G11STA EXAM FORMULA SHEET

Some sample statistics

1
n1

s2x =

n
X
i=1

(xi x)2 =

sxy

n
X

1
n1

x2i

i=1

1 X
1
=
(xi x) (yi y) =
n 1 i=1
n1

n
X

n
X

1
n

i=1

xi yi

i=1

xi

!2

n
X

xi

i=1

Some test statistics and their null distributions

z=

x 0
N (0, 1)
/ n

z=

x 0
tn1
s/ n

t=

x1 x2 (1 2 )
r 2
N (0, 1)
1 22
+
n1 n2

x1 x2 (1 2 )
t= s 
 tn1 +n2 2
1
1
+
s2p
n1 n2

(n 1)s2
2n1
2
z=r

p 0

0 (1 0 )
n

t=r

F =

N (0, 1)

z=s

n2
tn2
1 r2

sxy
1 = 2
sx

p1 p2
 N (0, 1)

1
1
+

(1
)
n1 n2

t=

Regression
0 = y 1 x

s21 /12
Fn1 1, n2 1
s22 /22

1
p1
tn2

/ (n 1)s2x

2 =

(n 1) h 2 2 2 i
s 1 sx .
(n 2) y

Standard errors for predicted mean and predicted individual values:

s
s
1 (x0 x)2
1 (x0 x)2
,

+
+

1
+
n (n 1)s2x
n (n 1)s2x
Correlation,
r=

sxy
sx sy

Chi-squared statistic
,

rs = 1

Pn

6 i=1 d2i
.
n(n2 1)
1

2obs =

X (oi ei )2
i

ei

n
X
i=1

yi

!)