booklet of

formulas and tables

for statistics
version 2 – 2024

for Statistics 1 for Economics

and Statistics 2 for Economics
at the Faculty of Economics and Business

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Descriptive statistics .................................................... 2 Table 1 – Binomial probabilities ................................ 13

Combinatorics .............................................................. 4 Table 2 – Poisson probabilities .................................. 16
Probability theory ........................................................ 4 Table 3 – Standard normal probabilities ................... 18
Discrete probability distributions ................................ 5 Table 4 – Critical values of t ....................................... 19
Continuous probability distributions ........................... 6 Table 5 – Critical values of 𝛘𝛘² ..................................... 20
Linear functions of random variables .......................... 7 Table 6 – Critical values of F ...................................... 21
Bivariate probability distributions ............................... 7 Table 7 – Critical values of the Wilcoxon Rank Sum
Sampling distributions ................................................. 8 Test .............................................................. 27

Testing and estimating ................................................. 9 Table 8 – Critical values of the Wilcoxon Signed Rank
Sum Test ...................................................... 27
Nonparametric inference for comparisons................ 11
Table 9 – Critical values of the Spearman Rank
Inference for nominal variables ................................. 11 Correlation Coefficient ................................ 28
Correlation and dependence ..................................... 11
Regression analysis .................................................... 12
1
Descriptive statistics
• One variable, population • One variable, sample
Population mean: Sample mean:
𝑁𝑁 𝑛𝑛
1 1
𝜇𝜇 = � 𝑥𝑥𝑖𝑖 𝑥𝑥̅ = 𝑛𝑛
� 𝑥𝑥𝑖𝑖
𝑁𝑁
𝑖𝑖=1 𝑖𝑖=1

Population variance: Sample variance:

𝑁𝑁 𝑛𝑛
1
1
𝜎𝜎 2 = 𝑁𝑁 �(𝑥𝑥𝑖𝑖 − 𝜇𝜇)2 𝑠𝑠 2 = 𝑛𝑛−1
�(𝑥𝑥𝑖𝑖 − 𝑥𝑥̅ )2
𝑖𝑖=1 𝑖𝑖=1
𝑁𝑁 𝑛𝑛 𝑛𝑛 2
1 1 1
= 𝑁𝑁 � 𝑥𝑥𝑖𝑖 2 − 𝜇𝜇 2 = �� 𝑥𝑥𝑖𝑖2 − 𝑛𝑛 �� 𝑥𝑥𝑖𝑖 � �
𝑛𝑛−1
𝑖𝑖=1 𝑖𝑖=1 𝑖𝑖=1
𝑛𝑛
1
= 𝑛𝑛−1
�� 𝑥𝑥𝑖𝑖2 − 𝑛𝑛 𝑥𝑥̅ 2 �
𝑖𝑖=1
Population standard deviation: Sample standard deviation:
𝜎𝜎 = �𝜎𝜎 2 𝑠𝑠 = �𝑠𝑠 2
Population coefficient of variation: Sample coefficient of variation:
𝜎𝜎 𝑠𝑠
𝐶𝐶𝐶𝐶 = 𝑐𝑐𝑐𝑐 =
𝜇𝜇 𝑥𝑥̅

• One variable, grouped data

Sample mean for grouped data:
𝑘𝑘
1
𝑥𝑥̅ ≈ 𝑛𝑛
� 𝑚𝑚𝑖𝑖 𝑓𝑓𝑖𝑖
𝑖𝑖=1

Sample variance for grouped data:

𝑘𝑘
2 1
𝑠𝑠 ≈ 𝑛𝑛−1
�(𝑚𝑚𝑖𝑖 − 𝑥𝑥̅ )2 𝑓𝑓𝑖𝑖
𝑖𝑖=1
𝑘𝑘 𝑘𝑘 2
1 1
= 𝑛𝑛−1
�� 𝑚𝑚𝑖𝑖2 𝑓𝑓𝑖𝑖 − 𝑛𝑛 �� 𝑚𝑚𝑖𝑖 𝑓𝑓𝑖𝑖 � �
𝑖𝑖=1 𝑖𝑖=1
𝑘𝑘
1
= 𝑛𝑛−1
�� 𝑚𝑚𝑖𝑖2 𝑓𝑓𝑖𝑖 − 𝑛𝑛 𝑥𝑥̅ 2 �
𝑖𝑖=1

Sturges’ formula:
#classes = 1 + 3.3 ∙ log10 𝑛𝑛
largest obs. −smallest obs.
class width =
#classes
Location of a percentile:
𝑝𝑝
𝐿𝐿𝑝𝑝 = (𝑛𝑛 + 1) ∙
100

2
• Two variables, population • Two variables, sample
Population covariance: Sample covariance:
𝑁𝑁 𝑛𝑛
1 1
𝜎𝜎𝑥𝑥𝑥𝑥 = �(𝑥𝑥𝑖𝑖 − 𝜇𝜇𝑥𝑥 )�𝑦𝑦𝑖𝑖 − 𝜇𝜇𝑦𝑦 � 𝑠𝑠𝑥𝑥𝑥𝑥 = 𝑛𝑛−1
�(𝑥𝑥𝑖𝑖 − 𝑥𝑥̅ )(𝑦𝑦𝑖𝑖 − 𝑦𝑦�)
𝑁𝑁
𝑖𝑖=1 𝑖𝑖=1
𝑁𝑁 𝑛𝑛 𝑛𝑛 𝑛𝑛
1 1 1
= 𝑁𝑁
� 𝑥𝑥𝑖𝑖 𝑦𝑦𝑖𝑖 − 𝜇𝜇𝑥𝑥 𝜇𝜇𝑦𝑦 = �� 𝑥𝑥𝑖𝑖 𝑦𝑦𝑖𝑖 − 𝑛𝑛 �� 𝑥𝑥𝑖𝑖 � �� 𝑦𝑦𝑖𝑖 ��
𝑛𝑛−1
𝑖𝑖=1 𝑖𝑖=1 𝑖𝑖=1 𝑖𝑖=1
𝑛𝑛
1
= 𝑛𝑛−1
�� 𝑥𝑥𝑖𝑖 𝑦𝑦𝑖𝑖 − 𝑛𝑛 𝑥𝑥̅ 𝑦𝑦��
𝑖𝑖=1

Population coefficient of correlation: Sample coefficient of correlation:

𝜎𝜎𝑥𝑥𝑥𝑥 𝑠𝑠𝑥𝑥𝑥𝑥
𝜌𝜌 = 𝑟𝑟 =
𝜎𝜎𝑥𝑥 ∙ 𝜎𝜎𝑦𝑦 𝑠𝑠𝑥𝑥 ∙ 𝑠𝑠𝑦𝑦
Population linear regression model: Slope and intercept of the sample regression line:
𝑌𝑌 = 𝛽𝛽0 + 𝛽𝛽1 𝑋𝑋 + 𝜖𝜖 𝑠𝑠𝑥𝑥𝑥𝑥
𝛽𝛽̂1 = 2
𝑠𝑠𝑥𝑥
𝛽𝛽̂0 = 𝑦𝑦� − 𝛽𝛽̂1 𝑥𝑥̅

3
Combinatorics Probability theory
• Counting rules • Probability rules
Factorial: 𝑃𝑃(𝐴𝐴𝐶𝐶 ) = 1 − 𝑃𝑃(𝐴𝐴)
𝑛𝑛! = 1 ⋅ 2 ⋅ … ⋅ 𝑛𝑛 (for 𝑛𝑛 = 1, 2, 3, … )
𝑃𝑃(𝐴𝐴 ∨ 𝐵𝐵) = 𝑃𝑃(𝐴𝐴) + 𝑃𝑃(𝐵𝐵) − 𝑃𝑃(𝐴𝐴 ∧ 𝐵𝐵)
0! = 1
𝑃𝑃(𝐴𝐴 ∧ 𝐵𝐵) = 𝑃𝑃(𝐴𝐴) ⋅ 𝑃𝑃(𝐵𝐵|𝐴𝐴) = 𝑃𝑃(𝐵𝐵) ⋅ 𝑃𝑃(𝐴𝐴|𝐵𝐵)
Number of possible outcomes when 𝑘𝑘 objects are
drawn from 𝑛𝑛 objects… 𝑃𝑃(𝐴𝐴 ∧ 𝐵𝐵)
𝑃𝑃(𝐴𝐴|𝐵𝐵) =
𝑃𝑃(𝐵𝐵)
…with replacement, with regard to order:
𝑛𝑛𝑘𝑘 𝐴𝐴 and 𝐵𝐵 are called independent if:
…without replacement, with regard to order: 𝑃𝑃(𝐴𝐴|𝐵𝐵) = 𝑃𝑃(𝐴𝐴) or
(permutations) 𝑃𝑃(𝐵𝐵|𝐴𝐴) = 𝑃𝑃(𝐵𝐵) or
𝑛𝑛!
𝑃𝑃𝑘𝑘𝑛𝑛 = = 𝑛𝑛 ⋅ (𝑛𝑛 − 1) ⋅ … ⋅ (𝑛𝑛 − 𝑘𝑘 + 1) 𝑃𝑃(𝐴𝐴 ∧ 𝐵𝐵) = 𝑃𝑃(𝐴𝐴) ⋅ 𝑃𝑃(𝐵𝐵)
(𝑛𝑛 − 𝑘𝑘)!
…without replacement, without regard to order:
(combinations)
𝑛𝑛
𝑛𝑛 𝑃𝑃𝑘𝑘𝑛𝑛 𝑛𝑛!
𝐶𝐶𝑘𝑘 = � � = =
𝑘𝑘 𝑘𝑘! 𝑘𝑘! (𝑛𝑛 − 𝑘𝑘)!

4
Discrete probability distributions
• General rules • Binomial distribution 𝐁𝐁𝐁𝐁𝐁𝐁(𝒏𝒏, 𝒑𝒑)
𝑏𝑏 𝑛𝑛
𝑃𝑃(𝑋𝑋 = 𝑥𝑥) = 𝑝𝑝(𝑥𝑥) = � � 𝑝𝑝 𝑥𝑥 (1 − 𝑝𝑝)𝑛𝑛−𝑥𝑥
𝑃𝑃(𝑎𝑎 ≤ 𝑋𝑋 ≤ 𝑏𝑏) = � 𝑥𝑥 ∙ 𝑝𝑝(𝑥𝑥) 𝑥𝑥
𝑥𝑥=𝑎𝑎 𝑛𝑛!
= 𝑝𝑝 𝑥𝑥 (1 − 𝑝𝑝)𝑛𝑛−𝑥𝑥
𝜇𝜇 = 𝐸𝐸(𝑋𝑋) = � 𝑥𝑥 ∙ 𝑝𝑝(𝑥𝑥) 𝑥𝑥! (𝑛𝑛 − 𝑥𝑥)!
all 𝑥𝑥 (𝑥𝑥 = 0, 1, 2, … , 𝑛𝑛)
𝑁𝑁

= � 𝑥𝑥𝑖𝑖 ∙ 𝑝𝑝(𝑥𝑥𝑖𝑖 ) 𝐸𝐸(𝑋𝑋) = 𝜇𝜇 = 𝑛𝑛𝑛𝑛

𝑖𝑖=1 𝑉𝑉(𝑋𝑋) = 𝜎𝜎 2 = 𝑛𝑛𝑛𝑛(1 − 𝑝𝑝)

