Sta 301 Formulas

STA-301(Statistics and Probability) Manual Formulas .
Atiq Muhammad bc080200822@vu.edu.pk

1
Statistics and Probability
STA-301
Manual Formulas

1. Mode in case of frequency distribution of a continuous variable:

l = lower class boundary of the modal class,
f
m
= frequency of the modal class,
f
1
= frequency of the class preceding the modal class,
f
2
= frequency of the class following modal class, and
h = length of class interval of the modal class
2. Arithmetic Mean in case of raw data:

3. Arithmetic Mean in case of frequency distribution:

4. Weighted Mean:

5. Median: The central value. (In case of raw data)
6. Median in case of frequency distribution of a continuous variable:
Where
l =lower class boundary of the median class (i.e. that class for which the cumulative frequency is just in excess of
n/2).
h=class interval size of the median class
f =frequency of the median class
n=f (the total number of observations)
c =cumulative frequency of the class preceding the median class

7. If Mean=Median=Mode it will be a symmetric curve.
8. Median - Mode 2 (Mean Median) = Right skewed distribution.
9. Mean Mode = 3 (Mean Median) = Right skewed distribution.
10. Mode = 3 Median 2 Mean.

11. First Quartile=

12. Second quartile (i.e. median):

Just modify the formula for 3
rd
quartile with 3n instead of 2n.

13. First decile:

14. Second decile:

And so on.

15. First percentile:

16. Second percentile: And so on.

( ) ( )
h x
f f f f
f f
1 X
2 m 1 m
1 m
+
+ =
n
X
X
n
i
i
=
=
1
n
X f
f
X f
X
k
i
i i
k
i
i
k
i
i i
=
=
=
= =
1
1
1
=
i
i i
w
W
X W
X
|
\
|
+ = c
n
f
h
l X
2
~
|
\
|
+ = c
n
f
h
l Q
4
1
( ) c n
f
h
l c
n
f
h
l Q + =
|
\
|
+ = 2
4
2
2
|
\
|
+ = c
10
n
f
h
l D
1
|
\
|
+ = c
10
n 2
f
h
l D
2
|
\
|
+ = c
100
n
f
h
l P
1
|
\
|
+ = c
100
n 2
f
h
l P
2

2

17. Geometric Mean in case of raw data:

18. Geometric Mean in case of frequency distribution:

19. Harmonic Mean in case of raw data:

20: Harmonic Mean in case of frequency distribution:

21. Where we should use Arithmetic, Harmonic, and Geometric mean?
There are three rules. Keep them in mind.
i. When values are given as x per y where x is constant and y is variable, the Harmonic Mean is the
appropriate average to use.
ii. When values are given as x per y where y is constant and x is variable, the Arithmetic Mean is the
iii. When relative changes in some variable quantity are to be averaged, the geometric mean is the
22. RELATION BETWEEN ARITHMETIC, GEOMETRIC AND HARMONIC MEANS:

Arithmetic Mean > Geometric Mean >Harmonic Mean.

23. Mid-Range:

24. Mid-Quartile Range (Mid-Hinge):

25. Range: R = Xm X0

26. Mid-range:
0
2
m
X X
=
27. Co-efficient of dispersion:
0
0
m
m
X X
X X
=
+

28. Quartile Deviation (semi inter-quartile range):

29. Co-efficient of quartile deviation:
3 1
3 1
Q Q
Q Q
=
+

30. Mean deviation:

31. Mean grouped data:

32. Co-efficient of mean deviation:

33. Variance:

34. Standard deviation in case of raw data:

n
n
X X X G ...
2 1
= (
=

n
X log
log anti G
n
k 2 1
f
k
f
2
f
1
X .... X X G=
log
og
f X
G antil
n
(
=
(

\
|
=
X
n
M H
1
. .
\
|
=
X
f
n
M H
1
. .
2
x x
range mid
m 0
+
=
2
Q Q
range quartile mid
3 1
+
=
2
. .
1 3
Q Q
D Q

