贾俊平《统计学》常用公式

统计学公式

数据的概括性度量

1. 中位数 $M_e$
   $$M_e=\{\begin{array}{ll}{x}_{(\frac{n+1}{2})},& n为奇数\\ \frac{1}{2}\left\{x_{(\frac{n}{2})}+x_{(\frac{n}{2}+1)}\right\},& n为偶数\end{array}$$

2. 简单样本平均数 $\overline{x}$
   $$\begin{array}{r}\overline{x}=\frac{1}{n}\sum _{i=1}^n{x}_i\end{array}$$

3. 加权样本平均数 $\overline{x}$
   $$\begin{array}{r}\overline{x}=\frac{1}{n}\sum _{i=1}^k{M}_i{f}_i其中n=\sum _{i=1}^k{f}_i\end{array}$$

4. 几何平均数 $G$
   $$\begin{array}{r}G=\sqrt[n]{\prod _{i=1}^n{x}_i}\end{array}$$

5. 异众比率 $V_r$
   $$\begin{array}{rl}{V}_r& =\frac{{\sum }_{i=1}^k{f}_i-f_m}{{\sum }_{i=1}^k{f}_i}\\ & =1-\frac{f_m}{{\sum }_{i=1}^k{f}_i}\end{array}$$

6. 四分位差 $Q_d$
   $$\begin{array}{r}{Q}_d=Q_U-Q_L\end{array}$$

7. 极差 $R$
   $$\begin{array}{r}R=max(x_1,x_2,\cdots ,x_n)-min(x_1,x_2,\cdots ,x_n)\end{array}$$

8. 简单平均差 $M_d$
   $$\begin{array}{r}{M}_d=\frac{1}{n}\sum _{i=1}^n|x_i-\overline{x}|\end{array}$$

9. 加权平均差 $M_d$
   $$\begin{array}{r}{M}_d=\frac{1}{n}\sum _{i=1}^k|M_i-\overline{x}|f_i\end{array}$$

10. 简单样本方差 $s^2$
    $$\begin{array}{r}{s}^2=\frac{1}{n-1}\sum _{i=1}^n(x_i-\overline{x}{)}^2\end{array}$$

11. 简单样本标准差 $s$
    $$\begin{array}{r}{s}^2=\frac{1}{n-1}\sum _{i=1}^k(M_i-\overline{x}{)}^2{f}_i\end{array}$$

12. 加权样本方差 $s^2$
    $$\begin{array}{r}s=\sqrt{\frac{1}{n-1}\sum _{i=1}^n(x_i-\overline{x}{)}^2}\end{array}$$

13. 加权样本标准差 $s$
    $$\begin{array}{r}s=\sqrt{\frac{1}{n-1}\sum _{i=1}^k(M_i-\overline{x}{)}^2{f}_i}\end{array}$$

14. 标准分数 $z_i$
    $$\begin{array}{r}{z}_i=\frac{x_i-\overline{x}}{s}\end{array}$$

15. 离散系数 $v_s$
    $$\begin{array}{r}{v}_s=\frac{s}{\overline{x}}\end{array}$$

16. 未分组数据的偏态系数 $SK$
    $$\begin{array}{r}SK=\frac{n{\sum }_{i=1}^n(x_i-\overline{x}{)}^3}{(n-1)(n-2)s^3}\end{array}$$

17. 分组数据的偏态系数 $SK$
    $$\begin{array}{r}SK=\frac{{\sum }_{i=1}^k(M_i-\overline{x}{)}^3{f}_i}{n{s}^3}\end{array}$$

18. 未分组数据的峰态系数 $K$
    $$\begin{array}{r}K=\frac{n(n+1){\sum }_{i=1}^n(x_i-\overline{x}{)}^4-3(n-1)[{\sum }_{i=1}^n(x_i-\overline{x}{)}^2{]}^2}{(n-1)(n-2)(n-3)s^4}\end{array}$$

19. 分组数据的峰态系数 $K$
    $$\begin{array}{r}K=\frac{{\sum }_{i=1}^k(M_i-\overline{x}{)}^4{f}_i}{n{s}^4}-3\end{array}$$

概率与概率分布

1. 概率的古典定义
   $$\begin{array}{r}P(A)=\frac{事件A所包含的基本事件个数}{样本空间所包含的基本事件个数}\end{array}$$

2. 概率的统计定义
   $$\begin{array}{rl}& P(A)=\frac{m}{n}\\ 相同条件下随机& 试验n次，事件A出现m次\end{array}$$

3. 离散型随机变量的期望值
   $$\begin{array}{r}E(X)=\sum _{k=0}^{\infty }k\cdot P(X=k)\end{array}$$

4. 离散型随机变量的方差
   $$\begin{array}{r}Var(X)=\sum _{k=0}^{\infty }(k-E(X){)}^2\cdot P(X=k)\end{array}$$

