Mostly Harmless Statistics Formula Packet

Chapter 3 Formulas
∑𝑥 ∑𝑥
Sample Mean: 𝑥̅ = Population Mean: 𝜇 =
𝑛 𝑁
∑(𝑥𝑤)
Weighted Mean: 𝑥̅ = ∑𝑤
Range = Max – Min
∑(𝑥−𝑥̅ )2
Sample Standard Deviation: 𝑠 = √ Population Standard Deviation = σ
𝑛−1
∑(𝑥−𝑥̅ )2
Sample Variance: 𝑠 2 = Population Variance = σ2
𝑛−1

𝑠 𝑥−𝑥̅
Coefficient of Variation: CVar = ( ∙ 100) % Z-Score: 𝑧 =
𝑥̅ 𝑠
(𝑛+1)∙𝑝
Percentile Index: 𝑖 = Interquartile Range: IQR = Q3 – Q1
100

Empirical Rule: z = 1, 2, 3  68%, 95%, 99.7% Outlier Lower Limit: Q1 – (1.5·IQR)

1
Chebyshev’s Inequality: ((1 − (𝑧)2) ∙ 100) % Outlier Upper Limit: Q3 + (1.5·IQR)

TI-84: Enter the data in a list and then press [STAT]. Use cursor keys to highlight CALC. Press 1 or [ENTER] to
select 1:1-Var Stats. Press [2nd], then press the number key corresponding to your data list. Press [Enter] to
calculate the statistics. Note: the calculator always defaults to L1 if you do not specify a data list.

sx is the sample standard deviation. You can arrow down and find more statistics. Use the min and max to calculate
the range by hand. To find the variance simply square the standard deviation.

TI-89: Press [APPS], select FlashApps then press

[ENTER]. Highlight Stats/List Editor then press
[ENTER]. Press [ENTER] again to select the main folder.
To clear a previously stored list of data values, arrow up to
the list name you want to clear, press [CLEAR], then press
enter.

Press [F4], select 1: 1-Var Stats. To get the list name to the List box, press [2nd] [Var-
Link], arrow down to list1 and press [Enter]. This will bring list1 to the List box. Press
[Enter] to enter the list name and then enter again to calculate.

Use the down arrow key to see all the statistics.

Sx is the sample standard deviation. You can arrow down

and find more statistics. Use the min and max to calculate
the range by hand. To find the variance simply square the
standard deviation or take the last sum of squares divided
by n – 1.

1 | Page -Rachel L. Webb - Chapter 3 Formulas

Chapter 4 Formulas
Complement Rules: P(A) + P(AC) = 1
P(A) = 1 – P(AC) Mutually Exclusive Events: P(A ∩ B) = 0
P(AC) = 1 – P(A)
Union Rule:
Independent Events: P(A ∩ B) = P(A) ‧ P(B)
P(A U B) = P(A) + P(B) – P(A ∩ B)
Conditional Probability Rule:
Intersection Rule: P(A ∩ B) = P(A) ‧ P(B|A) 𝑃(𝐴 ∩ 𝐵)
𝑃(𝐴|𝐵) =
𝑃(𝐵)
Fundamental Counting Rule: m1·m2···mn Factorial Rule: n! = n·(n – 1)·(n – 2)···3·2·1
𝑛! 𝑛!
Combination Rule: nCr = (𝑟!(𝑛−𝑟)!) Permutation Rule: nPr = (𝑛−𝑟)!

