= !

() =

!
= ()!
!
(
) = !()!

Pr(A B)
Pr(A)
Pr(B|A)Pr(A)
=
)Pr(A
) + Pr(B|A
)Pr(A
)
Pr(B|A
=

px

px

px

p x

px

px

()
()

()d

[0, )

() <

 ~ ( , )

= ) = ( ) (1 )

=0
=
= (1 )

~ ()

= ) = !
=0
=
=

= 0, 1,

= 0, 1, ,

~ ()
() = > 0
=0
1
=
1
= 2

()

(2 )

( 2 )

=
= 2

(0 1)

 ~ ( = 5 , = 0.5)
5
= ) = ( ) 0.5 (1 0.5) = 0, 1, , 5

=0

5
= 1) = ( ) 0.51 (1 0.5)51
1
5
= 32

~ (0, 1)
[]
()

0 < < )

> 1)
> 1)
1 < < 2)
1 < < 2)

 > 1)
= 0.5 0.3413
= 0.1587

> 1)
= 0.5 + 0.3413
= 0.8413

1 < < 2)
= 0.4772 + 0.3413
= 0.8185
1 < < 2)
= 0.4772 0.3413
= 0.1359

= . ()
2 = 2 . ()

= . ()

2 = 2 . ()
= E 2 (E[])2

Var[]

E[]

= ()

= () d

1
=2

( 1.96 , + 1.96 )

=
=
=
=

=
<
=
<
=

26.5 30
10
30

= 1.92
1.92 > 2.33

= 2.33

= 1.64

<

=
<
=

26.5 30
10
30

= 1.92

>

=
<

s
s

( 1
, + 1
)

We have =

(0.025)
9

=
(26.5 2.262

5
10

= (99.4, 106.6)

, 26.5 + 2.262

)
10

2 =

 = ( )/
= ( )/
= 2 ( )2 /
= 2 ( )2 /
= ( )( )/

=
=

= +

<
= 0.451

>

I highly recommend the Advanced Casio Calculator for the entire stats module ECO4104F:
Advanced Silver Casio
Calculator: fx-991EX PLUS
Can be purchased at the FOTO
store on campus located on
level 1 PD Hahn for R359 as
at September 2015.

Regression Line: = +

=
( )2
SS
=

)
n

SS SS = ()2

SS
SS = ()2

SS
SS

= 0.19 + 2.27

50

<
<
<

<
<

FORMULA SHEET
Distributions
PDF or PMF

Range

Mean

Variance

 
n x
p(x) =
p (1 p)nx
x

x = 0, 1, . . . , n

np

np(1 p)

x = 0, 1, . . .

p(x) = p(1 p)x

x = 0, 1, 2, . . .

1
p

1p
p2



x+r1
(1 p)x pr
x

x = 0, 1, . . .

r(1 p)
p

r(1 p)
p2

x = 0, 1, . . . , n

nM
N

nM
N

0x<

1
2

< x <

p(x) =

M
x

e x
x!



N M
nx
 
N
n

f (x) = ex

f (x) =

1
2 2

e 2




M
N n
1
N
N 1

2

f (x) =

1
ba

axb

a+b
2

(b a)2
12

f (x) =

1
xn/21 ex/2
2n/2 (n(/2)

0<x<

2n

Hypothesis testing
(n1 1)s21 + (n2 1)s22
(n1 + n2 2)
 2
2
s1
s22
+
n1
n2
n? =

2

2 2
2
s1 /n1
s22 /n2
+
n1 + 1
n2 + 1
s2p =

n=

N
(N 1)(L/100)2
1+
1.962 P (1 P )

320

INTROSTAT
EXPONENTIAL DISTRIBUTION

Continuous

As for the Poisson distribution, events occur at random with average rate per
unit of time (or space). Let the continuous random variable X be the interval
between two events. X has the exponential distribution with parameter ,
i.e. X E(), with probability density function
f (x) = ex x 0
=0
otherwise
E[X] =

Var[X] =

1
2

NORMAL DISTRIBUTION

Continuous

The normal distribution with parameters ( < < ) and 2 ( > 0)

is a continuous random variable X , denoted X N (, 2 ), with probability
density function
f (x) =

1
2 2

12

E[X] =

2

<x<

Var[X] = 2

The standard normal distribution is a continuous random variable Z , and has

= 0, = 1. The probability density function is
1 2
1
e 2 z
f (x) =
2

E[X] = 0

<x<
Var[X] = 1

NEGATIVE BINOMIAL DISTRIBUTION

Discrete

As for the binomial distribution, we have independent trials, each with two
outcomes, success or failure; Pr[success] = p for each trial. Fix the number of
successes r , and let the random variable X be the number of failures obtained
before the r th success. Then X has the negative binomial distribution with
parameters r and p, i.e. X N B(r, p), with probability mass function


x+r1
p(x) =
pr q x x = 0, 1, 2, . . .
x
=0
otherwise
E[X] =

r(1 p)
p

Var[X] =

r(1 p)
p2

321

CHAPTER 12. SUMMARY OF THE PROBABILITY DISTRIBUTIONS

GEOMETRIC DISTRIBUTION

Discrete

Under the same conditions as for the negative binomial distribution, let the
random variable X be the number of trials before the first success. Then X has
the geometric distribution with parameter p, X G(p), and has probability
mass function
p(x) = pq x x = 0, 1, 2, . . .
=0
otherwise
E[X] =

