Statistics
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AP Statistics — Cheatsheet

Formulas, exam-day tips, and key terms on one page.

Formulas & relationships

Sample standard deviation
s = sqrt( Σ(x_i − x-bar)² / (n − 1) )
Find each deviation from the mean, square it, average the squares using n − 1 (not n), then take the square root. Dividing by n − 1 corrects the tendency of a sample to underestimate the population spread.
Mean vs. median under skew
skewed right: mean > median · skewed left: mean < median · symmetric: mean ≈ median
The mean chases the tail. Whichever side the long tail is on, that is the side the mean sits relative to the median.
z-score (standardizing)
z = (x − μ) / σ
Subtract the mean, divide by the standard deviation. Positive z is above the mean, negative z is below. z has no units.
Empirical (68–95–99.7) rule
μ ± 1σ ≈ 68% · μ ± 2σ ≈ 95% · μ ± 3σ ≈ 99.7%
For a Normal distribution, about 68% of values lie within one standard deviation of the mean, 95% within two, and 99.7% within three.
Outlier fences (1.5 × IQR rule)
lower fence = Q1 − 1.5·IQR · upper fence = Q3 + 1.5·IQR · IQR = Q3 − Q1
A data value is an outlier if it is below the lower fence or above the upper fence. The fences themselves are not necessarily data values.
Correlation coefficient
r = (1/(n−1)) · Σ [ (x_i − x-bar)/s_x ] · [ (y_i − y-bar)/s_y ]
r is the average product of the z-scores of x and y. Because it uses standardized values, r has no units and is unaffected by changes of scale.
Regression line and slope
y-hat = a + bx · b = r · (s_y / s_x) · a = y-bar − b·x-bar
The slope equals r times the ratio of the standard deviations. The line passes through (x-bar, y-bar), which is how the intercept formula is derived.
Coefficient of determination
r² = (fraction of variation in y explained by the linear model on x)
r² ranges from 0 to 1. If r² = 0.64, then 64% of the variation in the response is accounted for by the linear relationship with x. Square r to get it.
Residual
residual = y − y-hat = observed − predicted
A positive residual means the actual value lies above the line (model underpredicted); a negative residual means it lies below (model overpredicted).
Completely randomized design
experimental units → RANDOM assignment → treatment groups → compare responses
The defining feature is that chance alone decides which unit gets which treatment. Random assignment is what creates comparable groups and permits a causal conclusion.
Scope of conclusions grid
random assign → causation · random select → generalize · both → causal + general · neither → describe only
Two independent design choices, two independent permissions. Never claim causation without random assignment or generalization beyond the sampled population without random selection.
Core probability rules
P(not A) = 1 − P(A) · P(A or B) = P(A) + P(B) − P(A and B) · P(A and B) = P(A)·P(B|A)
The general addition rule reduces to P(A)+P(B) when A and B are disjoint. The multiplication rule reduces to P(A)·P(B) when A and B are independent.
Mean and variance of a discrete random variable
μ_X = Σ x_i · P(x_i) · σ²_X = Σ (x_i − μ_X)² · P(x_i) · σ_X = sqrt(σ²_X)
Multiply each value by its probability and sum to get the mean; for variance, use the squared deviations weighted by probability. Standard deviation is the square root.
Combining random variables
μ_(X±Y) = μ_X ± μ_Y · for INDEPENDENT X, Y: σ²_(X±Y) = σ²_X + σ²_Y
Means add or subtract directly. Variances always ADD (never subtract) when combining independent variables — you add the variances even for X − Y, then square-root for the standard deviation.
Binomial probability, mean, and standard deviation
P(X = k) = C(n,k) · p^k · (1−p)^(n−k) · μ_X = np · σ_X = sqrt(np(1−p))
C(n,k) is the number of ways to choose which k of the n trials are successes. The mean is np; the standard deviation is the square root of np(1−p).
Geometric probability and mean
P(X = k) = (1 − p)^(k−1) · p · μ_X = 1 / p · σ_X = sqrt(1 − p) / p
X is the trial on which the first success occurs. The k − 1 failures come first, each with probability (1 − p), then one success with probability p.
Sampling distribution of x-bar
μ_(x-bar) = μ · σ_(x-bar) = σ / sqrt(n) · shape ≈ Normal if population Normal OR n ≥ 30 (CLT)
The standard deviation of x-bar (the "standard error" once σ is estimated) shrinks with the square root of n. Requires the sample be no more than 10% of the population for the formula to hold.
Sampling distribution of p-hat
μ_(p-hat) = p · σ_(p-hat) = sqrt( p(1−p) / n ) · Normal if np ≥ 10 and n(1−p) ≥ 10
Also requires the 10% condition (n ≤ 0.10·N) so trials are approximately independent. The standard deviation uses the true p (or p-hat when p is unknown).
Difference of two independent sample proportions
μ = p₁ − p₂ · σ = sqrt( p₁(1−p₁)/n₁ + p₂(1−p₂)/n₂ )
The mean subtracts, but the variances (the terms under the root) add. The same add-the-variances logic gives σ = sqrt(σ₁²/n₁ + σ₂²/n₂) for a difference of means.
One-sample z-interval for a proportion
p-hat ± z\* · sqrt( p-hat(1−p-hat) / n )
