Formula Sheet for Probability and Statistics

Probability Distributions
1. Bernoulli distribution: Ber(p).
P (X = 1) = p, P (X = 0) = 1 − p, E[X] = p, Var(X) = p(1 − p)
2. Binomial distribution:
  Bin(n, p).  
n k n n!
P (X = k) = p (1 − p)n−k for k = 0, . . . , n where =
k k k!(n − k)!
E[X] = np, Var(X) = np(1 − p).
3. Geometric distribution: Geo(p).
1 (1 − p)
P (X = k) = p(1 − p)k−1 , for k = 1, 2, 3, . . ., E[X] = , Var(X) = .
p p2
4. Poisson distribution: Pois(µ).
µk −µ
P (X = k) = e for k = 0, 1, 2, . . ., E[X] = µ, Var(X) = µ.
k!
5. Uniform distribution on [a, b]: U (a, b).
1
f (x) = b−a and F (x) = x−a
b−a for a ≤ x ≤ b,
1 1
E[X] = (a + b), Var(X) = (b − a)2 .
2 12
6. Exponential distribution: Exp(λ).
1 1
f (x) = λe−λx and F (x) = 1 − e−λx for x ≥ 0, E[X] = , Var(X) = 2 .
λ λ
7. Pareto distribution: Par(α).
α
f (x) = α+1 and F (x) = 1 − x−α for x ≥ 1,
xα
E[X] = α−1 for α > 1, Var(X) = (α−1)α2 (α−2) for α > 2.

8. Normal distribution: N (µ, σ 2 ).

Linear Regression
The least squares estimated for the regression line y = α + βx are given by

α̂ = y n − β̂xn
P P P
n i xi yi − ( i xi ) ( i yi )
β̂ = P 2 P 2
n i xi − ( i xi )

1
 a 0 1 2 3 4 5 6 7 8 9
m p = 0.1 0.05 0.025 0.01 0.005 0.0025 0.001 0.0005
0.0 5000 4960 4920 4880 4840 4801 4761 4721 4681 4641
1 3.078 6.314 12.706 31.821 63.657 127.321 318.309 636.619
0.1 4602 4562 4522 4483 4443 4404 4364 4325 4286 4247
2 1.886 2.920 4.303 6.965 9.925 14.089 22.327 31.599
0.2 4207 4168 4129 4090 4052 4013 3974 3936 3897 3859
3 1.638 2.353 3.182 4.541 5.841 7.453 10.215 12.924
0.3 3821 3783 3745 3707 3669 3632 3594 3557 3520 3483
4 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
0.4 3446 3409 3372 3336 3300 3264 3228 3192 3156 3121
5 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
0.5 3085 3050 3015 2981 2946 2912 2877 2843 2810 2776
6 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
0.6 2743 2709 2676 2643 2611 2578 2546 2514 2483 2451
7 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
0.7 2420 2389 2358 2327 2296 2266 2236 2206 2177 2148
8 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
0.8 2119 2090 2061 2033 2005 1977 1949 1922 1894 1867
9 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
0.9 1841 1814 1788 1762 1736 1711 1685 1660 1635 1611
10 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
1.0 1587 1562 1539 1515 1492 1469 1446 1423 1401 1379
11 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
1.1 1357 1335 1314 1292 1271 1251 1230 1210 1190 1170
12 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
1.2 1151 1131 1112 1093 1075 1056 1038 1020 1003 0985
13 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
1.3 0968 0951 0934 0918 0901 0885 0869 0853 0838 0823
14 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
1.4 0808 0793 0778 0764 0749 0735 0721 0708 0694 0681
15 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
1.5 0668 0655 0643 0630 0618 0606 0594 0582 0571 0559
16 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
1.6 0548 0537 0526 0516 0505 0495 0485 0475 0465 0455
17 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
1.7 0446 0436 0427 0418 0409 0401 0392 0384 0375 0367
18 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
1.8 0359 0351 0344 0336 0329 0322 0314 0307 0301 0294
19 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
1.9 0287 0281 0274 0268 0262 0256 0250 0244 0239 0233
20 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
2.0 0228 0222 0217 0212 0207 0202 0197 0192 0188 0183
21 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
2.1 0179 0174 0170 0166 0162 0158 0154 0150 0146 0143
22 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
2.2 0139 0136 0132 0129 0125 0122 0119 0116 0113 0110
23 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.768
2.3 0107 0104 0102 0099 0096 0094 0091 0089 0087 0084
24 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
2.4 0082 0080 0078 0075 0073 0071 0069 0068 0066 0064
25 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
2.5 0062 0060 0059 0057 0055 0054 0052 0051 0049 0048
26 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
2.6 0047 0045 0044 0043 0041 0040 0039 0038 0037 0036
27 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
2.7 0035 0034 0033 0032 0031 0030 0029 0028 0027 0026
28 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
2.8 0026 0025 0024 0023 0023 0022 0021 0021 0020 0019
29 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659
2.9 0019 0018 0018 0017 0016 0016 0015 0015 0014 0014
30 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
3.0 0013 0013 0013 0012 0012 0011 0011 0011 0010 0010
40 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
3.1 0010 0009 0009 0009 0008 0008 0008 0008 0007 0007
50 1.299 1.676 2.009 2.403 2.678 2.937 3.261 3.496
3.2 0007 0007 0006 0006 0006 0006 0006 0005 0005 0005
∞ 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291
3.3 0005 0005 0005 0004 0004 0004 0004 0004 0004 0003
3.4 0003 0003 0003 0003 0003 0003 0003 0003 0003 0002 Tabel 2: Right critical values tm,p of the t-distribution with m degrees of freedom
corresponding with right tail probability p: P (Tm ≥ tm,p ) = p.
Tabel 1: Right tail probabilities 1 − Φ(a) = P (Z ≥ a) of the
The bottom row provides right critical values of the N(0, 1) distribution: t∞,p = zp .
N (0, 1) distributed random variable Z.