=
n
| d |
. D . M

=
n
d f
n
x x f
. D . M
i i i i

=
=
Mean
. D . M
=
( )
n
x x
2
\
|
=

2
2
n
x
n
x
S

3

35. Standard deviation in case of grouped data:

36. Co-efficient of standard deviation:

37. Co-efficient of variation:

38. Chebychevs theorem: For any number k greater than 1, at least 1 1/k2 of the data-values fall within k
standard deviations of the mean, i.e., within the interval ( X kS, X + kS).
This means that:
a) At least 1-1/22 = 3/4 will fall within 2 standard deviations of the mean, i.e. within the interval
(X 2S,X + 2S).
b) At least 1-1/32=8/9 of the data-values will fall within 3 standard deviations of the mean, i.e. within the interval
(X 3S,X + 3S).
38. Empirical rule: (a) Approximately 68% of the measurements will fall within 1 standard deviation of the mean,
i.e. within the interval (X S,X + S)
(b) Approximately 95% of the measurements will fall within 2 standard deviations of the mean, i.e. within the
interval (X 2S,X + 2S).
(c) Approximately 100% (practically all) of the measurements will fall within 3 standard deviations of the
mean, i.e. within the interval (X 3S,X + 3S).

39. Right skewed distribution: median < mid-quartile range < midrange:

40. Left skewed distribution: midrange < mid-quartile range < median

41. Pearson co-efficient of skewness:

42. Bowleys coefficient of skewness:

43. MEASURE of kurtosis:

In case of a leptokurtic distribution, the percentile coefficient of kurtosis comes out to be LESS THAN 0.263,
and in the case of a platykurtic distribution, the percentile coefficient of kurtosis comes out to be GREATER
THAN 0.263.

44. Moments:
( )
1
i
x x
m
n
=

,
( )
2
2
i
x x
m
n
=

,
( )
3
3
i
x x
m
n
=

,
( )
4
4
i
x x
m
n
=

45. Relationship between moments:

46. Moments ratios:

For symmetrical distributions, b1 is equal to zero
|
|
\
|
=

2
2
n
fx
n
fx
S
Mean
Deviation dard tan S
=
100
X
S
. V . C =
deviation dard s
e mean
tan
mod
( )
deviation dard tan s
median mean 3
=
( )
1 3
3 1
Q Q
X
~
2 Q Q
+
=
,
. .
10 90
P P
D Q
K
=
m
1
= 0
m
2
( ) ; ' m ' m
2
1 2
=
( ) , ' m 2 ' m ' m 3 ' m m
3
1 1 2 3 3
+ = and
( ) (
2
1 2 1 3 4 4
m 3 ' m ' m 6 ' m ' m 4 ' m m + =

( )
( ) ( )
2
2
4
2
3
2
2
3
1
m
m
b and
m
m
b = =

4
For the normal distribution, b2 = 3
For a leptokurtic distribution, b2 > 3,
And for a platykurtic distribution, b2 < 3

47. Standard error of estimate:

48. Pearson co-efficient of correlation:

49. Co-variance (used in the above formula):

50. Short cut formula for Pearson co-efficient of correlation:

51. Sets laws: Commutative laws:
A B = B A and
A B = B A
Associative laws:
(A B) C = A (B C)
and
(A B) C = A (B C)
Distributive laws
A (B C) = (A B) (A C)
and A (B C) = (A B) (A C)
Idempotent laws
A A = A and
A A = A
Identity laws
A S = S,
A S = A,
A = A, and
A = .
Complementation laws
A A = S,
A A = ,

(A ) = A,

S = , and
= S
De Morgans laws:

52. Permutations: nPr=

53. Combinations:

2 n
XY b Y a Y
s
2
x . y

=

( )
( ) ( ) Y Var X Var
Y X Cov
r
,
=
( )
( ) ( )
n
Y Y X X
Y X Cov

= ,
( )( )
( ) [ ] ( ) [ ] n Y Y n X X
n Y X XY
r
2
2
2
2

=
( ) , B A B A =
and ( ) B A B A =
( )
.
! r n
! n
=
,
|
|
\
|
r
n
or C
r
n
( )! r n ! r
! n
r
n
=
|
|
\
|
|
|
\
|
=
r
n
! r P
r
n

5
54. nCr is also called binomial coefficient:

55. Mathematical Expectations:

E(X) is also called the mean of X and is usually denoted by the letter .