𝜎𝜎 2 = 𝑉𝑉(𝑋𝑋) = �(𝑥𝑥 − 𝜇𝜇)2 ∙ 𝑝𝑝(𝑥𝑥) Approximation of Bin(𝑛𝑛, 𝑝𝑝) by Poi(𝜇𝜇 = 𝑛𝑛𝑛𝑛)

all 𝑥𝑥
𝑁𝑁 if 𝑝𝑝 < 0.05
2
= �(𝑥𝑥𝑖𝑖 − 𝜇𝜇) ∙ 𝑝𝑝(𝑥𝑥𝑖𝑖 ) Approximation of Bin(𝑛𝑛, 𝑝𝑝) by
𝑖𝑖=1
= 𝐸𝐸(𝑋𝑋 2 ) − 𝜇𝜇 2 𝑋𝑋 𝑐𝑐𝑐𝑐 − 𝑛𝑛𝑛𝑛
𝑍𝑍 = ~ N(0, 1)
�𝑛𝑛𝑛𝑛(1 − 𝑝𝑝)
where 𝐸𝐸(𝑋𝑋 2 ) = � 𝑥𝑥 2 ∙ 𝑝𝑝(𝑥𝑥) if 𝑛𝑛𝑛𝑛 ≥ 5 and 𝑛𝑛(1 − 𝑝𝑝) ≥ 5
all 𝑥𝑥
𝑁𝑁 (with continuity correction)
= � 𝑥𝑥𝑖𝑖2 ∙ 𝑝𝑝(𝑥𝑥𝑖𝑖 )
𝑖𝑖=1 • Hypergeometric distribution 𝐇𝐇𝐇𝐇𝐇𝐇(𝒏𝒏, 𝑵𝑵, 𝒌𝒌)
�𝑘𝑘𝑥𝑥��𝑁𝑁−𝑘𝑘
𝑛𝑛−𝑥𝑥
�
𝑃𝑃(𝑋𝑋 = 𝑥𝑥) = 𝑝𝑝(𝑥𝑥) =
�𝑁𝑁𝑛𝑛�
(𝑥𝑥 = 0, 1, 2, … , 𝑛𝑛)
𝑘𝑘
𝑝𝑝 =
𝑁𝑁
𝑘𝑘
𝐸𝐸(𝑋𝑋) = 𝜇𝜇 = 𝑛𝑛 ∙ = 𝑛𝑛𝑛𝑛
𝑁𝑁
𝑁𝑁 − 𝑛𝑛
𝑉𝑉(𝑋𝑋) = 𝜎𝜎 2 = 𝑛𝑛𝑛𝑛(1 − 𝑝𝑝) ∙
𝑁𝑁 − 1
𝑘𝑘
Approximation of Hyp(𝑛𝑛, 𝑁𝑁, 𝑘𝑘) by Bin(𝑛𝑛, 𝑝𝑝 = 𝑁𝑁)
𝑛𝑛
if 𝑁𝑁
< 0.05

• Poisson distribution 𝐏𝐏𝐏𝐏𝐏𝐏(𝝁𝝁)

𝑒𝑒 −𝜇𝜇 ∙ 𝜇𝜇 𝑥𝑥
𝑃𝑃(𝑋𝑋 = 𝑥𝑥) = 𝑝𝑝(𝑥𝑥) =
𝑥𝑥!
(𝑥𝑥 = 0, 1, 2, … )
𝐸𝐸(𝑋𝑋) = 𝑉𝑉(𝑋𝑋) = 𝜇𝜇
Approximation of Poi(𝜇𝜇) by
𝑋𝑋 𝑐𝑐𝑐𝑐 − 𝜇𝜇
𝑍𝑍 = ~ N(0, 1)
√𝜇𝜇
if 𝜇𝜇 > 15
(with continuity correction)
5
Continuous probability distributions
• General rules • Uniform distribution 𝐔𝐔(𝒂𝒂, 𝒃𝒃)
𝑏𝑏 1
𝑓𝑓(𝑥𝑥) = (𝑎𝑎 ≤ 𝑥𝑥 ≤ 𝑏𝑏)
𝑃𝑃(𝑎𝑎 ≤ 𝑋𝑋 ≤ 𝑏𝑏) = � 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 𝑏𝑏 − 𝑎𝑎
𝑎𝑎 𝑎𝑎 + 𝑏𝑏
∞ 𝐸𝐸(𝑋𝑋) =
2
𝜇𝜇 = 𝐸𝐸(𝑋𝑋) = � 𝑥𝑥 ∙ 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 (𝑏𝑏 − 𝑎𝑎)2
𝑉𝑉(𝑋𝑋) =
−∞ 12
∞

𝜎𝜎 2 = 𝑉𝑉(𝑋𝑋) = � (𝑥𝑥 − 𝜇𝜇)2 ∙ 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑

• Normal distribution 𝐍𝐍(𝝁𝝁, 𝝈𝝈𝟐𝟐 )
−∞
1 −12�
𝑥𝑥−𝜇𝜇 2 1 1 2
= 𝐸𝐸(𝑋𝑋 2 ) − 𝜇𝜇 2 𝑓𝑓(𝑥𝑥) = 𝑒𝑒 𝜎𝜎
�
= 𝑒𝑒 −2 𝑧𝑧
∞ 𝜎𝜎√2𝜋𝜋 √2𝜋𝜋𝜎𝜎 2
where 𝐸𝐸(𝑋𝑋 2 ) = � 𝑥𝑥 2 ∙ 𝑓𝑓(𝑥𝑥) 𝑑𝑑𝑑𝑑 𝐸𝐸(𝑋𝑋) = 𝜇𝜇
−∞ 𝑉𝑉(𝑋𝑋) = 𝜎𝜎 2
Standard normal distribution:
N(𝜇𝜇 = 0, 𝜎𝜎 2 = 1)
or in short: N(0, 1)
Standardize:
𝑋𝑋 − 𝐸𝐸[𝑋𝑋] 𝑋𝑋 − 𝜇𝜇
𝑍𝑍 = = ~ N(0, 1)
�𝑉𝑉[𝑋𝑋] 𝜎𝜎

6
 Bivariate probability distributions
• Discrete
𝑝𝑝(𝑥𝑥, 𝑦𝑦) = 𝑃𝑃(𝑋𝑋 = 𝑥𝑥 ∧ 𝑌𝑌 = 𝑦𝑦)
𝑃𝑃(𝑋𝑋 = 𝑥𝑥 ∧ 𝑌𝑌 = 𝑦𝑦)
𝑃𝑃(𝑋𝑋 = 𝑥𝑥 | 𝑌𝑌 = 𝑦𝑦) =
𝑃𝑃(𝑌𝑌 = 𝑦𝑦)
𝑋𝑋 and 𝑌𝑌 are independent if for all (𝑥𝑥, 𝑦𝑦) :
𝑃𝑃(𝑋𝑋 = 𝑥𝑥 ∧ 𝑌𝑌 = 𝑦𝑦) = 𝑃𝑃(𝑋𝑋 = 𝑥𝑥) ⋅ 𝑃𝑃(𝑌𝑌 = 𝑦𝑦)

𝜎𝜎𝑥𝑥𝑥𝑥 = � (𝑥𝑥 − 𝜇𝜇𝑥𝑥 )�𝑦𝑦 − 𝜇𝜇𝑦𝑦 � ⋅ 𝑝𝑝(𝑥𝑥, 𝑦𝑦)

all (𝑥𝑥,𝑦𝑦)
𝑁𝑁

= �(𝑥𝑥𝑖𝑖 − 𝜇𝜇𝑥𝑥 )�𝑦𝑦𝑖𝑖 − 𝜇𝜇𝑦𝑦 � ⋅ 𝑝𝑝(𝑥𝑥𝑖𝑖 , 𝑦𝑦𝑖𝑖 )

𝑖𝑖=1
= 𝐸𝐸(𝑋𝑋𝑋𝑋) − 𝜇𝜇𝑥𝑥 𝜇𝜇𝑦𝑦

where 𝐸𝐸(𝑋𝑋𝑋𝑋) = � 𝑥𝑥𝑥𝑥 ⋅ 𝑝𝑝(𝑥𝑥, 𝑦𝑦)

all (𝑥𝑥,𝑦𝑦)

• Discrete and continuous

𝜎𝜎𝑥𝑥𝑥𝑥 = 𝐸𝐸 �(𝑋𝑋 − 𝜇𝜇𝑥𝑥 )�𝑌𝑌 − 𝜇𝜇𝑦𝑦 ��
= 𝐸𝐸(𝑋𝑋𝑋𝑋) − 𝜇𝜇𝑥𝑥 𝜇𝜇𝑦𝑦
𝜎𝜎𝑥𝑥𝑥𝑥
𝜌𝜌 =
𝜎𝜎𝑥𝑥 ∙ 𝜎𝜎𝑦𝑦

Linear functions of random variables

• One random variable • Two random variables
𝐸𝐸(𝑎𝑎𝑎𝑎 + 𝑏𝑏) = 𝑎𝑎𝑎𝑎(𝑋𝑋) + 𝑏𝑏 𝐸𝐸(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐) = 𝑎𝑎𝑎𝑎(𝑋𝑋) + 𝑏𝑏𝑏𝑏(𝑌𝑌) + 𝑐𝑐
2 𝑉𝑉(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐)
𝑉𝑉(𝑎𝑎𝑎𝑎 + 𝑏𝑏) = 𝑎𝑎 𝑉𝑉(𝑋𝑋)
= 𝑎𝑎2 𝑉𝑉(𝑋𝑋) + 𝑏𝑏 2 𝑉𝑉(𝑌𝑌) + 2𝑎𝑎𝑎𝑎𝜎𝜎𝑥𝑥𝑥𝑥
If 𝑋𝑋 is normally distributed, then
= 𝑎𝑎2 𝑉𝑉(𝑋𝑋) + 𝑏𝑏 2 𝑉𝑉(𝑌𝑌) + 2𝑎𝑎𝑎𝑎𝑎𝑎𝜎𝜎𝑥𝑥 𝜎𝜎𝑦𝑦
𝑎𝑎𝑎𝑎 + 𝑏𝑏 is also normally distributed.

If 𝑋𝑋 and 𝑌𝑌 are jointly normally distributed, then

𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐 is also normally distributed.

