Formulae
Formulae
Formulae
1. Probabilities revisited
xb
Density function
P(xa < X ≤ xb ) = � f(x)dx
xa
Standardisation of X X−μ
Z=
σ
�
Standardisation of X � − E(X
X �) � − μx�
X �) = E(X) and
With E(X
Z= = 2
�)
�Var(X σx� �) = σ
Var(X n
1
2. Analysing individual variables
2.1. Descriptive Statistics
Mean N i = 1, … N elements of
1
�
X= � xi the population
N
i=1
Kurtosis m4
Ku =
m22
2
2.2.2 Hypothesis test for the mean and the proportion
Cramer’s V
C2
V= �
n ∙ min(r − 1, c − 1)
Chi-square test
C²~χ2(r−1)(c−1)
3
3.3 Comparing groups
- equal variance
1 1
Sx�1 −x�2 = �Sp2 � + �
n1 n2
df = n1 + n2 - 2
- unequal variance
S12 S22
Sx�1 −x�2 = � +
n1 n2
2
s2 s2
�n1 + n2 �
1 2
df = 2 2
s2 s2
�n1 � � 2�
n2
1
n1 − 1 + n2 − 1
nj
Analysis of variance
1 mean of category j
�
X j = � X ij
nj
i=1
k k = number of catego-
2 ries
�j − X
SSB = � nj �X ��
j=1
k nj
2
�j�
SSW = � ��Xij − X
j=1 i=1
4
3.4 Simple regression
fitted model y� i = b0 + b1 xi y� i = yi − ei
4 Multiple regression
5
Adjusted coefficient of SSR
SSR/dfR n − m−1
determination R2adj =1− =1−
SST/dfT SST
n−1
F-test SSM/dfM
Fm, (n−m−1) =
SSR/dfR
SSM/m
=
SSR/(n − m − 1)
6
Standard normal distribution Fst(z)= P(Z < z)
z 0 1 2 3 4 5 6 7 8 9
−3. .0013 .0010 .0007 .0005 .0003 .0002 .0002 .0001 .0001 .0000
−2.9 .0019 .0018 .0017 .0017 .0016 .0016 .0015 .0015 .0014 .0014
−2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
−2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
−2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
−2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0048
−2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
−2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
−2.2 .0139 .0136 .0132 .0129 .0126 .0122 .0119 .0116 .0113 .0110
−2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
−2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
−1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0238 .0233
−1.8 .0359 .0352 .0344 .0336 .0329 .0322 .0314 .0307 .0300 .0294
−1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
−1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
−1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0570 .0559
−1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0722 .0708 .0694 .0681
−1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
−1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
−1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
−1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
−.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
−.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
−.7 .2420 .2389 .2358 .2327 .2297 .2266 .2236 .2206 .2177 .2148
−.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
−.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
−.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
−.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3483
−.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
−.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
−.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
.7 .7580 .7611 .7642 .7673 .7703 .7734 .7764 .7794 .7823 .7852
.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9278 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9430 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9594 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9648 .9656 .9664 .9671 .9678 .9686 .9693 .9700 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9762 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9874 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3 .9987 .9990 .9993 .9995 .9997 .9998 .9998 .9999 .9999 1.0000
7
t-distribution
P(T<t)
0.75 0.80 0.85 0.90 0.95 0.975 0.99 0.995 0.9995
df
1 1.000 1.376 1.963 3.078 6.314 12.706 31.821 63.657 636.619
2 .816 1.061 1.386 1.886 2.920 4.303 6.965 9.925 31.598
3 .765 .978 1.250 1.638 2.353 3.182 4.541 5.841 12.941
4 .741 .941 1.190 1.533 2.132 2.776 3.747 4.604 8.610
5 .727 .920 1.156 1.476 2.015 2.571 3.365 4.032 6.859
8
Chi-square distribution
1-α (right-
tailed)
0.0050 0.010 0.025 0.050 0.950 0.975 0.990 0.995
df
1 .000 .000 .001 .004 3.841 5.024 6.635 7.879
2 .010 .020 .051 .103 5.991 7.378 9.210 10.597
3 .072 .115 .216 .352 7.815 9.348 11.345 12.838
4 .207 .297 .484 .711 9.488 11.143 13.277 14.860
5 .412 .554 .831 1.145 11.070 12.832 15.086 16.750
9
F-distribution for α = 5% (right-tailed test)
df1 = degrees of freedom of the nominator, df2 = degrees of freedom of the denominator
df1
df2 1 2 3 4 5 6 7 8 9 10 15 20 25 30 40 50 60 70 100 1000
