +
    n2
    x 1+ x2
    where ^p= .
    n1+ n2

    3. Simple linear regression

    Sums of squares
    (∑ x i ) ( ∑ x i )( ∑ y i)
    2

    S xx =∑ ( x i−x ) =∑ xi − S xy =∑ ( x i−x ) ( y i− y ) =∑ x i y i−
    2 2
    n n
    (∑ y i )
    2

    SS E=∑ ( y i−^y i ) =SST −SS R


    2
    SST =∑ ( y i− y ) =∑ y i −
    2 2
    n

    SS E
    SS R=∑ ( ^y i− y ) = β^ 1 S xy
    2 2
    σ^ =
    n−2

    S xy S xy
    Coefficients ^β 1= , β^ = y− ^β 1 x , R¿
    S xx 0 √ S xx SS T
    Testing

    √
    ^β −β 2
    Test statistic for H 0 : β 1=β 1, 0 t 0= 1 1, 0
    , where se ( ^ ) = σ^
    β
    se ( β^ 1 )
    1
    S xx

    √
    ^β −β 2
    Test statistic for H 0 : β 0=β 0 ,0 t 0= 0 0 ,0
    , where se ( ^ = σ^ 2 ( 1 + x )
    β )
    se( ^β0 )
    0
    n S xx

    R √ n−2
    Test statistic for H 0 : ρ=0t 0=
    √1−R2

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