If 𝑋𝑋 and 𝑌𝑌 are independent, then

they are uncorrelated so that
𝜎𝜎𝑥𝑥𝑥𝑥 = 0
𝜌𝜌 = 0
𝐸𝐸(𝑋𝑋𝑋𝑋) = 𝜇𝜇𝑥𝑥 𝜇𝜇𝑦𝑦
𝑉𝑉(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐) = 𝑎𝑎2 𝑉𝑉(𝑋𝑋) + 𝑏𝑏 2 𝑉𝑉(𝑌𝑌)

7
Sampling distributions
• Mean • Difference of two means
𝐸𝐸(𝑋𝑋�) = 𝜇𝜇𝑋𝑋� = 𝜇𝜇 𝐸𝐸(𝑋𝑋�1 − 𝑋𝑋�2 ) = 𝜇𝜇𝑋𝑋�1−𝑋𝑋�2 = 𝜇𝜇1 − 𝜇𝜇2
𝜎𝜎 2 𝜎𝜎12 𝜎𝜎22
� )
𝑉𝑉(𝑋𝑋 = 𝜎𝜎𝑋𝑋� = 2
� � 2
𝑛𝑛 𝑉𝑉(𝑋𝑋1 − 𝑋𝑋2 ) = 𝜎𝜎𝑋𝑋�1 −𝑋𝑋�2 = +
𝑛𝑛1 𝑛𝑛2
𝑋𝑋� − 𝜇𝜇𝑋𝑋� 𝑋𝑋� − 𝜇𝜇
𝑍𝑍 = = 𝜎𝜎 ~ N(0, 1) (𝑋𝑋�1 − 𝑋𝑋�2 ) − (𝜇𝜇1 − 𝜇𝜇2 )
𝜎𝜎𝑋𝑋� 𝑍𝑍 = ~ N(0, 1)
√𝑛𝑛 𝜎𝜎 2
𝜎𝜎 2
if 𝑋𝑋 is normally distributed � 1 + 2
𝑛𝑛1 𝑛𝑛2
or 𝑛𝑛 is large
if independent samples,
If the sample is drawn from a finite population 𝑋𝑋1 and 𝑋𝑋2 are normally distributed
(without replacement) and
𝑛𝑛
> 0.05 then use or 𝑛𝑛1 and 𝑛𝑛2 are large
𝑁𝑁
𝜎𝜎 2 𝑁𝑁 − 𝑛𝑛
𝑉𝑉(𝑋𝑋�) = 𝜎𝜎𝑋𝑋2� = ∙
𝑛𝑛 𝑁𝑁 − 1

• Variance • Ratio of two variances

𝐸𝐸(𝑆𝑆 2 ) = 𝜎𝜎 2 𝑆𝑆12 𝜎𝜎12
𝐸𝐸 � 2 � = 2
2𝜎𝜎 4 𝑆𝑆2 𝜎𝜎2
2)
𝑉𝑉(𝑆𝑆 = 2
𝑛𝑛 − 1 𝑆𝑆12 𝜎𝜎12 2 ∙ df22 ∙ (df1 + df2 − 2)
(𝑛𝑛 − 1)𝑆𝑆 2 𝑉𝑉 � 2 � = � 2 � ∙
𝜒𝜒 2 = ~ 𝜒𝜒 2 [df = 𝑛𝑛 − 1] 𝑆𝑆2 𝜎𝜎2 df1 ∙ (df2 − 2)2 ∙ (df2 − 4)
𝜎𝜎 2 𝑆𝑆12 𝑆𝑆22
if 𝑋𝑋 is normally distributed 𝐹𝐹 = 2 � 2 ~ F[df1 = 𝑛𝑛1 − 1, df2 = 𝑛𝑛2 − 1]
𝜎𝜎1 𝜎𝜎2
if independent samples, and
𝑋𝑋1 and 𝑋𝑋2 are normally distributed

• Proportion • Difference of two proportions

𝐸𝐸�𝑃𝑃�� = 𝜇𝜇𝑃𝑃� = 𝑝𝑝 𝐸𝐸�𝑃𝑃�1 − 𝑃𝑃�2 � = 𝑝𝑝1 − 𝑝𝑝2
𝑝𝑝(1 − 𝑝𝑝) 𝑝𝑝1 (1 − 𝑝𝑝1 ) 𝑝𝑝2 (1 − 𝑝𝑝2 )
𝑉𝑉�𝑃𝑃�� = 𝜎𝜎𝑃𝑃2� = 𝑉𝑉�𝑃𝑃�1 − 𝑃𝑃�2 � = +
𝑛𝑛 𝑛𝑛1 𝑛𝑛2
�
𝑃𝑃 − 𝜇𝜇𝑃𝑃� 𝑃𝑃� − 𝑝𝑝 �𝑃𝑃�1 − 𝑃𝑃�2 � − (𝑝𝑝1 − 𝑝𝑝2 )
𝑍𝑍 = = ~ N(0, 1) 𝑍𝑍 = ~ N(0, 1)
𝜎𝜎𝑃𝑃� 𝑝𝑝(1 − 𝑝𝑝) 𝑝𝑝1 (1 − 𝑝𝑝1 ) 𝑝𝑝2 (1 − 𝑝𝑝2 )
� � +
𝑛𝑛 1𝑛𝑛 2 𝑛𝑛
if 𝑛𝑛𝑛𝑛 ≥ 5 and 𝑛𝑛(1 − 𝑝𝑝) ≥ 5 if
𝑛𝑛1 𝑝𝑝1 ≥ 5 ∧ 𝑛𝑛1 (1 − 𝑝𝑝1 ) ≥ 5
𝑛𝑛2 𝑝𝑝2 ≥ 5 ∧ 𝑛𝑛2 (1 − 𝑝𝑝2 ) ≥ 5
and independent samples

8
Testing and estimating
• Mean 𝝁𝝁 when 𝝈𝝈𝟐𝟐 is known • Comparing two means, 𝝈𝝈𝟐𝟐𝒊𝒊 are known
Condition: Conditions: independent samples,
𝑋𝑋 is normally distributed or 𝑛𝑛 is large, 𝑋𝑋1 and 𝑋𝑋2 are normally distributed
and σ is known. or 𝑛𝑛1 and 𝑛𝑛2 are large,
and σ12 and σ22 are both known.
Test statistic:
Test statistic:
𝑋𝑋� − 𝜇𝜇 (𝑋𝑋�1 − 𝑋𝑋�2 ) − (𝜇𝜇1 − 𝜇𝜇2 )
𝑍𝑍 = 𝜎𝜎 ~ N(0, 1) 𝑍𝑍 = ~ N(0, 1)
√𝑛𝑛 𝜎𝜎 2
𝜎𝜎 2
� 1 + 2
p-value of the test: 𝑛𝑛1 𝑛𝑛2
𝑃𝑃(𝑍𝑍 > 𝑧𝑧) if 𝐻𝐻1 ∶ 𝜇𝜇 > 𝜇𝜇0
Confidence interval:
𝑃𝑃(𝑍𝑍 < 𝑧𝑧) if 𝐻𝐻1 ∶ 𝜇𝜇 < 𝜇𝜇0
2 ∙ 𝑃𝑃(𝑍𝑍 > |𝑧𝑧|) if 𝐻𝐻1 ∶ 𝜇𝜇 ≠ 𝜇𝜇0 𝜎𝜎12 𝜎𝜎22
(𝑥𝑥̅1 − 𝑥𝑥̅2 ) ± 𝑧𝑧𝛼𝛼⁄2 ∙ � +
Confidence interval: 𝑛𝑛1 𝑛𝑛2
𝜎𝜎
𝑥𝑥̅ ± 𝑧𝑧𝛼𝛼⁄2 • Comparing two means, 𝝈𝝈𝟐𝟐𝒊𝒊 are unknown
√𝑛𝑛
Conditions: independent samples,
𝑋𝑋1 and 𝑋𝑋2 are normally distributed
• Mean 𝝁𝝁 when 𝝈𝝈𝟐𝟐 is unknown
or 𝑛𝑛1 and 𝑛𝑛2 are large,
Condition: and σ12 or σ22 is unknown.
𝑋𝑋 is normally distributed or 𝑛𝑛 is large, Test statistic:
(𝑋𝑋�1 − 𝑋𝑋�2 ) − (𝜇𝜇1 − 𝜇𝜇2 )
and σ is unknown 𝑇𝑇 = ~ t[df]
Test statistic: 𝑆𝑆 2 𝑆𝑆 2
� 1+ 2
𝑛𝑛1 𝑛𝑛2
𝑋𝑋� − 𝜇𝜇
𝑇𝑇 = ~ t[df = 𝑛𝑛 − 1] 2
𝑆𝑆 𝑠𝑠 2 𝑠𝑠 2
� 1 + 2�
√𝑛𝑛 𝑛𝑛1 𝑛𝑛2
where df = 2 2
Confidence interval: 𝑠𝑠 2 𝑠𝑠 2
� 1� � 2�
𝑠𝑠 𝑛𝑛1 𝑛𝑛2
𝑥𝑥̅ ± 𝑡𝑡𝛼𝛼⁄2;𝑛𝑛−1 ∙ +
𝑛𝑛1 − 1 𝑛𝑛2 − 1
√𝑛𝑛 Confidence interval:
𝑠𝑠12 𝑠𝑠22
(𝑥𝑥̅1 − 𝑥𝑥̅2 ) ± 𝑡𝑡𝛼𝛼⁄2;df ∙ � +
𝑛𝑛1 𝑛𝑛2
• Comparing, using matched pairs
Condition: Extra condition: σ12 = σ22
Differences are normally distributed
Test statistic:
or 𝑛𝑛𝐷𝐷 is large
(𝑋𝑋�1 − 𝑋𝑋�2 ) − (𝜇𝜇1 − 𝜇𝜇2 )
Test statistic: 𝑇𝑇 = ~ t[df = 𝑛𝑛1 + 𝑛𝑛2 − 2]
𝑋𝑋�𝐷𝐷 − 𝜇𝜇𝐷𝐷 1 1
�𝑆𝑆𝑝𝑝 � + �
2
𝑇𝑇 = ~ t[df = 𝑛𝑛𝐷𝐷 − 1] 𝑛𝑛
1 𝑛𝑛2
𝑆𝑆𝐷𝐷
√𝑛𝑛𝐷𝐷 (𝑛𝑛1 − 1)𝑆𝑆12 + (𝑛𝑛2 − 1)𝑆𝑆22
where 𝑆𝑆𝑝𝑝2 =
Confidence interval: 𝑛𝑛1 + 𝑛𝑛2 − 2
𝑠𝑠𝐷𝐷 Confidence interval:
𝑥𝑥̅𝐷𝐷 ± 𝑡𝑡𝛼𝛼⁄2;df ∙
√𝑛𝑛𝐷𝐷 1 1
(𝑥𝑥̅1 − 𝑥𝑥̅ 2 ) ± 𝑡𝑡𝛼𝛼⁄2;df ∙ �𝑆𝑆𝑝𝑝2 � + �
𝑛𝑛1 𝑛𝑛2
9
• Variance 𝝈𝝈² • Comparing two variances
Condition: Conditions:
𝑋𝑋 is normally distributed independent samples
𝑋𝑋1 and 𝑋𝑋2 are normally distributed
Test statistic:
Test statistic:
2
(𝑛𝑛 − 1)𝑆𝑆 2
𝜒𝜒 = ~ χ2 [df = 𝑛𝑛 − 1] 𝑆𝑆12 𝑆𝑆22
𝜎𝜎 2 𝐹𝐹 = 2 � 2 ~ F[df1 = 𝑛𝑛1 − 1, df2 = 𝑛𝑛2 − 1]
𝜎𝜎1 𝜎𝜎2
Confidence interval:
𝐹𝐹 = 𝑆𝑆12 ⁄𝑆𝑆22 for 𝐻𝐻0 ∶ 𝜎𝜎12 = 𝜎𝜎22
(𝑛𝑛 − 1)𝑠𝑠 2 (𝑛𝑛 − 1)𝑠𝑠 2
� 2 , 2 � Confidence interval:
𝜒𝜒𝛼𝛼⁄2;𝑛𝑛−1 𝜒𝜒1−𝛼𝛼⁄2;𝑛𝑛−1
𝑠𝑠12 1 𝑠𝑠12
� 2∙ , 2 ∙ 𝑓𝑓𝛼𝛼⁄2,𝑛𝑛2−1,𝑛𝑛1−1 �
𝑠𝑠2 𝑓𝑓𝛼𝛼⁄2,𝑛𝑛1−1,𝑛𝑛2−1 𝑠𝑠2
F-distribution rules:
𝑃𝑃�𝐹𝐹 > 𝑓𝑓𝛼𝛼,𝑛𝑛1−1,𝑛𝑛2−1 � = 𝛼𝛼
1
𝑓𝑓1−𝛼𝛼,𝑛𝑛1−1,𝑛𝑛2−1 =
𝑓𝑓𝛼𝛼,𝑛𝑛2−1,𝑛𝑛1−1

