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RMS vs Standard Deviation Explained

This document is a formula sheet covering key statistical concepts from Chapters 4 to 7, including calculations for means, variances, standard deviations, and probabilities. It provides formulas for both population and sample statistics, as well as methods for calculating geometric means and understanding normal distributions. Additionally, it invites users to contribute missing formulas and explanatory material.

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erisamagi
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0% found this document useful (0 votes)
14 views4 pages

RMS vs Standard Deviation Explained

This document is a formula sheet covering key statistical concepts from Chapters 4 to 7, including calculations for means, variances, standard deviations, and probabilities. It provides formulas for both population and sample statistics, as well as methods for calculating geometric means and understanding normal distributions. Additionally, it invites users to contribute missing formulas and explanatory material.

Uploaded by

erisamagi
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Formula Sheet-1

Covers materials from Chapters 4, 5, 6 and 7

You are welcome to add explanatory material to the formula sheet


(e.g. µ stands for population mean)

Notice a missing formula? Bring it to my attention (kher@[Link]),


and add to the formula sheet
Arithmetic Mean:

N
∑ Xi
i =1
Population Mean: μ=
N
(N = number of observations or population size; Xi = ith observation of the variable X)

n
∑ Xi
i =1
Sample Mean: X=
n
(n = number of observations or sample size; Xi = ith observation of the variable X)

-------------------------------------------------

Geometric Mean:

Method of growth factors


1/ n
RG = (1 + R1 ) × (1 + R2 ) × × (1 + Rn )  −1

R’s are expressed on a decimal scale – e.g. 10% is 0.1; 100% is 1.0, etc.

Method with raw data

In the above formula, X1 is the first data value, Xn is the final (nth) data value

-------------------------------------------------

Range = Xl arg est − Xsmallest

Interquartile range = Q3 – Q1

n +1
Q1= first quartile = value corresponding to the ordered observation;
4
3(n + 1)
Q3= third quartile = value corresponding to the ordered observation.
4

-------------------------------------------------

1
N
∑ (X i − μ )2
Variance of a population σ 2 = i =1
N
N

∑ (X − μ)
2
i
Standard deviation of the population σ = σ 2 = i =1

N
(µ = population arithmetic mean; N = population size; Xi = ith value of the variable X)

n
∑ (X i − X )
2

Variance of a sample s2 = i =1
n −1

n
∑ (X i − X )
2

Standard deviation of the sample s = s 2 = i =1


n −1

( X = sample arithmetic mean; n = sample size; Xi = ith value of the variable X)

-------------------------------------------------

s
Coefficient of Variation CV = × 100%
X
(s = standard deviation of a set of data; X = sample mean)

-------------------------------------------------

Probability

The probability of either event A or B occurring:


1. Events A and B are mutually exclusive: P(A or B) = P(A ) + P(B)
2. Events A and B are NOT mutually exclusive: P(A or B) = P(A ) + P(B) − P(A and B)

• The conditional probability of event B occurring, given that event A has occurred:
P(A and B)
P(B A ) =
P(A )

• The probability of both event A and B occurring:


1. Events A and B are independent: P(A and B) = P(A ) × P(B)
2. Events A and B are NOT independent:
P(A and B) = P(A ) × P(B A ) or P(A and B) = P(B) × P(A B)

2
Discrete Random Variables

The expected value of a discrete random variable X:


N
μ = E(X ) = ∑ X i P(X i )
i =1
(X = random variable of interest; Xi = ith outcome of X; P(Xi) = probability of occurrence of the ith
outcome of X; N = the number of outcomes for X)

Variance and Standard deviation of a discrete random variable X:

N N
σ 2x = ∑ (X i − μ x )2 P(X i ) σx = ∑ (X i − μ x )2 P(X i )
i =1 i =1

(X= discrete random variable of interest; Xi = ith outcome of X; P(Xi) = probability of occurrence of
the ith outcome of X; N = the number of outcomes for X;
µ = E(X) = expected or average value of X)

-------------------------------------------------

The Normal Distribution

X−μ
Standard normal score: Z =
σ

Related formulae:

X−μ
X = μ + Zσ σ= μ = X - Zσ
Z

µ=mean of the normal distribution


σ=standard deviation of the normal distribution
X=the value that is to be standardized (normalized)
Z=the distance of X from the mean, measured in the number of standard deviations

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