Formulas:

𝑿−µ
z-test: 𝒛 = 𝛔/√𝒏

Sampling Distribution Of Two Population

(𝑿𝟏− 𝑿𝟐) – (µ𝟏−µ𝟐)
𝒁 =
𝟐 𝟐
√𝛔𝟏+𝛔𝟐
𝐧𝟏 𝐧𝟐

Chi-squared distribution

𝟐
(𝒏 − 𝟏)𝒔𝟐 𝜮(𝑿𝒊 − 𝑿)𝟐
𝑿 = =
𝝈𝟐 𝝈𝟐
𝑿−µ
T-distribution: 𝑻 =
𝑺⁄√𝒏

𝑺𝟐 ⁄𝝈𝟐 𝝈𝟐𝟐 𝑺𝟐𝟏

F-distribution: 𝑭 = 𝑺𝟏𝟐⁄𝝈𝟏𝟐 =
𝟐 𝟐 𝝈𝟐𝟏 𝑺𝟐𝟐

CONFIDENCE INTERVAL , for µ, σ is known but n ≥ 30:

𝝈 𝝈
𝒙 − 𝒛∝⁄ 𝒏 < µ < 𝒙 + 𝒛∝⁄ 𝒏
𝟐√ 𝟐√

CONFIDENCE INTERVAL for µ, σ unknown and n < 30.

𝒔 𝒔
𝒙 − 𝒕∝⁄ < µ < 𝒙 + 𝒕∝⁄
𝟐 √𝒏 𝟐 √𝒏

CONFIDENCE INTERVAL for µ1-µ2, σ21 and σ22 is known but n1 and n2 ≥ 30:
𝝈𝟐𝟏 𝝈𝟐𝟏 𝝈𝟐𝟏 𝝈𝟐𝟏
(𝒙𝟏 − 𝒙𝟐 ) − 𝒛∝⁄ √ + < µ1-µ2 < (𝒙𝟏 − 𝒙𝟐 ) + 𝒛∝⁄ √ +
𝟐 𝒏𝟏 𝒏𝟐 𝟐 𝒏𝟏 𝒏𝟐
where tα/2 is the t-value with v = n- 1 degrees of freedom, leaving an area of α/2 to the right

CONFIDENCE INTERVAL for µ1-µ2, σ21 = σ22 but unknown and n1, n2 < 30:
𝟏 𝟏 𝟏 𝟏
(𝒙𝟏 − 𝒙𝟐 ) − 𝒕∝⁄ 𝑺𝒑 √ + < µ1-µ2 < (𝒙𝟏 − 𝒙𝟐 ) + 𝒕∝⁄ √ + ,
𝟐 𝒏𝟏 𝒏𝟐 𝟐 𝒏 𝒏 𝟏 𝟐

𝟏⁄𝟐
(𝒏𝟏 −𝟏)𝑺𝟐𝟏 +(𝒏𝟐 −𝟏)𝑺𝟐𝟐
𝑺𝒑 = [ 𝒏𝟏 +𝒏𝟐 −𝟐
]
v = n1 + n2 - 2 degrees of freedom, leaving an area of α/2 to the right.

CONFIDENCE INTERVAL for µ1-µ2, σ21 ≠ σ22 and unknown and n1, n2 < 30:
𝒔𝟐 𝒔𝟐 𝒔𝟐 𝒔𝟐
(𝒙𝟏 − 𝒙𝟐 ) − 𝒕∝⁄ √𝒏𝟏 + 𝒏𝟐 < µ1-µ2 < (𝒙𝟏 − 𝒙𝟐 ) + 𝒕∝⁄ √𝒏𝟏 + 𝒏𝟐 ,
𝟐 𝟏 𝟐 𝟐 𝟏 𝟐

where tα/2 is the t-value with

𝟐
(𝒔𝟐𝟏 ⁄𝒏𝟏 + 𝒔𝟐𝟐 ⁄𝒏𝟐 )
𝒗= 𝟐 𝟐
[(𝒔𝟐𝟏 ⁄𝒏𝟏 ) ⁄(𝒏𝟏 − 𝟏)] + [(𝒔𝟐𝟐 ⁄𝒏𝟐 ) ⁄(𝒏𝟐 − 𝟏)]
ESTIMATING A PROPORTION:

