FORMULAS AND TABLES

STATISTICS

October 2022

Department of Economics and Econometrics

Faculty of Economics and Business

University of Amsterdam
 IMPORTANT

During the examinations it is obligatory to have at your disposal

your own ‘FORMULAS AND TABLES’ syllabus. It is prohibited to
insert sentences, symbols, lines, markings or anything else into
this syllabus, so do not write in it! At the examination this will be
checked, and any offence will be regarded as fraud, which induces
sanctions.
 CONTENTS

Formulas Part 1 (Statistics) p. 2

Part 2 (Intermediate Statistics) p. 8

Table 1 Binomial Probabilities p. 13

Table 2 Poisson Probabilities p. 16
Table 3 Standard Normal Curve Areas p. 18
Table 4 Critical Values of t p. 19
Table 5 Critical Values of χ2 p. 20
Table 6(a) Percentage Points of the F p. 21
Distribution, α=.05
Table 6(b) Percentage Points of the F p. 23
Distribution, α=.025
Table 6(c) Percentage Points of the F p. 25
Distribution, α=.01
Table 7 Critical Values of the Wilcoxon p. 27
Rank Sum Test for Independent
Samples
Table 8 Critical Values for the Wilcoxon p. 28
Signed Rank Sum Test for the
Matched Pairs Experiment
Table 9 Critical Values of the Spearman p. 29
Rank Correlation Coefficient
Table 10(a) Critical Values for the Durbin- p. 30
Watson d Statistic, α=.05
Table 10(b) Critical Values for the Durbin- p. 31
Watson d Statistic, α=.01
Table 11 Critical Values of the Lilliefors p. 32
Test

1
 PART 1 (Statistics)

σ
Population coefficient of variation: CV =
Geometric mean µ
s
Sample coefficient of variation: cv =
n X1 × X 2 × ... × X n= ( X1 × X 2 × ... × X n )1/ n x

Harmonic mean (weighted):

n Location of a Percentile:
g1 + g 2 + ... + g n
∑ gi LP = ( n + 1) ⋅
P
i =1
=H = n 100
g1 g 2 g g
+
x1 x2
+ ... + n
xn ∑ xi Sample mean for grouped data:
i =1 i
1 k
x ≈ ∑ mi fi
n i =1

Sample variance for grouped data:

Descriptive statistics (for one variable)
1 k
Sturges’ formula: #classes =+
1 3.3 ⋅ log10 (n)
s2 ≈ ∑
n − 1 i =1
( mi − x )2 fi
k  k  
2
1 1
Class width =
largest obs. − smallest
= obs.
n − 1


∑ mi fi − n  ∑ mi fi  
2

# classes =i 1 =
 i 1  
1 N
Population mean: µ = ∑ xi
N i =1
1 n
Sample mean: x = ∑ xi
n i =1

Population variance:
1 N 1 N
=σ2 ∑
N i =1
( x=
i − µ)
2
N
∑ xi2 − µ2
i =1

Sample variance:
1 n
=s2 ∑
n − 1 i =1
( xi −=
x )2

 2
1  n 2 1 n  
n − 1 
∑ xi − n  ∑ xi  
=i 1 =
 i 1  

Population standard deviation: σ = σ2

Sample standard deviation: s = s2

2
 Descriptive statistics for two variables

Population covariance: Counting rules

1 N
=
σ xy ∑ ( xi − µ X )( yi − µY )
N i =1
Factorial:
n ! = 1 ⋅ 2 ⋅ ... ⋅ n (for n = 1, 2,3,...)
N
1 0! = 1
=
N
∑ xi yi − µ X µY
i =1
Number of possible outcomes, if k objects
Sample covariance: are drawn out of n objects:
1 n
=
s xy ∑ ( xi − x )( yi − y )
n − 1 i =1
- with replacement, with regard to order:
nk
1 n 1  n   n 
=  ∑ xi yi −  ∑ xi   ∑ yi   - without replacement, with regard to order
− 1  i 1
n= =n  i 1=   i 1   (‘permutations’):
n!
= n ( n − 1) ... ( n − k + 1)
Population coefficient of correlation:
σ xy
( n − k )!
ρ=
σ xσ y - without replacement, without regard to
order (‘combinations’):
Sample coefficient of correlation: n  n  n ( n − 1) ... ( n − k + 1) n!
=
C =  =
s xy k !( n − k ) !
k
r= k  k!
sx s y