clubs = ♣, spades = ♠, hearts = ♥, diamonds = ♦

Sum of Second Die

2 Dice 1 2 3 4 5 6
1 2 3 4 5 6 7
2 3 4 5 6 7 8
First Die

3 4 5 6 7 8 9
4 5 6 7 8 9 10
5 6 7 8 9 10 11
6 7 8 9 10 11 12

Chapter 5 Formulas
Discrete Distribution Table:
Discrete Distribution Mean: μ = Σ(xi ∙ P(xi))
0 ≤ P(xi) ≤ 1 ∑ P(xi) = 1
Discrete Distribution Variance: Discrete Distribution Standard Deviation:
σ2 = ∑(xi2∙P(xi)) – μ2 σ = √𝜎 2
1
Geometric Distribution Mean: 𝜇 =
𝑝
1−𝑝
Geometric Distribution: Variance: σ2 =
𝑝2
P(X = x) = p ∙ q(x – 1), x = 1, 2, 3, …
1−𝑝
Standard Deviation: σ = √
𝑝2
Binomial Distribution Mean: μ = n ∙ p
Binomial Distribution: Variance: σ2 = n ∙ p ∙ q
P(X = x) = nCx·px·q(n-x), x = 0, 1, 2, … , n
Standard Deviation: σ = √𝑛 ∙ 𝑝 ∙ 𝑞
Hypergeometric Distribution: p = P(success) q = P(failure) = 1 – p
𝐶 ∙ 𝐶
P(X = x) = 𝑎 𝑥 𝑏 𝑛−𝑥 n = sample size N = population size
𝑁𝐶𝑛

Unit Change for Poisson Distribution: Poisson Distribution:

new units 𝑒 −𝜇 𝜇 𝑥
New μ = old μ( ) P(X = x) =
old units 𝑥!

2 | Page -Rachel L. Webb - Chapter 4 Formulas

 P(X = x) P(X ≤ x) P(X ≥ x)
Is Is less than or equal to Is greater than or equal to
Is equal to Is at most Is at least
Is exactly the same as Is not greater than Is not less than
Has not changed from Within Is more than or equal to
Is the same as

Excel Excel Excel

=binom.dist(x,n,p,0) =binom.dist(x,n,p,1) =1-binom.dist(x-1,n,p,1)
=HYPGEOM.DIST(x,n,a,N,0) = HYPGEOM.DIST(x,n,a,N,1) =1- HYPGEOM.DIST(x-1,n,a,N,1)
=POISSON.DIST(x,μ,0) =POISSON.DIST(x,μ,1) =1-POISSON.DIST(x–1,μ,1)
TI Calculator
TI Calculator TI Calculator
geometpdf(p,x)
binomcdf(n,p,x) 1-binomcdf(n,p,x-1)
binompdf(n,p,x)
poissoncdf(μ,x) 1-poissoncdf(μ,x-1)
poissonpdf(μ,x)

P(X > x) P(X < x)

How do you tell them apart? More than Less than
• Geometric – A percent or Greater than Below
proportion is given. There is Above Lower than
no set sample size until a Higher than Shorter than
success is achieved. Longer than Smaller than
• Binomial – A percent or Bigger than Decreased
proportion is given. A sample Increased Reduced
size is given.
• Hypergeometric – Usually Excel Excel
frequencies of successes are =1-binom.dist(x,n,p,1) =binom.dist(x-1,n,p,1)
given instead of percentages. =1- HYPGEOM.DIST(x,n,a,N,1) = HYPGEOM.DIST(x-1,n,a,N,1)
A sample size is given. =1-POISSON.DIST(x,μ,1) =POISSON.DIST(x-1,μ,1)
• Poisson – An average or
TI Calculator TI Calculator
mean is given. There is no set
sample size until a success is 1-binomcdf(n,p,x) binomcdf(n,p,x-1)
achieved. 1-poissoncdf(μ,x) poissoncdf(μ,x-1)

Chapter 6 Formulas
Uniform Distribution:
1 Exponential Distribution:
𝑓(𝑥) = , for 𝑎 ≤ 𝑥 ≤ 𝑏 1
𝑏−𝑎
1 𝑓(𝑥) = 𝑒 (−𝑥/𝜇) , for 𝑥 ≥ 0
𝜇
P(X ≥ x) = P(X > x) = ( ) ∙ (𝑏 − 𝑥)
𝑏−𝑎 P(X ≥ x) = P(X > x) = e–x/μ
1
P(X ≤ x) = P(X < x) = ( ) ∙ (𝑥 − 𝑎) P(X ≤ x) = P(X < x) = 1 – e–x/μ
𝑏−𝑎
P(x1 ≤ X ≤ x2) = P(x1 < X < x2) = P(x1 ≤ X ≤ x2) = P(x1 < X < x2) =
1 𝑒 (−𝑥1 /𝜇) − 𝑒 (−𝑥2 /𝜇)
( ) ∙ (𝑥2 − 𝑥1 )
𝑏−𝑎
Standard Normal Distribution:
μ = 0, σ = 1 Central Limit Theorem:
𝑥−𝜇 𝑥̅ −𝜇
z-score: 𝑧 = Z-score: 𝑧 = 𝜎
𝜎 ( )
√𝑛
x = zσ + μ