5. 二项分布 $b(n,p)$ 的概率
   $$\begin{array}{r}P(X=k)=C_n^k{p}^k(1-p{)}^{n-k}\end{array}$$

6. 二项分布的期望值
   $$\begin{array}{rl}E(X)& =\sum _{k=0}^{n}k\cdot P(X=k)\\ & =\sum _{k=0}^{n}k\cdot C_n^k{p}^k(1-p{)}^{n-k}\\ & =np\end{array}$$

7. 二项分布的方差
   $$\begin{array}{rl}Var(X)& =\sum _{k=0}^n(k-E(X){)}^2\cdot P(X=k)\\ & =\sum _{k=0}^n(k-E(X){)}^2\cdot C_n^k{p}^k(1-p{)}^{n-k}\\ & =np(1-p)\end{array}$$

8. 泊松分布 $P(\lambda )$ 的概率
   $$\begin{array}{r}P(X=k)=\frac{{\lambda }^k}{k!}{e}^{-\lambda }\end{array}$$

9. 泊松分布的期望值
   $$\begin{array}{rl}E(X)& =\sum _{k=0}^{\infty }k\cdot P(X=k)\\ & =\sum _{k=0}^{\infty }k\cdot \frac{{\lambda }^k}{k!}{e}^{-\lambda }\\ & =\lambda \end{array}$$

10. 泊松分布的方差
    $$\begin{array}{rl}Var(X)& =\sum _{k=0}^{\infty }(k-E(X){)}^2\cdot P(X=k)\\ & =\sum _{k=0}^{\infty }(k-E(X){)}^2\cdot \frac{{\lambda }^k}{k!}{e}^{-\lambda }\\ & =\lambda \end{array}$$

11. 连续型随机变量的期望值
    $$\begin{array}{r}E(X)={\int }_{-\infty }^{+\infty }xf(x)dx\end{array}$$

12. 连续型随机变量的方差
    $$\begin{array}{r}Var(X)={\int }_{-\infty }^{+\infty }(x-E(X){)}^{2}f(x)dx\end{array}$$

13. 正态分布 $N(\mu ,{\sigma }^2)$ 的概率密度函数
    $$\begin{array}{r}f(x)=\frac{1}{\sqrt{2\pi }\sigma }exp\left\{-\frac{(x-\mu {)}^2}{2{\sigma }^2}\right\}\end{array}$$

14. 标准正态分布的概率密度函数
    $$\begin{array}{r}f(x)=\frac{1}{\sqrt{2\pi }}exp\left\{-\frac{x^2}{2}\right\}\end{array}$$

15. 标准正态分布的分布函数
    $$\begin{array}{r}F(x)={\int }_{-\infty }^x\frac{1}{\sqrt{2\pi }}exp\left\{-\frac{t^2}{2}\right\}dt\end{array}$$

16. 标准化公式
    $$\begin{array}{r}{z}_i=\frac{x_i-\overline{x}}{s}\end{array}$$

统计量及其抽样分布

1. $\overline{X}$ 抽样分布的期望值
   $$\begin{array}{r}E(\overline{x})=\mu \end{array}$$

2. $\overline{X}$ 抽样分布的方差
   $$\begin{array}{r}Var(\overline{X})=\frac{{\sigma }^2}{n}\end{array}$$

3. 样本方差$S^2$
   $$\begin{array}{r}{S}^2=\frac{1}{n-1}\sum _{i=1}^n(X_i-\overline{X}{)}^2\end{array}$$

4. 样本变异系数$V$
   $$\begin{array}{r}V=\frac{S}{\overline{X}}\end{array}$$

5. 样本$k$阶矩$m_k$
   $$\begin{array}{r}{m}_k=\frac{1}{n}\sum _{i=1}^n{X}_i^k\end{array}$$

6. 样本$k$阶中心距$v_k$
   $$\begin{array}{r}{v}_k=\frac{1}{n-1}\sum _{i=1}^n(X_i-\overline{X}{)}^k\end{array}$$

7. 样本偏度${\alpha }_3$
   $$\begin{array}{r}{\alpha }_3=\frac{\sqrt{n-1}{\sum }_{i=1}^n(X_i-\overline{X}{)}^3}{{\sum }_{i=1}^n[(X_i-\overline{X}{)}^2{]}^{3/2}}\end{array}$$

8. 样本峰度${\alpha }_4$
   $$\begin{array}{r}{\alpha }_4=\frac{(n-1){\sum }_{i=1}^n(X_i-\overline{X}{)}^4}{{\sum }_{i=1}^n[(X_i-\overline{X}{)}^2{]}^2}-3\end{array}$$

参数估计

一个总体参数的区间估计

1. 总体均值的置信区间（正态总体，$\sigma$已知）
   $$\begin{array}{r}\overline{x}\pm z_{\alpha /2}\frac{\sigma }{\sqrt{n}}\end{array}$$