(1 p)
p

Var[X] =

(1 p)
p2

HYPERGEOMETRIC DISTRIBUTION

Discrete

Given N objects, of which M are are of type 1 and N M of type 2, a sample

of size n (n N ) is drawn. Let the random variable X be the number of
objects of type 1 in the sample. Then X has the hypergeometric distribution,
X H(N, M, n), with probability mass function
 
  
M
N M . N
p(x) =
x = 0, 1, . . . , n
x
nx
n
=0
otherwise
nM
E[X] =
N

M
Var[X] = n
N

M
1
N



UNIFORM DISTRIBUTION

N n
N 1


Continuous

If the continuous random variable X is equally likely to take on any value in

the interval (a, b), then X has the uniform distribution, X U (a, b), with
probability density function
1
ba
=0

f (x) =

E[X] =

a+b
2

axb
otherwise

Var[X] =

(b a)2
12

217

CHAPTER 9. THE t- AND F-DISTRIBUTIONS

Hypothesis Testing Algorithm

START

Is the population
variance known or
estimated?

Population variance
known

Population variance
unknown

Is there one
sample or two?

Is there one
sample or two?
Two samples.
Test statistic:

One sample.
Test statistic:

X

Z=
/ n
N (0, 1)

Z=

One sample.
Test statistic:

1 X
(1 2 )
X
s2
12 22
+
n1 n2

s/ n
tn1

t=

N (0, 1)

All t-tests assume that

the samples come from
normal distributions

Two samples.
First test the assumption that
variances are equal
Test statistic:
F =

s21
s22

or

F =

s22
s21

Fn1 1,n2 1 or Fn2 1,n1 1

Use 5% significance level, F > 1
Is assumption accepted or rejected?

Assumption rejected.
Test statistic:

Assumption accepted.
Test statistic:
1 X
(1 2 )
X
r2
1
1
s
+
n1 n2
tn1 +n2 2

t =

t=

where
s=

(n1 1)s21 + (n2 1)s22

n1 + n2 2

1 X
(1 2 )
X
s2
s21
s2
+
n1 n2

tn
where
2
s22
s21
+
n1 n2

n =

2

2 2
s21 /n1
s22 /n2
+
n1 + 1
n2 + 1


Figure 9.1: Decision Tree for Hypothesis Testing on Means

324

INTROSTAT

TABLE 1. STANDARD NORMAL DISTRIBUTION: Areas under the standard normal

curve between 0 and z , i.e. Pr[0 < Z < z ]
z
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
4.0

0.00
0.0000
0.0398
0.0793
0.1179
0.1554
0.1915
0.2257
0.2580
0.2881
0.3159
0.3413
0.3643
0.3849
0.4032
0.4192
0.4332
0.4452
0.4554
0.4641
0.4713
0.4772
0.4821
0.4861
0.4893
0.49180
0.49379
0.49534
0.49653
0.49744
0.49813
0.49865
0.49903
0.49931
0.49952
0.49966
0.49977
0.49984
0.49989
0.49993
0.49995
0.49997

0.01
0.0040
0.0438
0.0832
0.1217
0.1591
0.1950
0.2291
0.2611
0.2910
0.3186
0.3438
0.3665
0.3869
0.4049
0.4207
0.4345
0.4463
0.4564
0.4649
0.4719
0.4778
0.4826
0.4864
0.4896
0.49202
0.49396
0.49547
0.49664
0.49752
0.49819
0.49869
0.49906
0.49934
0.49953
0.49968
0.49978
0.49985
0.49990
0.49993
0.49995
0.49997

0.02
0.0080
0.0478
0.0871
0.1255
0.1628
0.1985
0.2324
0.2642
0.2939
0.3212
0.3461
0.3686
0.3888
0.4066
0.4222
0.4357
0.4474
0.4573
0.4656
0.4726
0.4783
0.4830
0.4868
0.4898
0.49224
0.49413
0.49560
0.49674
0.49760
0.49825
0.49874
0.49910
0.49936
0.49955
0.49969
0.49978
0.49985
0.49990
0.49993
0.49996
0.49997