• Proportion 𝒑𝒑 • Comparing two proportions

Exact test statistic: Condition:
independent samples
𝑋𝑋 ~ Bin(𝑛𝑛, 𝑝𝑝)
Test statistic: Null hypothesis states a difference equal to 0:
𝑃𝑃� − 𝑝𝑝 Test statistic:
𝑍𝑍 = ~ N(0, 1)
𝑝𝑝(1 − 𝑝𝑝) �𝑃𝑃�1 − 𝑃𝑃�2 � − 0
� 𝑍𝑍 = ~ N(0, 1)
𝑛𝑛 1 1
�𝑝𝑝̂ (1 − 𝑝𝑝̂ ) � + �
if 𝑛𝑛𝑛𝑛 ≥ 5 and 𝑛𝑛(1 − 𝑝𝑝) ≥ 5 𝑛𝑛1 𝑛𝑛 2

Confidence interval: if 𝑛𝑛1 𝑝𝑝̂ ≥ 5 and 𝑛𝑛1 (1 − 𝑝𝑝̂ ) ≥ 5

and 𝑛𝑛2 𝑝𝑝̂ ≥ 5 and 𝑛𝑛2 (1 − 𝑝𝑝̂ ) ≥ 5
𝑝𝑝̂ (1 − 𝑝𝑝̂ )
𝑝𝑝̂ ± 𝑧𝑧𝛼𝛼⁄2 � 𝑛𝑛1 𝑝𝑝̂1 + 𝑛𝑛2 𝑝𝑝̂ 2
𝑛𝑛 where 𝑝𝑝̂ =
𝑛𝑛1 + 𝑛𝑛2
if 𝑛𝑛𝑝𝑝̂ ≥ 5 and 𝑛𝑛(1 − 𝑝𝑝̂ ) ≥ 5
Null hypothesis states a difference unequal to 0:
• Sign test Test statistic:

Exact test statistic: �𝑃𝑃�1 − 𝑃𝑃�2 � − (𝑝𝑝1 − 𝑝𝑝2 )

𝑍𝑍 = ~ N(0, 1)
𝑋𝑋 ~ Bin(𝑛𝑛, 𝑝𝑝 = 0.5) 𝑃𝑃� �1 − 𝑃𝑃�1 � 𝑃𝑃�2 �1 − 𝑃𝑃�2 �
� 1 +
Test statistic: 𝑛𝑛1 𝑛𝑛2
𝑋𝑋 𝑐𝑐𝑐𝑐 − 0.5 ∙ 𝑛𝑛 if 𝑛𝑛1 𝑝𝑝̂1 ≥ 5 and 𝑛𝑛1 (1 − 𝑝𝑝̂1 ) ≥ 5
𝑍𝑍 = ~ N(0, 1)
0.5 ∙ √𝑛𝑛 and 𝑛𝑛2 𝑝𝑝̂ 2 ≥ 5 and 𝑛𝑛2 (1 − 𝑝𝑝̂ 2 ) ≥ 5
if 𝑛𝑛 ≥ 10
Confidence interval:
(with continuity correction)
𝑝𝑝̂1 (1 − 𝑝𝑝̂1 ) 𝑝𝑝̂ 2 (1 − 𝑝𝑝̂2 )
Sign test is a test for the median 𝑀𝑀 𝑝𝑝̂1 − 𝑝𝑝̂ 2 ± 𝑧𝑧𝛼𝛼⁄2 ∙ � +
𝑛𝑛1 𝑛𝑛2
if the distribution is ordinal or quantitative.
Define differences with respect to a reference value if 𝑛𝑛1 𝑝𝑝̂1 ≥ 5 and 𝑛𝑛1 (1 − 𝑝𝑝̂1 ) ≥ 5
𝑛𝑛 : number of nonzero differences and 𝑛𝑛2 𝑝𝑝̂ 2 ≥ 5 and 𝑛𝑛2 (1 − 𝑝𝑝̂ 2 ) ≥ 5
𝑋𝑋 : number of positive differences
10
Nonparametric inference for Correlation and association
comparisons
• Pearson correlation
• independent samples Condition:
(level of measurement: at least ordinal) 𝑋𝑋 and 𝑌𝑌 are bivariate normally distributed
Test statistic Wilcoxon Rank Sum Test: or samples are large
𝑇𝑇 = 𝑇𝑇1 Coefficient of correlation:
Test statistic approximation: 𝑠𝑠𝑋𝑋𝑋𝑋
𝑟𝑟𝑋𝑋𝑋𝑋 =
𝑛𝑛 (𝑛𝑛 + 𝑛𝑛2 + 1) 𝑠𝑠𝑋𝑋 ∙ 𝑠𝑠𝑌𝑌
𝑇𝑇 − 1 1
𝑍𝑍 = 2 ~ N(0, 1) Test statistic:
� 𝑛𝑛1 𝑛𝑛2 (𝑛𝑛1 + 𝑛𝑛2 + 1)
12 𝑛𝑛 − 2
𝑇𝑇 = 𝑟𝑟 ∙ � ~ t[df = 𝑛𝑛 − 2]
where 𝑇𝑇 = 𝑇𝑇1 1 − 𝑟𝑟 2
if 𝑛𝑛1 > 10 and 𝑛𝑛2 > 10
a.k.a. Mann-Whitney U test
• Spearman rank correlation
Condition:
• matched pairs
𝑋𝑋 and 𝑌𝑌 are at least ordinal
(level of measurement: quantitative)
Coefficient of correlation:
Test statistic Wilcoxon Signed Rank Sum Test: 𝑠𝑠𝑎𝑎𝑎𝑎
𝑇𝑇 = 𝑇𝑇 + 𝑟𝑟𝑠𝑠 =
𝑠𝑠𝑎𝑎 ∙ 𝑠𝑠𝑏𝑏
Test statistic approximation:
where 𝑎𝑎 = rank(𝑥𝑥) and 𝑏𝑏 = rank(𝑦𝑦)
𝑛𝑛(𝑛𝑛 + 1)
𝑇𝑇 − Test statistic:
𝑍𝑍 = 4 ~ N(0, 1)
𝑛𝑛(𝑛𝑛 + 1)(2𝑛𝑛 + 1) 𝑟𝑟𝑠𝑠 or
�
24
𝑍𝑍 = 𝑟𝑟𝑠𝑠 √𝑛𝑛 − 1 ~ N(0, 1) if 𝑛𝑛 > 30
where 𝑇𝑇 = 𝑇𝑇 +
if 𝑛𝑛 > 30

Inference for nominal variables

• Goodness-of-fit test • Test for independence
Test statistic: Test statistic:
𝑘𝑘 𝑟𝑟 𝑐𝑐 2
2
(𝑓𝑓𝑖𝑖 − 𝑒𝑒𝑖𝑖 )2 �𝑓𝑓𝑖𝑖𝑖𝑖 − 𝑒𝑒𝑖𝑖𝑖𝑖 �
𝜒𝜒 = � ~ χ2 [df = 𝑘𝑘 − 1] 𝜒𝜒 2 = � �
𝑒𝑒𝑖𝑖 𝑒𝑒𝑖𝑖𝑖𝑖
𝑖𝑖=1 𝑖𝑖=1 𝑗𝑗=1
if all 𝑒𝑒𝑖𝑖 ≥ 5 𝑟𝑟 ∙ 𝑐𝑐
(𝑓𝑓ℎ − 𝑒𝑒ℎ )2
where 𝑒𝑒𝑖𝑖 = 𝑛𝑛 ∙ 𝑝𝑝𝑖𝑖 =�
𝑒𝑒ℎ
ℎ=1
2 [df
~χ = (𝑟𝑟 − 1)(𝑐𝑐 − 1)]
if all 𝑒𝑒𝑖𝑖𝑖𝑖 ≥ 5
total of row 𝑖𝑖 ∙ total of column 𝑗𝑗
where 𝑒𝑒𝑖𝑖𝑖𝑖 = 𝑛𝑛

11
Regression analysis
𝑐𝑐𝑐𝑐𝑐𝑐(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐, 𝑊𝑊) = 𝑎𝑎 ∙ 𝜎𝜎𝑋𝑋𝑋𝑋 + 𝑏𝑏 ∙ 𝜎𝜎𝑌𝑌𝑌𝑌 𝑆𝑆𝑆𝑆�𝛽𝛽̂1 � = �𝜎𝜎�𝛽𝛽�2 or �𝜎𝜎�𝛽𝛽�2
1 1
𝑣𝑣𝑣𝑣𝑣𝑣(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐) = 𝑎𝑎2 ∙ 𝜎𝜎𝑋𝑋2 + 𝑏𝑏 2 ∙ 𝜎𝜎𝑌𝑌2 + 2𝑎𝑎𝑎𝑎 ∙ 𝜎𝜎𝑋𝑋𝑋𝑋
Heteroskedasticity robust:
𝐸𝐸(𝑌𝑌) = 𝐸𝐸�𝐸𝐸(𝑌𝑌|𝑋𝑋)�
1 𝑣𝑣𝑣𝑣𝑣𝑣[(𝑋𝑋𝑖𝑖 − 𝜇𝜇𝑋𝑋 )𝑢𝑢𝑖𝑖 ]
𝑣𝑣𝑣𝑣𝑣𝑣(𝑌𝑌 | 𝑋𝑋 = 𝑥𝑥) = 𝐸𝐸( [𝑌𝑌 − 𝐸𝐸(𝑌𝑌 | 𝑋𝑋 = 𝑥𝑥)]2 | 𝑋𝑋 = 𝑥𝑥) 𝜎𝜎𝛽𝛽�21 =
𝑛𝑛 [𝑣𝑣𝑣𝑣𝑣𝑣(𝑋𝑋𝑖𝑖 )]2

• Regression for 𝒌𝒌 = 𝟏𝟏 1 𝑣𝑣𝑣𝑣𝑣𝑣(𝐻𝐻𝑖𝑖 𝑢𝑢𝑖𝑖 )