3 | Page -Rachel L. Webb - Chapter 6 Formulas

In the table below, note that when µ = 0 and σ = 1 use the NORM.S. DIST or NORM.S.INV function in Excel for a
standard normal distribution.
P(X ≤ x) or P(X < x) P(x1 < X < x2) or P(x1 ≤ X ≤ x2) P(X ≥ x) or P(X > x)
Is less than or equal to Between Is greater than or equal to
Is at most Is at least
Is not greater than Is not less than
Within More than
Less than Greater than
Below Above
Lower than Higher than
Shorter than Longer than
Smaller than Bigger than
Decreased Increased
Reduced Larger

Excel
Excel Finding a Probability Excel
Finding a Probability =NORM.DIST(x2,µ,σ,true) – Finding a Probability
=NORM.DIST(x,µ,σ,true) NORM.DIST(x1,µ,σ,true) =1–NORM.DIST(x,µ,σ,true)
Finding a Percentile Finding a Percentile Finding a Percentile
=NORM.INV(area,µ,σ) x1 =NORM.INV((1–area)/2,µ,σ) =NORM.INV(1–area,µ,σ)
x2 =NORM.INV(1–((1–area)/2),μ,σ)
TI Calculator
TI Calculator TI Calculator
Finding a Probability
Finding a Probability Finding a Probability
=normalcdf(x1,x2,µ,σ)
=normalcdf(-1E99,x,µ,σ) =normalcdf(x,1E99,µ,σ)
Finding a Percentile
Finding a Percentile Finding a Percentile
x1 =invNorm((1–area)/2,µ,σ)
=invNorm(area,µ,σ) =invNorm(1–area,µ,σ)
x2 =invNorm(1–((1–area)/2),μ,σ)

Chapter 7 Formulas
Confidence Interval for One Proportion Sample Size for Proportion
𝑧 ⁄ 2
𝑝̂𝑞̂
𝑝̂ ± 𝑧𝛼/2 √( ) 𝑛 = 𝑝∗ ∙ 𝑞 ∗ ( 𝛼 2 )
𝐸
𝑛
𝑥 Always round up to whole number.
𝑝̂ = 𝑞̂ = 1 − 𝑝̂ If p is not given use p* = 0.5.
𝑛
TI-84: 1-PropZInt E = Margin of Error
Confidence Interval for One Mean z- Confidence Interval
Use z-interval when σ is given. 𝜎
𝑥̅ ± 𝑧𝛼/2 ( )
Use t-interval when s is given. √𝑛
If n < 30, population needs to be normal. TI-84: ZInterval
Z-Critical Values t-Critical Values
Excel: zα/2 =NORM.INV(1–area/2,0,1) Excel: tα/2 =T.INV(1–area/2,df)
TI-84: zα/2 = invNorm(1–area/2,0,1) TI-84: tα/2 = invT(1–area/2,df)
t-Confidence Interval, df = n – 1; TI-84: TInterval 𝑧 ⁄ ∙𝜎 2
𝑠
𝑥̅ ± 𝑡𝛼⁄2 ( ) Sample Size for Mean 𝑛 = ( 𝛼 2 )
𝐸
√𝑛
Always round up to whole number.

4 | Page -Rachel L. Webb - Chapter 7 Formulas

Chapter 8 Formulas
Hypothesis Test for One Mean Type I Error-
Use z-test when σ is given. Reject H0 when H0 is true.
Use t-test when s is given. Type II Error-
If n < 30, population needs to be normal. Fail to reject H0 when H0 is false.
Z-Test: t-Test:
H0: μ = μ0 H0: μ = μ0
H1: μ ≠ μ0 H1: μ ≠ μ0
𝑥̅ −𝜇 𝑥̅ −𝜇
𝑧= 𝜎0 TI-84: Z-Test 𝑡 = 𝑠 0 TI-84: T-Test
( ) ( )
√𝑛 √𝑛

z-Critical Values t-Critical Values

Excel: Excel:
Two-tail: zα/2 = NORM.INV(1–α/2,0,1) Two-tail: tα/2 =T.INV(1–α/2,df)
Right-tail: z1–α = NORM.INV(1–α,0,1) Right-tail: t1–α = T.INV(1–α,df)
Left-tail: zα = NORM.INV(α,0,1) Left-tail: tα = T.INV(α,df)