Slope and intercept of regression line:

s xy Discrete probability distributions
b1 = 2 , b0= y − b1 x
sx N
=
µ E ( X=
) ∑ xi ⋅ p ( xi )
Probability i =1
N
∑ ( xi − µ ) ⋅ p ( xi )
2
P ( A and B ) =
σ2 V=
(X )
P ( A B) = i =1
P ( B)
= ( )
σ2 E X 2 − µ 2 , where E X
= 2
( ) ∑ xi2 ⋅ p ( xi )
P ( A) = 1 − P A ( )
C

P ( A and/or B ) =
Binomial distribution: Bin(n, p)
P ( A ) + P ( B ) − P ( A and B )
P ( A and=
B) P ( A) ⋅ P ( B A) n x
P ( X= x=
) p ( x )=   p (1 − p )
n− x

= P ( B) ⋅ P ( A B)  x
n!
= p x (1 − p ) n− x ,=
x 0,1,..., n
A and B are called independent if: x !( n − x ) !
P ( A B ) = P ( A) or E ( X ) = µ = np
P ( B A) = P ( B ) or V ( X ) = σ2 = np (1 − p )
P ( A and=
B) P ( A) ⋅ P ( B )

3
Approximation of Bin(n,p) by Continuous probability distributions
=
Poi(µ np ) if p < 0.05
b
Approximation of Bin(n, p ) by P (a ≤ X ≤ b) =
∫ f ( x ) dx
a
X c − np ∞
Z = ~ N (0,1)
np (1 − p ) =
µ E ( X=
) ∫ x ⋅ f ( x ) dx
−∞
if np ≥ 5 and n (1 − p ) ≥ 5
∞

∫ ( x − µ ) f ( x ) dx
2 2
(with continuity correction) =
σ V (=
X)
−∞
2
=
σ E ( X 2 ) − µ2 ,
Hypergeometric distribution:
Hyp(n, N ,k) ∞
where E ( X 2 ) = ∫ x 2 f ( x ) dx
−∞
k  N −k
  ×  
P (=
X x=
)  x  n−x 
N Uniform distribution: U(a, b)
 
n
1
p =
k f ( x)
= for a ≤ x ≤ b
N b−a
a + b
E ( X ) =n ⋅
k
=np E(X ) =
N 2

V (X )= np (1 − p ) ⋅
N −n
V (X ) =
(b − a ) 2
N −1 12

Approximation of Hyp(n,N,k) by
Bin(n,p = k/N) if n/N < 0.05 Normal distribution: N(µ, σ2)

Standard normal distribution:

Poisson distribution: Poi(µ) N (µ= 0, σ2= 1) or in short N(0,1)

e -µ µ x X −µ
P (= )
X x= p ( x=
) , =
x 0,1, 2,... Standardize : Z = ~ N (0,1)
x! σ
E(X ) = V (X ) = µ

Linear functions
Approximation of Poi(m) by
E ( aX + b =
) aE ( X ) + b
Xc −m
Z ~ N (0,1) if m > 15 V ( aX + b ) =
a 2V ( X )
m
(with continuity correction)
If X is normally distributed, then
aX + b is also normally distributed.

4
 Discrete bivariate probability
distributions

p ( x=
, y) =
P ( X x and
= Y y)
P ( X x=
= and Y y )
P (=
X x= )
Y y=
P (Y = y )

X and Y are independent if for all ( x, y ) :

P ( X= x and Y ) P ( X= x) P(Y= y )
= y=

=
σ xy ∑ ( x − µ x ) ( y − µ y ) p ( x, y )
all ( x , y )
=
σ xy E ( XY ) − µ xµ y ,

where E ( XY ) = ∑ xy p ( x, y )
all ( x , y )

Bivariate probability distributions

(discrete and continuous)

=
σ xy
 (
E ( X − µ x ) Y − µ y 
 )
=
σ xy E ( XY ) − µ xµ y
σ xy
ρ =
σ xσ y

E ( aX + bY + =
c) aE ( X ) + bE (Y ) + c

V ( aX + bY + c ) =
= a 2V ( X ) + b 2V (Y ) + 2abσ xy
= a 2V ( X ) + b 2V (Y ) + 2abρσ x σ y

If X and Y are jointly normally distributed,

then aX + bY + c is also normally
distributed.