𝜎𝜎𝛽𝛽�20 =
𝑛𝑛 [𝐸𝐸(𝐻𝐻𝑖𝑖2 )]2
Regression line:
𝜇𝜇𝑋𝑋
𝑌𝑌�𝑖𝑖 = 𝛽𝛽̂0 + 𝛽𝛽̂1 𝑋𝑋𝑖𝑖 with 𝐻𝐻𝑖𝑖 = 1 − � � 𝑋𝑋
𝐸𝐸(𝑋𝑋𝑖𝑖2 ) 𝑖𝑖
𝑠𝑠𝑋𝑋𝑋𝑋
𝛽𝛽̂1 = 2 1
1 𝑛𝑛−2 ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2 𝑢𝑢�𝑖𝑖2
𝑠𝑠𝑋𝑋 𝜎𝜎�𝛽𝛽�21 =
𝑛𝑛 𝑛𝑛 � 1 ∑(𝑋𝑋 − 𝑋𝑋�)2 �2
𝑛𝑛 𝑖𝑖
1
𝑠𝑠𝑋𝑋𝑋𝑋 = 𝑛𝑛−1 �(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)(𝑌𝑌𝑖𝑖 − 𝑌𝑌�) 1 �𝑖𝑖2 𝑢𝑢�𝑖𝑖2
∑ 𝐻𝐻
1 𝑛𝑛−2
𝑖𝑖=1 𝜎𝜎�𝛽𝛽�2 =
𝑛𝑛
0
� 2 �2
𝑛𝑛 � 1 ∑ 𝐻𝐻
𝑖𝑖
𝑛𝑛
1
𝑠𝑠𝑋𝑋2 = 𝑛𝑛−1 �(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2 𝑋𝑋�
𝑖𝑖=1 �𝑖𝑖 = 1 − �
with 𝐻𝐻 � 𝑋𝑋𝑖𝑖
1
𝑛𝑛
∑ 𝑋𝑋𝑖𝑖2
𝛽𝛽̂0 = 𝑌𝑌� − 𝛽𝛽̂1 𝑋𝑋�
Homoskedasticity only:
𝑢𝑢�𝑖𝑖 = 𝑌𝑌𝑖𝑖 − 𝑌𝑌�𝑖𝑖
𝜎𝜎𝑢𝑢2
𝜎𝜎𝛽𝛽�21 =
Sum of squares: 𝑛𝑛𝜎𝜎𝑋𝑋2
𝑛𝑛 𝑛𝑛 𝐸𝐸(𝑋𝑋𝑖𝑖2 )𝜎𝜎𝑢𝑢2
2
𝑆𝑆𝑆𝑆𝑆𝑆 = ��𝑌𝑌𝑖𝑖 − 𝑌𝑌�𝑖𝑖 � = � 𝑢𝑢�𝑖𝑖2 𝜎𝜎𝛽𝛽�2 =
0 𝑛𝑛𝜎𝜎𝑋𝑋2
𝑖𝑖=1 𝑖𝑖=1
𝑛𝑛 𝑠𝑠𝑢𝑢�2
2
𝑠𝑠𝑋𝑋𝑋𝑋 𝜎𝜎�𝛽𝛽�21 =
𝐸𝐸𝐸𝐸𝐸𝐸 = ��𝑌𝑌�𝑖𝑖 − 𝑌𝑌�� = (𝑛𝑛 −
2
1) 2 ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2
𝑠𝑠𝑋𝑋
𝑖𝑖=1 �𝑛𝑛1 ∑ 𝑋𝑋𝑖𝑖2 �𝑠𝑠𝑢𝑢�2
𝑛𝑛 𝜎𝜎�𝛽𝛽�2 =
0 ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2
𝑇𝑇𝑇𝑇𝑇𝑇 = �(𝑌𝑌𝑖𝑖 − 𝑌𝑌�)2 = (𝑛𝑛 − 1)𝑠𝑠𝑌𝑌2
𝑖𝑖=1

𝑇𝑇𝑇𝑇𝑇𝑇 = 𝐸𝐸𝐸𝐸𝐸𝐸 + 𝑆𝑆𝑆𝑆𝑆𝑆

• Regression for 𝒌𝒌 > 𝟏𝟏
Not part of Statistics 1 and 2 for Economics.
𝑆𝑆𝑆𝑆𝑆𝑆
𝑆𝑆𝑆𝑆𝑆𝑆 = 𝑠𝑠𝑢𝑢� = �
𝑛𝑛 − 2
2
𝐸𝐸𝐸𝐸𝐸𝐸 𝑆𝑆𝑆𝑆𝑆𝑆 𝑠𝑠𝑋𝑋𝑋𝑋 2
𝑅𝑅 2 = = 1− = 2 2 = 𝑟𝑟𝑋𝑋𝑋𝑋
𝑇𝑇𝑇𝑇𝑇𝑇 𝑇𝑇𝑇𝑇𝑇𝑇 𝑠𝑠𝑋𝑋 ∙ 𝑠𝑠𝑌𝑌

Test statistic:
𝛽𝛽̂1 − 𝛽𝛽1,0
𝑡𝑡 = ~ 𝑡𝑡[df = 𝑛𝑛 − 2]
𝑆𝑆𝑆𝑆�𝛽𝛽̂1 �
confidence interval for 𝛽𝛽1:
𝛽𝛽̂1 ± 𝑡𝑡𝛼𝛼,df ∙ 𝑆𝑆𝑆𝑆�𝛽𝛽̂1 �
2

12
Table 1 – Binomial probabilities
Tabulated values are 𝑃𝑃(𝑋𝑋 ≤ 𝑘𝑘) = ∑𝑘𝑘𝑥𝑥=0 𝑝𝑝(𝑥𝑥). Values are rounded to three decimal places.

𝒏𝒏 = 𝟓𝟓
𝒑𝒑
k .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .951 .774 .590 .328 .237 .168 .078 .031 .010 .002 .001 .000 .000 .000 .000
1 .999 .977 .919 .737 .633 .528 .337 .188 .087 .031 .016 .007 .000 .000 .000
2 1.000 .999 .991 .942 .896 .837 .683 .500 .317 .163 .104 .058 .009 .001 .000
3 1.000 1.000 1.000 .993 .984 .969 .913 .813 .663 .472 .367 .263 .081 .023 .001
4 1.000 1.000 1.000 1.000 .999 .998 .990 .969 .922 .832 .763 .672 .410 .226 .049

𝒏𝒏 = 𝟔𝟔
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .941 .735 .531 .262 .178 .118 .047 .016 .004 .001 .000 .000 .000 .000 .000
1 .999 .967 .886 .655 .534 .420 .233 .109 .041 .011 .005 .002 .000 .000 .000
2 1.000 .998 .984 .901 .831 .744 .544 .344 .179 .070 .038 .017 .001 .000 .000
3 1.000 1.000 .999 .983 .962 .930 .821 .656 .456 .256 .169 .099 .016 .002 .000
4 1.000 1.000 1.000 .998 .995 .989 .959 .891 .767 .580 .466 .345 .114 .033 .001
5 1.000 1.000 1.000 1.000 1.000 .999 .996 .984 .953 .882 .822 .738 .469 .265 .059

𝒏𝒏 = 𝟕𝟕
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .932 .698 .478 .210 .133 .082 .028 .008 .002 .000 .000 .000 .000 .000 .000
1 .998 .956 .850 .577 .445 .329 .159 .063 .019 .004 .001 .000 .000 .000 .000
2 1.000 .996 .974 .852 .756 .647 .420 .227 .096 .029 .013 .005 .000 .000 .000
3 1.000 1.000 .997 .967 .929 .874 .710 .500 .290 .126 .071 .033 .003 .000 .000
4 1.000 1.000 1.000 .995 .987 .971 .904 .773 .580 .353 .244 .148 .026 .004 .000
5 1.000 1.000 1.000 1.000 .999 .996 .981 .938 .841 .671 .555 .423 .150 .044 .002
6 1.000 1.000 1.000 1.000 1.000 1.000 .998 .992 .972 .918 .867 .790 .522 .302 .068

𝒏𝒏 = 𝟖𝟖
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .923 .663 .430 .168 .100 .058 .017 .004 .001 .000 .000 .000 .000 .000 .000
1 .997 .943 .813 .503 .367 .255 .106 .035 .009 .001 .000 .000 .000 .000 .000
2 1.000 .994 .962 .797 .679 .552 .315 .145 .050 .011 .004 .001 .000 .000 .000
3 1.000 1.000 .995 .944 .886 .806 .594 .363 .174 .058 .027 .010 .000 .000 .000
4 1.000 1.000 1.000 .990 .973 .942 .826 .637 .406 .194 .114 .056 .005 .000 .000
5 1.000 1.000 1.000 .999 .996 .989 .950 .855 .685 .448 .321 .203 .038 .006 .000
6 1.000 1.000 1.000 1.000 1.000 .999 .991 .965 .894 .745 .633 .497 .187 .057 .003
7 1.000 1.000 1.000 1.000 1.000 1.000 .999 .996 .983 .942 .900 .832 .570 .337 .077

13
Table 1 continued – Binomial probabilities
Tabulated values are 𝑃𝑃(𝑋𝑋 ≤ 𝑘𝑘) = ∑𝑘𝑘𝑥𝑥=0 𝑝𝑝(𝑥𝑥). Values are rounded to three decimal places.

𝒏𝒏 = 𝟗𝟗
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .914 .630 .387 .134 .075 .040 .010 .002 .000 .000 .000 .000 .000 .000 .000
1 .997 .929 .775 .436 .300 .196 .071 .020 .004 .000 .000 .000 .000 .000 .000
2 1.000 .992 .947 .738 .601 .463 .232 .090 .025 .004 .001 .000 .000 .000 .000
3 1.000 .999 .992 .914 .834 .730 .483 .254 .099 .025 .010 .003 .000 .000 .000
4 1.000 1.000 .999 .980 .951 .901 .733 .500 .267 .099 .049 .020 .001 .000 .000
5 1.000 1.000 1.000 .997 .990 .975 .901 .746 .517 .270 .166 .086 .008 .001 .000
6 1.000 1.000 1.000 1.000 .999 .996 .975 .910 .768 .537 .399 .262 .053 .008 .000
7 1.000 1.000 1.000 1.000 1.000 1.000 .996 .980 .929 .804 .700 .564 .225 .071 .003
8 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .990 .960 .925 .866 .613 .370 .086

𝒏𝒏 = 𝟏𝟏𝟏𝟏
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .904 .599 .349 .107 .056 .028 .006 .001 .000 .000 .000 .000 .000 .000 .000
1 .996 .914 .736 .376 .244 .149 .046 .011 .002 .000 .000 .000 .000 .000 .000
2 1.000 .988 .930 .678 .526 .383 .167 .055 .012 .002 .000 .000 .000 .000 .000
3 1.000 .999 .987 .879 .776 .650 .382 .172 .055 .011 .004 .001 .000 .000 .000
4 1.000 1.000 .998 .967 .922 .850 .633 .377 .166 .047 .020 .006 .000 .000 .000
5 1.000 1.000 1.000 .994 .980 .953 .834 .623 .367 .150 .078 .033 .002 .000 .000
6 1.000 1.000 1.000 .999 .996 .989 .945 .828 .618 .350 .224 .121 .013 .001 .000
7 1.000 1.000 1.000 1.000 1.000 .998 .988 .945 .833 .617 .474 .322 .070 .012 .000
8 1.000 1.000 1.000 1.000 1.000 1.000 .998 .989 .954 .851 .756 .624 .264 .086 .004
9 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .994 .972 .944 .893 .651 .401 .096

𝒏𝒏 = 𝟏𝟏𝟏𝟏
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .860 .463 .206 .035 .013 .005 .000 .000 .000 .000 .000 .000 .000 .000 .000
1 .990 .829 .549 .167 .080 .035 .005 .000 .000 .000 .000 .000 .000 .000 .000
2 1.000 .964 .816 .398 .236 .127 .027 .004 .000 .000 .000 .000 .000 .000 .000
3 1.000 .995 .944 .648 .461 .297 .091 .018 .002 .000 .000 .000 .000 .000 .000
4 1.000 .999 .987 .836 .686 .515 .217 .059 .009 .001 .000 .000 .000 .000 .000
5 1.000 1.000 .998 .939 .852 .722 .403 .151 .034 .004 .001 .000 .000 .000 .000
6 1.000 1.000 1.000 .982 .943 .869 .610 .304 .095 .015 .004 .001 .000 .000 .000
7 1.000 1.000 1.000 .996 .983 .950 .787 .500 .213 .050 .017 .004 .000 .000 .000
8 1.000 1.000 1.000 .999 .996 .985 .905 .696 .390 .131 .057 .018 .000 .000 .000
9 1.000 1.000 1.000 1.000 .999 .996 .966 .849 .597 .278 .148 .061 .002 .000 .000
10 1.000 1.000 1.000 1.000 1.000 .999 .991 .941 .783 .485 .314 .164 .013 .001 .000
11 1.000 1.000 1.000 1.000 1.000 1.000 .998 .982 .909 .703 .539 .352 .056 .005 .000
12 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .996 .973 .873 .764 .602 .184 .036 .000
13 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .995 .965 .920 .833 .451 .171 .010
14 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .995 .987 .965 .794 .537 .140

14
Table 1 continued – Binomial probabilities
Tabulated values are 𝑃𝑃(𝑋𝑋 ≤ 𝑘𝑘) = ∑𝑘𝑘𝑥𝑥=0 𝑝𝑝(𝑥𝑥). Values are rounded to three decimal places.

