Uploaded by Brian Hu

Formulas

advertisement
Econ 310 Formulas
∑𝑁
𝑖=1 π‘₯𝑖
πœ‡=
𝑁
∑𝑛𝑖=1 π‘₯𝑖
𝑛
π‘₯Μ… =
𝑁
2
𝜎 =
∑𝑖̇=1(π‘₯𝑖 − πœ‡)2
𝑁
𝑛
2
𝑠 =
∑𝑖=1(π‘₯𝑖 − π‘₯Μ… )2
𝑛−1
𝑛
(∑𝑛𝑖=1 π‘₯𝑖 )2
1
2
𝑠 =
[∑ π‘₯𝑖 −
]
n−1
𝑛
2
𝑖=1
𝜎 = √𝜎 2
𝑠 = √𝑠 2
1−
1
π‘˜2
𝐿𝑃 = (𝑛 + 1)
𝑠π‘₯𝑦
𝑃
100
∑𝑛𝑖=1(π‘₯𝑖 − π‘₯Μ… )(𝑦𝑖 − 𝑦̅)
=
𝑛−1
𝑛
𝑠π‘₯𝑦
∑𝑛𝑖=1 π‘₯𝑖 ∑𝑛𝑖=1 𝑦𝑖
1
=
[∑ π‘₯𝑖 𝑦𝑖 −
]
𝑛−1
𝑛
𝑖=1
π‘Ÿ=
𝑠π‘₯𝑦
𝑠π‘₯ 𝑠𝑦
𝜌=
𝜎π‘₯𝑦
𝜎π‘₯ πœŽπ‘¦
𝑃(𝐴 | 𝐡) =
𝑃(𝐴 π‘Žπ‘›π‘‘ 𝐡)
𝑃(𝐡)
𝑃(𝐴|𝐡) = 𝑃(𝐴)
𝑃(𝐡|𝐴) = 𝑃(𝐡)
𝑃(𝐴 π‘Žπ‘›π‘‘ 𝐡) = 𝑃(𝐴)𝑃(𝐡)
𝑃(𝐴 π‘œπ‘Ÿ 𝐡) = 𝑃(𝐴) + 𝑃(𝐡) – 𝑃(𝐴 π‘Žπ‘›π‘‘ 𝐡)
𝑃(𝐴 π‘Žπ‘›π‘‘ 𝐡) = 𝑃(𝐴 | 𝐡) × π‘ƒ(𝐡)
𝑃(𝐴 π‘Žπ‘›π‘‘ 𝐡) = 𝑃(𝐡 | 𝐴) × π‘ƒ(𝐴)
𝑃(𝐴 | 𝐡) =
𝑃(𝐡 | 𝐴) × π‘ƒ(𝐴)
𝑃(𝐡)
𝐸(𝑋) = πœ‡ = ∑ π‘₯𝑃(π‘₯)
π‘Žπ‘™π‘™ π‘₯
𝑉(𝑋) = 𝜎 2 = 𝐸[(𝑋 − πœ‡)2 ] = ∑ (π‘₯ − πœ‡)2 𝑃(π‘₯) = 𝐸(𝑋 2 ) − 𝐸(𝑋)2
π‘Žπ‘™π‘™ π‘₯
𝜎 = √𝜎 2
𝐸(𝑐) = 𝑐
𝐸(𝑋 + 𝑐) = 𝐸(𝑋) + 𝑐
𝐸(𝑐𝑋) = 𝑐𝐸(𝑋)
𝑉(𝑐) = 0
𝑉(𝑋 + 𝑐) = 𝑉(𝑋)
𝑉(𝑐𝑋) = 𝑐 2 𝑉(𝑋)
𝑃(π‘₯) = ∑ 𝑃(π‘₯, 𝑦)
𝑦
𝑃(𝑦) = ∑ 𝑃(π‘₯, 𝑦)
π‘₯
𝐢𝑂𝑉(𝑋, π‘Œ) = 𝜎π‘₯𝑦 = ∑ ∑ (π‘₯ − πœ‡π‘₯ )(𝑦 − πœ‡π‘¦ )𝑃(π‘₯, 𝑦) = 𝐸[(π‘₯ − πœ‡π‘₯ )(𝑦 − πœ‡π‘¦ )]
