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es
Statistics Formulas
Descriptive Statistics Shape statistics
∑
(x i − x̄ )3
Frequencies Coefficient of skewness g 1 =
ns 3
∑
(x i − x̄ )4
Sample size n num of individuals in the sample. Coefficient of kurtosis g 2 = −3
ns 4
Absolute frequency n i (num of x i in the sample)
Relative frequency fi = n i /n
Cumulative absolute freq N i =
∑i Linear transformations
k =0 n i
Cumulative relative freq Fi = N i /n Linear transformation y = a + bx
ȳ = a + b x̄
s y = bs x
Central tendency statistics
x − x̄
∑ Standarization z =
xi sx
Mean x̄ =
n
Median me The value with cum.rel.freq. F me = 0.5.
Mode mo The most frequent value.
Regression and correlation
Position statistics Linear regression
∑
Quartiles Q 1 , Q 2 , Q 3 divide the distribution into 4 xi yj
Covariance s x y = − x̄ ȳ
equal parts. Their cum.rel.freqs. are FQ 1 = 0.25, n
FQ 2 = 0.5 and FQ 3 = 0.75. Regression lines :
Percentiles P 1 , P2 , · · · , P 99 divide the distribution into sx y
100 equal parts. y on x : y = ȳ + (x − x̄ )
s x2
The cum.rel.freq. is FPi = i /100. sx y
x on y : x = x̄ + (y − ȳ )
Interpolation s 2y
F
Regression coefficients
sx y sx y
Fi (y on x ) b y x = (x on y ) b x y =
s x2 s 2y
i Coefficient of determination
100
s x2y
r2 = 0 ≤ r2 ≤ 1
s x2 s 2y
α
Fi −1 Correlation coefficient
sx y
r = . −1 ≤ r ≤ 1
sx s y
l i −1 Pi li X
i
100 − Fi −1
(l i − l i −1 )
Pi = l i +
F i − F i −1 Non-linear regression
Exponential model y = e a +bx
Apply the logarithm to the dependent variable and
Dispersion statistics compute the line log y = a + bx .
Logarithmic model y = a + b log x
Interquartile range I Q R = Q 3 − Q 1 Apply the logarithm to the independent variable and
∑ ∑ 2
(x i − x̄ )2 xi compute the line y = a + b log x .
Variance s 2 = = − x̄ 2
n n Potential model y = ax b
√
Standard deviation s = + s 2 Apply the logarithm to both variables and compute the
s line log y = a + b log x .
Coefficient of variation cv =
| x̄ |
1
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Probability Algebra of events
Idempotency A ∪ A = A, A∩A =A
Commutative A ∪ B = B ∪ A, A∩B =B ∩A
Associative (A ∪ B) ∪ C = A ∪ (B ∪ C ), (A ∩ B) ∩ C =
A ∩ (B ∩ C )
Distributive (A ∪ B) ∩ C = (A ∩ C ) ∪ (B ∩ C ), (A ∩
B) ∪ C = (A ∪ C ) ∩ (B ∪ C )
Neutral element A ∪ ∅ = A, A ∩ Ω = A
Absorbing element A ∪ Ω = Ω, A ∩ ∅ = ∅.
Complementary symmetric element A ∪ A = Ω, A∩
A=∅
Event operations Double contrary A = A
Morgan’s laws A ∪ B = A ∩ B, A∩B =A∪B
Union
Ω
A B
Basic probability
Union P (A ∪ B) = P (A) + P (B) − P (A ∩ B)
Intersection P (A ∩ B) = P (A)P (B |A)
A∪B Difference P (A − B) = P (A) − P (A ∩ B)
Contrary P (A) = 1 − P (A)
Intersection
Ω
A B
Conditional probability
A∩B
P (A ∩ B)
Conditional probability P (A |B) =
P (B)
Independent events P (A |B) = P (A).
Total probability Theorem
Complement
∑
n
P (B) = P (Ai )P (B |Ai )
Ω i =1
Bayes Theorem
A P (Ai )P (B |Ai )
A P (Ai |B) = ∑n
i =1 P (Ai )P (B |Ai )
Difference Risks
Ω
E E
A B Treatment a b
Control c d
A−B
Prevalence Proportion of individuals with E : P (E )
a
Incidence rate or absolute risk R (E ) =
a +b
a
Odds O (E ) =
b
a/(a + b)
Relative risk R R (E ) =
c/(c + d )
a/b a ·d
Odds ratio O R (E ) = =
c/d b ·c
2
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Diagnostic tests
Disease D No disease D
Test + VP FP
Test − FN VN
VP
Sensitivity P (+ |D ) =
VP +FN
VN
Specificity P (− |D ) =
F P +V N
VP
Positive Predictive Value (PPV) P (D |+) =
VP +FP
VN
Negative Predictive Value (NPV) P (D |−) =
F N +V N
P (+ |D )
Positive Likelihood Ratio (LR+)
P (+ |D )
P (−|D )
Negative Likelihood Ratio (LR-)
P (−|D )
Random Variables
Discrete
Binomial probability function B(n, p)
( )
n x n!
f (x ) = p (1 − p)n−x = p x (1 − p)n−x
x x !(n − x )!
Poisson probability function P (λ)
λx
f (x ) = e −λ
x!
Law of rare events B(n, p) ≈ P (np) for n ≥ 30 and
p ≤ 0.1.
Continuous
Normal N (µ, σ)
(x −µ ) 2
1 −
f (x ) = √ e 2σ 2
σ 2π
Standard normal N (0, 1)
Chi-square χ 2 (n)
X = Z 12 + · · · + Z n2 ,
where Z i ∼ N (0, 1).
Student’s t T (n)
Z
T = √ ,
X /n
where Z ∼ N (0, 1) and X ∼ χ 2 (n).
Fisher’s F F (n, m)
X /m
F = ,
Y /n
where X ∼ χ 2 (m) and Y ∼ χ 2 (n).