𝒏𝒏 = 𝟐𝟐𝟐𝟐
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .818 .358 .122 .012 .003 .001 .000 .000 .000 .000 .000 .000 .000 .000 .000
1 .983 .736 .392 .069 .024 .008 .001 .000 .000 .000 .000 .000 .000 .000 .000
2 .999 .925 .677 .206 .091 .035 .004 .000 .000 .000 .000 .000 .000 .000 .000
3 1.000 .984 .867 .411 .225 .107 .016 .001 .000 .000 .000 .000 .000 .000 .000
4 1.000 .997 .957 .630 .415 .238 .051 .006 .000 .000 .000 .000 .000 .000 .000
5 1.000 1.000 .989 .804 .617 .416 .126 .021 .002 .000 .000 .000 .000 .000 .000
6 1.000 1.000 .998 .913 .786 .608 .250 .058 .006 .000 .000 .000 .000 .000 .000
7 1.000 1.000 1.000 .968 .898 .772 .416 .132 .021 .001 .000 .000 .000 .000 .000
8 1.000 1.000 1.000 .990 .959 .887 .596 .252 .057 .005 .001 .000 .000 .000 .000
9 1.000 1.000 1.000 .997 .986 .952 .755 .412 .128 .017 .004 .001 .000 .000 .000
10 1.000 1.000 1.000 .999 .996 .983 .872 .588 .245 .048 .014 .003 .000 .000 .000
11 1.000 1.000 1.000 1.000 .999 .995 .943 .748 .404 .113 .041 .010 .000 .000 .000
12 1.000 1.000 1.000 1.000 1.000 .999 .979 .868 .584 .228 .102 .032 .000 .000 .000
13 1.000 1.000 1.000 1.000 1.000 1.000 .994 .942 .750 .392 .214 .087 .002 .000 .000
14 1.000 1.000 1.000 1.000 1.000 1.000 .998 .979 .874 .584 .383 .196 .011 .000 .000
15 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .994 .949 .762 .585 .370 .043 .003 .000
16 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .984 .893 .775 .589 .133 .016 .000
17 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .996 .965 .909 .794 .323 .075 .001
18 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .992 .976 .931 .608 .264 .017
19 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .997 .988 .878 .642 .182

𝒏𝒏 = 𝟐𝟐𝟐𝟐
𝒑𝒑
𝒌𝒌 .01 .05 .10 .20 .25 .30 .40 .50 .60 .70 .75 .80 .90 .95 .99
0 .778 .277 .072 .004 .001 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000
1 .974 .642 .271 .027 .007 .002 .000 .000 .000 .000 .000 .000 .000 .000 .000
2 .998 .873 .537 .098 .032 .009 .000 .000 .000 .000 .000 .000 .000 .000 .000
3 1.000 .966 .764 .234 .096 .033 .002 .000 .000 .000 .000 .000 .000 .000 .000
4 1.000 .993 .902 .421 .214 .090 .009 .000 .000 .000 .000 .000 .000 .000 .000
5 1.000 .999 .967 .617 .378 .193 .029 .002 .000 .000 .000 .000 .000 .000 .000
6 1.000 1.000 .991 .780 .561 .341 .074 .007 .000 .000 .000 .000 .000 .000 .000
7 1.000 1.000 .998 .891 .727 .512 .154 .022 .001 .000 .000 .000 .000 .000 .000
8 1.000 1.000 1.000 .953 .851 .677 .274 .054 .004 .000 .000 .000 .000 .000 .000
9 1.000 1.000 1.000 .983 .929 .811 .425 .115 .013 .000 .000 .000 .000 .000 .000
10 1.000 1.000 1.000 .994 .970 .902 .586 .212 .034 .002 .000 .000 .000 .000 .000
11 1.000 1.000 1.000 .998 .989 .956 .732 .345 .078 .006 .001 .000 .000 .000 .000
12 1.000 1.000 1.000 1.000 .997 .983 .846 .500 .154 .017 .003 .000 .000 .000 .000
13 1.000 1.000 1.000 1.000 .999 .994 .922 .655 .268 .044 .011 .002 .000 .000 .000
14 1.000 1.000 1.000 1.000 1.000 .998 .966 .788 .414 .098 .030 .006 .000 .000 .000
15 1.000 1.000 1.000 1.000 1.000 1.000 .987 .885 .575 .189 .071 .017 .000 .000 .000
16 1.000 1.000 1.000 1.000 1.000 1.000 .996 .946 .726 .323 .149 .047 .000 .000 .000
17 1.000 1.000 1.000 1.000 1.000 1.000 .999 .978 .846 .488 .273 .109 .002 .000 .000
18 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .993 .926 .659 .439 .220 .009 .000 .000
19 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .971 .807 .622 .383 .033 .001 .000
20 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .991 .910 .786 .579 .098 .007 .000
21 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .967 .904 .766 .236 .034 .000
22 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .991 .968 .902 .463 .127 .002
23 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .998 .993 .973 .729 .358 .026
24 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 .999 .996 .928 .723 .222

15
Table 2 – Poisson probabilities
Tabulated values are 𝑃𝑃(𝑋𝑋 ≤ 𝑘𝑘) = ∑𝑘𝑘𝑥𝑥=0 𝑝𝑝(𝑥𝑥). Values are rounded to three decimal places.

𝝁𝝁
𝒌𝒌 .1 .2 .3 .4 .5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5
0 .905 .819 .741 .670 .607 .368 .223 .135 .082 .050 .030 .018 .011 .007 .004
1 .995 .982 .963 .938 .910 .736 .558 .406 .287 .199 .136 .092 .061 .040 .027
2 1.000 .999 .996 .992 .986 .920 .809 .677 .544 .423 .321 .238 .174 .125 .088
3 1.000 1.000 .999 .998 .981 .934 .857 .758 .647 .537 .433 .342 .265 .202
4 1.000 1.000 .996 .981 .947 .891 .815 .725 .629 .532 .440 .358
5 .999 .996 .983 .958 .916 .858 .785 .703 .616 .529
6 1.000 .999 .995 .986 .966 .935 .889 .831 .762 .686
7 1.000 .999 .996 .988 .973 .949 .913 .867 .809
8 1.000 .999 .996 .990 .979 .960 .932 .894
9 1.000 .999 .997 .992 .983 .968 .946
10 1.000 .999 .997 .993 .986 .975
11 1.000 .999 .998 .995 .989
12 1.000 .999 .998 .996
13 1.000 .999 .998
14 1.000 .999
15 1.000
16
17
18
19
20

16
Table 2 continued – Poisson probabilities
Tabulated values are 𝑃𝑃(𝑋𝑋 ≤ 𝑘𝑘) = ∑𝑘𝑘𝑥𝑥=0 𝑝𝑝(𝑥𝑥). Values are rounded to three decimal places.

𝝁𝝁
𝒌𝒌 6.0 6.5 7.0 7.5 8.0 8.5 9.0 9.5 10.0 11.0 12.0 13.0 14.0 15.0
0 .002 .002 .001 .001 .000 .000 .000 .000 .000 .000 .000 .000 .000 .000
1 .017 .011 .007 .005 .003 .002 .001 .001 .000 .000 .000 .000 .000 .000
2 .062 .043 .030 .020 .014 .009 .006 .004 .003 .001 .001 .000 .000 .000
3 .151 .112 .082 .059 .042 .030 .021 .015 .010 .005 .002 .001 .000 .000
4 .285 .224 .173 .132 .100 .074 .055 .040 .029 .015 .008 .004 .002 .001
5 .446 .369 .301 .241 .191 .150 .116 .089 .067 .038 .020 .011 .006 .003
6 .606 .527 .450 .378 .313 .256 .207 .165 .130 .079 .046 .026 .014 .008
7 .744 .673 .599 .525 .453 .386 .324 .269 .220 .143 .090 .054 .032 .018
8 .847 .792 .729 .662 .593 .523 .456 .392 .333 .232 .155 .100 .062 .037
9 .916 .877 .830 .776 .717 .653 .587 .522 .458 .341 .242 .166 .109 .070
10 .957 .933 .901 .862 .816 .763 .706 .645 .583 .460 .347 .252 .176 .118
11 .980 .966 .947 .921 .888 .849 .803 .752 .697 .579 .462 .353 .260 .185
12 .991 .984 .973 .957 .936 .909 .876 .836 .792 .689 .576 .463 .358 .268
13 .996 .993 .987 .978 .966 .949 .926 .898 .864 .781 .682 .573 .464 .363
14 .999 .997 .994 .990 .983 .973 .959 .940 .917 .854 .772 .675 .570 .466
15 .999 .999 .998 .995 .992 .986 .978 .967 .951 .907 .844 .764 .669 .568
16 1.000 1.000 .999 .998 .996 .993 .989 .982 .973 .944 .899 .835 .756 .664
17 1.000 .999 .998 .997 .995 .991 .986 .968 .937 .890 .827 .749
18 1.000 .999 .999 .998 .996 .993 .982 .963 .930 .883 .819
19 1.000 .999 .999 .998 .997 .991 .979 .957 .923 .875
20 1.000 1.000 .999 .998 .995 .988 .975 .952 .917
21 1.000 .999 .998 .994 .986 .971 .947
22 1.000 .999 .997 .992 .983 .967
23 1.000 .999 .996 .991 .981
24 .999 .998 .995 .989
25 1.000 .999 .997 .994
26 1.000 .999 .997
27 .999 .998
28 1.000 .999
29 1.000

17
Table 3 – Standard normal probabilities

Tabulated values are 𝑃𝑃(𝑍𝑍 ≤ 𝑧𝑧) with 𝑍𝑍 ~ 𝑁𝑁(0, 1). Values are rounded to four decimal places.