z\* is the critical value (1.96 for 95%, 2.576 for 99%, 1.645 for 90%). The margin of error is everything after the ± sign.
One-sample z test for a proportion
z = (p-hat − p₀) / sqrt( p₀(1−p₀) / n )
Use the null value p₀ (not p-hat) in the standard error, since the p-value is computed assuming H₀ is true. Check Random, 10%, and Large Counts (np₀ ≥ 10, n(1−p₀) ≥ 10).
Errors and power at a glance
P(Type I) = α · P(Type II) = β · power = 1 − β
Type I = reject a TRUE null (false positive). Type II = fail to reject a FALSE null (false negative). Increasing n raises power without raising α.
Two-proportion inference
CI: (p-hat₁ − p-hat₂) ± z\*·sqrt( p-hat₁(1−p-hat₁)/n₁ + p-hat₂(1−p-hat₂)/n₂ ) · TEST SE: sqrt( p-hat_c(1−p-hat_c)(1/n₁ + 1/n₂) )
p-hat_c = (x₁ + x₂)/(n₁ + n₂) is the pooled (combined) proportion, used only in the test. The interval uses unpooled separate proportions.
One-sample t statistic and df
t = (x-bar − μ₀) / (s / sqrt(n)) · df = n − 1
Same structure as the z statistic, but s replaces σ and the reference distribution is t with n − 1 degrees of freedom. Larger n → t looks more like z.
One-sample t-interval for a mean
x-bar ± t\* · ( s / sqrt(n) ) with df = n − 1
t\* depends on the confidence level and df. For the same confidence level, t\* is larger than z\*, making t-intervals wider — the price of not knowing σ.
One-sample t test for a mean
t = (x-bar − μ₀) / ( s / sqrt(n) ) with df = n − 1
Compare the p-value from the t-distribution to α. Reject H₀ if p-value < α; otherwise fail to reject. For a two-sided Hₐ, double the one-tail area.
Paired and two-sample t procedures
paired: t = (x-bar_diff − 0) / (s_diff / sqrt(n)), df = n − 1 · two-sample: t = (x-bar₁ − x-bar₂) / sqrt( s₁²/n₁ + s₂²/n₂ )
Paired reduces to a one-sample t on the differences. The two-sample standard error adds the two variance contributions (independence). Use technology for the two-sample df.
Chi-square statistic and GOF degrees of freedom
χ² = Σ (observed − expected)² / expected · expected = n·p₀ · df = (number of categories) − 1
For goodness of fit, df is the number of categories minus 1. The p-value is the area to the right of χ² under the chi-square distribution.
Expected count in a two-way table
expected = (row total × column total) / grand total
Computed for every cell under the assumption of no association. The Large Counts condition requires every expected count ≥ 5.
Chi-square test for a two-way table
χ² = Σ (observed − expected)² / expected · df = (r − 1)(c − 1)
Here r is the number of rows and c the number of columns. A 3×4 table has df = (3−1)(4−1) = 6. Always upper-tailed.
Choosing the test
one sample, two variables → INDEPENDENCE · multiple samples/groups, one variable → HOMOGENEITY
Both use χ² = Σ(O−E)²/E with df = (r−1)(c−1). Only the design and the wording of the hypotheses change.
Standardized slope and df
t = (b − β₀) / SE_b · df = n − 2
b is the sample slope, β₀ the hypothesized slope (usually 0), and SE_b the standard error of the slope (read from computer output). Two parameters estimated → df = n − 2.
Confidence interval for the slope
b ± t\* · SE_b with df = n − 2
t\* comes from the t-distribution with n − 2 degrees of freedom at the chosen confidence level. An interval that excludes 0 signals a statistically significant linear relationship.
t test for the slope
t = b / SE_b · df = n − 2 · (printed p-value is two-sided)
For H₀: β = 0. The standard computer output p-value tests β ≠ 0; for a one-sided alternative, divide it by 2 if the slope goes the predicted way.
LINER checklist
L linear · I independent · N Normal · E equal variance · R random
Linearity and Equal variance are judged from the residual plot; Normality from a graph of the residuals; Independence from the 10% condition; Random from the study design.

On the exam

How to get a 5

Key terms

z vs t for a meanUse t when the population σ is unknown (nearly always); use z only when σ is known.
Interpreting a 95% confidence levelIf we repeated the sampling many times, about 95% of resulting intervals would capture the true parameter.
Conditions for inference on a proportionRandom sample; 10% condition (n ≤ 0.10N); Large Counts: np̂ ≥ 10 and n(1−p̂) ≥ 10.
What the p-value measuresP(statistic as extreme or more, assuming H₀ true).
Type I vs Type II errorType I: reject a true H₀ (prob α). Type II: fail to reject a false H₀ (prob β).
Power of a test1 − β = P(reject H₀ | Hₐ true). Increases with larger n, larger effect size, or larger α.
Observational study vs experimentOnly a randomized experiment (which imposes a treatment) can establish cause and effect.
General confidence-interval formstatistic ± (critical value)(standard error)
Binomial mean and SDμ = np; σ = √(np(1−p))
Unbiased statisticIts sampling distribution is centered at the true parameter.
Central Limit TheoremFor large n, the sampling distribution of x̄ is approximately Normal regardless of population shape (n ≥ 30 rule of thumb).
Chi-square goodness-of-fitOne sample, one categorical variable; df = (number of categories − 1).