If X and Y are independent, then

they are uncorrelated, so that:
σ xy = 0, ρ = 0, E ( XY ) = µ X µY ,
V ( aX + bY +=
c) a 2V ( X ) + b 2V (Y )

5
Sampling distributions
Two independent samples:
Mean:
E ( X1 − X 2 ) = m x1 − x2 = m1 − m 2
E ( X ) =m x =m
ss
2 2
V ( X1 − X 2 ) =
s2x1 − x2 = 1
+ 2
s 2
n1 n2
V ( X ) = s2x =

X −m
n
Z =
( X1 − X 2 ) − ( m1 − m2 ) ~ N (0,1)
Z = ~ N (0,1) if X is normally ss
2 2
s n 1 + 2
n1 n2
distributed (or n is large).
if X1 and X 2 are normally distributed
If the sample is drawn from a finite (or n1 and n2 are large).
population (without replacement)
and n / N > 0.05 , then use
σ2 N − n
V (X ) = σX = ×
2
n N −1

Proportion:

( )
E Pˆ =µ Pˆ =p
p (1 − p )
V ( Pˆ ) =σ2Pˆ =
n
Pˆ − p
Z = ~ N (0,1)
p (1 − p ) n
if np ≥ 5 and n(1 − p ) ≥ 5

6
Estimating and testing μ (σ known) Estimating and testing p

Condition: X is normally distributed (or n Exact test statistic: X ~ Bin(n, p )

is large) and σ is known.
Pˆ − p
σ Test statistic: Z = ~ N (0,1)
Confidence interval: x ± zα 2 p (1 − p ) n
n
if np ≥ 5 and n(1 − p ) ≥ 5
X− µ pˆ (1 − pˆ )
Test statistic: Z = ~ N (0,1) Confidence interval: pˆ ± zα 2
σ n n
if npˆ ≥ 5 and n(1 − pˆ ) ≥ 5
P-value of the test:
P ( Z > z ) if H1 : µ > µ0
P ( Z < z ) if H1 : µ < µ0 Sign test for one variable
2⋅ P(Z > z ) if H1 : µ ≠ µ0
Condition: ordinal or quantitative data

Sign test is test for the median (M), if the

Estimating and testing μ (σ unknown) distribution is continuous
Condition: X is (approximately) normally Define differences with respect to a
distributed (or n is large) and σ is reference value
unknown.
n = ’number of nonzero differences’
Test statistic: X = ’number of positive differences’
X −µ
T= ~ t [df = n − 1]
S n Exact test statistic: X ~ Bin(n, p = 0.5)

s X c − 0.5n
Confidence interval: x ± tα 2;n−1 Test statistic: Z = ~ N (0,1)
n 0.5 n
(with continuity correction)
if n ≥ 10
Estimating and testing σ2

Condition: X is normally distributed.

Test statistic:

χ2 =
( n − 1) S 2 ~ χ2 [df = n − 1]
σ2

Confidence interval:
 ( n − 1) s 2 ( n − 1) s 2 
 ; 
 χα2 2;n−1 χ12−α 2;n−1 
 

7
 PART 2 (Intermediate Statistics) Confidence interval:
s12 s22
( x1 − x2 ) ± tα /2 ⋅ +
(A) n1 n2
PARAMETRIC INFERENCE FOR
COMPARISONS BETWEEN TWO
POPULATIONS (A3)
COMPARING TWO MEANS USING
MATCHED PAIRS
(A1)
COMPARING TWO MEANS USING Test statistic:
INDEPENDENT SAMPLES X − µD
WHEN THE POPULATIONS HAVE T= D ~ t [df = nD − 1]
SD
EQUAL VARIANCES
nD
Test statistic:
( X − X 2 ) − (µ1 − µ 2 ) Confidence interval:
t= 1 ~ t [df = n1 + n2 − 2] s
2 1 1  xD ± tα /2 ⋅ D
Sp  +  nD
 n1 n2 

Confidence interval: (A4)

1 1  COMPARING TWO VARIANCES
( x1 − x2 ) ± tα /2 s 2p  + 
 n1 n2  P( F > Fα,n1 −1,n2 −1 ) = α