0.03
0.0120
0.0517
0.0910
0.1293
0.1664
0.2019
0.2357
0.2673
0.2967
0.3238
0.3485
0.3708
0.3907
0.4082
0.4236
0.4370
0.4484
0.4582
0.4664
0.4732
0.4788
0.4834
0.4871
0.4901
0.49245
0.49430
0.49573
0.49683
0.49767
0.49831
0.49878
0.49913
0.49938
0.49957
0.49970
0.49979
0.49986
0.49990
0.49994
0.49996
0.49997

0.04
0.0160
0.0557
0.0948
0.1331
0.1700
0.2054
0.2389
0.2704
0.2995
0.3264
0.3508
0.3729
0.3925
0.4099
0.4251
0.4382
0.4495
0.4591
0.4671
0.4738
0.4793
0.4838
0.4875
0.4904
0.49266
0.49446
0.49585
0.49693
0.49774
0.49836
0.49882
0.49916
0.49940
0.49958
0.49971
0.49980
0.49986
0.49991
0.49994
0.49996
0.49997

0.05
0.0199
0.0596
0.0987
0.1368
0.1736
0.2088
0.2422
0.2734
0.3023
0.3289
0.3531
0.3749
0.3944
0.4115
0.4265
0.4394
0.4505
0.4599
0.4678
0.4744
0.4798
0.4842
0.4878
0.4906
0.49286
0.49461
0.49598
0.49702
0.49781
0.49841
0.49886
0.49918
0.49942
0.49960
0.49972
0.49981
0.49987
0.49991
0.49994
0.49996
0.49997

0.06
0.0239
0.0636
0.1026
0.1406
0.1772
0.2123
0.2454
0.2764
0.3051
0.3315
0.3554
0.3770
0.3962
0.4131
0.4279
0.4406
0.4515
0.4608
0.4686
0.4750
0.4803
0.4846
0.4881
0.4909
0.49305
0.49477
0.49609
0.49711
0.49788
0.49846
0.49889
0.49921
0.49944
0.49961
0.49973
0.49981
0.49987
0.49992
0.49994
0.49996
0.49998

0.07
0.0279
0.0675
0.1064
0.1443
0.1808
0.2157
0.2486
0.2794
0.3078
0.3340
0.3577
0.3790
0.3980
0.4147
0.4292
0.4418
0.4525
0.4616
0.4693
0.4756
0.4808
0.4850
0.4884
0.4911
0.49324
0.49492
0.49621
0.49720
0.49795
0.49851
0.49893
0.49924
0.49946
0.49962
0.49974
0.49982
0.49988
0.49992
0.49995
0.49996
0.49998

0.08
0.0319
0.0714
0.1103
0.1480
0.1844
0.2190
0.2517
0.2823
0.3106
0.3365
0.3599
0.3810
0.3997
0.4162
0.4306
0.4429
0.4535
0.4625
0.4699
0.4761
0.4812
0.4854
0.4887
0.4913
0.49343
0.49506
0.49632
0.49728
0.49801
0.49856
0.49896
0.49926
0.49948
0.49964
0.49975
0.49983
0.49988
0.49992
0.49995
0.49997
0.49998

0.09
0.0359
0.0753
0.1141
0.1517
0.1879
0.2224
0.2549
0.2852
0.3133
0.3389
0.3621
0.3830
0.4015
0.4177
0.4319
0.4441
0.4545
0.4633
0.4706
0.4767
0.4817
0.4857
0.4890
0.4916
0.49361
0.49520
0.49643
0.49736
0.49807
0.49861
0.49900
0.49929
0.49950
0.49965
0.49976
0.49983
0.49989
0.49992
0.49995
0.49997
0.49998

325

CHAPTER 12. TABLES

TABLE 2. t-DISTRIBUTION: One sided critical values, i.e. the value of tPdf such that
P = Pr[tdf > tPdf ], where df is the degrees of freedom
df
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
45
50
60
70
80
90
100
110
120
140
160
180
200
z

0.4
0.325
0.289
0.277
0.271
0.267
0.265
0.263
0.262
0.261
0.260
0.260
0.259
0.259
0.258
0.258
0.258
0.257
0.257
0.257
0.257
0.257
0.256
0.256
0.256
0.256
0.256
0.256
0.256
0.256
0.256
0.256
0.255
0.255
0.255
0.255
0.255
0.255
0.255
0.255
0.255
0.255
0.255
0.254
0.254
0.254
0.254
0.254
0.254
0.254
0.254
0.254
0.254
0.254
0.253

0.3
0.727
0.617
0.584
0.569
0.559
0.553
0.549
0.546
0.543
0.542
0.540
0.539
0.538
0.537
0.536
0.535
0.534
0.534
0.533
0.533
0.532
0.532
0.532
0.531
0.531
0.531
0.531
0.530
0.530
0.530
0.530
0.530
0.530
0.529
0.529
0.529
0.529
0.529
0.529
0.529
0.528
0.528
0.527
0.527
0.526
0.526
0.526
0.526
0.526
0.526
0.525
0.525
0.525
0.524

