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Comprehensive Statistics Guide

This document contains formulas and concepts related to statistics and probability. It includes definitions for descriptive statistics such as mean, median, mode, and dispersion measures. It also covers probability concepts such as events, operations on events, conditional probability, and Bayes' theorem. Shape statistics and transformations of distributions are discussed. Regression, correlation, and non-linear regression models are also summarized.

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0% found this document useful (0 votes)
91 views3 pages

Comprehensive Statistics Guide

This document contains formulas and concepts related to statistics and probability. It includes definitions for descriptive statistics such as mean, median, mode, and dispersion measures. It also covers probability concepts such as events, operations on events, conditional probability, and Bayes' theorem. Shape statistics and transformations of distributions are discussed. Regression, correlation, and non-linear regression models are also summarized.

Uploaded by

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

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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


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


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

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

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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).

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