Where: 1
F1−α,n1 −1,n2 −1 =
(n − 1) s12 + (n2 − 1) s22 Fα,n2 −1,n1 −1
s 2p = 1
n1 + n2 − 2
Test statistic:
S2
F = 12 ~ F [df numerator = n1 − 1& df denominator = n2 − 1]
(A2) S2
COMPARING TWO MEANS USING
INDEPENDENT SAMPLES
Confidence interval:
WITHOUT ASSUMING EQUAL
POPULATION VARIANCES   s2  1  s2  
  12  × ,  12  × Fα /2,n2 −1,n1 −1 
  s  Fα /2,n −1,n −1  s  
 2  1 2  2 
Test statistic:
( X − X 2 ) − (µ1 − µ 2 )
T= 1 ~ t[df ]
S12 S22
+
n1 n2
Where:
2
 s12 s22 
 + 
df =  n1 n2 
2 2
 s12   s22 
  / ( n1 − 1) +   / (n2 − 1)
n
 1  n2 

8
(A5) (B)
COMPARING TWO PROPORTIONS INFERENCE FOR NOMINAL
VARIABLES

Test statistic, if the null hypothesis states (B1)

a difference equal to 0: GOODNESS-OF-FIT TEST

( Pˆ1 − Pˆ2 ) Test statistic:

Z= ~ N (0,1) k
( fi − ei ) 2
1 1  χ = ∑
2
~ χ 2 [df = k − 1]
Pˆ (1 − Pˆ )  +  ei
i =1
 n1 n2 
Where: ei = npi
n pˆ + n pˆ
Where: pˆ = 1 1 2 2 If: ei ≥ 5
n1 + n2
n1 pˆ ≥ 5 & n1 (1 − pˆ ) ≥ 5
n2 pˆ ≥ 5 & n2 (1 − pˆ ) ≥ 5 (B2)
TEST FOR INDEPENDENCE

Test statistic, if the null hypothesis states Test statistic:

a difference unequal to 0: r c ( f − e )2 r×c
( f − e )2
c 2 ∑∑= ∑ i i ~ c 2
ij ij
=
=i 1 =j 1 eij =i 1 ei
( Pˆ1 − Pˆ2 ) − ( p1 − p2 )
Z= ~ N (0,1) [df =(r − 1)(c − 1)]
Pˆ1 (1 − Pˆ1 ) Pˆ2 (1 − Pˆ2 )
+ Where:
n1 n2
Row i total × Column j total fi × f j
= eij =
n n
Where: n1 pˆ1 ≥ 5 & n1 (1 − pˆ1 ) ≥ 5
If: eij ≥ 5
n2 pˆ 2 ≥ 5 & n2 (1 − pˆ 2 ) ≥ 5

Confidence interval: (C)

NON PARAMETRIC INFERENCE
FOR COMPARISONS BETWEEN
pˆ1 (1 − pˆ1 ) pˆ 2 (1 − pˆ 2 )
( pˆ1 − pˆ 2 ) ± zα /2 + TWO POPULATIONS
n1 n2
(C1)
Where: n1 pˆ1 ≥ 5 & n1 (1 − pˆ1 ) ≥ 5 USING INDEPENDENT SAMPLES
n2 pˆ 2 ≥ 5 & n2 (1 − pˆ 2 ) ≥ 5
Test statistic
Wilcoxon rank sum test:
T = T1

Test statistic:
n (n + n + 1)
T− 1 1 2
Z= 2 ~ N (0,1)
n1n2 (n1 + n2 + 1)
12
Where: T = T1
If: n1 > 10, n2 > 10

9
(C2) (D)
USING MATCHED PAIRS LILLIEFORS TEST FOR
NORMALITY

CASE 1: ORDINAL DATA Test statistic:

D = max { D+ , D− }
(ORDINAL LEVEL OF Where :
MEASUREMENT IN THE
POPULATION) =D+ max F ( xi ) − S+ ( xi )
i =1,...,n

Test statistic =D− max F ( xi ) − S− ( xi )

i =1,...,n
Sign test:
X ~ Bin(n, p = 0.5) xi ) P (Y ≤ xi )
F (=
Where: Where: Y ~ N (m y = x , s2y = sx2 )
X = ‘number of positive differences’
# obs ≤ xi
n = ‘number of nonzero differences’ S+ ( xi ) =
n
# obs < xi
S− ( xi ) =
Test statistic: n
X C − 0.5n
=Z µ 0 &=
~ N (= σ 1)
0.5 n
( with continuity correction )
If: n ≥ 10