0.2
1.376
1.061
0.978
0.941
0.920
0.906
0.896
0.889
0.883
0.879
0.876
0.873
0.870
0.868
0.866
0.865
0.863
0.862
0.861
0.860
0.859
0.858
0.858
0.857
0.856
0.856
0.855
0.855
0.854
0.854
0.853
0.853
0.853
0.852
0.852
0.852
0.851
0.851
0.851
0.851
0.850
0.849
0.848
0.847
0.846
0.846
0.845
0.845
0.845
0.844
0.844
0.844
0.843
0.842

0.1
3.078
1.886
1.638
1.533
1.476
1.440
1.415
1.397
1.383
1.372
1.363
1.356
1.350
1.345
1.341
1.337
1.333
1.330
1.328
1.325
1.323
1.321
1.319
1.318
1.316
1.315
1.314
1.313
1.311
1.310
1.309
1.309
1.308
1.307
1.306
1.306
1.305
1.304
1.304
1.303
1.301
1.299
1.296
1.294
1.292
1.291
1.290
1.289
1.289
1.288
1.287
1.286
1.286
1.282

Probability Level P
0.05 0.025
0.01
6.314 12.71 31.82
2.920 4.303 6.965
2.353 3.182 4.541
2.132 2.776 3.747
2.015 2.571 3.365
1.943 2.447 3.143
1.895 2.365 2.998
1.860 2.306 2.896
1.833 2.262 2.821
1.812 2.228 2.764
1.796 2.201 2.718
1.782 2.179 2.681
1.771 2.160 2.650
1.761 2.145 2.624
1.753 2.131 2.602
1.746 2.120 2.583
1.740 2.110 2.567
1.734 2.101 2.552
1.729 2.093 2.539
1.725 2.086 2.528
1.721 2.080 2.518
1.717 2.074 2.508
1.714 2.069 2.500
1.711 2.064 2.492
1.708 2.060 2.485
1.706 2.056 2.479
1.703 2.052 2.473
1.701 2.048 2.467
1.699 2.045 2.462
1.697 2.042 2.457
1.696 2.040 2.453
1.694 2.037 2.449
1.692 2.035 2.445
1.691 2.032 2.441
1.690 2.030 2.438
1.688 2.028 2.434
1.687 2.026 2.431
1.686 2.024 2.429
1.685 2.023 2.426
1.684 2.021 2.423
1.679 2.014 2.412
1.676 2.009 2.403
1.671 2.000 2.390
1.667 1.994 2.381
1.664 1.990 2.374
1.662 1.987 2.368
1.660 1.984 2.364
1.659 1.982 2.361
1.658 1.980 2.358
1.656 1.977 2.353
1.654 1.975 2.350
1.653 1.973 2.347
1.653 1.972 2.345
1.645 1.960 2.326

0.005
63.66
9.925
5.841
4.604
4.032
3.707
3.499
3.355
3.250
3.169
3.106
3.055
3.012
2.977
2.947
2.921
2.898
2.878
2.861
2.845
2.831
2.819
2.807
2.797
2.787
2.779
2.771
2.763
2.756
2.750
2.744
2.738
2.733
2.728
2.724
2.719
2.715
2.712
2.708
2.704
2.690
2.678
2.660
2.648
2.639
2.632
2.626
2.621
2.617
2.611
2.607
2.603
2.601
2.576

0.0025
127.3
14.09
7.453
5.598
4.773
4.317
4.029
3.833
3.690
3.581
3.497
3.428
3.372
3.326
3.286
3.252
3.222
3.197
3.174
3.153
3.135
3.119
3.104
3.091
3.078
3.067
3.057
3.047
3.038
3.030
3.022
3.015
3.008
3.002
2.996
2.990
2.985
2.980
2.976
2.971
2.952
2.937
2.915
2.899
2.887
2.878
2.871
2.865
2.860
2.852
2.847
2.842
2.838
2.807

0.001
318.3
22.33
10.21
7.173
5.894
5.208
4.785
4.501
4.297
4.144
4.025
3.930
3.852
3.787
3.733
3.686
3.646
3.610
3.579
3.552
3.527
3.505
3.485
3.467
3.450
3.435
3.421
3.408
3.396
3.385
3.375
3.365
3.356
3.348
3.340
3.333
3.326
3.319
3.313
3.307
3.281
3.261
3.232
3.211
3.195
3.183
3.174
3.166
3.160
3.149
3.142
3.136
3.131
3.090

0.0005
636.6
31.60
12.92
8.610
6.869
5.959
5.408
5.041
4.781
4.587
4.437
4.318
4.221
4.140
4.073
4.015
3.965
3.922
3.883
3.850
3.819
3.792
3.768
3.745
3.725
3.707
3.689
3.674
3.660
3.646
3.633
3.622
3.611
3.601
3.591
3.582
3.574
3.566
3.558
3.551
3.520
3.496
3.460
3.435
3.416
3.402
3.390
3.381
3.373
3.361
3.352
3.345
3.340
3.291