56. If the values are equally likely:
57. In case of discrete random variable E(X)=
58. Mean on probability distribution: = E(X)=xP(x)
59. Expected value of variance : Var(X) or 2=E(X )2 = (xi - )2 f(x)
60. Short cut formula for variance: 2 = E(X2) [E(X)]2.
61. kth moment about the origin of the random variable X : k= E(Xk) = xik f(x)
62. kth moment about the mean of the random variable: k = E(X )k = (xi )k f(x)
63. Skew ness of a probability distribution:

64. kurtosis of a probability distribution:
65. PROPERTIES OF MATHEMATICAL EXPECTATION:
a. If c is a constant, then E(c) = c.
b. If X is a discrete random variable and if a and b are constants, then E(aX + b) = a E(X) + b.
66. Chebychevs Inequality: If X is a random variable having mean and variance 2 > 0, and k is any
positive constant, then the probability that a value of X falls within k standard deviations of the mean is at
least. That is:

67. The function f(x) is called the probability density function if x is a random variable. Properties:

iii) The probability that X takes on a value in the interval [c, d], c < d is given by:

P(c < x < d) =

68. To compute distribution function of a continuous probability function:
( ) .
0
r r n
n
r
n
b a
r
n
b a

=
|
|
\
|
= +

( ) ( )
i i
n
i
x f x X E

=
=
1
( ) , x
n
1
X E
i
=
( ) ( ), x f x H
i i
i
=
3
2
2
3
1
=
.
2
2
4
2
=
( ) ,
1
1 k
2
k
X k P + < <
i) f(x) > 0, for all x

ii) ( )

=1 dx x f
( )
d
c
dx x f
F(x) = P(X < x) = ( )

x
dx x f

6
69. Mathematical expectation of continuous random variable: ( ) ( ) E X x f x dx

70. Properties of a loint probability function:
i) f(xi, yj)>0,for all(xi, yj),i.e. for i=1,2,,m; j = 1, 2, , n.

ii)
71. Marginal probability function of X:
72. Marginal probability function of Y:

73. The marginal p.d.f of random variable X:

74. The marginal p.d.f of random variable Y:

75. Two properties of mathematical expectations:
i. E(X + Y) = E(X) + E(Y). or E(X Y) = E(X) E(Y)
ii. E(XY) = E(X) E(Y).

76. Expected value of X in a joint continuous probability distribution: E(X) = xj g(xj)
77. Expected value of Y in a joint continuous probability distribution: E(Y) = yi h (yi)
78. To compute the E(X+Y):
79. To compute the E(XY):
80. Expected value of X in a j.p.d (continuous): ( ) ( ) E X x g x dx

81. Expected value of Y in a j.p.d (continuous): ( ) ( ) E Y y h y dy

82. Co-variance of two random variables X & Y: Cov (X, Y) = E(XY) E(X) E(Y).
Cov (X, Y) = E {[X E(X)] [Y E(Y)]}
If x and Y are independent then: E(XY) = E(X) E(Y), and Cov (X, Y) = E(XY) E(X) E(Y) =0

( )
=
i j
j i
1 y , x f
( ) ( )
=
=
n
j
j i i
y x f x g
1
,
( ) ( ) ( )
j
m
i
j i j
y Y P y x f y h = = =

=1
,
( ) ( ) dy y x f x g ,

=
( ) ( ) dx y x f y h ,

=
( ) ( ) ( )
+ = +
i j
j i j i
y , x f y x Y X E
( ) ( ) ( )
=
i j
j i j i
y , x f y x XY E

7
83. Correlation co-efficient of two random variables:
( ) ( ) ( )
( ) ( )
,
XY
X Y
E X E X Y E X
Cov X Y
Var X Var Y

( (

= =

84. PROPERTIES OF A BINOMIAL EXPERIMENT:
1. Every trial results in a success or a failure.
2. The successive trials are independent.
3. The probability of success, p, remains constant from trial to trial.
4. The number of trials, n, is fixed in advanced.

85. The binomial distribution:
Where
n = the total no. of trials
p = probability of success in each trial
q = probability of failure in
each trial (i.e. q = 1 - p)
x = no. of successes in n trials.
x = 0, 1, 2, n
86. For binomial distribution: E(X) = np and Var(X) = npq

86. Standard deviation of binomial distribution:
87. co-efficient of variation of binomial distribution: . . 100 CV

=
88. Skew ness of binomial distribution:
If p=q it will be a symmetric distribution.
p<q it will be right skewed.
p>q it will be left skewed.
89. PROPERTIES OF HYPERGEOMETRIC EXPERIMENT:

i) The outcomes of each trial may be classified into one of two categories, success and failure.
ii) The probability of success changes on each trial.
iii) The successive trials are not independent.
iv) The Experiment is repeated a fixed number of times.
90. Hyper geometric probability distribution: ( )
( ) ( )
( )
,
k N k
x n x
N
n
P X x
= =
where
N = number of units in the population,
n = number of units in the sample, and
k = number of successes in the population.
91. Mean of the hyper geometric p.d:
N
k
n =
92. Variance of hyper geometric p.d: ,
1 N
n N
N
k N
N
k
n
2

=

( ) ( )
x n x n
x
q p x X P

= =
( ) npq X D S = . .

