Rodolfo Lourenzutti
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STAT 201 — Statistical Inference Cheatsheet

1-Sample & 2-Sample Inference Means & Proportions

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: \(ME\) \[z^* \sqrt{\frac{\hat{p}(1-\hat{p})}{n}}\] \[z^* \frac{\sigma}{\sqrt{n}}\] \[t^* \frac{s}{\sqrt{n}}\] \[z^* \sqrt{\frac{\hat{p}_1(1-\hat{p}_1)}{n_1} + \frac{\hat{p}_2(1-\hat{p}_2)}{n_2}}\] \[t^* \sqrt{\frac{S_1^2}{n_1} + \frac{S_2^2}{n_2}}\] \[t^* \frac{S_d}{\sqrt{n}}\]

One-Way ANOVA Comparing \(k \ge 3\) Means

Source / Term Degrees of Freedom (\(df\)) Sum of Squares (\(SS\)) Mean Square (\(MS\)) \(F\)-Ratio Null Dist
Treatment (Between) \[k - 1\] \[\text{SS}_T = \sum_{i=1}^{k} n_i (\bar{x}_i - \bar{x})^2\] \[\text{MS}_T = \frac{\text{SS}_T}{k - 1}\] \[F = \frac{\text{MS}_T}{\text{MS}_E}\] \[F_{k-1,\, N-k}\]
Error (Within) \[N - k\] \[\text{SS}_E = \sum_{i=1}^{k} \sum_{j=1}^{n_i} (x_{ij} - \bar{x}_i)^2\] \[\text{MS}_E = \frac{\text{SS}_E}{N - k}\] — —
Total \[N - 1\] \[\text{SS}_{\text{Total}} = \text{SS}_T + \text{SS}_E\] — — —

Notation: \(k\) is the number of groups; \(n_i\) is the sample size of group \(i\); \(N = \sum_{i=1}^k n_i\) is the total sample size; \(\bar{x}_i\) is the sample mean of group \(i\); \(\bar{x} = \frac{1}{N}\sum_{i=1}^k n_i \bar{x}_i\) is the overall grand mean.

©2025, Rodolfo Lourenzutti