326

INTROSTAT

TABLE 3. CHI-SQUARED DISTRIBUTION: One sided critical values, i.e. the value of
2(P )
2(P )
df such that P = Pr[2df > df ], where df is the degrees of freedom, for P > 0.5

df
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
45
50
60
70
80
90
100
110
120
140
160
180
200

0.9995
0.000
0.001
0.015
0.064
0.158
0.299
0.485
0.710
0.972
1.265
1.587
1.935
2.305
2.697
3.107
3.536
3.980
4.439
4.913
5.398
5.895
6.404
6.924
7.453
7.991
8.537
9.093
9.656
10.227
10.804
11.388
11.980
12.576
13.180
13.788
14.401
15.021
15.644
16.272
16.906
20.136
23.461
30.339
37.467
44.792
52.277
59.895
67.631
75.465
91.389
107.599
124.032
140.659

0.999
0.000
0.002
0.024
0.091
0.210
0.381
0.599
0.857
1.152
1.479
1.834
2.214
2.617
3.041
3.483
3.942
4.416
4.905
5.407
5.921
6.447
6.983
7.529
8.085
8.649
9.222
9.803
10.391
10.986
11.588
12.196
12.810
13.431
14.057
14.688
15.324
15.965
16.611
17.261
17.917
21.251
24.674
31.738
39.036
46.520
54.156
61.918
69.790
77.756
93.925
110.359
127.011
143.842

0.9975
0.000
0.005
0.045
0.145
0.307
0.527
0.794
1.104
1.450
1.827
2.232
2.661
3.112
3.582
4.070
4.573
5.092
5.623
6.167
6.723
7.289
7.865
8.450
9.044
9.646
10.256
10.873
11.497
12.128
12.765
13.407
14.055
14.709
15.368
16.032
16.700
17.373
18.050
18.732
19.417
22.899
26.464
33.791
41.332
49.043
56.892
64.857
72.922
81.073
97.591
114.350
131.305
148.426

0.995
0.000
0.010
0.072
0.207
0.412
0.676
0.989
1.344
1.735
2.156
2.603
3.074
3.565
4.075
4.601
5.142
5.697
6.265
6.844
7.434
8.034
8.643
9.260
9.886
10.520
11.160
11.808
12.461
13.121
13.787
14.458
15.134
15.815
16.501
17.192
17.887
18.586
19.289
19.996
20.707
24.311
27.991
35.534
43.275
51.172
59.196
67.328
75.550
83.852
100.655
117.679
134.884
152.241

Probability Level P
0.99
0.975
0.000
0.001
0.020
0.051
0.115
0.216
0.297
0.484
0.554
0.831
0.872
1.237
1.239
1.690
1.647
2.180
2.088
2.700
2.558
3.247
3.053
3.816
3.571
4.404
4.107
5.009
4.660
5.629
5.229
6.262
5.812
6.908
6.408
7.564
7.015
8.231
7.633
8.907
8.260
9.591
8.897
10.283
9.542
10.982
10.196
11.689
10.856
12.401
11.524
13.120
12.198
13.844
12.878
14.573
13.565
15.308
14.256
16.047
14.953
16.791
15.655
17.539
16.362
18.291
17.073
19.047
17.789
19.806
18.509
20.569
19.233
21.336
19.960
22.106
20.691
22.878
21.426
23.654
22.164
24.433
25.901
28.366
29.707
32.357
37.485
40.482
45.442
48.758
53.540
57.153
61.754
65.647
70.065
74.222
78.458
82.867
86.923
91.573
104.034 109.137
121.346 126.870
138.821 144.741
156.432 162.728

0.95
0.004
0.103
0.352
0.711
1.145
1.635
2.167
2.733
3.325
3.940
4.575
5.226
5.892
6.571
7.261
7.962
8.672
9.390
10.117
10.851
11.591
12.338
13.091
13.848
14.611
15.379
16.151
16.928
17.708
18.493
19.281
20.072
20.867
21.664
22.465
23.269
24.075
24.884
25.695
26.509
30.612
34.764
43.188
51.739
60.391
69.126
77.929
86.792
95.705
113.659
131.756
149.969
168.279

0.9
0.016
0.211
0.584
1.064
1.610
2.204
2.833
3.490
4.168
4.865
5.578
6.304
7.041
7.790
8.547
9.312
10.085
10.865
11.651
12.443
13.240
14.041
14.848
15.659
16.473
17.292
18.114
18.939
19.768
20.599
21.434
22.271
23.110
23.952
24.797
25.643
26.492
27.343
28.196
29.051
33.350
37.689
46.459
55.329
64.278
73.291
82.358
91.471
100.624
119.029
137.546
156.153
174.835

