Essential Hypothesis Testing Formulas
1. Z-Test (Known Variance or Large Sample)
One-sample Z-test for mean:
Z = (x_bar - mu_0) / (sigma / sqrt(n))
Where:
x_bar = sample mean
mu_0 = population mean under H0
sigma = population standard deviation
n = sample size
2. T-Test (Unknown Variance or Small Sample)
One-sample t-test:
t = (x_bar - mu_0) / (s / sqrt(n))
Two-sample t-test (independent samples, equal variances):
t = (x_bar1 - x_bar2) / (sp * sqrt(1/n1 + 1/n2))
Where pooled standard deviation sp is:
sp = sqrt(((n1 - 1)s1^2 + (n2 - 1)s2^2) / (n1 + n2 - 2))
3. Proportion Tests
One-sample z-test for proportion:
Z = (p_hat - p0) / sqrt(p0(1 - p0)/n)
Two-sample z-test for proportions:
Z = (p_hat1 - p_hat2) / sqrt(p(1 - p)(1/n1 + 1/n2))
Essential Hypothesis Testing Formulas
Where p = (x1 + x2) / (n1 + n2)
4. Chi-Square Tests
Chi-square test for variance:
chi^2 = (n - 1)s^2 / sigma0^2
Chi-square test for independence/goodness-of-fit:
chi^2 = Sum[(O - E)^2 / E]
Where:
O = observed frequency
E = expected frequency
5. ANOVA (Analysis of Variance)
F = Variance between groups / Variance within groups
F = MS_between / MS_within
Where:
MS = Mean Square = SS / df
SS = Sum of Squares
df = Degrees of Freedom
6. Standard Error (SE)
For mean: SE = s / sqrt(n)
For difference in means: SE = sqrt(s1^2/n1 + s2^2/n2)
For proportion: SE = sqrt(p(1 - p)/n)
Essential Hypothesis Testing Formulas
7. Confidence Interval (CI)
For mean (sigma known):
CI = x_bar +- Z_(alpha/2) * (sigma / sqrt(n))
For mean (sigma unknown):
CI = x_bar +- t_(alpha/2, df) * (s / sqrt(n))