CASE 2: QUANTITATIVE DATA

(INTERVAL LEVEL OF
MEASUREMENT IN THE
POPULATION)

Test statistic
Wilcoxon signed rank sum test:

T =T+

Test statistic:
n(n + 1)
T−
=z 4 ~ N (=
µ 0 &=
σ 1)
n(n + 1)(2n + 1)
24
Where: T = T +
If: n > 30

10
𝐸𝐸(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐) = 𝑎𝑎 ∙ 𝜇𝜇𝑋𝑋 + 𝑏𝑏 ∙ 𝜇𝜇𝑌𝑌 + 𝑐𝑐 1 𝑣𝑣𝑣𝑣𝑣𝑣[(𝑋𝑋𝑖𝑖 − 𝜇𝜇𝑋𝑋 )𝑢𝑢𝑖𝑖 ]
𝑣𝑣𝑣𝑣𝑣𝑣(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐) = 𝑎𝑎2 ∙ 𝜎𝜎𝑋𝑋2 + 𝑏𝑏 2 ∙ 𝜎𝜎𝑌𝑌2 + 2𝑎𝑎𝑎𝑎 ∙ 𝜎𝜎𝑋𝑋𝑋𝑋 𝜎𝜎𝛽𝛽�21 =
𝑛𝑛 [𝑣𝑣𝑣𝑣𝑣𝑣(𝑋𝑋𝑖𝑖 )]2
𝑐𝑐𝑐𝑐𝑐𝑐(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐, 𝑊𝑊) = 𝑎𝑎 ∙ 𝜎𝜎𝑋𝑋𝑋𝑋 + 𝑏𝑏 ∙ 𝜎𝜎𝑌𝑌𝑌𝑌 1 𝑣𝑣𝑣𝑣𝑣𝑣(𝐻𝐻𝑖𝑖 𝑢𝑢𝑖𝑖 )
𝜎𝜎𝛽𝛽�20 =
𝑛𝑛 [𝐸𝐸(𝐻𝐻𝑖𝑖2 )]2
𝐸𝐸(𝑌𝑌) = 𝐸𝐸�𝐸𝐸(𝑌𝑌|𝑋𝑋)�
𝜇𝜇𝑋𝑋
𝑣𝑣𝑣𝑣𝑣𝑣(𝑌𝑌 | 𝑋𝑋 = 𝑥𝑥) = 𝐸𝐸( [𝑌𝑌 − 𝐸𝐸(𝑌𝑌 | 𝑋𝑋 = 𝑥𝑥)]2 | 𝑋𝑋 = 𝑥𝑥) with 𝐻𝐻𝑖𝑖 = 1 − � � 𝑋𝑋
𝐸𝐸(𝑋𝑋𝑖𝑖2 ) 𝑖𝑖
1
1 𝑛𝑛−2 ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2 𝑢𝑢�𝑖𝑖2
(E) Regression analysis 𝜎𝜎�𝛽𝛽�2 =
1 𝑛𝑛 � 1 ∑(𝑋𝑋 − 𝑋𝑋�)2 �2
𝑛𝑛 𝑖𝑖
(E1) Regression for 𝒌𝒌 = 𝟏𝟏 1
1 𝑛𝑛−2 �𝑖𝑖2 𝑢𝑢�𝑖𝑖2
∑ 𝐻𝐻
𝜎𝜎�𝛽𝛽�20 =