0.8
0.064
0.446
1.005
1.649
2.343
3.070
3.822
4.594
5.380
6.179
6.989
7.807
8.634
9.467
10.307
11.152
12.002
12.857
13.716
14.578
15.445
16.314
17.187
18.062
18.940
19.820
20.703
21.588
22.475
23.364
24.255
25.148
26.042
26.938
27.836
28.735
29.635
30.537
31.441
32.345
36.884
41.449
50.641
59.898
69.207
78.558
87.945
97.362
106.806
125.758
144.783
163.868
183.003

0.6
0.275
1.022
1.869
2.753
3.656
4.570
5.493
6.423
7.357
8.295
9.237
10.182
11.129
12.078
13.030
13.983
14.937
15.893
16.850
17.809
18.768
19.729
20.690
21.652
22.616
23.579
24.544
25.509
26.475
27.442
28.409
29.376
30.344
31.313
32.282
33.252
34.222
35.192
36.163
37.134
41.995
46.864
56.620
66.396
76.188
85.993
95.808
105.632
115.465
135.149
154.856
174.580
194.319

327

CHAPTER 12. TABLES

TABLE 3, continued. CHI-SQUARED DISTRIBUTION: One sided critical values, i.e.

2(P )
2(P )
the value of df such that P = Pr[2df > df ], where df is the degrees of freedom,
for P < 0.5

df
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
45
50
60
70
80
90
100
110
120
140
160
180
200

0.4
0.708
1.833
2.946
4.045
5.132
6.211
7.283
8.351
9.414
10.473
11.530
12.584
13.636
14.685
15.733
16.780
17.824
18.868
19.910
20.951
21.992
23.031
24.069
25.106
26.143
27.179
28.214
29.249
30.283
31.316
32.349
33.381
34.413
35.444
36.475
37.505
38.535
39.564
40.593
41.622
46.761
51.892
62.135
72.358
82.566
92.761
102.946
113.121
123.289
143.604
163.898
184.173
204.434

0.2
1.642
3.219
4.642
5.989
7.289
8.558
9.803
11.030
12.242
13.442
14.631
15.812
16.985
18.151
19.311
20.465
21.615
22.760
23.900
25.038
26.171
27.301
28.429
29.553
30.675
31.795
32.912
34.027
35.139
36.250
37.359
38.466
39.572
40.676
41.778
42.879
43.978
45.076
46.173
47.269
52.729
58.164
68.972
79.715
90.405
101.054
111.667
122.250
132.806
153.854
174.828
195.743
216.609

0.1
2.706
4.605
6.251
7.779
9.236
10.645
12.017
13.362
14.684
15.987
17.275
18.549
19.812
21.064
22.307
23.542
24.769
25.989
27.204
28.412
29.615
30.813
32.007
33.196
34.382
35.563
36.741
37.916
39.087
40.256
41.422
42.585
43.745
44.903
46.059
47.212
48.363
49.513
50.660
51.805
57.505
63.167
74.397
85.527
96.578
107.565
118.498
129.385
140.233
161.827
183.311
204.704
226.021

0.05
3.841
5.991
7.815
9.488
11.070
12.592
14.067
15.507
16.919
18.307
19.675
21.026
22.362
23.685
24.996
26.296
27.587
28.869
30.144
31.410
32.671
33.924
35.172
36.415
37.652
38.885
40.113
41.337
42.557
43.773
44.985
46.194
47.400
48.602
49.802
50.998
52.192
53.384
54.572
55.758
61.656
67.505
79.082
90.531
101.879
113.145
124.342
135.480
146.567
168.613
190.516
212.304
233.994

Probability Level P
0.025
0.01
5.024
6.635
7.378
9.210
9.348
11.345
11.143
13.277
12.832
15.086
14.449
16.812
16.013
18.475
17.535
20.090
19.023
21.666
20.483
23.209
21.920
24.725
23.337
26.217
24.736
27.688
26.119
29.141
27.488
30.578
28.845
32.000
30.191
33.409
31.526
34.805
32.852
36.191
34.170
37.566
35.479
38.932
36.781
40.289
38.076
41.638
39.364
42.980
40.646
44.314
41.923
45.642
43.195
46.963
44.461
48.278
45.722
49.588
46.979
50.892
48.232
52.191
49.480
53.486
50.725
54.775
51.966
56.061
53.203
57.342
54.437
58.619
55.668
59.893
56.895
61.162
58.120
62.428
59.342
63.691
65.410
69.957
71.420
76.154
83.298
88.379
95.023 100.425
106.629 112.329
118.136 124.116
129.561 135.807
140.916 147.414
152.211 158.950
174.648 181.841
196.915 204.530
219.044 227.056
241.058 249.445