TI-84: TI-84:
Two-tail: zα/2 = invNorm(1–α/2,0,1) Two-tail: tα/2 = invT(1–α/2,df)
Right-tail: z1–α = invNorm(1–α,0,1) Right-tail: t1–α = invT(1–α,df)
Left-tail: zα = invNorm(α,0,1) Left-tail: tα = invT(α,df)
Hypothesis Test for One Proportion
H0: p = p0 Rejection Rules:
H1: p ≠ p0 P-value method: reject H0 when the p-value ≤ α.
𝑝̂−𝑝
𝑧 = 𝑝 𝑞0 Critical value method: reject H0 when the test statistic
√( 0 0 ) is in the critical region (shaded tails).
𝑛
TI-84: 1-PropZTest

Two-tailed Test Right-tailed Test Left-tailed Test

H0: μ = μ0 or H0: p = p0 H0: μ = μ0 or H0: p = p0 H0: μ = μ0 or H0: p = p0
H1: μ ≠ μ0 H1: p ≠ p0 H 1: μ > μ 0 H1: p > p0 H1: μ < μ0 H1: p < p0

Claim is in the Null Hypothesis

= ≤ ≥
Is equal to Is less than or equal to Is greater than or equal to
Is exactly the same as Is at most Is at least
Has not changed from Is not more than Is not less than
Is the same as Within Is more than or equal to

Claim is in the Alternative Hypothesis

≠ > <
Is not More than Less than
Is not equal to Greater than Below
Is different from Above Lower than
Has changed from Higher than Shorter than
Is not the same as Longer than Smaller than
Bigger than Decreased
Increased Reduced

5 | Page -Rachel L. Webb - Chapter 8 Formulas

Chapter 9 Formulas
Hypothesis Test for Two Dependent Means Confidence Interval for Two Dependent Means
H0: µD = 0 ̅ ± 𝑡𝛼⁄2 ( 𝑠𝐷 )
𝐷
H1: µD ≠ 0 √𝑛
̅ −𝜇𝐷
𝐷 TI-84: TInterval
𝑡= 𝑠
( 𝐷)
√𝑛
TI-84: T-Test
Hypothesis Test for Two Independent Means Confidence Interval for Two Independent Means Z-
Z-Test: H0: µ1 = µ2 Interval
H1: µ1 ≠ µ2 𝜎12 𝜎22
(𝑥̅ 1 −𝑥̅2 )−(𝜇1 −𝜇2 )0 (𝑥̅1 − 𝑥̅2 ) ± 𝑧𝛼⁄2 √( + )
𝑧= 𝑛1 𝑛2
𝜎2 𝜎2 TI-84: 2-SampZInt
√( 1 + 2 )
𝑛1 𝑛2