π‘₯
𝑦
𝐢𝑂𝑉(𝑋, π‘Œ) = 𝜎π‘₯𝑦 = ∑ ∑ π‘₯𝑦𝑃(π‘₯, 𝑦) − πœ‡π‘₯ πœ‡π‘¦ = 𝐸(π‘‹π‘Œ) − 𝐸(𝑋)𝐸(π‘Œ)
π‘₯
𝑦
𝜌=
𝐢𝑂𝑉(𝑋, π‘Œ)
𝜎π‘₯ πœŽπ‘¦
𝐸(𝑋 + π‘Œ) = ∑ ∑ (π‘₯ + 𝑦)𝑃(π‘₯, 𝑦) = 𝐸(𝑋) + 𝐸(π‘Œ)
π‘₯
𝑦
𝑉(𝑋 + π‘Œ) = ∑ ∑ (π‘₯ + 𝑦 − πœ‡π‘₯+𝑦 )2 𝑃(π‘₯, 𝑦) = 𝑉(𝑋) + 𝑉(π‘Œ) + 2𝐢𝑂𝑉(𝑋, π‘Œ)
π‘₯
𝑦
𝐸(π‘Œ|𝑋) = πœ‡π‘¦|π‘₯ = ∑ 𝑦𝑃(𝑦|π‘₯)
𝑦
𝑃(π‘₯) =
𝑛!
𝑝 π‘₯ (1 − 𝑝)𝑛−π‘₯
π‘₯! (𝑛 − π‘₯)!
πœ‡ = 𝑛𝑝
𝜎 2 = 𝑛𝑝(1 − 𝑝)
𝜎 = √𝑛𝑝(1 − 𝑝)
𝑒 −πœ‡ πœ‡ π‘₯
π‘₯!
𝑃(π‘₯) =
𝐸(𝑋) = 𝑉(𝑋) = πœ‡
𝑓(π‘₯) =
1
𝑏−π‘Ž
𝐸(𝑋) =
(π‘Ž + 𝑏)
2
(𝑏 − π‘Ž)2
𝑉(𝑋) =
12
1
𝑓(π‘₯) =
𝜎√2πœ‹
𝑒
1 π‘₯−πœ‡ 2
− (
)
2 𝜎
𝐸(𝑋) = πœ‡
𝑉(𝑋) = 𝜎 2
𝑍=
π‘₯−πœ‡
𝜎
𝜎π‘₯Μ…2 =
𝜎π‘₯Μ… =
𝜎2
𝑛
𝜎
√𝑛
𝑋̅~𝑁 (πœ‡ ,
𝜎π‘₯Μ… =
𝜎2
)
𝑛
𝜎
𝑁−𝑛
√
√𝑛 𝑁 − 1
𝑃̂ =
𝑃̂~𝑁(𝑝,
𝑋
𝑛
𝑝(1 − 𝑝)
)
𝑛
πœŽπ‘ƒΜ‚ = √𝑝(1 − 𝑝)/𝑛
𝑍=
𝑃̂ − 𝑝
√𝑝(1 − 𝑝)/𝑛
πœ‡π‘₯Μ… −𝑦̅ = πœ‡π‘₯ − πœ‡π‘¦
𝜎π‘₯2 πœŽπ‘¦2
𝜎π‘₯Μ… −𝑦̅ = √ +
𝑛π‘₯ 𝑛𝑦
𝑋̅ − π‘ŒΜ…~𝑁 (πœ‡π‘₯ − πœ‡π‘¦ ,
𝑋̅ ± 𝑧𝛼/2
𝜎π‘₯2 πœŽπ‘¦2
+ )
𝑛π‘₯ 𝑛𝑦
𝜎
√𝑛
𝑧𝛼/2 𝜎 2
𝑛=(
)
𝐡
𝑍 =
𝑑 =
𝑋̅ − πœ‡
𝜎/√𝑛
π‘₯Μ… − πœ‡
𝑠/√𝑛
π‘₯Μ… ± 𝑑𝛼/2
𝑠
√𝑛
𝑁 [π‘₯Μ… ± 𝑑𝛼/2
𝑠
√𝑛
]
(𝑛 − 1)𝑠 2
