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Statistics for Data Analysts

The document defines several statistical terms and formulas, including: - Sample mean, variance, coefficient of variation, covariance, interquartile range, and coefficient of correlation. - Simple linear regression formulas including the OLS line, coefficient of determination, standard deviation of residuals, and residuals. - Probability rules and distributions including the binomial distribution, uniform distribution, and normal probabilities. - Statistical inference formulas for a population proportion, comparing two proportions, and the sampling distribution of the sample mean and difference between two means.

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Harry Choi
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0% found this document useful (0 votes)
71 views3 pages

Statistics for Data Analysts

The document defines several statistical terms and formulas, including: - Sample mean, variance, coefficient of variation, covariance, interquartile range, and coefficient of correlation. - Simple linear regression formulas including the OLS line, coefficient of determination, standard deviation of residuals, and residuals. - Probability rules and distributions including the binomial distribution, uniform distribution, and normal probabilities. - Statistical inference formulas for a population proportion, comparing two proportions, and the sampling distribution of the sample mean and difference between two means.

Uploaded by

Harry Choi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Sample mean:

Sample variance:

Sample coefficient of variation:

Sample covariance:

= 3 1

Sample interquartile range:

)(

Sample coefficient of correlation:

Sample s.d.:

SIMPLE REGRESSION:
OLS line:

Coefficient of determination:

=( ) =

=1

Standard deviation of residuals:

) =

Residuals:

( | )=

=
Addition rule:

)= ( )+ ( ) (

Complement rules:

Multiplication rule:

Expected value:
Covariance:

[ ]=

)= ( )=1 ( )

( )

Variance:

)(

)] =

Laws of expected value:

Combinatorial formula:
If

Conditional probability:

)
( )

| )= ( | )=1 ( | )

)= ( | ) ( )= ( | ) ( )

[ , ] = [(

[ ]=
[ + ]= [ ]+
[ ]= [ ]
[ +
+ ]= +

[ ] = [( ) ] =
=

Laws of variance:

[ ]+

[ ]

!
!(

is Binomial ( ~ ( , )) then

)!

[
[
[
[
[

[ ]=

If is Uniform ( ~ [ , ]) then ( ) =

and
and

[ ]=
[ ]=

)(

( )

( )

) ( , )

Laws of covariance:

]=0
+ ]= [ ]
[ ]
]=
+
+ ]=
+
+ ]=

Binomial probability:

[ , ]=0
[ + , +
[ ]+
[ ]+

( )=

[ ]+2
[ ]+2

!
!(

(1 )

)!

(1 )
and

[ ]=

]=

[ , ]

[ , ]
( ) ( )

for = 0,1,2, ,

Sampling distribution of :

Sampling distribution of :

= [ ]=

= [ ]=

[ ]=

)
(

Inference about a population proportion:


CI estimator:

Inference about comparing two population proportions:


CI estimator: (

Sampling distribution of (

):

)
(

+
)

)
(

Normal Probabilities:
z
0.00
0.01
0.02
0.0 0.0000 0.0040 0.0080
0.1 0.0398 0.0438 0.0478
0.2 0.0793 0.0832 0.0871
0.3 0.1179 0.1217 0.1255
0.4 0.1554 0.1591 0.1628
0.5 0.1915 0.1950 0.1985
0.6 0.2257 0.2291 0.2324
0.7 0.2580 0.2611 0.2642
0.8 0.2881 0.2910 0.2939
0.9 0.3159 0.3186 0.3212
1.0 0.3413 0.3438 0.3461
1.1 0.3643 0.3665 0.3686
1.2 0.3849 0.3869 0.3888
1.3 0.4032 0.4049 0.4066
1.4 0.4192 0.4207 0.4222
1.5 0.4332 0.4345 0.4357
1.6 0.4452 0.4463 0.4474
1.7 0.4554 0.4564 0.4573
1.8 0.4641 0.4649 0.4656
1.9 0.4713 0.4719 0.4726
2.0 0.4772 0.4778 0.4783
2.1 0.4821 0.4826 0.4830
2.2 0.4861 0.4864 0.4868
2.3 0.4893 0.4896 0.4898
2.4 0.4918 0.4920 0.4922
2.5 0.4938 0.4940 0.4941
2.6 0.4953 0.4955 0.4956
2.7 0.4965 0.4966 0.4967
2.8 0.4974 0.4975 0.4976
2.9 0.4981 0.4982 0.4982
3.0 0.4987 0.4987 0.4987
3.1 0.4990 0.4991 0.4991
3.2 0.4993 0.4993 0.4994
3.3 0.4995 0.4995 0.4995
3.4 0.4997 0.4997 0.4997
3.5 0.4998 0.4998 0.4998
3.6 0.4998 0.4998 0.4999