0.005
7.879
10.597
12.838
14.860
16.750
18.548
20.278
21.955
23.589
25.188
26.757
28.300
29.819
31.319
32.801
34.267
35.718
37.156
38.582
39.997
41.401
42.796
44.181
45.558
46.928
48.290
49.645
50.994
52.335
53.672
55.002
56.328
57.648
58.964
60.275
61.581
62.883
64.181
65.475
66.766
73.166
79.490
91.952
104.215
116.321
128.299
140.170
151.948
163.648
186.847
209.824
232.620
255.264

0.0025
9.140
11.983
14.320
16.424
18.385
20.249
22.040
23.774
25.463
27.112
28.729
30.318
31.883
33.426
34.949
36.456
37.946
39.422
40.885
42.336
43.775
45.204
46.623
48.034
49.435
50.829
52.215
53.594
54.966
56.332
57.692
59.046
60.395
61.738
63.076
64.410
65.738
67.063
68.383
69.699
76.223
82.664
95.344
107.808
120.102
132.255
144.292
156.230
168.081
191.565
214.808
237.855
260.735

0.001
10.827
13.815
16.266
18.466
20.515
22.457
24.321
26.124
27.877
29.588
31.264
32.909
34.527
36.124
37.698
39.252
40.791
42.312
43.819
45.314
46.796
48.268
49.728
51.179
52.619
54.051
55.475
56.892
58.301
59.702
61.098
62.487
63.869
65.247
66.619
67.985
69.348
70.704
72.055
73.403
80.078
86.660
99.608
112.317
124.839
137.208
149.449
161.582
173.618
197.450
221.020
244.372
267.539

0.0005
12.115
15.201
17.731
19.998
22.106
24.102
26.018
27.867
29.667
31.419
33.138
34.821
36.477
38.109
39.717
41.308
42.881
44.434
45.974
47.498
49.010
50.510
51.999
53.478
54.948
56.407
57.856
59.299
60.734
62.160
63.581
64.993
66.401
67.804
69.197
70.588
71.971
73.350
74.724
76.096
82.873
89.560
102.697
115.577
128.264
140.780
153.164
165.436
177.601
201.680
225.477
249.049
272.422

336

INTROSTAT

TABLE 5. CORRELATION COEFFICIENT. Critical values of the correlation coefficients for one-sided tests of the null hypothesis H0 : = 0 (where degrees of freedom =
sample size - 2)
Deg. of
Freedom
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
45
50
60
70
80
90
100
110
120
140
160
180
200

0.4
0.3090
0.2000
0.1577
0.1341
0.1186
0.1075
0.0990
0.0922
0.0867
0.0820
0.0780
0.0746
0.0715
0.0688
0.0664
0.0643
0.0623
0.0605
0.0588
0.0573
0.0559
0.0546
0.0534
0.0522
0.0511
0.0501
0.0492
0.0483
0.0474
0.0466
0.0458
0.0451
0.0444
0.0437
0.0431
0.0425
0.0419
0.0414
0.0408
0.0403
0.0380
0.0360
0.0328
0.0304
0.0284
0.0268
0.0254
0.0242
0.0232
0.0214
0.0201
0.0189
0.0179

0.3
0.5878
0.4000
0.3197
0.2735
0.2427
0.2204
0.2032
0.1895
0.1783
0.1688
0.1607
0.1536
0.1474
0.1419
0.1370
0.1326
0.1285
0.1248
0.1214
0.1183
0.1154
0.1127
0.1102
0.1078
0.1056
0.1036
0.1016
0.0997
0.0980
0.0963
0.0947
0.0932
0.0918
0.0904
0.0891
0.0878
0.0866
0.0855
0.0844
0.0833
0.0785
0.0744
0.0679
0.0628
0.0588
0.0554
0.0525
0.0501
0.0479
0.0444
0.0415
0.0391
0.0371

0.2
0.8090
0.6000
0.4919
0.4257
0.3803
0.3468
0.3208
0.2998
0.2825
0.2678
0.2552
0.2443
0.2346
0.2260
0.2183
0.2113
0.2049
0.1991
0.1938
0.1888
0.1843
0.1800
0.1760
0.1723
0.1688
0.1655
0.1624
0.1594
0.1567
0.1540
0.1515
0.1491
0.1468
0.1446
0.1425
0.1405
0.1386
0.1368
0.1350
0.1333
0.1257
0.1192
0.1088
0.1007
0.0942
0.0888
0.0842
0.0803
0.0769
0.0712
0.0666
0.0628
0.0595

0.1
0.9511
0.8000
0.6870
0.6084
0.5509
0.5067
0.4716
0.4428
0.4187
0.3981
0.3802
0.3646
0.3507
0.3383
0.3271
0.3170
0.3077
0.2992
0.2914
0.2841
0.2774
0.2711
0.2653
0.2598
0.2546
0.2497
0.2451
0.2407
0.2366
0.2327
0.2289
0.2254
0.2220
0.2187
0.2156
0.2126
0.2097
0.2070
0.2043
0.2018
0.1903
0.1806
0.1650
0.1528
0.1430
0.1348
0.1279
0.1220
0.1168
0.1082
0.1012
0.0954
0.0905