2. 总体均值的置信区间（$\sigma$未知，大样本）
   $$\begin{array}{r}\overline{x}\pm z_{\alpha /2}\frac{s}{\sqrt{n}}\end{array}$$

3. 总体均值的置信区间（正态总体，$\sigma$未知，小样本）
   $$\begin{array}{r}\overline{x}\pm t_{\alpha /2}(n-1)\frac{s}{\sqrt{n}}\end{array}$$

4. 总体比例的置信区间
   $$\begin{array}{r}p\pm z_{\alpha /2}\sqrt{\frac{p(1-p)}{n}}\end{array}$$

5. 总体方差的置信区间
   $$\begin{array}{r}\left(\frac{(n-1)s^2}{{\chi }_{\alpha /2}^2(n-1)},\frac{(n-1)s^2}{{\chi }_{1-\alpha /2}^2(n-1)}\right)\end{array}$$

两个总体参数的区间估计

1. 均值之差的区间估计（独立大样本，${\sigma }_1^2$ 和 ${\sigma }_2^2$ 已知）
   $$\begin{array}{r}\overline{x_1}-\overline{x_2}\pm z_{\alpha /2}\sqrt{\frac{{\sigma }_1^2}{n_1}+\frac{{\sigma }_2^2}{n_2}}\end{array}$$

2. 均值之差的区间估计（独立大样本，${\sigma }_1^2$ 和 ${\sigma }_2^2$ 未知）
   $$\begin{array}{r}\overline{x_1}-\overline{x_2}\pm z_{\alpha /2}\sqrt{\frac{s_1^2}{n_1}+\frac{s_2^2}{n_2}}\end{array}$$

3. 均值之差的区间估计（独立小样本，${\sigma }_1^2$ 和 ${\sigma }_2^2$ 未知但相等）
   $$\begin{array}{rl}& \overline{x_1}-\overline{x_2}\pm t_{\alpha /2}(n_1+n_2-2)\sqrt{s_p^2\left(\frac{1}{n_1}+\frac{1}{n_2}\right)}\\ & 其中s_p^2=\frac{(n_1-1)s_1^2+(n_2-1)s_2^2}{n_1+n_2-2}\end{array}$$

4. 均值之差的区间估计（独立小样本，${\sigma }_1^2$ 和 ${\sigma }_2^2$ 未知且不相等，两个样本的容量相等）
   $$\begin{array}{rl}类似于匹配样本，记Y=X_1-X_2& \sim N({\mu }_1-{\mu }_2,{\sigma }_1^2+{\sigma }_2^2),S_Y^2=\frac{1}{n-1}\sum _{i=1}^n(Y_i-\overline{Y}{)}^2,则\\ T& =\frac{(\overline{X_1}-\overline{X_2})-({\mu }_1-{\mu }_2)}{S_Y/\sqrt{n}}\\ & (\overline{X_1}-\overline{X_2})\pm t_{\alpha /2}(n-1)\frac{S_Y}{\sqrt{n}}\end{array}$$

5. 均值之差的区间估计（独立小样本，${\sigma }_1^2$ 和 ${\sigma }_2^2$ 未知且不相等，两个样本的容量不相等）
   $$\begin{array}{rl}& \overline{x_1}-\overline{x_2}\pm t_{\alpha /2}(v)\sqrt{\frac{s_1^2}{n_1}+\frac{s_2^2}{n_2}}\\ & 其中v=\frac{{\left(s_1^2/n_1+s_2^2/n_2\right)}^2}{\frac{(s_1^2/n_1{)}^2}{n_1-1}+\frac{(s_2^2/n_2{)}^2}{n_2-1}}\end{array}$$

6. 均值之差的置信区间（匹配大样本）
   $$\begin{array}{r}\overline{d}\pm z_{\alpha /2}\frac{{\sigma }_d}{\sqrt{n}}\end{array}$$

7. 均值之差的置信区间（匹配小样本）
   $$\begin{array}{r}\overline{d}\pm t_{\alpha /2}(n-1)\frac{s_d}{\sqrt{n}}\end{array}$$

8. 两个总体比例之差的置信区间
   $$\begin{array}{r}(p_1-p_2)\pm z_{\alpha /2}\sqrt{\frac{p_1(1-p_1)}{n_1}+\frac{p_2(1-p_2)}{n_2}}\end{array}$$

9. 两个总体方差比的置信区间
   $$\begin{array}{r}\left(\frac{s_1^2}{s_2^2\cdot F_{\alpha /2}(n_1-1,n_2-1)},\frac{s_1^2}{s_2^2\cdot F_{1-\alpha /2}(n_1-1,n_2-1)}\right)\end{array}$$

样本量的确定

1. 估计总体均值时的样本量
   $$\begin{array}{r}n=\frac{z_{\alpha /2}^2\cdot {\sigma }^2}{E^2}\end{array}$$