TI-84: 2-SampZTest
Hypothesis Test for Two Independent Means Confidence Interval for Two Independent Means
H0: µ1 = µ2 T-Interval: Assume variances are unequal
H1: µ1 ≠ µ2 𝑠12 𝑠22
T-Test: Assume variances are unequal (𝑥̅1 − 𝑥̅2 ) ± 𝑡𝛼⁄2 √( + )
𝑛1 𝑛2
(𝑥̅ −𝑥̅ )−(𝜇1 −𝜇2 )0
𝑡= 1 2 TI-84: 2-SampTInt
𝑠 2𝑠 2 2 2 2
√( 1 + 2 ) 𝑠 𝑠
( 1+ 2)
𝑛1 𝑛2 𝑛1 𝑛2
𝑑𝑓 =
TI-84: 2-SampTTest 𝑠2
2
1 𝑠2
2
1
2 2 2 (( 1 ) ( )+( 2 ) ( ))
𝑠 𝑠 𝑛1 𝑛1 −1 𝑛2 𝑛2 −1
( 1+ 2)
𝑛1 𝑛2
𝑑𝑓 = 2 2
T-Interval: Assume variances are equal
𝑠2 1 𝑠2 1
(( 1 ) ( )+( 2 ) ( ))
𝑛1 𝑛1 −1 𝑛2 𝑛2 −1 (𝑛1 −1)𝑠12 +(𝑛2 −1)𝑠22 1 1
(𝑥̅1 − 𝑥̅2 ) ± 𝑡𝛼⁄2 √(( )( + ))
(𝑛1 +𝑛2 −2) 𝑛1 𝑛2
T-Test: Assume variances are equal
(𝑥̅1 −𝑥̅2 )−(𝜇1 −𝜇2 )
𝑡= df = n1 – n2 – 2
2
(𝑛 −1)𝑠 +(𝑛2 −1)𝑠2 2
1 1
√( 1 (𝑛 1 )( + )
1 +𝑛2 −2) 𝑛1 𝑛2

df = n1 – n2 – 2
Hypothesis Test for Two Proportions Confidence Interval for Two Proportions
H0: p1 = p2 𝑝̂1 𝑞̂1 𝑝̂2 𝑞̂2
(𝑝̂1 − 𝑝̂2 ) ± 𝑧𝛼/2 √( + )
H1: p1 ≠ p2 𝑛1 𝑛2
(𝑝̂ −𝑝̂ )−(𝑝1 −𝑝2 ) 𝑥1 𝑥2
𝑧= 1 2 𝑝̂1 =
𝑛1
𝑝̂2 =
𝑛2
1 1
√(𝑝̂∙𝑞̂( + )) 𝑞̂1 = 1 − 𝑝̂1 𝑞̂2 = 1 − 𝑝̂2
𝑛1 𝑛2
(𝑥 +𝑥2 ) (𝑝̂1 ∙𝑛1 +𝑝̂2 ∙𝑛2 ) TI-84: 2-PropZInt
𝑝̂ = (𝑛1 =
1 +𝑛2 ) (𝑛1 +𝑛2 )
𝑥 𝑥2
𝑞̂ = 1 − 𝑝̂ 𝑝̂1 = 1 𝑝̂2 =
𝑛 1 𝑛2
TI-84: 2-PropZTest
Hypothesis Test for Two Variances Hypothesis Test for Two Standard Deviations
𝐻0 : 𝜎12 = 𝜎22 𝐻0 : 𝜎1 = 𝜎2
𝐻1 : 𝜎12 ≠ 𝜎22 𝐻1 : 𝜎1 ≠ 𝜎2
𝑠12 𝑠12
𝐹= dfN = n1 – 1, dfD = n2 – 1 𝐹= dfN = n1 – 1, dfD = n2 – 1
𝑠22 𝑠22

TI-84: 2-SampFTest TI-84: 2-SampFTest

F-Critical Values For z and t-Critical Values refer back to Chapter 8
Excel:
Two-tail: Fα/2 = F.INV(1–α/2,0,1) TI-84: invF program can be downloaded at
Right-tail: F1–α = F.INV(1–α,0,1) http://www.MostlyHarmlessStatistics.com.
Left-tail: Fα = F.INV(α,0,1)

6 | Page -Rachel L. Webb - Chapter 9 Formulas

Chapter 10 Formulas
Goodness of Fit Test Test for Independence
H0: p1 = p0, p2 = p0, ∙∙∙ pk = p0. H0: Variable 1 and Variable 2 are independent.
H1: At least one proportion is different. H1: Variable 1 and Variable 2 are dependent.
(𝑂−𝐸)2 (𝑂−𝐸)2
𝜒2 = ∑ 𝜒2 = ∑
𝐸 𝐸
df = k – 1, p0 = 1/k or given % TI-84: χ2 GOF-Test df = (R – 1)(C – 1) TI-84: χ2-Test