𝑌𝑌�𝑖𝑖 = 𝛽𝛽̂0 + 𝛽𝛽̂1 𝑋𝑋𝑖𝑖 � 2 �2
𝑛𝑛 � 1 ∑ 𝐻𝐻
𝑛𝑛 𝑖𝑖
𝛽𝛽̂0 = 𝑌𝑌� − 𝛽𝛽̂1 𝑋𝑋� 𝑋𝑋�
𝑠𝑠𝑋𝑋𝑋𝑋 �𝑖𝑖 = 1 − �
with 𝐻𝐻 � 𝑋𝑋𝑖𝑖
1
𝛽𝛽̂1 = 2 𝑛𝑛
∑ 𝑋𝑋𝑖𝑖2
𝑠𝑠𝑋𝑋
𝑛𝑛
1
Homoskedasticity only:
𝑠𝑠𝑋𝑋𝑋𝑋 = 𝑛𝑛−1 �(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)(𝑌𝑌𝑖𝑖 − 𝑌𝑌�)
𝜎𝜎𝑢𝑢2
𝑖𝑖=1 𝜎𝜎𝛽𝛽�21 =
𝑛𝑛 𝑛𝑛𝜎𝜎𝑋𝑋2
1
𝑠𝑠𝑋𝑋2 = 𝑛𝑛−1 �(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2 𝐸𝐸(𝑋𝑋𝑖𝑖2 )𝜎𝜎𝑢𝑢2
𝜎𝜎𝛽𝛽�20 =
𝑖𝑖=1 𝑛𝑛𝜎𝜎𝑋𝑋2
𝑢𝑢�𝑖𝑖 = 𝑌𝑌𝑖𝑖 − 𝑌𝑌�𝑖𝑖
𝑛𝑛 2 𝑠𝑠𝑢𝑢�2
2 𝑠𝑠𝑋𝑋𝑋𝑋 𝜎𝜎�𝛽𝛽�21 =
𝐸𝐸𝐸𝐸𝐸𝐸 = ��𝑌𝑌�𝑖𝑖 − 𝑌𝑌�� = (𝑛𝑛 − 1) 2 ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2
𝑠𝑠𝑋𝑋
𝑖𝑖=1
𝑛𝑛 �𝑛𝑛1 ∑ 𝑋𝑋𝑖𝑖2 �𝑠𝑠𝑢𝑢�2
2
2
𝑠𝑠𝑋𝑋𝑋𝑋 𝜎𝜎�𝛽𝛽�20 =
𝑆𝑆𝑆𝑆𝑆𝑆 = ��𝑌𝑌𝑖𝑖 − 𝑌𝑌�𝑖𝑖 � = (𝑛𝑛 − 1) �𝑠𝑠𝑌𝑌2 − � ∑(𝑋𝑋𝑖𝑖 − 𝑋𝑋�)2
𝑠𝑠𝑋𝑋2
𝑖𝑖=1
𝑛𝑛 Pearson correlation
= � 𝑢𝑢�𝑖𝑖2 Coefficient of correlation:
𝑖𝑖=1 𝑠𝑠𝑋𝑋𝑋𝑋 2
𝑛𝑛 𝑟𝑟𝑋𝑋𝑋𝑋 = 𝑟𝑟𝑋𝑋𝑋𝑋 = 𝑅𝑅 2
𝑠𝑠𝑋𝑋 ∙ 𝑠𝑠𝑌𝑌
𝑇𝑇𝑇𝑇𝑇𝑇 = �(𝑌𝑌𝑖𝑖 − 𝑌𝑌�)2 = (𝑛𝑛 − 1)𝑠𝑠𝑌𝑌2
𝑖𝑖=1
Test statistic:
𝑇𝑇𝑇𝑇𝑇𝑇 = 𝐸𝐸𝐸𝐸𝐸𝐸 + 𝑆𝑆𝑆𝑆𝑆𝑆 𝑛𝑛 − 2
𝑡𝑡 = 𝑟𝑟 ∙ � ~ t[df = 𝑛𝑛 − 2]
1 − 𝑟𝑟 2
𝑆𝑆𝑆𝑆𝑆𝑆
𝑆𝑆𝑆𝑆𝑆𝑆 = 𝑠𝑠𝑢𝑢� = �
𝑛𝑛 − 2 Spearman rank correlation