2. 估计总体比例时的样本量
   $$\begin{array}{r}n=\frac{z_{\alpha /2}^2\cdot p(1-p)}{E^2}\end{array}$$

假设检验

一个总体参数的假设检验统计量

1. 总体均值检验的统计量（正态总体，$\sigma$ 已知）
   $$\begin{array}{r}\sqrt{n}\frac{\overline{x}-{\mu }_0}{\sigma }\sim N(0,1)\end{array}$$

2. 总体均值检验的统计量（$\sigma$ 未知，大样本）
   $$\begin{array}{r}\sqrt{n}\frac{\overline{x}-{\mu }_0}{s}\sim N(0,1)\end{array}$$

3. 总体均值检验的统计量（正态总体，$\sigma$ 未知，小样本）
   $$\begin{array}{r}\sqrt{n}\frac{\overline{x}-{\mu }_0}{s}\sim t(n-1)\end{array}$$

4. 总体比例的检验统计量
   $$\begin{array}{r}\sqrt{n}\frac{p-\pi }{\sqrt{p(1-p)}}\sim N(0,1)\end{array}$$

5. 总体方差的检验统计量
   $$\begin{array}{r}\frac{(n-1)s^2}{{\sigma }^2}\sim {\chi }^2(n-1)\end{array}$$

两个总体参数的假设检验统计量

1. 两个总体均值之差检验的统计量（${\sigma }_1^2$，${\sigma }_2^2$ 已知）
   $$\begin{array}{r}\frac{\overline{x_1}-\overline{x_2}-({\mu }_1-{\mu }_2)}{\sqrt{\frac{{\sigma }_1^2}{n_1}+\frac{{\sigma }_2^2}{n_2}}}\sim N(0,1)\end{array}$$

2. 两个总体均值之差检验的统计量（${\sigma }_1^2$，${\sigma }_2^2$ 未知但相等，小样本）
   $$\begin{array}{r}\frac{\overline{x_1}-\overline{x_2}-({\mu }_1-{\mu }_2)}{\sqrt{s_p^2\left(\frac{1}{n_1}+\frac{1}{n_2}\right)}}\sim t(n-1)\end{array}$$

3. 两个总体比例之差检验的统计量（检验两个总体比例相等的假设）
   $$\begin{array}{rl}& \frac{p_1-p_2-({\pi }_1-{\pi }_2)}{\sqrt{p(1-p)\left(\frac{1}{n_1}+\frac{1}{n_2}\right)}}\sim N(0,1)\\ & 其中p=\frac{n_1{p}_1+n_2{p}_2}{n_1+n_2}\end{array}$$

4. 两个总体比例之差检验的统计量（检验两个总体比例之差不为0的假设）
   $$\begin{array}{r}\frac{p_1-p_2-({\pi }_1-{\pi }_2)}{\sqrt{\frac{p_1(1-p_1)}{n_1}+\frac{p_2(1-p_2)}{n_2}}}\sim N(0,1)\end{array}$$

5. 两个样本方差比检验的统计量
   $$\begin{array}{r}\frac{s_1^2/{\sigma }_1^2}{s_2^2/{\sigma }_2^2}\sim F(n_1-1,n_2-1)\end{array}$$

分类数据分析

1. ${\chi }^2$ 统计量
   $$\begin{array}{rl}{\chi }^2& =\sum _{i=1}^r\sum _{j=1}^s\frac{(n_{ij}-n\widehat{p_{ij}}{)}^2}{n\widehat{p_{ij}}}\sim {\chi }^2((r-1)(s-1))\\ & =\sum _{i=1}^r\sum _{j=1}^s\frac{(n_{ij}-n\widehat{p_{i\cdot }}\cdot \widehat{p_{\cdot j}}{)}^2}{n\widehat{p_{i\cdot }}\cdot \widehat{p_{\cdot j}}}\\ & =\sum _{i=1}^r\sum _{j=1}^s\frac{(n_{ij}-n_{i\cdot }\cdot n_{\cdot j}/n{)}^2}{n_{i\cdot }\cdot n_{\cdot j}/n}\end{array}$$

2. $\phi$ 相关系数
   $$\begin{array}{r}\phi =\sqrt{{\chi }^2/n}\end{array}$$

3. 列联相关系数
   $$\begin{array}{r}c=\sqrt{\frac{{\chi }^2}{{\chi }^2+n}}\end{array}$$

4. $V$ 相关系数
   V = χ 2 n × m i n { r − 1 , s − 1 } 显 然 若 有 一 维 为 2 ， 则 V 值 就 等 于 φ 值 \begin{aligned} V &= \sqrt{\frac{\chi^2}{n \times min\{r-1, s-1 \}}} \\ &显然若有一维为2，则V值就等于\varphi值 \end{aligned} V​=n×min{r−1,s−1}χ2​ ​显然若有一维为2，则V值就等于φ值​

