Rodolfo Lourenzutti
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STAT 201 — Statistical Inference Cheatsheet

Statistic / Quantity \(\hat{p}\) \(\bar{x}\) Two Populations
\(\sigma \text{ is known}\) \(\sigma \text{ is unknown}\) Proportions: \(\hat{p}_1 - \hat{p}_2\) Independent: \(\bar{y}_1 - \bar{y}_2\) Paired: \(\bar{d}\)
Mean Value: \(E(\hat{\theta})\) \[p\] \[\mu\] \[\mu\] \[p_1 - p_2\] \[\mu_1 - \mu_2\] \[\mu_d\]
Variance: \(\text{Var}(\hat{\theta})\) \[\frac{p(1-p)}{n}\] \[\frac{\sigma^2}{n}\] \[\frac{\sigma^2}{n}\] \[\frac{p_1(1-p_1)}{n_1} + \frac{p_2(1-p_2)}{n_2}\] \[\frac{\sigma_1^2}{n_1} + \frac{\sigma_2^2}{n_2}\] \[\frac{\sigma_d^2}{n}\]
Standard Error: \(SE\) \[\sqrt{\frac{\hat{p}(1-\hat{p})}{n}}\] \[\frac{\sigma}{\sqrt{n}}\] \[\frac{s}{\sqrt{n}}\] \[\sqrt{\frac{\hat{p}_1(1-\hat{p}_1)}{n_1} + \frac{\hat{p}_2(1-\hat{p}_2)}{n_2}}\] \[\sqrt{\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}}\] \[\frac{S_d}{\sqrt{n}}\]
Pivotal Quantity (CI) \[\frac{\hat{p} - p}{\sqrt{\frac{\hat{p}(1-\hat{p})}{n}}}\] \[\frac{\bar{x} - \mu}{\frac{\sigma}{\sqrt{n}}}\] \[\frac{\bar{x} - \mu}{\frac{s}{\sqrt{n}}}\] \[\frac{(\hat{p}_1 - \hat{p}_2) - (p_1 - p_2)}{\sqrt{\frac{\hat{p}_1(1-\hat{p}_1)}{n_1} + \frac{\hat{p}_2(1-\hat{p}_2)}{n_2}}}\] \[\frac{(\bar{y}_1 - \bar{y}_2) - (\mu_1 - \mu_2)}{\sqrt{\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}}}\] \[\frac{\bar{d} - \mu_d}{\frac{S_d}{\sqrt{n}}}\]
Test Statistic \[\frac{\hat{p} - p_0}{\sqrt{\frac{p_0(1-p_0)}{n}}}\] \[\frac{\bar{x} - \mu_0}{\frac{\sigma}{\sqrt{n}}}\] \[\frac{\bar{x} - \mu_0}{\frac{s}{\sqrt{n}}}\] \[\frac{\hat{p}_1 - \hat{p}_2}{\sqrt{\hat{p}(1-\hat{p})\left(\frac{1}{n_1} + \frac{1}{n_2}\right)}}\] \[\frac{(\bar{y}_1 - \bar{y}_2) - \Delta_0}{\sqrt{\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}}}\] \[\frac{\bar{d} - \mu_{d0}}{\frac{S_d}{\sqrt{n}}}\]
Distribution Model \[N(0,1)\] \[N(0,1)\] \[t_{n-1}\] \[N(0,1)\] \[t_{\nu}\text{ with } \nu = \frac{\left(\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}\right)^2}{\frac{\left(\frac{S_1^2}{n_1}\right)^2}{n_1-1} + \frac{\left(\frac{S_2^2}{n_2}\right)^2}{n_2-1}}\] \[t_{n-1}\]
Margin of Error: \(ME\) \[z^* \sqrt{\frac{\hat{p}(1-\hat{p})}{n}}\] \[z^* \frac{\sigma}{\sqrt{n}}\] \[t^* \frac{s}{\sqrt{n}}\] \[z^* \sqrt{\frac{\hat{p}_1(1-\hat{p}_1)}{n_1} + \frac{\hat{p}_2(1-\hat{p}_2)}{n_2}}\] \[t^* \sqrt{\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}}\] \[t^* \frac{S_d}{\sqrt{n}}\]

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