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990

18
Table 4 – Critical values of t

Tabulated values are 𝑡𝑡𝛼𝛼 with 𝑇𝑇 ~ 𝑡𝑡[df]. Values are rounded to three decimal places.

degrees of degrees of
freedom 𝒕𝒕𝟎𝟎.𝟏𝟏𝟏𝟏 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎 freedom 𝒕𝒕𝟎𝟎.𝟏𝟏𝟏𝟏 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎 𝒕𝒕𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎
1 3.078 6.314 12.706 31.821 63.657 24 1.318 1.711 2.064 2.492 2.797
2 1.886 2.920 4.303 6.965 9.925 25 1.316 1.708 2.060 2.485 2.787
3 1.638 2.353 3.182 4.541 5.841 26 1.315 1.706 2.056 2.479 2.779
4 1.533 2.132 2.776 3.747 4.604 27 1.314 1.703 2.052 2.473 2.771
5 1.476 2.015 2.571 3.365 4.032 28 1.313 1.701 2.048 2.467 2.763
6 1.440 1.943 2.447 3.143 3.707 29 1.311 1.699 2.045 2.462 2.756
7 1.415 1.895 2.365 2.998 3.499 30 1.310 1.697 2.042 2.457 2.750
8 1.397 1.860 2.306 2.896 3.355 35 1.306 1.690 2.030 2.438 2.724
9 1.383 1.833 2.262 2.821 3.250 40 1.303 1.684 2.021 2.423 2.704
10 1.372 1.812 2.228 2.764 3.169 45 1.301 1.679 2.014 2.412 2.690
11 1.363 1.796 2.201 2.718 3.106 50 1.299 1.676 2.009 2.403 2.678
12 1.356 1.782 2.179 2.681 3.055 60 1.296 1.671 2.000 2.390 2.660
13 1.350 1.771 2.160 2.650 3.012 70 1.294 1.667 1.994 2.381 2.648
14 1.345 1.761 2.145 2.624 2.977 80 1.292 1.664 1.990 2.374 2.639
15 1.341 1.753 2.131 2.602 2.947 90 1.291 1.662 1.987 2.368 2.632
16 1.337 1.746 2.120 2.583 2.921 100 1.290 1.660 1.984 2.364 2.626
17 1.333 1.740 2.110 2.567 2.898 120 1.289 1.658 1.980 2.358 2.617
18 1.330 1.734 2.101 2.552 2.878 140 1.288 1.656 1.977 2.353 2.611
19 1.328 1.729 2.093 2.539 2.861 160 1.287 1.654 1.975 2.350 2.607
20 1.325 1.725 2.086 2.528 2.845 180 1.286 1.653 1.973 2.347 2.603
21 1.323 1.721 2.080 2.518 2.831 200 1.286 1.653 1.972 2.345 2.601
22 1.321 1.717 2.074 2.508 2.819 400
23 1.319 1.714 2.069 2.500 2.807 ∞ 1.282 1.645 1.960 2.326 2.576

19
Table 5 – Critical values of 𝛘𝛘²

Tabulated values are 𝜒𝜒𝛼𝛼2 with 𝜒𝜒 2 ~ 𝜒𝜒 2 [df]. Values are rounded to at least three decimal places.

degrees of
freedom 𝝌𝝌𝟐𝟐𝟎𝟎.𝟗𝟗𝟗𝟗𝟗𝟗 𝝌𝝌𝟐𝟐𝟎𝟎.𝟗𝟗𝟗𝟗 𝝌𝝌𝟐𝟐𝟎𝟎.𝟗𝟗𝟗𝟗𝟗𝟗 𝝌𝝌𝟐𝟐𝟎𝟎.𝟗𝟗𝟗𝟗 𝝌𝝌𝟐𝟐𝟎𝟎.𝟗𝟗𝟗𝟗 𝝌𝝌𝟐𝟐𝟎𝟎.𝟏𝟏𝟏𝟏 𝝌𝝌𝟐𝟐𝟎𝟎.𝟎𝟎𝟎𝟎 𝝌𝝌𝟐𝟐𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎 𝝌𝝌𝟐𝟐𝟎𝟎.𝟎𝟎𝟎𝟎 𝝌𝝌𝟐𝟐𝟎𝟎.𝟎𝟎𝟎𝟎𝟎𝟎
1 .0000393 .000157 .000982 .004 .016 2.706 3.841 5.024 6.635 7.879
2 .0100 .0201 .0506 .103 .211 4.605 5.991 7.378 9.210 10.597
3 .0717 .115 .216 .352 .584 6.251 7.815 9.348 11.345 12.838
4 .207 .297 .484 .711 1.064 7.779 9.488 11.143 13.277 14.860
5 .412 .554 .831 1.145 1.610 9.236 11.070 12.833 15.086 16.750
6 .676 .872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 18.548
7 .989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 20.278
8 1.344 1.646 2.180 2.733 3.490 13.362 15.507 17.535 20.090 21.955
9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 23.589
10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 25.188
11 2.603 3.053 3.816 4.575 5.578 17.275 19.675 21.920 24.725 26.757
12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 28.300
13 3.565 4.107 5.009 5.892 7.042 19.812 22.362 24.736 27.688 29.819
14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 31.319
15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 32.801
16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 34.267
17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 35.718
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 37.156
19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 38.582
20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 39.997
21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 41.401
22 8.643 9.542 10.982 12.338 14.041 30.813 33.924 36.781 40.289 42.796
23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 44.181
24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 45.559
25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 46.928
26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 48.290
27 11.808 12.879 14.573 16.151 18.114 36.741 40.113 43.195 46.963 49.645
28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 50.993
29 13.121 14.256 16.047 17.708 19.768 39.087 42.557 45.722 49.588 52.336
30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 53.672
3 3
2 2 2 2
For df ≥ 30 ∶ 2 [df]
𝜒𝜒1−𝛼𝛼 ≈ df �1 − − 𝑧𝑧𝛼𝛼 � � and 𝜒𝜒𝛼𝛼2 [df] ≈ df �1 − + 𝑧𝑧𝛼𝛼 � �
9 df 9 df 9 df 9 df
3 3
2 2 2 2
2 [30]
𝜒𝜒0.95 ≈ 30 ∙ �1 − − 1.645� � ≈ 18.48 and 2 [30]
𝜒𝜒0.05 ≈ 30 ∙ �1 − + 1.645� � ≈ 43.77
9 ∙ 30 9 ∙ 30 9 ∙ 30 9 ∙ 30

20
Table 6 – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 1 2 3 4 5 6 7 8 9
1 161.4 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28
26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04
120 3.92 3.07 2.68 2.45 2.29 2.18 2.09 2.02 1.96
240
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88

21
Table 6 continued – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 10 12 15 20 24 30 40 60 120
1 241.9 243.9 245.9 248.0 249.1 250.1 251.1 252.2 253.3
2 19.40 19.41 19.43 19.45 19.45 19.46 19.47 19.48 19.49
3 8.79 8.74 8.70 8.66 8.64 8.62 8.59 8.57 8.55
4 5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66
5 4.74 4.68 4.62 4.56 4.53 4.50 4.46 4.43 4.40
6 4.06 4.00 3.94 3.87 3.84 3.81 3.77 3.74 3.70
7 3.64 3.57 3.51 3.44 3.41 3.38 3.34 3.30 3.27
8 3.35 3.28 3.22 3.15 3.12 3.08 3.04 3.01 2.97
9 3.14 3.07 3.01 2.94 2.90 2.86 2.83 2.79 2.75
10 2.98 2.91 2.85 2.77 2.74 2.70 2.66 2.62 2.58
11 2.85 2.79 2.72 2.65 2.61 2.57 2.53 2.49 2.45
12 2.75 2.69 2.62 2.54 2.51 2.47 2.43 2.38 2.34
13 2.67 2.60 2.53 2.46 2.42 2.38 2.34 2.30 2.25
14 2.60 2.53 2.46 2.39 2.35 2.31 2.27 2.22 2.18
15 2.54 2.48 2.40 2.33 2.29 2.25 2.20 2.16 2.11
16 2.49 2.42 2.35 2.28 2.24 2.19 2.15 2.11 2.06
17 2.45 2.38 2.31 2.23 2.19 2.15 2.10 2.06 2.01
18 2.41 2.34 2.27 2.19 2.15 2.11 2.06 2.02 1.97
19 2.38 2.31 2.23 2.16 2.11 2.07 2.03 1.98 1.93
20 2.35 2.28 2.20 2.12 2.08 2.04 1.99 1.95 1.90
21 2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.92 1.87
22 2.30 2.23 2.15 2.07 2.03 1.98 1.94 1.89 1.84
23 2.27 2.20 2.13 2.05 2.01 1.96 1.91 1.86 1.81
24 2.25 2.18 2.11 2.03 1.98 1.94 1.89 1.84 1.79
25 2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.82 1.77
26 2.22 2.15 2.07 1.99 1.95 1.90 1.85 1.80 1.75
27 2.20 2.13 2.06 1.97 1.93 1.88 1.84 1.79 1.73
28 2.19 2.12 2.04 1.96 1.91 1.87 1.82 1.77 1.71
29 2.18 2.10 2.03 1.94 1.90 1.85 1.81 1.75 1.70
30 2.16 2.09 2.01 1.93 1.89 1.84 1.79 1.74 1.68
40 2.08 2.00 1.92 1.84 1.79 1.74 1.69 1.64 1.58
60 1.99 1.92 1.84 1.75 1.70 1.65 1.59 1.53 1.47
120 1.91 1.83 1.75 1.66 1.61 1.55 1.50 1.43 1.35
240
∞ 1.83 1.75 1.67 1.57 1.52 1.46 1.39 1.32 1.22

22
Table 6 continued – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 1 2 3 4 5 6 7 8 9
1 647.8 799.5 864.2 899.6 921.8 937.1 948.2 956.7 963.3
2 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39
3 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47
4 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90
5 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68
6 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52
7 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82
8 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36
9 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03
10 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78
11 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59
12 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44
13 6.41 4.97 4.35 4.00 3.77 3.60 3.48 3.39 3.31
14 6.30 4.86 4.24 3.89 3.66 3.50 3.38 3.29 3.21
15 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12
16 6.12 4.69 4.08 3.73 3.50 3.34 3.22 3.12 3.05
17 6.04 4.62 4.01 3.66 3.44 3.28 3.16 3.06 2.98
18 5.98 4.56 3.95 3.61 3.38 3.22 3.10 3.01 2.93
19 5.92 4.51 3.90 3.56 3.33 3.17 3.05 2.96 2.88
20 5.87 4.46 3.86 3.51 3.29 3.13 3.01 2.91 2.84
21 5.83 4.42 3.82 3.48 3.25 3.09 2.97 2.87 2.80
22 5.79 4.38 3.78 3.44 3.22 3.05 2.93 2.84 2.76
23 5.75 4.35 3.75 3.41 3.18 3.02 2.90 2.81 2.73
24 5.72 4.32 3.72 3.38 3.15 2.99 2.87 2.78 2.70
25 5.69 4.29 3.69 3.35 3.13 2.97 2.85 2.75 2.68
26 5.66 4.27 3.67 3.33 3.10 2.94 2.82 2.73 2.65
27 5.63 4.24 3.65 3.31 3.08 2.92 2.80 2.71 2.63
28 5.61 4.22 3.63 3.29 3.06 2.90 2.78 2.69 2.61
29 5.59 4.20 3.61 3.27 3.04 2.88 2.76 2.67 2.59
30 5.57 4.18 3.59 3.25 3.03 2.87 2.75 2.65 2.57
40 5.42 4.05 3.46 3.13 2.90 2.74 2.62 2.53 2.45
60 5.29 3.93 3.34 3.01 2.79 2.63 2.51 2.41 2.33
120 5.15 3.80 3.23 2.89 2.67 2.52 2.39 2.30 2.22
240
∞ 5.02 3.69 3.12 2.79 2.57 2.41 2.29 2.19 2.11