8
93. Limiting the binomial p.d:
Where e=2.71828 and = np
The Poisson distribution has only one parameter > 0.

94. Poisson process:
Where
= average number of
occurrences of the outcome
of interest per unit of time,
t = number of time-units
under consideration, and
x = number of occurrences of the
outcome of interest in t units of time.

95. Uniform distribution:

96. U.D can also be measured by the simple rectangle formula= (base) x (height)

97. Mean and variance of U.D:

98. Normal distribution:

99. Moment rations of normal distribution:

100. = 68.26% of the total area.
+ 2= 95.44% of the total area.
3= 99.73% of the total area.
101. The standardization formula:

102. Mean of the population distribution:
103. Variance of the population distribution:

104. Mean of the sampling distribution of X:
( ) =

,..., 2 , 1 , 0 x ,
! x
e
p , n ; x b
x
0 p
Lim
n
( )
( )
,
! x
t e
x X P
x t
= =

( ) [ ] 1
1 1
=

a b
a b
x
a b
dx
a b
dx x f
b
a
b
a
( ) 1
a b
1
a b =
|
\
|
=
2
b a +
= and variance is
( )
12
a b
2
2

=
( ) < <

=
(
x , e
2
1
x f
2
2
1
x
|
|
|
\
|
=
71828 . 2 ~ e
, 7 22 ~ 1416 . 3
where
( )
, 0
0
3
2
2
3
2
3
2
1
=
=
( )
3
3
2
2
4
2
2
4
2
=

=
X
Z
( ) ( ) 2 = = = x xf X E
( ) ( ) ( ) [ ]
( ) ( ) [ ]
2 4 6 2 6
2
2 2
2 2 2
= = =
=
= =
x f x x f x
X E X E X Var
( ) ( ) x f x X E
x
= =

9

105. Variance of the sampling distribution of X:
106. standard deviation:
107.
108. Standard error of p^:
p
pq
n
=
109. Modified formula for sample variance:
110. Exponential distribution:

111. the standardized version of X:

112. Confidence interval for mew:

113. Confidence Interval for the difference between the means of two Populations (i.e. 1 2):

114. Confidence Interval for a Population Proportion (p):

115. Confidence Interval for p1-p2:
116. test statistics:

117. Test statistics for two populations:
118.
2
2
2
0
nS
=
119. The F distribution:

( ) ( ) ( ) [ ]
( ) ( ) [ ]
2 2
2 2
2
x f x x f x
X E X E X Var x
=
= =
1
=
N
n N
n
x
,
1
=
N
n N
n
pq
p
( )
1
2
2
=

n
x x
s
( ) , 0 , 0 , > > =

x e x f
x
n
X
Z

=
n
s
z x
2
( )
2
2
2
1
2
1
2 / 2 1
n
s
n
s
z x x +

( )
n
p 1 p
z p
2 /

( )
( ) ( )
2
2 2
1
1 1
2 / 2 1
n
p 1 p
n
p 1 p
z p p

+

n
X
z

=
( ) ( )
2
2
2
1
2
1
2 1 2 1
n n
X X
Z

+

=
( )
( ) [ ] ( )
( )
( ) ( ) [ ]
( )
< <
+
+
=
+
x
x
x
x f 0 ,
1 2 2
2
2
2 1 2 1
1 2 2
2 1 2 1
2 1
1 1


10
120.

120. Conditional probability:

121. Bays theorem:

122. Standard deviation:

123. in case of probability distribution:

124. Co-efficient of variation: . . 100 CV

=
( )
( ) ( ) 4 2
2 2
2
2
2 1
2 1
2
2 2

+
=
( )
( )
( ) B P
B A P
B A P

= /
( )
( ) ( )
( ) ( )
,
A / B P A P
A / B P A P
B / A P
i i
k
1 i
i i
i
=
=
for i = 1, 2, , k.
( )
( ) ( )
( ) ( ) ( ) ( )
2 2 1 1
1 1
1
A | B P . A P A | B P . A P
A | B P . A P
B | A P
+
=
( )

=
f
X X f
S
2
2
2
f
Xf
f
f X
|
|
\
|
= S.D.(X)
( )
( )
( )
2
2
X P
X XP
X P
) X ( P X
(

( ) ( ) [ ]
2 2
X XP X P X =
( )
|
\
|
= 1 X P

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STA-301(Statistics and Probability) Manual Formulas .

Atiq Muhammad bc080200822@vu.edu.pk

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