Chapter 11 Formulas
One-Way ANOVA: H0: µ1 = µ2 = µ3 = … = µk k = number of groups
H1: At least one mean is different.
Source SS = Sum of Squares df MS = Mean Square F
𝑆𝑆𝐵 𝑀𝑆𝐵
Between (Factor) ∑ 𝑛𝑖 (𝑥̅𝑖 − 𝑥̅𝐺𝑀 )2 k–1 𝑀𝑆𝐵 = 𝐹=
𝑘−1 𝑀𝑆𝑊
𝑆𝑆𝑊
Within (Error) ∑(𝑛𝑖 − 1)𝑠𝑖2 N–k 𝑀𝑆𝑊 =
𝑁−𝑘
Total SST N–1
𝑥̅𝑖 = sample mean from the ith group 𝑠𝑖2 = sample variance from the ith group
∑𝑥
ni = sample size of the ith group N = n1 + n2 + ∙∙∙ + nk 𝑥̅𝐺𝑀 = 𝑖
𝑁

𝑥̅𝑖 −𝑥̅𝑗 H0 : μi = μj
Bonferroni test statistic: 𝑡 =
1 1
H1 : μi ≠ μj
√(𝑀𝑆𝑊( + ))
𝑛𝑖 𝑛𝑗

Multiply p-value by m = kC2, divide area for critical value by m = kC2.

7 | Page -Rachel L. Webb - Chapter 10 Formulas

 Two-Way ANOVA:
Row Effect (Factor A): H0: The row variable has no effect on the average .
H1: The row variable has an effect on the average .

Column Effect (Factor B): H0: The column variable has no effect on the average .
H1: The column variable has an effect on the average .

Interaction Effect (A×B):

H0: There is no interaction effect between row variable and column variable on the average .
H1: There is an interaction effect between row variable and column variable on the average .

Source SS df MS F
𝑆𝑆𝐴 𝑀𝑆𝐴
A (row factor) SSA a–1 𝑀𝑆𝐴 =
𝑑𝑓𝐴
𝐹𝐴 =
𝑀𝑆𝐸
𝑆𝑆𝐵 𝑀𝑆𝐵
B (column factor) SSB b–1 𝑀𝑆𝐵 =
𝑑𝑓𝐵
𝐹𝐵 =
𝑀𝑆𝐸
𝑆𝑆𝐴×𝐵 𝑀𝑆𝐴×𝐵
A×B (interaction) SSA×B (a – 1) (b – 1) 𝑀𝑆𝐴×𝐵 =
𝑑𝑓𝐴×𝐵
𝐹𝐴×𝐵 =
𝑀𝑆𝐸
𝑆𝑆𝐸
Error (within) SSE ab(n – 1) 𝑀𝑆𝐸 =
𝑑𝑓𝐸
Total SST N–1

Chapter 12 Formulas
SSxx = (𝑛 − 1)𝑠𝑥2 Correlation Coefficient
SSyy=(𝑛 − 1)𝑠𝑦2 𝑟=
𝑆𝑆𝑥𝑦

SSxy = ∑(𝑥𝑦) − 𝑛 ∙ 𝑥̅ ∙ 𝑦̅ √(𝑆𝑆𝑥𝑥 ∙𝑆𝑆𝑦𝑦 )

𝑆𝑆𝑥𝑦 Correlation t-test
Slope = b1 =
𝑆𝑆𝑥𝑥
𝑛−2
y-intercept = b0 = 𝑦̅ − 𝑏1 𝑥̅ H0: ρ = 0; H1: ρ ≠ 0 𝑡 = 𝑟√( ) df = n – 2
1−𝑟 2
Slope t-test
Regression Equation (Line of Best Fit): 𝑏1
𝑦̂ = b0 + b1x H0: β1 = 0; H1: β1 ≠ 0 𝑡= 𝑀𝑆𝐸
df = n – p – 1 = n – 2
√(𝑆𝑆 )
𝑥𝑥
Residual Slope/Model F-test
𝑒𝑖 = 𝑦𝑖 − 𝑦̂𝑖 H0: β1 = 0; H1: β1 ≠ 0
(Residual plots should have no patterns.) SS = Sum of MS = Mean
Source df F
Squares Square
Standard Error of Estimate
2 𝑆𝑆𝑅
(𝑆𝑆𝑥𝑦 ) 𝑀𝑆𝑅
∑(𝑦𝑖 −𝑦̂𝑖 )2 Regression p 𝑀𝑆𝑅 = 𝐹=
𝑠𝑒𝑠𝑡 = √ = √𝑀𝑆𝐸 SSR = 𝑝 𝑀𝑆𝐸
𝑛−2 𝑆𝑆𝑥𝑥