1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88 245.95 248.01 249.26 250.10 251.14 251.77 252.20 252.50 253.04 254.19
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.43 19.45 19.46 19.46 19.47 19.48 19.48 19.48 19.49 19.49
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.70 8.66 8.63 8.62 8.59 8.58 8.57 8.57 8.55 8.53
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.86 5.80 5.77 5.75 5.72 5.70 5.69 5.68 5.66 5.63
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.62 4.56 4.52 4.50 4.46 4.44 4.43 4.42 4.41 4.37
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 3.94 3.87 3.83 3.81 3.77 3.75 3.74 3.73 3.71 3.67
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.51 3.44 3.40 3.38 3.34 3.32 3.30 3.29 3.27 3.23
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.22 3.15 3.11 3.08 3.04 3.02 3.01 2.99 2.97 2.93
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.01 2.94 2.89 2.86 2.83 2.80 2.79 2.78 2.76 2.71
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.85 2.77 2.73 2.70 2.66 2.64 2.62 2.61 2.59 2.54
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.40 2.33 2.28 2.25 2.20 2.18 2.16 2.15 2.12 2.07
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.20 2.12 2.07 2.04 1.99 1.97 1.95 1.93 1.91 1.85
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.09 2.01 1.96 1.92 1.87 1.84 1.82 1.81 1.78 1.72
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.01 1.93 1.88 1.84 1.79 1.76 1.74 1.72 1.70 1.63
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 1.92 1.84 1.78 1.74 1.69 1.66 1.64 1.62 1.59 1.52
50 4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2.03 1.87 1.78 1.73 1.69 1.63 1.60 1.58 1.56 1.52 1.45
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.84 1.75 1.69 1.65 1.59 1.56 1.53 1.52 1.48 1.40
70 3.98 3.13 2.74 2.50 2.35 2.23 2.14 2.07 2.02 1.97 1.81 1.72 1.66 1.62 1.57 1.53 1.50 1.49 1.45 1.36
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.77 1.68 1.62 1.57 1.52 1.48 1.45 1.43 1.39 1.30
1000 3.85 3.00 2.61 2.38 2.22 2.11 2.02 1.95 1.89 1.84 1.68 1.58 1.52 1.47 1.41 1.36 1.33 1.31 1.26 1.11
10
F-distribution for α = 1% (right-tailed test)
df1 = degrees of freedom of the nominator, df2 = degrees of freedom of the denominator
df1
df2 1 2 3 4 5 6 7 8 9 10 15 20 25 30 40 50 60 70 100 1000
1 4052.2 4999.5 5403.4 5624.6 5763.6 5859.0 5928.4 5981.1 6022.5 6055.8 6157.3 6208.7 6239.8 6260.6 6286.8 6302.5 6313.0 6320.6 6334.1 6362.7
2 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40 99.43 99.45 99.46 99.47 99.47 99.48 99.48 99.48 99.49 99.50
3 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23 26.87 26.69 26.58 26.50 26.41 26.35 26.32 26.29 26.24 26.14
4 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55 14.20 14.02 13.91 13.84 13.75 13.69 13.65 13.63 13.58 13.47
5 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05 9.72 9.55 9.45 9.38 9.29 9.24 9.20 9.18 9.13 9.03
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.56 7.40 7.30 7.23 7.14 7.09 7.06 7.03 6.99 6.89
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.31 6.16 6.06 5.99 5.91 5.86 5.82 5.80 5.75 5.66
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.52 5.36 5.26 5.20 5.12 5.07 5.03 5.01 4.96 4.87
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 4.96 4.81 4.71 4.65 4.57 4.52 4.48 4.46 4.41 4.32
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.56 4.41 4.31 4.25 4.17 4.12 4.08 4.06 4.01 3.92
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.52 3.37 3.28 3.21 3.13 3.08 3.05 3.02 2.98 2.88
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.09 2.94 2.84 2.78 2.69 2.64 2.61 2.58 2.54 2.43
25 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22 3.13 2.85 2.70 2.60 2.54 2.45 2.40 2.36 2.34 2.29 2.18
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.70 2.55 2.45 2.39 2.30 2.25 2.21 2.18 2.13 2.02
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.52 2.37 2.27 2.20 2.11 2.06 2.02 1.99 1.94 1.82
50 7.17 5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.78 2.70 2.42 2.27 2.17 2.10 2.01 1.95 1.91 1.88 1.82 1.70
60 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63 2.35 2.20 2.10 2.03 1.94 1.88 1.84 1.81 1.75 1.62
70 7.01 4.92 4.07 3.60 3.29 3.07 2.91 2.78 2.67 2.59 2.31 2.15 2.05 1.98 1.89 1.83 1.78 1.75 1.70 1.56
100 6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59 2.50 2.22 2.07 1.97 1.89 1.80 1.74 1.69 1.66 1.60 1.45
1000 6.66 4.63 3.80 3.34 3.04 2.82 2.66 2.53 2.43 2.34 2.06 1.90 1.79 1.72 1.61 1.54 1.50 1.46 1.38 1.16
11