方差分析

单因素方差分析

1. 总平方和$SST$
   $$\begin{array}{r}SST=\sum _{i=1}^k\sum _{j=1}^{n_i}(x_{ij}-\overline{\overline{x}}{)}^2\end{array}$$

2. 组间平方和$SSA$
   $$\begin{array}{r}SSA=\sum _{i=1}^k{n}_i({\overline{x}}_i-\overline{\overline{x}}{)}^2\end{array}$$

3. 组内平方和$SSE$
   $$\begin{array}{r}SSE=\sum _{i=1}^k\sum _{j=1}^{n_i}(x_{ij}-{\overline{x}}_i{)}^2\end{array}$$

4. 组间方差$MSA$
   $$\begin{array}{r}MSA=\frac{SSA}{k-1}\end{array}$$

5. 组间方差$MSE$
   $$\begin{array}{r}MSE=\frac{SSE}{n-k}\end{array}$$

6. 检验统计量
   $$\begin{array}{rl}F& =\frac{SSA/(k-1)}{SSE/(n-k)}\sim F(k-1,n-k)\\ & =\frac{MSA}{MSE}\end{array}$$

7. 关系强度的测量$R^2$
   $$\begin{array}{r}{R}^2=\frac{SSA}{SST}\end{array}$$

8. 多重比较的$LSD$
   $$\begin{array}{r}LSD=t_{\alpha /2}(n-k)\sqrt{MSE(\frac{1}{n_i}+\frac{1}{n_j})}\end{array}$$

双因素方差分析

无交互作用

1. 总平方和$SST$
   $$\begin{array}{r}SST=\sum _{i=1}^k\sum _{j=1}^r(x_{ij}-\overline{\overline{x}}{)}^2\end{array}$$

2. 行因素平方和$SSR$
   $$\begin{array}{r}SSR=\sum _{i=1}^k\sum _{j=1}^r({\overline{x}}_{i\cdot }-\overline{\overline{x}}{)}^2\end{array}$$

3. 列因素平方和$SSC$
   $$\begin{array}{r}SSC=\sum _{i=1}^k\sum _{j=1}^r({\overline{x}}_{\cdot j}-\overline{\overline{x}}{)}^2\end{array}$$

4. 误差平方和$SSE$
   $$\begin{array}{rl}SSE& =\sum _{i=1}^k\sum _{j=1}^r(x_{ij}-{\overline{x}}_{i\cdot }-{\overline{x}}_{\cdot j}+\overline{\overline{x}}{)}^2\\ & =SST-SSR-SSC\end{array}$$

5. 行因素的均方$MSR$
   $$\begin{array}{r}MSR=\frac{SSR}{k-1}\end{array}$$

6. 列因素的均方$MSC$
   $$\begin{array}{r}MSC=\frac{SSC}{r-1}\end{array}$$

7. 随机误差项的均方$MSE$
   $$\begin{array}{r}MSE=\frac{SSE}{(k-1)(r-1)}\end{array}$$

8. 行因素的检验统计量$F_R$
   $$\begin{array}{r}{F}_R=\frac{MSR}{MSE}\sim F(k-1,(k-1)(r-1))\end{array}$$

9. 列因素的检验统计量$F_C$
   $$\begin{array}{r}{F}_C=\frac{MSC}{MSE}\sim F(r-1,(k-1)(r-1))\end{array}$$

10. 关系强度的测量$R^2$
    $$\begin{array}{r}{R}^2=\frac{SSR+SSC}{SST}\end{array}$$

有交互作用

1. 总平方和$SST$
   $$\begin{array}{r}SST=\sum _{i=1}^k\sum _{j=1}^r\sum _{l=1}^m(x_{ijl}-\overline{\overline{x}}{)}^2\end{array}$$

2. 行因素平方和$SSR$
   $$\begin{array}{r}SSR=rm\sum _{i=1}^k({\overline{x}}_{i\cdot }-\overline{\overline{x}}{)}^2\end{array}$$

3. 列因素平方和$SSC$
   $$\begin{array}{r}SSC=km\sum _{j=1}^r({\overline{x}}_{\cdot j}-\overline{\overline{x}}{)}^2\end{array}$$

4. 交互作用平方和$SSRC$
   $$\begin{array}{r}SSRC=m\sum _{i=1}^k\sum _{j=1}^r({\overline{x}}_{ij}-{\overline{x}}_{i\cdot }-{\overline{x}}_{\cdot j}+\overline{\overline{x}}{)}^2\end{array}$$