23
Table 6 continued – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 10 12 15 20 24 30 40 60 120
1 968.6 976.7 984.9 993.1 997.2 1001.4 1005.6 1009.8 1014.0
2 39.40 39.41 39.43 39.45 39.46 39.46 39.47 39.48 39.49
3 14.42 14.34 14.25 14.17 14.12 14.08 14.04 13.99 13.95
4 8.84 8.75 8.66 8.56 8.51 8.46 8.41 8.36 8.31
5 6.62 6.52 6.43 6.33 6.28 6.23 6.18 6.12 6.07
6 5.46 5.37 5.27 5.17 5.12 5.07 5.01 4.96 4.90
7 4.76 4.67 4.57 4.47 4.41 4.36 4.31 4.25 4.20
8 4.30 4.20 4.10 4.00 3.95 3.89 3.84 3.78 3.73
9 3.96 3.87 3.77 3.67 3.61 3.56 3.51 3.45 3.39
10 3.72 3.62 3.52 3.42 3.37 3.31 3.26 3.20 3.14
11 3.53 3.43 3.33 3.23 3.17 3.12 3.06 3.00 2.94
12 3.37 3.28 3.18 3.07 3.02 2.96 2.91 2.85 2.79
13 3.25 3.15 3.05 2.95 2.89 2.84 2.78 2.72 2.66
14 3.15 3.05 2.95 2.84 2.79 2.73 2.67 2.61 2.55
15 3.06 2.96 2.86 2.76 2.70 2.64 2.59 2.52 2.46
16 2.99 2.89 2.79 2.68 2.63 2.57 2.51 2.45 2.38
17 2.92 2.82 2.72 2.62 2.56 2.50 2.44 2.38 2.32
18 2.87 2.77 2.67 2.56 2.50 2.44 2.38 2.32 2.26
19 2.82 2.72 2.62 2.51 2.45 2.39 2.33 2.27 2.20
20 2.77 2.68 2.57 2.46 2.41 2.35 2.29 2.22 2.16
21 2.73 2.64 2.53 2.42 2.37 2.31 2.25 2.18 2.11
22 2.70 2.60 2.50 2.39 2.33 2.27 2.21 2.14 2.08
23 2.67 2.57 2.47 2.36 2.30 2.24 2.18 2.11 2.04
24 2.64 2.54 2.44 2.33 2.27 2.21 2.15 2.08 2.01
25 2.61 2.51 2.41 2.30 2.24 2.18 2.12 2.05 1.98
26 2.59 2.49 2.39 2.28 2.22 2.16 2.09 2.03 1.95
27 2.57 2.47 2.36 2.25 2.19 2.13 2.07 2.00 1.93
28 2.55 2.45 2.34 2.23 2.17 2.11 2.05 1.98 1.91
29 2.53 2.43 2.32 2.21 2.15 2.09 2.03 1.96 1.89
30 2.51 2.41 2.31 2.20 2.14 2.07 2.01 1.94 1.87
40 2.39 2.29 2.18 2.07 2.01 1.94 1.88 1.80 1.72
60 2.27 2.17 2.06 1.94 1.88 1.82 1.74 1.67 1.58
120 2.16 2.05 1.94 1.82 1.76 1.69 1.61 1.53 1.43
240
∞ 2.05 1.94 1.83 1.71 1.64 1.57 1.48 1.39 1.27

24
Table 6 continued – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 1 2 3 4 5 6 7 8 9
1 4052.2 4999.5 5403.4 5624.6 5763.6 5859.0 5928.4 5981.1 6022.5
2 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39
3 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35
4 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66
5 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94
11 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63
12 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39
13 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19
14 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89
16 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78
17 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68
18 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60
19 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46
21 8.02 5.78 4.87 4.37 4.04 3.81 3.64 3.51 3.40
22 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35
23 7.88 5.66 4.76 4.26 3.94 3.71 3.54 3.41 3.30
24 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26
25 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22
26 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18
27 7.68 5.49 4.60 4.11 3.78 3.56 3.39 3.26 3.15
28 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12
29 7.60 5.42 4.54 4.04 3.73 3.50 3.33 3.20 3.09
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89
60 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72
120 6.85 4.79 3.95 3.48 3.17 2.96 2.79 2.66 2.56
240
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41

25
Table 6 continued – Critical values of F

Tabulated values are 𝐹𝐹𝛼𝛼 with 𝐹𝐹 ~ F[dfnum , dfden ].

𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐝𝐝𝐝𝐝𝐧𝐧𝐧𝐧𝐧𝐧 numerator
denominator 10 12 15 20 24 30 40 60 120
1 6055.8 6106.3 6157.3 6208.7 6234.6 6260.6 6286.8 6313.0 6339.4
2 99.40 99.42 99.43 99.45 99.46 99.47 99.47 99.48 99.49
3 27.23 27.05 26.87 26.69 26.60 26.50 26.41 26.32 26.22
4 14.55 14.37 14.20 14.02 13.93 13.84 13.75 13.65 13.56
5 10.05 9.89 9.72 9.55 9.47 9.38 9.29 9.20 9.11
6 7.87 7.72 7.56 7.40 7.31 7.23 7.14 7.06 6.97
7 6.62 6.47 6.31 6.16 6.07 5.99 5.91 5.82 5.74
8 5.81 5.67 5.52 5.36 5.28 5.20 5.12 5.03 4.95
9 5.26 5.11 4.96 4.81 4.73 4.65 4.57 4.48 4.40
10 4.85 4.71 4.56 4.41 4.33 4.25 4.17 4.08 4.00
11 4.54 4.40 4.25 4.10 4.02 3.94 3.86 3.78 3.69
12 4.30 4.16 4.01 3.86 3.78 3.70 3.62 3.54 3.45
13 4.10 3.96 3.82 3.66 3.59 3.51 3.43 3.34 3.25
14 3.94 3.80 3.66 3.51 3.43 3.35 3.27 3.18 3.09
15 3.80 3.67 3.52 3.37 3.29 3.21 3.13 3.05 2.96
16 3.69 3.55 3.41 3.26 3.18 3.10 3.02 2.93 2.84
17 3.59 3.46 3.31 3.16 3.08 3.00 2.92 2.83 2.75
18 3.51 3.37 3.23 3.08 3.00 2.92 2.84 2.75 2.66
19 3.43 3.30 3.15 3.00 2.92 2.84 2.76 2.67 2.58
20 3.37 3.23 3.09 2.94 2.86 2.78 2.69 2.61 2.52
21 3.31 3.17 3.03 2.88 2.80 2.72 2.64 2.55 2.46
22 3.26 3.12 2.98 2.83 2.75 2.67 2.58 2.50 2.40
23 3.21 3.07 2.93 2.78 2.70 2.62 2.54 2.45 2.35
24 3.17 3.03 2.89 2.74 2.66 2.58 2.49 2.40 2.31
25 3.13 2.99 2.85 2.70 2.62 2.54 2.45 2.36 2.27
26 3.09 2.96 2.81 2.66 2.58 2.50 2.42 2.33 2.23
27 3.06 2.93 2.78 2.63 2.55 2.47 2.38 2.29 2.20
28 3.03 2.90 2.75 2.60 2.52 2.44 2.35 2.26 2.17
29 3.00 2.87 2.73 2.57 2.49 2.41 2.33 2.23 2.14
30 2.98 2.84 2.70 2.55 2.47 2.39 2.30 2.21 2.11
40 2.80 2.66 2.52 2.37 2.29 2.20 2.11 2.02 1.92
60 2.63 2.50 2.35 2.20 2.12 2.03 1.94 1.84 1.73
120 2.47 2.34 2.19 2.03 1.95 1.86 1.76 1.66 1.53
240
∞ 2.32 2.18 2.04 1.88 1.79 1.70 1.59 1.47 1.32

26
Table 7 – Critical values of the Wilcoxon Rank Sum Test
𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎 𝐨𝐨𝐨𝐨𝐨𝐨 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭, 𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝐭𝐭𝐭𝐭𝐭𝐭 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭
𝒏𝒏𝟏𝟏
3 4 5 6 7 8 9 10
𝒏𝒏𝟐𝟐 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈
4 - - 10 26 16 34 23 43 31 53 40 64 49 77 60 90
5 6 21 11 29 17 38 24 48 33 58 42 70 52 83 63 97
6 7 23 12 32 18 42 26 52 34 64 44 76 55 89 66 104
7 7 26 13 35 20 45 27 57 36 69 46 82 57 96 69 111
8 8 28 14 38 21 49 29 61 38 74 49 87 60 102 72 118
9 8 31 14 42 22 53 31 65 40 79 51 93 62 109 75 125
10 9 33 15 45 23 57 32 70 42 84 53 99 65 115 78 132

𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝐨𝐨𝐨𝐨𝐨𝐨 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭, 𝛂𝛂 = 𝟎𝟎. 𝟏𝟏𝟏𝟏 𝐭𝐭𝐭𝐭𝐭𝐭 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭

𝒏𝒏𝟏𝟏
3 4 5 6 7 8 9 10
𝒏𝒏𝟐𝟐 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈
3 6 15 11 21 16 29 23 37 31 46 39 57 49 68 60 80
4 6 18 11 25 17 33 24 42 32 52 41 63 51 75 62 88
5 7 20 12 28 19 36 26 46 34 57 44 68 54 81 66 94
6 8 22 13 31 20 40 28 50 36 62 46 74 57 87 69 101
7 9 24 14 34 21 44 29 55 39 66 49 79 60 93 72 108
8 9 27 15 37 23 47 31 59 41 71 51 85 63 99 75 115
9 10 29 16 40 24 51 33 63 43 76 54 90 66 105 79 121
10 11 31 17 43 26 54 35 67 45 81 56 96 69 111 82 128

Table 8 – Critical values of the Wilcoxon Signed Rank Sum Test

𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎 𝐨𝐨𝐨𝐨𝐨𝐨 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝐨𝐨𝐨𝐨𝐨𝐨 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭
𝛂𝛂 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝐭𝐭𝐭𝐭𝐭𝐭 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝛂𝛂 = 𝟎𝟎. 𝟏𝟏𝟏𝟏 𝐭𝐭𝐭𝐭𝐭𝐭 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭
𝒏𝒏 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈 𝒏𝒏 𝑇𝑇𝐿𝐿 𝑇𝑇𝑈𝑈
6 1 20 6 2 19
7 2 26 7 4 24
8 4 32 8 6 30
9 6 39 9 8 37
10 8 47 10 11 44
11 11 55 11 14 52
12 14 64 12 17 61
13 17 74 13 21 70
14 21 84 14 26 79
15 25 95 15 30 90
16 30 106 16 36 100
17 35 118 17 41 112
18 40 131 18 47 124
19 46 144 19 54 136
20 52 158 20 60 150
21 59 172 21 68 163
22 66 187 22 75 178
23 73 203 23 83 193
24 81 219 24 92 208
25 90 235 25 101 224
26 98 253 26 110 241
27 107 271 27 120 258
28 117 289 28 130 276
29 127 308 29 141 294
30 137 328 30 152 313
27
Table 9 – Critical values of the Spearman Rank Correlation Coefficient
For test with 𝐻𝐻0 ∶ 𝜌𝜌𝑠𝑠 = 0.

one tailed 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎𝟎𝟎
two tailed 𝜶𝜶 = 𝟎𝟎. 𝟏𝟏𝟏𝟏 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎 𝜶𝜶 = 𝟎𝟎. 𝟎𝟎𝟎𝟎
𝒏𝒏
5 0.900 -- -- --
6 0.829 0.886 0.943 --
7 0.714 0.786 0.893 0.929
8 0.643 0.738 0.833 0.881
9 0.600 0.700 0.783 0.833
10 0.564 0.648 0.745 0.794
11 0.536 0.618 0.709 0.755
12 0.503 0.587 0.678 0.727
13 0.484 0.560 0.648 0.703
14 0.464 0.538 0.626 0.679
15 0.446 0.521 0.604 0.654
16 0.429 0.503 0.582 0.635
17 0.414 0.485 0.566 0.615
18 0.401 0.472 0.550 0.600
19 0.391 0.460 0.535 0.584
20 0.380 0.447 0.520 0.570
21 0.370 0.435 0.508 0.556
22 0.361 0.425 0.496 0.554
23 0.353 0.415 0.486 0.532
24 0.344 0.406 0.476 0.521
25 0.337 0.398 0.466 0.511
26 0.331 0.390 0.457 0.501
27 0.324 0.382 0.448 0.491
28 0.317 0.375 0.440 0.483
29 0.312 0.368 0.433 0.475
30 0.306 0.362 0.425 0.467

28