Large-Sample CONFIDENCE INTERVAL for p:

𝒑𝒒 𝒑𝒒
𝒑 − 𝒛∝⁄𝟐 √ 𝒏 < 𝑝 < 𝑝 + 𝒛∝⁄𝟐 √ 𝒏 ,

where p = x/n , x represents the number of successes in n trials and zα/2 is the z-value leaving an area
of α/2 to the right

TESTS CONCERNING MEANS:

H0 H1 TEST STATISTIC CRITICAL

REGION
µ = µ0 µ < µ0 z-statistic: if σ is known but n ≥ 30 z < -zα
µ > µ0 ̅ − 𝝁𝟎
𝒙 z > zα
𝒛= 𝝈
µ ≠ µ0 ⁄ 𝒏 z < -zα/2 or
√ z > zα/2
µ = µ0 µ < µ0 t-statistic: if σ unknown and n < 30 t < -tα
µ > µ0 ̅−𝝁
𝒙 t > tα
𝒕= 𝒔 𝟎;
µ ≠ µ0 ⁄ 𝒏 t < -tα/2 or
√
v=n-1 t > tα/2
µ1 - µ2 = d0 µ1 - µ2 < d0 z-statistic: σ1 and σ2 known but z < -zα
µ1 - µ2 > d0 n1 ≥ 30, n2 ≥ 30 z > zα
µ1 - µ2 ≠ d0 (𝒙 ̅𝟐 ) − 𝒅𝟎
̅𝟏 − 𝒙 z < -zα/2 or
𝒛=
z > zα/2
√(𝝈𝟐𝟏 ⁄𝒏𝟏 ) + (𝝈𝟐𝟐 ⁄𝒏𝟐 )
µ1 - µ2 = d0 µ1 - µ2 < d0 t-statistic: if σ21=σ22 but unknown and n1 < t < -tα
µ1 - µ2 > d0 30, n2 < 30 t > tα
µ1 - µ2 ≠ d0 (𝒙 ̅𝟐 )−𝒅𝟎
̅𝟏 −𝒙 t < -tα/2 or
𝒕= ;
𝒔𝒑 √(𝟏⁄𝒏𝟏 )+(𝟏⁄𝒏𝟐 ) t > tα/2
v = n1 + n2 -2 ;
(𝒏𝟏 − 𝟏)𝒔𝟐𝟏 + (𝒏𝟐 − 𝟏)𝒔𝟐𝟐
𝒔𝟐𝒑 =
𝒏𝟏 + 𝒏𝟐 − 𝟐

µ1 - µ2 = d0 µ1 - µ2 < d0 t-statistic: if σ21≠σ22 and unknown and n1 < t < -tα

µ1 - µ2 > d0 30, n2 < 30 t > tα
µ1 - µ2 ≠ d0 (𝒙 ̅𝟐 )−𝒅𝟎
̅𝟏 −𝒙 t < -tα/2 or
𝒕= ;
√(𝒔𝟐𝟏 ⁄𝒏𝟏 )+(𝒔𝟐𝟐 ⁄𝒏𝟐 ) t > tα/2
𝟐
(𝒔𝟐𝟏 ⁄𝒏𝟏 + 𝒔𝟐𝟐 ⁄𝒏𝟐 )
𝒗= 𝟐 𝟐
(𝒔𝟐𝟏 ⁄𝒏𝟏 ) (𝒔𝟐𝟐 ⁄𝒏𝟐 )
𝒏𝟏 − 𝟏 + 𝒏𝟐 − 𝟏
µD = d0 µ < µ0 t-statistic t < -tα
µ > µ0 ̅ −𝒅𝟎
𝒅 t > tα
𝒕= 𝒔𝒅 ⁄√𝒏
;
µ ≠ µ0 t < -tα/2 or
v=n-1 t > tα/2