Symbols

Response Explanatory Numerical_Quantity Parameter Statistic
quantitative
mean \(\mu\) \(\bar{x}\)
quantitative
standard deviation \(\sigma\) \(s\)
binary categorical
proportion \(p\) \(\hat{p}\)
multi-level categorical
Chi-square statistic
\(\chi^2\)
quantitative binary categorical difference in means \(\mu_1 - \mu_2\) \(\bar{x}_1 - \bar{x}_2\)
binary categorical binary categorical difference in proportions \(p_1 - p_2\) \(\hat{p}_1 - \hat{p}_2\)
quantitative quantitative correlation \(\rho\) \(R\)
quantitative multli-level categorical F statistic
\(F\)
multli-level categorical multli-level categorical Chi-square statistic
\(\chi^2\)

Common Test Statistics and Approximate Distributions

Response Explanatory Numerical_Quantity Test_Statistic Distribution Assumptions
quantitative
mean \(\frac{\bar{x} - \mu_o}{s/\sqrt{n}}\) \(t(df = n - 1)\) \(n \geq 30\) or data are normal
binary categorical
proportion \(\frac{\hat{p} - p_o}{\sqrt{\frac{p_o(1 - p_o)}{n}}}\) \(N(0, 1)\) Ten successes, Ten failures
multi-level categorical
Chi-square statistic \(\sum \frac{(\textrm{Obs.} - \textrm{Exp.})^2}{\textrm{Exp.}}\) \(\chi^2(df = (k-1))\) All Exp. \(\geq 5\)
quantitative binary categorical difference in means \(\frac{\bar{x}_1 - \bar{x}_2 - 0}{\sqrt{\frac{s^2_1}{n_1} + \frac{s^2_2}{n_2}}}\) \(t(df = \min(n_1, n_2) - 1)\) \(n_1, n_2 \geq 30\) or data are normal; independent samples
binary categorical binary categorical difference in proportions \(\frac{\hat{p}_1 - \hat{p}_2 - 0}{\sqrt{\frac{\hat{p}(1 - \hat{p})}{n_1} + \frac{\hat{p}(1 - \hat{p})}{n_2}}}\) \(N(0, 1)\) Ten successes, Ten failures in each category; independent samples
quantitative quantitative correlation \(\frac{R - 0}{\sqrt{\frac{1 - R^2}{n - 2}}}\) \(t(df = n - 2)\) \(n \geq 30\) or data are normal
quantitative multli-level categorical F statistic \(\frac{\textrm{MSG}}{\textrm{MSE}} = \frac{n-k}{k-1} \frac{\sum n_i (\bar{x}_i - \bar{x})^2}{\sum (x - \bar{x}_i)^2}\) \(F(df_1 = k-1, df_2 = n-k)\) Within each group, data are Normal with equal variance
multli-level categorical multli-level categorical Chi-square statistic \(\sum \frac{(\textrm{Obs.} - \textrm{Exp.})^2}{\textrm{Exp.}}\) \(\chi^2(df = (k_1-1)\cdot (k_2 - 1))\) All Exp. \(\geq 5\)

Common Distribution-Based Confidence Interval Formulae

Response Explanatory Numerical_Quantity Confidence_Interval Distribution Assumptions
quantitative
mean \(\bar{x} \pm t^*s/\sqrt{n}\) \(t(df = n - 1)\) \(n \geq 30\) or data are normal
binary categorical
proportion \(\hat{p} \pm z^* \sqrt{\frac{\hat{p}(1 - \hat{p})}{n}}\) \(N(0, 1)\) Ten successes, Ten failures
quantitative binary categorical difference in means \(\bar{x}_1 - \bar{x}_2 \pm t^* \sqrt{\frac{s^2_1}{n_1} + \frac{s^2_2}{n_2}}\) \(t(df = \min(n_1, n_2) - 1)\) \(n_1, n_2 \geq 30\) or data are normal
binary categorical binary categorical difference in proportions \(\hat{p}_1 - \hat{p}_2 \pm z^* \sqrt{\frac{\hat{p}_1(1 - \hat{p}_1)}{n_1} + \frac{\hat{p}_2(1 - \hat{p}_2)}{n_2}}\) \(N(0, 1)\) Ten successes, Ten failures in each category
quantitative quantitative correlation \(R \pm t^* \sqrt{\frac{1 - R^2}{n - 2}}\) \(t(df = n - 2)\) \(n \geq 30\) or data are normal, R \(\approx 0\)