Dec Sci 2 Formulas

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  • 8/12/2019 Dec Sci 2 Formulas

    1/2

    DECSCI2 - De La Salle University Final ExaminationLecturer: Mrs. Marian T. Reyes List of Formulas

    Chapter 8 - Single Parameter Estimation

    x z2

    n

    x t2

    sn

    p z2

    p(1p)

    n

    n=(z

    2)22

    e2

    n=(z

    2)2p(1p)

    e2

    Chapter 9 - Single Parameter Hypothesis

    Testing

    z= X o

    n

    t= X o

    sn

    z= p po

    po(1po)n

    Rejection Regions for ztests:upper-tailed test Z > zlower-tailed test Z < ztwo-tailed test|Z| > z/2Rejection Regions for ttests:upper-tailed test T > tlower-tailed test T < ttwo-tailed test|T| > t/2

    pvalue for ztests:upper-tailed test P(Z >test stat)

    lower-tailed test P(Z |test stat|)

    Chapter 10a - Double Parameter Estimation

    (x1 x2) z2

    21

    n1+

    22

    n2

    (x1 x2) z2

    s21

    n1+

    s22

    n2

    (x1 x2) t2

    s2p(

    1

    n1+

    1

    n2) where

    s2p=(n1 1)s21+ (n2 1)s22

    n1+ n2 2

    (x1 x2) t2

    s21

    n1+

    s22

    n2where

    df =(

    s21

    n1+

    s22

    n2)2

    1

    n1 1 (s21

    n1 )2

    + 1

    n2 1 (s22

    n2 )2

    (p1 p2) z2

    p1(1 p1)

    n1+

    p2(1p2)

    n2

    Chapter 10b - Double Parameter Hypothesis

    Testing

    z=(x1 x2) (1 2)

    21

    n1+

    22

    n2

    z=(x1 x2) (1 2)

    s2

    1

    n1+

    s22

    n2

    t = (x1 x2) (1 2)

    s2p(1

    n1+

    1

    n2)

    with n1 + n2 2 d.f.

    s2p=(n1 1)s21+ (n2 1)s22

    n1+ n2 2F =

    s21

    s22

    Reject H0 if F F/2(n1 1, n2 1) or F1

    F/2(n2 1, n1 1)t=

    (x1 x2) (1 2)s21n1

    + s22n2

    where

    df =(

    s21

    n1+

    s22

    n2)2

    1

    n1 1 (s21

    n1)2 +

    1

    n2 1 (s22

    n2)2

    t= d D

    sdn

    withn 1 d.f.

    z= (p1 p2) (p1 p2)

    p(1 p)(1

    n1+

    1

    n2)

    where p = Y1+ Y2n1+ n2

    Chapter 12 - Chi Square Tests

    2 =i

    (oi ei)2ei

    with (r 1) (c 1) d.f. fortest of independence,

    ei=(row total) (column total)

    grand totalFor goodness of fit tests,d.f.=k 1 no. of parameters estimated

  • 8/12/2019 Dec Sci 2 Formulas

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    Chapter 13 - ANOVA CRD

    SST =

    nij

    ki

    (Yij Y..)2 =nij

    ki

    Y2ij T2..

    N

    where N=ki

    ni and T..=

    nij

    ki

    Yij

    SSTr =

    ki n

    i(Yi. Y..)2

    =

    ki

    T2i.

    ni T2..

    N where

    Ti.=

    nij

    Yij

    SSE = SST - SSTr

    MSTr = SSTr

    k 1 and MSE = SSE

    N korMSTr = ns2

    Y where s2

    Y is the variance of the k

    treatment meansMSE = mean of the k treatment variances

    F =MSTr

    MSE with k 1 numerator d.f. and N k

    denominator d.f.

    For pairwise comparison tests Ho : r = sabsolute difference is Q = |Yr. Ys.| and the

    HSD is

    MSE

    2 (

    1

    nr+

    1

    ns) Q,k,Nk and the deci-

    sion rule is to reject H0 if the absolute difference >HSD

    Chapter 13 - ANOVA CRBD

    SST =bj

    ki

    (Yij Y..)2 =bj

    ki

    Y2ij T2..

    N

    where N=k

    ini and T..=

    b

    jk

    iYij

    SSTr =ki

    T2i.b T

    2

    ..

    N where Ti.=

    bj

    Yij

    SSB =

    ki

    T2.j

    k T

    2

    ..

    N where T.j=

    ki

    Yij

    SSE = SST - SSTr - SSB

    MSTr = SSTr

    k 1 and MSB = SSB

    b 1 MSE =SSE

    (b 1)(k 1)F =

    MSTr

    MSE with k 1 numerator d.f. and

    (b

    1)(k

    1) denominator d.f.

    F = MSBMSE

    with b 1 numerator d.f. and(b 1)(k 1) denominator d.f.

    Chapter 14 - Simple Linear Regression

    Yi = b0+ b1xi

    b1 = Sxy

    Sxx=

    ni=1

    xiYi (

    ni=1

    xi)(ni=1

    Yi)

    n

    ni=1

    x2i(

    n

    i=1

    xi)2

    n

    and

    b0 =

    ni=1

    Yi

    n b1

    ni=1

    xi

    n

    r= b1

    Sxx

    Syyor r =

    SxySxx

    Syywhere

    Syy =n

    i=1

    Y2i (

    ni=1

    Yi)2

    n

    r2 = b2

    1SxxSyy

    For test ofHo : 1 = 0 using a t test:t=

    b1 s2eSxx

    where s2e = Syy b21Sxx

    n 2

    For test ofHo : 1 = 0 using an F test:F =

    MSReg

    MSE where MSReg =b21Sxx and

    MSE =s2eFor test ofHo : = 0 using a t test:t=

    r

    n 21 r2

    Prediction interval for a single response ofY :

    Y t/2se

    1 +1

    n+

    (x0 x)2Sxx

    Prediction interval for the mean response Y :

    Y t/2se

    1

    n+

    (x0 x)2Sxx

    Confidence interval for 1:

    b1 t/2seSxx

    Confidence interval for 0:

    b0 t/2se n

    i=1x2

    i

    n

    Sxx