Probability Level (P)

0.05
0.025
0.01
0.9877 0.9969 0.9995
0.9000 0.9500 0.9800
0.8054 0.8783 0.9343
0.7293 0.8114 0.8822
0.6694 0.7545 0.8329
0.6215 0.7067 0.7887
0.5822 0.6664 0.7498
0.5494 0.6319 0.7155
0.5214 0.6021 0.6851
0.4973 0.5760 0.6581
0.4762 0.5529 0.6339
0.4575 0.5324 0.6120
0.4409 0.5140 0.5923
0.4259 0.4973 0.5742
0.4124 0.4821 0.5577
0.4000 0.4683 0.5425
0.3887 0.4555 0.5285
0.3783 0.4438 0.5155
0.3687 0.4329 0.5034
0.3598 0.4227 0.4921
0.3515 0.4132 0.4815
0.3438 0.4044 0.4716
0.3365 0.3961 0.4622
0.3297 0.3882 0.4534
0.3233 0.3809 0.4451
0.3172 0.3739 0.4372
0.3115 0.3673 0.4297
0.3061 0.3610 0.4226
0.3009 0.3550 0.4158
0.2960 0.3494 0.4093
0.2913 0.3440 0.4032
0.2869 0.3388 0.3972
0.2826 0.3338 0.3916
0.2785 0.3291 0.3862
0.2746 0.3246 0.3810
0.2709 0.3202 0.3760
0.2673 0.3160 0.3712
0.2638 0.3120 0.3665
0.2605 0.3081 0.3621
0.2573 0.3044 0.3578
0.2429 0.2876 0.3384
0.2306 0.2732 0.3218
0.2108 0.2500 0.2948
0.1954 0.2319 0.2737
0.1829 0.2172 0.2565
0.1726 0.2050 0.2422
0.1638 0.1946 0.2301
0.1562 0.1857 0.2196
0.1496 0.1779 0.2104
0.1386 0.1648 0.1951
0.1297 0.1543 0.1826
0.1223 0.1455 0.1723
0.1161 0.1381 0.1636

0.005
0.9999
0.9900
0.9587
0.9172
0.8745
0.8343
0.7977
0.7646
0.7348
0.7079
0.6835
0.6614
0.6411
0.6226
0.6055
0.5897
0.5751
0.5614
0.5487
0.5368
0.5256
0.5151
0.5052
0.4958
0.4869
0.4785
0.4705
0.4629
0.4556
0.4487
0.4421
0.4357
0.4296
0.4238
0.4182
0.4128
0.4076
0.4026
0.3978
0.3932
0.3721
0.3542
0.3248
0.3017
0.2830
0.2673
0.2540
0.2425
0.2324
0.2155
0.2019
0.1905
0.1809

0.0025
1.0000
0.9950
0.9740
0.9417
0.9056
0.8697
0.8359
0.8046
0.7759
0.7496
0.7255
0.7034
0.6831
0.6643
0.6470
0.6308
0.6158
0.6018
0.5886
0.5763
0.5647
0.5537
0.5434
0.5336
0.5243
0.5154
0.5070
0.4990
0.4914
0.4840
0.4770
0.4703
0.4639
0.4577
0.4518
0.4461
0.4406
0.4353
0.4301
0.4252
0.4028
0.3836
0.3522
0.3274
0.3072
0.2903
0.2759
0.2635
0.2526
0.2343
0.2195
0.2072
0.1968

0.001
1.0000
0.9980
0.9859
0.9633
0.9350
0.9049
0.8751
0.8467
0.8199
0.7950
0.7717
0.7501
0.7301
0.7114
0.6940
0.6777
0.6624
0.6481
0.6346
0.6219
0.6099
0.5986
0.5879
0.5776
0.5679
0.5587
0.5499
0.5415
0.5334
0.5257
0.5184
0.5113
0.5045
0.4979
0.4916
0.4856
0.4797
0.4741
0.4686
0.4634
0.4394
0.4188
0.3850
0.3583
0.3364
0.3181
0.3025
0.2890
0.2771
0.2572
0.2411
0.2276
0.2162

0.0005
1.0000
0.9990
0.9911
0.9741
0.9509
0.9249
0.8983
0.8721
0.8470
0.8233
0.8010
0.7800
0.7604
0.7419
0.7247
0.7084
0.6932
0.6788
0.6652
0.6524
0.6402
0.6287
0.6178
0.6074
0.5974
0.5880
0.5789
0.5703
0.5621
0.5541
0.5465
0.5392
0.5322
0.5254
0.5189
0.5126
0.5066
0.5007
0.4950
0.4896
0.4647
0.4432
0.4079
0.3798
0.3568
0.3375
0.3211
0.3068
0.2943
0.2733
0.2562
0.2419
0.2298