SSE = SSyy – n–p 𝑀𝑆𝐸 =

Error 𝑆𝑆𝐸
Prediction Interval SSR –1 𝑛−𝑝−1
1 (𝑥−𝑥̅ )2
𝑦̂ ± 𝑡𝛼/2 ∙ 𝑠𝑒𝑠𝑡 √(1 + + ) Total SST = SSyy n–1
𝑛 𝑆𝑆𝑥𝑥

Multiple Linear Regression Equation Coefficient of Determination

𝑆𝑆𝑅
𝑦̂ = b0 + b1x1 + b2x2 + ∙∙∙ + bpxp 𝑅2 = (𝑟)2 =
𝑆𝑆𝑇
Model F-Test for Multiple Regression Adjusted Coefficient of Determination
H0: β1 = β2 = ∙∙∙ βp = 0 2 (1−𝑅 2 )(𝑛−1)
𝑅𝑎𝑑𝑗 = 1−( )
H1: At least one slope is not zero. (𝑛−𝑝−1)

8 | Page -Rachel L. Webb - Chapter 12 Formulas

Chapter 13 Formulas
Ranking Data Sign Test
• Order the data from smallest to largest. H0: Median = MD0
• The smallest value gets a rank of 1. H1: Median ≠ MD0
• The next smallest gets a rank of 2, etc. p-value uses binomial distribution with p = 0.5 and n
• If there are any values that tie, then each of the is the sample size not including ties with the median
tied values gets the average of the or differences of 0.
corresponding ranks. • For a 2-tailed test, the test statistic, x, is the
smaller of the plus or minus signs. If x is the test
statistic, the p-value for a two-tailed test is the
2*P(X ≤ x).
• For a right-tailed test, the test statistic, x, is the
number of plus signs. For a left-tailed test, the test
statistic, x, is the number of minus signs. The p-
value for a one-tailed test is the P(X ≥ x).
Wilcoxon Signed-Rank Test Mann-Whitney U Test
n is the sample size not including a difference of When n1 ≤ 20 and n2 ≤ 20
0. 𝑛 (𝑛 +1) 𝑛 (𝑛 +1)
U1 = R1 – 1 1 , U2 = R2 – 2 2 .
When n < 30, use test statistic ws is the absolute 2 2
U = Min(U1, U2).
value of the smaller of the sum of ranks. CV uses
CV uses tables below.
table on next page.
If critical value is not in tables then use an online
calculator:
If critical value is not in table then use an online
https://www.socscistatistics.com/tests/mannwhitney/
calculator:
default.aspx
http://www.socscistatistics.com/tests/signedranks/
When n1 > 20 and n2 > 20 use z-test statistic:
When n ≥ 30, use z-test statistic: 𝑛 ∗𝑛
𝑛(𝑛+1)
(𝑈−( 12 2 ))
(𝑤𝑠 −(
4
)) 𝑧= (𝑛1 +𝑛2 +1)
𝑧= √(𝑛1 ∙𝑛2 )
12
√(𝑛(𝑛+1)(2𝑛+1))
24

Wilcoxon Signed-Rank Critical Values

1-Tailed α 2-Tailed α
n 0.01 0.05 0.10 0.01 0.05 0.10
5 - 0 2 - - 0
6 - 2 3 - 0 2
7 0 3 5 - 2 3
8 1 5 8 0 3 5
9 3 8 10 1 5 8
10 5 10 14 3 8 10
11 7 13 17 5 10 13
12 9 17 21 7 13 17
13 12 21 26 9 17 21
14 15 25 31 12 21 25
15 19 30 36 15 25 30
16 23 35 42 19 29 35
17 27 41 48 23 34 41
18 32 47 55 27 40 47
19 37 53 62 32 46 53
20 43 60 69 37 52 60
21 49 67 77 42 58 67
22 55 75 86 48 65 75
23 62 83 94 54 73 83
24 69 91 104 61 81 91
25 76 100 113 68 89 100
26 84 110 124 75 98 110
27 92 119 134 83 107 119
28 101 130 145 91 116 130
29 110 140 157 100 126 140