0 z
0.03
0.0120
0.0517
0.0910
0.1293
0.1664
0.2019
0.2357
0.2673
0.2967
0.3238
0.3485
0.3708
0.3907
0.4082
0.4236
0.4370
0.4484
0.4582
0.4664
0.4732
0.4788
0.4834
0.4871
0.4901
0.4925
0.4943
0.4957
0.4968
0.4977
0.4983
0.4988
0.4991
0.4994
0.4996
0.4997
0.4998
0.4999

0.04
0.0160
0.0557
0.0948
0.1331
0.1700
0.2054
0.2389
0.2704
0.2995
0.3264
0.3508
0.3729
0.3925
0.4099
0.4251
0.4382
0.4495
0.4591
0.4671
0.4738
0.4793
0.4838
0.4875
0.4904
0.4927
0.4945
0.4959
0.4969
0.4977
0.4984
0.4988
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999

0.05
0.0199
0.0596
0.0987
0.1368
0.1736
0.2088
0.2422
0.2734
0.3023
0.3289
0.3531
0.3749
0.3944
0.4115
0.4265
0.4394
0.4505
0.4599
0.4678
0.4744
0.4798
0.4842
0.4878
0.4906
0.4929
0.4946
0.4960
0.4970
0.4978
0.4984
0.4989
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999

0.06
0.0239
0.0636
0.1026
0.1406
0.1772
0.2123
0.2454
0.2764
0.3051
0.3315
0.3554
0.3770
0.3962
0.4131
0.4279
0.4406
0.4515
0.4608
0.4686
0.4750
0.4803
0.4846
0.4881
0.4909
0.4931
0.4948
0.4961
0.4971
0.4979
0.4985
0.4989
0.4992
0.4994
0.4996
0.4997
0.4998
0.4999

0.07
0.0279
0.0675
0.1064
0.1443
0.1808
0.2157
0.2486
0.2794
0.3078
0.3340
0.3577
0.3790
0.3980
0.4147
0.4292
0.4418
0.4525
0.4616
0.4693
0.4756
0.4808
0.4850
0.4884
0.4911
0.4932
0.4949
0.4962
0.4972
0.4979
0.4985
0.4989
0.4992
0.4995
0.4996
0.4997
0.4998
0.4999

0.08
0.0319
0.0714
0.1103
0.1480
0.1844
0.2190
0.2517
0.2823
0.3106
0.3365
0.3599
0.3810
0.3997
0.4162
0.4306
0.4429
0.4535
0.4625
0.4699
0.4761
0.4812
0.4854
0.4887
0.4913
0.4934
0.4951
0.4963
0.4973
0.4980
0.4986
0.4990
0.4993
0.4995
0.4996
0.4997
0.4998
0.4999

0.09
0.0359
0.0753
0.1141
0.1517
0.1879
0.2224
0.2549
0.2852
0.3133
0.3389
0.3621
0.3830
0.4015
0.4177
0.4319
0.4441
0.4545
0.4633
0.4706
0.4767
0.4817
0.4857
0.4890
0.4916
0.4936
0.4952
0.4964
0.4974
0.4981
0.4986
0.4990
0.4993
0.4995
0.4997
0.4998
0.4998
0.4999

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