\documentclass[12pt]{article} %\usepackage{amsbsy} % for \boldsymbol and \pmb %\usepackage{graphicx} % To include pdf files! \usepackage{amsmath} \usepackage{amsbsy} \usepackage{amsfonts} %\usepackage[colorlinks=true, pdfstartview=FitV, linkcolor=blue, citecolor=blue, urlcolor=blue]{hyperref} % For links \usepackage{fullpage} % Good for US Letter paper %\usepackage{fancyheadings} %\pagestyle{fancy} %\cfoot{Page \thepage {} of 2} %\headrulewidth=0pt % Otherwise there's a rule under the header \pagestyle{empty} % No page numbers \begin{document} %\enlargethispage*{1000 pt} \begin{center} {\Large \textbf{STA 2101/442 Formulas}}\\ \vspace{1 mm} \end{center} \noindent \begin{tabular}{cccl} $Z_1 = \frac{\sqrt{n}(\overline{Y}_n-\pi_0)}{\sqrt{\pi_0(1-\pi_0)}}$ & $Z_2 = \frac{\sqrt{n}(\overline{Y}_n-\pi_0)}{\sqrt{\overline{Y}_n(1-\overline{Y}_n)}}$ & $\overline{Y}_n \pm z_{\alpha/2}\sqrt{\frac{\overline{Y}_n(1-\overline{Y}_n)}{n}}$ & \begin{minipage}{3in} \begin{verbatim} > qnorm(0.975) [1] 1.959964 > qnorm(0.995) [1] 2.575829 \end{verbatim} \end{minipage} \end{tabular} \vspace{3mm} \noindent ~~If $E(\mathbf{X})=\boldsymbol{\mu}$, then $V(\mathbf{X})$ is defined by $V(\mathbf{X}) = E\left\{(\mathbf{X}-\boldsymbol{\mu})(\mathbf{X}-\boldsymbol{\mu})^\prime\right\}$. \vspace{3mm} \noindent ~~If $\mathbf{X} \sim N(\boldsymbol{\mu},\boldsymbol{\Sigma} )$, then $\mathbf{AX} \sim N(\mathbf{A}\boldsymbol{\mu}, \mathbf{A}\boldsymbol{\Sigma}\mathbf{A}^\prime )$. \vspace{3mm} \noindent ~~If $\lim_{n \rightarrow \infty} E(T_n) = \theta$ and $\lim_{n \rightarrow \infty} Var(T_n) = 0$, then $T_n \stackrel{P}{\rightarrow} \theta$ \vspace{3mm} \noindent \renewcommand{\arraystretch}{2.0} \begin{tabular}{lll} $\mathbf{Y}_n = \sqrt{n}(\overline{\mathbf{X}}_n-\boldsymbol{\mu}) \stackrel{d}{\rightarrow} \mathbf{Y} \sim N(\mathbf{0},\boldsymbol{\Sigma})$ & ~~~~~ & $\sqrt{n}(g(\mathbf{T}_n)-g(\boldsymbol{\theta})) \stackrel{d}{\rightarrow} \mbox{\.{g}} (\boldsymbol{\theta}) \mathbf{T}$, ~~\.{g}$(\mathbf{x}) = \left[ \frac{\partial g_i}{\partial x_j} \right]_{k \times d}$ \\ $P(n_1, \ldots, n_c) = \binom{n}{n_1~\cdots~n_c} \pi_1^{n_1} \cdots \pi_c^{n_c}$ & ~~~~~ & $L(\boldsymbol{\pi}) = \prod_{i=1}^n \pi_1^{y_{i,1}} \pi_2^{y_{i,2}} \cdots \pi_c^{y_{i,c}} = \pi_1^{n_1} \pi_2^{n_2} \cdots \pi_c^{n_c}$ \\ $G^2 = -2 \log \left( \frac{\max_{\theta \in \Theta_0} L(\theta)} {\max_{\theta \in \Theta} L(\theta)} \right)$ & ~~~~~ & $W_n = (\mathbf{L}\widehat{\boldsymbol{\theta}}_n-\mathbf{h})^\prime \left(\mathbf{L} \widehat{\mathbf{V}}_n \mathbf{L}^\prime\right)^{-1} (\mathbf{L}\widehat{\boldsymbol{\theta}}_n-\mathbf{h})$ \\ \multicolumn{3}{l}{If $X \sim N(\mu,\sigma^2)$, then $\frac{X^2}{\sigma^2} \sim \chi^2(1,\lambda)$, with $\lambda = \frac{\mu^2}{\sigma^2}$} \\ $\widehat{\boldsymbol{\beta}} = (\mathbf{X}^\prime \mathbf{X})^{-1} \mathbf{X}^\prime \mathbf{Y} \sim N_p\left(\boldsymbol{\beta}, \sigma^2 (\mathbf{X}^\prime \mathbf{X})^{-1}\right)$ & ~~~~~ & $SSE/\sigma^2 \sim \chi^2(n-p)$ \\ \multicolumn{3}{l}{$F = \frac{(\mathbf{L}\widehat{\boldsymbol{\beta}}-\mathbf{h})^\prime (\mathbf{L}(\mathbf{X}^\prime \mathbf{X})^{-1}\mathbf{L}^\prime)^{-1} (\mathbf{L}\widehat{\boldsymbol{\beta}}-\mathbf{h})} {r \, MSE_F} = \frac{(SSR_F-SSR_R)/r}{MSE_F} = \left(\frac{n-p}{r}\right) \left(\frac{a}{1-a}\right)$, where $a = \frac{R^2_F-R^2_R}{1-R^2_R} = \frac{rF}{n-p+rF}$} \\ $\phi = \frac{(\mathbf{L}\boldsymbol{\beta}-\mathbf{h})^\prime (\mathbf{L}(\mathbf{X}^\prime \mathbf{X})^{-1}\mathbf{L}^\prime)^{-1} (\mathbf{L}\boldsymbol{\beta}-\mathbf{h})} {\sigma^2}$ & ~~~~~ & \\ $f(y|\theta,\phi) = \exp\left\{ \frac{y\theta-b(\theta)}{\phi} + c(y,\phi)\right\}$ & ~~~~~ & $\theta = g(\mu) = \eta = \mathbf{x}^\prime\boldsymbol{\beta}$ \\ \end{tabular} \renewcommand{\arraystretch}{1.0} \vspace{10mm} \begin{verbatim} > df = 1:8 > CriticalValue = qchisq(0.95,df) > round(rbind(df,CriticalValue),3) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] df 1.000 2.000 3.000 4.000 5.00 6.000 7.000 8.000 CriticalValue 3.841 5.991 7.815 9.488 11.07 12.592 14.067 15.507 \end{verbatim} \end{document}