2
~πœ’π‘›−1
𝜎2
(𝑛 − 1)𝑠 2
2
πœ’π›Ό/2
(𝑛 − 1)𝑠 2
2
πœ’1−𝛼/2
𝑝̂ ± 𝑧𝛼/2 √𝑝̂ (1 − 𝑝̂ )/𝑛
𝑑=
(π‘₯Μ…1 − π‘₯Μ…2 ) − (πœ‡1 − πœ‡2 )
1
√𝑠𝑝2 (
𝑛1
𝑠𝑝2 =
1
+ )
𝑛2
~𝑑𝑛1 +𝑛2 −2
(𝑛1 − 1)𝑠12 + (𝑛2 − 1)𝑠22
𝑛1 + 𝑛2 − 2
1
𝑛1
π‘₯Μ…1 − π‘₯Μ…2 ± 𝑑𝛼/2 √𝑠𝑝2 (
𝑑=
+
1
)
𝑛2
(π‘₯Μ…1 − π‘₯Μ…2 ) − (πœ‡1 − πœ‡2 )
𝑠2
𝑠2
√ 1 + 2
𝑛1
𝑛2
(𝑠12 /𝑛1 )2
𝑛1 −1
𝑣 = (𝑠12 /𝑛1 + 𝑠22 /𝑛2 )2/(
+
(𝑠22 /𝑛2 )2
)
𝑛2 −1
𝑠12
𝑠22
√
π‘₯Μ…1 − π‘₯Μ…2 ± 𝑑𝛼/2 (
+ )
𝑛1
𝑛2
𝐹 =
𝑠12
𝑠22
𝐹1−𝐴, 𝑣1 ,𝑣2 =
t =
1
𝐹𝐴, 𝑣2 ,𝑣1
π‘₯̅𝐷 −πœ‡π·
~𝑑𝑛𝐷 −1
𝑠𝐷 /√𝑛𝐷
(𝑝̂1 − 𝑝̂2 ) − (𝑝1 − 𝑝2 )
𝑧=
√
𝑝1 (1 − 𝑝1 ) 𝑝2 (1 − 𝑝2 )
+
𝑛1
𝑛2
√𝑝̂ (1 − 𝑝̂ ) (
𝑝̂ =
1
1
+ )
𝑛1 𝑛2
π‘₯1 + π‘₯2
𝑛1 + 𝑛2
(𝑝̂1 − 𝑝̂2 ) − (𝑝1 − 𝑝2 )
𝑧=
1
1
√𝑝̂ (1 − 𝑝̂ ) ( + )
𝑛1 𝑛2
(𝑝̂1 − 𝑝̂2 ) − (𝑝1 − 𝑝2 )
𝑧=
√
𝑝̂1 (1 − 𝑝̂1 ) 𝑝̂2 (1 − 𝑝̂2 )
+
𝑛1
𝑛2
𝑦 = 𝛽0 + 𝛽1 π‘₯ + πœ€
𝑦̂ = 𝑏0 + 𝑏1 π‘₯
𝑠π‘₯𝑦
𝑠π‘₯2
𝑏1 =
𝑏0 = 𝑦̅ − 𝑏1 π‘₯Μ…
𝑛
𝑆𝑆𝐸 ≡ ∑(𝑦𝑖 − 𝑦̂𝑖 )2
𝑖=1
π‘ πœ€2 =
𝑆𝑆𝐸
𝑛−2
𝑆𝑆𝐸
π‘ πœ€ = √
𝑛−2
𝑠𝑏1 =
𝑑=
𝑅2 = 1 −
π‘ πœ€
√(𝑛 − 1)𝑠π‘₯2
𝑏1 − 𝛽1
~𝑑𝑛−2
𝑠𝑏1
∑𝑛𝑖=1(𝑦𝑖 − 𝑦̂𝑖 )2
𝑆𝑆𝐸
=1− 𝑛
∑𝑖=1(𝑦𝑖 − 𝑦̅𝑖 )2
𝑆𝑆𝑇
Download