Econometrics - formula sheet

소개글

Econometrics에서 필요한 공식을 1페이지로 정리한 formula sheet임. open book 시험에 매우 유용함. 기본 통계 수업을 듣는 학생들에게도 유용함.

목차

Probability
Inference and Hypothesis Test
Two-variable Regression Model
Multiple Regression Model

본문내용

Probability
Bayes^` Theorem
P(A_i│B)=(P(B│A_i )P(A_i))/(P(B│A_1 )P(A_1 )+P(B│A_2 )P(A_2 )+⋯+P(B│A_k )P(A_k))
Binomial Distribution: x ~ Bin(n,p)
p: probability of success
n: number of success in n independent trials
μ = np , σ² = np(1-p)
p(x)=n!/x!(n-x)! p^x (1-p)^(n-x)
Descriptive Statistics
Cov(X,Y)= E(XY)- μ_x μ_y
Correlation Coefficient ρ= Cov(X,Y)/(σ_x σ_y )
Sample Cov(X,Y)= ∑▒((X_i-X ̅ )(Y_i-Y ̅))/(n-1)
Sample Correlation Coefficient r=(Sample Cov(X,Y))/(S_x S_y )
Uniform Distribution
μ = (c+d)/2 , σ² = (d-c)²/12
Chi square
∑▒Z_i^2 =Z_1^2+Z_1^2+⋯+Z_k^2=χ_((k))^2
Chi square and t distribution
t_m=Z/√(χ^2⁄m) t_m^2=Z²/(χ^2⁄m) ~F_(1,m)

참고 자료

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