C Appendix: Symbols used for statistics and parameters
Almost all confidence intervals have the form
\[ \text{statistic} \pm ( \text{multiplier} \times \text{s.e.}(\text{statistic})). \] Notes:
- The multiplier is approximately 2 for an approximate 95% CI (based on the 68–95–99.7 rule).
- \(\text{multiplier} \times \text{s.e.}(\text{statistic})\) is called the margin of error.
- Odds ratios have a slight complication, so this formula does not apply for odds ratio (for which the test statistic is \(\chi^2\) and not \(t\)). For the same reason, a standard error for ORs is not given.
For hypothesis testing, \(t\)-scores all have the form:
\[ t = \frac{\text{statistic} - \text{parameter}}{\text{s.e.}(\text{statistic})} \] Notes:
- Odds ratios have a slight complication, so this formula does not apply for odds ratio (for which the test statistic is \(\chi^2\) and not \(t\)). For the same reason, a standard error for ORs is not given.
- The \(\chi^2\) statistic is approximately like a \(z\)-score of (where \(\text{df}\) is the ‘degrees of freedom’ given in the software output):
\[ \sqrt{\frac{\chi^2}{\text{df}}}. \]
Parameter | Statistic | Standard error | S.E. formula reference | |
---|---|---|---|---|
Proportion | \(p\) | \(\hat{p}\) | \(\displaystyle\text{s.e.}(\hat{p}) = \sqrt{\frac{ \hat{p} \times (1 - \hat{p})}{n}}\) | Def. 20.2 |
Mean | \(\mu\) | \(\bar{x}\) | \(\displaystyle\text{s.e.}(\bar{x}) = \frac{s}{\sqrt{n}}\) | Def. 22.1 |
Standard deviation | \(\sigma\) | \(s\) | ||
Mean difference | \(\mu_d\) | \(\bar{d}\) | \(\displaystyle\text{s.e.}(\bar{d}) = \frac{s_d}{\sqrt{n}}\) | Def. 23.2 |
Diff. between mean | \(\mu_1 - \mu_2\) | \(\bar{x}_1 - \bar{x}_2\) | \(\displaystyle\text{s.e.}(\bar{x}_1 - \bar{x}_2)\) |
|
Odds ratio | Pop. OR | Sample OR | \(\displaystyle\text{s.e.}(\text{sample OR})\) |
|
Correlation | \(\rho\) | \(r\) | ||
Slope of regression line | \(\beta_1\) | \(b_1\) | \(\text{s.e.}(b_1)\) |
|
Intercept of regression line | \(\beta_0\) | \(b_0\) | \(\text{s.e.}(b_0)\) |
|
R-squared | \(R^2\) |
Symbol | Meaning | Reference |
---|---|---|
\(H_0\) | Null hypothesis | Sect. 28.2 |
\(H_1\) | Alternative hypothesis | Sect. 28.2 |
df | Degrees of freedom | Sect. 31.4 |
CI | Confidence interval | Chap. 21 |
s.e. | Standard error | Def. 18.2 |
\(n\) | Sample size | |
\(\chi^2\) | The chi-squared test statistic | Sect. 31.4 |