Econ120Bfinalsformula

# Econ120Bfinalsformula - List of Formulas Probability P yi...

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List of Formulas Probability y = E ( Y ) = P y i p ( Y = y i ) Mean ± 2 y = V ar ( Y ) = E [( Y ± y ) 2 ] = P ( y i ± y ) 2 p ( Y = y i ) Variance ± y = StDev ( Y ) = p ± 2 y p ( Y = y ) = P p ( X = x i , Y = y i ) Marginal Probability p ( X = x j Y = y ) = p ( X = x;Y = y ) p ( Y = y ) Conditional Probability E ( Y j X = x ) = P y i p ( Y = y i j X = x ) Conditional Expectation V ar ( Y j X = x ) = P [ y i ± E ( Y j X = x )] 2 p ( Y = y i j X = x ) Conditional Var E ( Y ) = E x [ E y j x ( Y j X )] Law of Iterated Expectations Covar ( X; Y ) = ± xy = E [( X ± x )( Y ± y )] (or E ( XY ) ± x y ) Covariance Corr ( X; Y ) = xy x y Correlation E ( aX + bY ) = aE ( X ) + bE ( Y ) Mean of Sum of Two Variables V ar ( aX + bY ) = a 2 V ar ( X ) + b 2 V ar ( Y ) + 2 abCovar ( X; Y ) Statistics X = 1 n P X i Sample Average (or Sample Mean) s 2 = 1 n 1 P ( X i ± X ) 2 Sample Variance s = p s 2 Sample Standard Deviation t = estimate - population standard error

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## This note was uploaded on 09/19/2009 for the course ECON 656820 taught by Professor Megerdichian during the Summer '09 term at UCSD.

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Econ120Bfinalsformula - List of Formulas Probability P yi...

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