9 | Page -Rachel L. Webb - Chapter 13 Formulas

Mann-Whitney U Critical Values
Critical Values for 2-Tailed Mann-Whitney U Test for α = 0.05
n2
n1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
2 - - - - - - 0 0 0 0 1 1 1 1 1 2 2 2 2
3 - - - 0 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8
4 - - 0 1 2 3 4 4 5 6 7 8 9 10 11 11 12 13 13
5 - 0 1 2 3 5 6 7 8 9 11 12 13 14 15 17 18 19 20
6 - 1 2 3 5 6 8 10 11 13 14 16 17 19 21 22 24 25 27
7 - 1 3 5 6 8 10 12 14 16 18 20 22 24 26 28 30 32 34
8 0 2 4 6 8 10 13 15 17 19 22 24 26 29 31 34 36 38 41
9 0 2 4 7 10 12 15 17 21 23 26 28 31 34 37 39 42 45 48
10 0 3 5 8 11 14 17 20 23 26 29 33 36 39 42 45 48 52 55
11 0 3 6 9 13 16 19 23 26 30 33 37 40 44 47 51 55 58 62
12 1 4 7 11 14 18 22 26 29 33 37 41 45 49 53 57 61 65 69
13 1 4 8 12 16 20 24 28 33 37 41 45 50 54 59 63 67 72 76
14 1 5 9 13 17 22 26 31 36 40 45 50 55 59 64 67 74 78 83
15 1 5 10 14 19 24 29 34 39 44 49 54 59 64 70 75 80 85 90
16 1 6 11 15 21 26 31 37 42 47 53 59 64 70 75 81 86 92 98
17 2 6 11 17 22 28 34 39 45 51 57 63 67 75 81 87 93 99 105
18 2 7 12 18 24 30 36 42 48 55 61 67 74 80 86 93 99 106 112
19 2 7 13 19 25 32 38 45 52 58 65 72 78 85 92 99 106 113 119
20 2 8 14 20 27 34 41 48 55 62 69 76 83 90 98 105 112 119 127

Critical Values for 2-Tailed Mann-Whitney U Test for α = 0.01

n2
n1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
2 - - - - - - - - - - - - - - - - - 0 0
3 - - - - - - - 0 0 0 1 1 1 2 2 2 2 3 3
4 - - - - 0 0 1 1 2 2 3 3 4 5 5 6 6 7 8
5 - - - 0 1 1 2 3 4 5 6 7 7 8 9 10 11 12 13
6 - - 0 1 2 3 4 5 6 7 9 10 11 12 13 15 16 17 18
7 - - 0 1 3 4 6 7 9 10 12 13 15 16 18 19 21 22 24
8 - - 1 2 4 6 7 9 11 13 15 17 18 20 22 24 26 28 30
9 - 0 1 3 5 7 9 11 13 16 18 20 22 24 27 29 31 33 36
10 - 0 2 4 6 9 11 13 16 18 21 24 26 29 31 34 37 39 42
11 - 0 2 5 7 10 13 16 18 21 24 27 30 33 36 39 42 45 46
12 - 1 3 6 9 12 15 18 21 24 27 31 34 37 41 44 47 51 54
13 - 1 3 7 10 13 17 20 24 27 31 34 38 42 45 49 53 56 60
14 - 1 4 7 11 15 18 22 26 30 34 38 42 46 50 54 58 63 67
15 - 2 5 8 12 16 20 24 29 33 37 42 46 51 55 60 64 69 73
16 - 2 5 9 13 18 22 27 31 36 41 45 50 55 60 65 70 74 79
17 - 2 6 10 15 19 24 29 34 39 44 49 54 60 65 70 75 81 86
18 - 2 6 11 16 21 26 31 37 42 47 53 58 64 70 75 81 87 92
19 0 3 7 12 17 22 28 33 39 45 51 56 63 69 74 81 87 93 99
20 0 3 8 13 18 24 30 36 42 46 54 60 67 73 79 86 92 99 105

10 | Page -Rachel L. Webb - Chapter 13 Formulas