5. 误差平方和$SSE$
   $$\begin{array}{r}SSE=SST-SSR-SSC-SSRC\end{array}$$

6. 行因素的均方$MSR$
   $$\begin{array}{r}MSR=\frac{SSR}{k-1}\end{array}$$

7. 列因素的均方$MSC$
   $$\begin{array}{r}MSC=\frac{SSC}{r-1}\end{array}$$

8. 交互作用的均方$MSRC$
   $$\begin{array}{r}MSRC=\frac{SSRC}{(k-1)(r-1)}\end{array}$$

9. 随机误差项的均方$MSE$
   $$\begin{array}{r}MSE=\frac{SSE}{kr(m-1)}\end{array}$$

10. 行因素的检验统计量$F_R$
    $$\begin{array}{r}{F}_R=\frac{MSR}{MSE}\sim F(k-1,kr(m-1))\end{array}$$

11. 列因素的检验统计量$F_C$
    $$\begin{array}{r}{F}_C=\frac{MSC}{MSE}\sim F(r-1,kr(m-1))\end{array}$$

12. 交互作用的检验统计量$F_{RC}$
    $$\begin{array}{r}{F}_{RC}=\frac{MSRC}{MSE}\sim F((k-1)(r-1),kr(m-1))\end{array}$$

一元线性回归

1. 相关系数 $r$
   $$\begin{array}{rl}r& =\frac{{\sum }_{i=1}^n(x_i-\overline{x})(y_i-\overline{y})}{\sqrt{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}\sqrt{{\sum }_{i=1}^n(y_i-\overline{y}{)}^2}}\\ & =\frac{{\sum }_{i=1}^n{x}_i\cdot y_i-n\overline{x}\cdot \overline{y}}{\sqrt{{\sum }_{i=1}^n{x}_i^2-n{\overline{x}}^2}\sqrt{{\sum }_{i=1}^n{y}_i^2-n{\overline{y}}^2}}\\ & =\frac{Cov(X,Y)}{\sqrt{{\sigma }_X\cdot {\sigma }_Y}}\\ & =\frac{l_{xy}}{\sqrt{l_{xx}{l}_{yy}}}\end{array}$$

2. 相关系数的检验统计量
   $$\begin{array}{r}t=r\sqrt{\frac{n-2}{1-r^2}}\sim t(n-2)\end{array}$$

3. 一元线性回归模型
   $$\begin{array}{r}y={\beta }_0+{\beta }_{1}x+ϵ\end{array}$$

4. 一元线性回归方程
   $$\begin{array}{r}E(y)={\beta }_0+{\beta }_{1}x\end{array}$$

5. 估计的一元线性回归方程
   $$\begin{array}{r}\hat{y}=\widehat{{\beta }_0}+\widehat{{\beta }_1}x\end{array}$$

6. 回归方程的斜率（回归系数）$\widehat{{\beta }_1}$
   $$\begin{array}{rl}\widehat{{\beta }_1}& =\frac{{\sum }_{i=1}^n(x_i-\overline{x})(y_i-\overline{y})}{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}\\ & =\frac{{\sum }_{i=1}^n{x}_i\cdot y_i-n\overline{x}\cdot \overline{y}}{{\sum }_{i=1}^n{x}_i^2-n{\overline{x}}^2}\\ & =\frac{Cov(X,Y)}{Var(X)}\\ & =\frac{l_{xy}}{l_{xx}}\end{array}$$

7. 回归方程的截距 $\widehat{{\beta }_0}$
   $$\begin{array}{r}\widehat{{\beta }_0}=\overline{y}-\widehat{{\beta }_1}\overline{x}\end{array}$$

8. 总平方和$SST$
   $$\begin{array}{r}SST=\sum _{i=1}^n(y_i-\overline{y}{)}^2=l_{yy}\end{array}$$

9. 回归平方和$SSR$
   $$\begin{array}{rl}SSR& =\sum _{i=1}^n(\widehat{y_i}-\overline{y}{)}^2\\ & =\sum _{i=1}^n(\widehat{{\beta }_0}+\widehat{{\beta }_1}{x}_i-\widehat{{\beta }_0}-\widehat{{\beta }_1}\overline{x}{)}^2\\ & ={\widehat{{\beta }_1}}^2\sum _{i=1}^n(x_i-\overline{x}{)}^2\\ & ={\widehat{{\beta }_1}}^2{l}_{xx}\end{array}$$

10. 离差平方和$SSE$
    $$\begin{array}{r}SSE=\sum _{i=1}^n(y_i-\widehat{y_i}{)}^2\end{array}$$

11. 判定系数$R^2$
    $$\begin{array}{rl}{R}^2& =\frac{{\sum }_{i=1}^n(\widehat{y_i}-\overline{y}{)}^2}{{\sum }_{i=1}^n(y_i-\overline{y}{)}^2}\\ & =\frac{{\sum }_{i=1}^n(\widehat{{\beta }_0}+\widehat{{\beta }_1}{x}_i-\widehat{{\beta }_0}-\widehat{{\beta }_1}\overline{x}{)}^2}{{\sum }_{i=1}^n(y_i-\overline{y}{)}^2}\\ & ={\widehat{{\beta }_1}}^2\frac{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}{{\sum }_{i=1}^n(y_i-\overline{y}{)}^2}\\ & ={\widehat{{\beta }_1}}^2\frac{l_{xx}}{l_{yy}}\end{array}$$

12. 估计标准误差$s_e$
    $$\begin{array}{rl}{s}_e& =\sqrt{\frac{{\sum }_{i=1}^n(y_i-\widehat{y_i}{)}^2}{n-2}}\\ & =\sqrt{\frac{SSE}{n-2}}\end{array}$$

13. 线性关系检验的统计量
    $$\begin{array}{rl}F& =\frac{SSR/1}{SSE/(n-2)}\sim F(1,n-2)\\ & =(n-2)\frac{SSR}{SST-SSR}\\ & =(n-2)\frac{R^2}{1-R^2}\end{array}$$

14. 估计的回归系数 $\widehat{{\beta }_1}$ 的标准差${\sigma }_{\widehat{{\beta }_1}}$
    $$\begin{array}{r}{\sigma }_{\widehat{{\beta }_1}}=\frac{\hat{\sigma }}{\sqrt{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}}\end{array}$$

15. $\widehat{{\beta }_1}$的估计的标准差$s_{\widehat{{\beta }_1}}$
    $$\begin{array}{rl}{s}_{\widehat{{\beta }_1}}& =\frac{s_e}{\sqrt{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}}\\ & =\frac{s_e}{\sqrt{l_{xx}}}\end{array}$$

16. 回归系数检验的统计量
    $$\begin{array}{r}t=\frac{\widehat{{\beta }_1}}{s_{\widehat{{\beta }_1}}}\sim t(n-2)\end{array}$$

17. $\widehat{y_0}$ 的标准差的估计量$s_{\widehat{y_0}}$
    $$\begin{array}{rl}{s}_{\widehat{y_0}}& =\sqrt{\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}}\\ & =\sqrt{\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{l_{xx}}}\end{array}$$

18. $y_0$ 的标准差的估计量$s_{ind}$
    $$\begin{array}{rl}{s}_{ind}& =\sqrt{1+\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{{\sum }_{i=1}^n(x_i-\overline{x}{)}^2}}\\ & =\sqrt{1+\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{l_{xx}}}\end{array}$$

19. $y$ 的平均值的置信区间
    $$\begin{array}{r}\overline{y}\pm \sqrt{\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{l_{xx}}}\end{array}$$

20. $y$ 的个别值的预测区间
    $$\begin{array}{r}{y}_0\pm \sqrt{1+\frac{1}{n}+\frac{(x_0-\overline{x}{)}^2}{l_{xx}}}\end{array}$$

21. 残差$e_i$
    $$\begin{array}{r}{e}_i=y_i-\widehat{y_i}\end{array}$$

22. 标准化残差$z_{e_i}$
    $$\begin{array}{r}{z}_{e_i}=\frac{y_i-\widehat{y_i}}{s_e}\end{array}$$

23. 参数${\beta }_0$的最小二乘估计量的分布
    $$\begin{array}{r}\widehat{{\beta }_0}\sim N\left({\beta }_0,{\sigma }^2\left(\frac{1}{n}+\frac{{\overline{x}}^2}{l_{xx}}\right)\right)\end{array}$$

24. 参数${\beta }_1$的最小二乘估计量的分布
    $$\begin{array}{r}\widehat{{\beta }_1}\sim N\left({\beta }_1,\frac{{\sigma }^2}{l_{xx}}\right)\end{array}$$

25. 参数${\sigma }^2$的最小二乘估计量的分布
    $$\begin{array}{r}\frac{(n-2)\widehat{{\sigma }^2}}{{\sigma }^2}\sim {\chi }^2(n-2)\end{array}$$

多元线性回归

1. 多元线性回归模型
   $$\begin{array}{r}y={\beta }_0+{\beta }_1{x}_1+\cdots +{\beta }_k{x}_k+ϵ\end{array}$$

2. 多元线性回归方程
   $$\begin{array}{r}E(y)={\beta }_0+{\beta }_1{x}_1+\cdots +{\beta }_k{x}_k\end{array}$$

3. 估计的多元线性回归方程
   $$\begin{array}{r}\hat{y}=\widehat{{\beta }_0}+\widehat{{\beta }_1}{x}_1+\cdots +\widehat{{\beta }_k}{x}_k\end{array}$$

4. 多重判定系数
   $$\begin{array}{r}{R}^2=\frac{SSR}{SST}=1-\frac{SSE}{SST}=\frac{{\sum }_{i=1}^n(\widehat{y_i}-\overline{y}{)}^2}{{\sum }_{i=1}^n(y_i-\overline{y}{)}^2}\end{array}$$

5. 调整的多重判定系数
   $$\begin{array}{r}{R}_a^2=1-(1-R^2)\frac{n-1}{n-k-1}\end{array}$$

6. 估计标准误差
   $$\begin{array}{rl}{s}_e& =\sqrt{\frac{{\sum }_{i=1}^n(y_i-\widehat{y_i}{)}^2}{n-k-1}}\\ & =\sqrt{\frac{SSE}{n-k-1}}\end{array}$$

7. 线性关系检验的统计量
   $$\begin{array}{rl}F& =\frac{SSR/k}{SSE/(n-k-1)}\sim F(k,n-k-1)\\ & =\frac{n-k-1}{k}\frac{SSR}{SST-SSR}\\ & =\frac{n-k-1}{k}\frac{R^2}{1-R^2}\end{array}$$

8. 回归系数$\widehat{{\beta }_i}$的抽样分布标准差 $s_{\widehat{{\beta }_i}}$
   $$\begin{array}{rl}{s}_{\widehat{{\beta }_i}}& =\frac{s_e}{\sqrt{l_{xx}}}\\ & =\sqrt{\frac{MSE}{l_{xx}}}\\ & =\sqrt{\frac{SSE}{l_{xx}(n-k-1)}}\end{array}$$

9. 回归系数检验的统计量
   $$\begin{array}{r}{t}_i=\frac{\widehat{{\beta }_i}}{s_{\widehat{{\beta }_i}}}\sim t(n-k-1)\end{array}$$

时间序列分析和预测

1. 环比增长率
   $$\begin{array}{r}{G}_i=\frac{Y_i-Y_{i-1}}{Y_{i-1}}=\frac{Y_i}{Y_{i-1}}-1\end{array}$$

2. 定基增长率
   $$\begin{array}{r}{G}_i=\frac{Y_i-Y_0}{Y_0}=\frac{Y_i}{Y_0}-1\end{array}$$

3. 平均增长率
   $$\begin{array}{r}\overline{G}=\sqrt[n]{\left(\frac{Y_1}{Y_0}\right)\left(\frac{Y_2}{Y_1}\right)\cdots \left(\frac{Y_n}{Y_{n-1}}\right)}-1=\sqrt[n]{\frac{Y_n}{Y_0}}-1\end{array}$$

4. 平均误差$ME$
   $$\begin{array}{r}ME=\frac{1}{n}\sum _{i=1}^n(Y_i-F_i)\end{array}$$

5. 平均绝对误差$MAD$
   $$\begin{array}{r}MAD=\frac{1}{n}\sum _{i=1}^n|Y_i-F_i|\end{array}$$

6. 均方误差$MSE$
   $$\begin{array}{r}MSE=\frac{1}{n}\sum _{i=1}^n(Y_i-F_i{)}^2\end{array}$$

7. 平均百分比误差$MPE$
   $$\begin{array}{r}\frac{1}{n}\sum _{i=1}^n\left(\frac{Y_i-F_i}{Y_i}\times 100\right)\end{array}$$

8. 平均绝对百分比误差$MAPE$
   $$\begin{array}{r}\frac{1}{n}\sum _{i=1}^n\left(\frac{|Y_i-F_i|}{Y_i}\times 100\right)\end{array}$$

9. 简单平均法预测
   $$\begin{array}{r}{F}_{t+1}=\frac{1}{t}\sum _{i=1}^t{Y}_i\end{array}$$

10. 移动平均法预测
    $$\begin{array}{r}{F}_{t+1}=\frac{1}{k}\sum _{i=1}^k{Y}_{t-k+i}\end{array}$$

11. 指数平滑法预测
    $$\begin{array}{rl}{F}_{t+1}& =\alpha Y_t+(1-\alpha )F_t\\ & =F_t+\alpha (Y_t-F_t)\end{array}$$

12. 线性趋势方程的截距和斜率
    $$\begin{array}{rl}对于趋势方程\hat{Y}& =b_0+b_{1}t,其参数的计算公式如下\\ b_1& =\frac{n\sum tY-\sum t\sum Y}{n\sum t^2-(\sum t{)}^2}\\ b_0& =\overline{Y}-b_1\overline{t}\end{array}$$

13. 指数曲线的标准方程组
    $$\{\begin{array}{l}\sum lnY=nln{b}_0+ln{b}_1\sum t\\ \sum tlnY=ln{b}_0\sum t+ln{b}_1\sum t^2\end{array}$$

14. $k$ 阶曲线方程
    $$\begin{array}{r}\widehat{Y_t}=b_0+b_{1}t+b_2{t}^2+\cdots +b_k{t}^k\end{array}$$

15. 分离季节成分的公式表示
    $$\begin{array}{r}\frac{Y}{S}=\frac{T\times S\times I}{S}=T\times I\end{array}$$