𝐸𝐸𝐸𝐸𝐸𝐸 𝑆𝑆𝑆𝑆𝑆𝑆 2
𝑠𝑠𝑋𝑋𝑋𝑋 Coefficient of correlation:
2 2 𝑠𝑠𝑎𝑎𝑎𝑎
𝑅𝑅 = = 1− = = 𝑟𝑟𝑋𝑋𝑋𝑋
𝑇𝑇𝑇𝑇𝑇𝑇 𝑇𝑇𝑇𝑇𝑇𝑇 𝑠𝑠𝑋𝑋2 ∙ 𝑠𝑠𝑌𝑌2 𝑟𝑟𝑠𝑠 =
𝑠𝑠𝑎𝑎 ∙ 𝑠𝑠𝑏𝑏
𝑆𝑆𝑆𝑆�𝛽𝛽̂1 � = �𝜎𝜎�𝛽𝛽�2 or �𝜎𝜎�𝛽𝛽�2 𝑎𝑎 = rank(𝑥𝑥) and 𝑏𝑏 = rank(𝑦𝑦)
1 1
Test statistic:
Test statistic:
𝑟𝑟𝑠𝑠 or 𝑍𝑍 = 𝑟𝑟𝑠𝑠 √𝑛𝑛 − 1 ~ N(0, 1)
𝛽𝛽̂1 − 𝛽𝛽1,0
𝑡𝑡 = ~ 𝑡𝑡[df = 𝑛𝑛 − 2] if 𝑛𝑛 > 30
𝑆𝑆𝑆𝑆�𝛽𝛽̂1 �
(1 − 𝛼𝛼) confidence interval: (E2) Regression for 𝒌𝒌 > 𝟏𝟏
𝛽𝛽1 = 𝛽𝛽̂1 ± 𝑡𝑡𝛼𝛼 ∙ 𝑆𝑆𝑆𝑆�𝛽𝛽̂1 � Not part of Statistics 2 for Economics.
2
The course Econometrics will cover
multiple regression.

12
Table 1
Binomial Probabilities
k

∑ p( x). Values are rounded to three decimal places.

Tabulated values are P ( X ≤ k ) =
x =0

n=5
p
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

n=6
p
k .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

n=7
p
k .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

n=8
p
k .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
k

∑ p( x). Values are rounded to three decimal places.

Tabulated values are P ( X ≤ k ) =
x =0

n=9
p
k .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

n = 10
p
k .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

n = 15
p
k .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
15 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 1.000

14
Table 1 continued
Binomial Probabilities
k

∑ p( x). Values are rounded to three decimal places.

Tabulated values are P ( X ≤ k ) =
x =0

n = 20
p
k .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

n = 25
p
k .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
k

∑ p( x). Values are rounded to three decimal places.

Tabulated values are P ( X ≤ k ) =
x =0

µ
k .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
k

∑ p( x). Values are rounded to three decimal places.

Tabulated values are P ( X ≤ k ) =
x =0

µ
k 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 Curve Areas

Tabulated values are P( Z ≤ z) with Z ~ N (0,1).

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

Degrees of t .10 t .05 t .025 t .01 t .005 Degrees of t .10 t .05 t .025 t .01 t .005
freedom freedom
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 ∞ 1.282 1.645 1.960 2.326 2.576
23 1.319 1.714 2.069 2.500 2.807

19
Table 5
Critical Values of χ2

Degrees of χ 2.995 χ 2.99 χ 2.975 χ 2.95 χ 2.90 χ 2.10 χ 2.05 χ 2.025 χ 2.01 χ 2.005
freedom
1 .0000393 .000157 .000982 .003932 .0158 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 , χ12−α (df
) ≈ df 1 − − zα  and χα (df ) ≈ df
2
1 − + zα  ,
 9df 9df   9df 9df 
where zα is from N (0,1) and α ≤ 0.5.
3 3
 2 2   2 2 
χ0.95 ≈ 30 1 − − 1.645  ≈ 18.49 & χ0.05 (30) ≈ 30 1 − + 1.645  ≈ 43.77
2 2
E.g. (30)
 270 270   270 270 
20
Table 6(a)
Critical Values of F α=.05 0.05

dfnum NUMERATOR DEGREES OF FREEDOM

1 2 3 4 5 6 7 8 9
dfden 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
7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00
F R E E D O M

4
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
O F

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
D E G R E E S

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
D E N O MI N A T O R

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
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88

21
Table 6(a) continued
Critical Values of F α=.05 0.05

dfnum NUMERATOR DEGREES OF FREEDOM

10 12 15 20 24 30 40 60 120
dfden 1 241.9 243.9 246.0 248.0 249.1 250.1 251.1 252.2 253.3
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
5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66
F R E E D O M

4
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
O F

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
D E G R E E S

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
D E N O MI N A T O R

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
∞ 1.83 1.75 1.67 1.57 1.52 1.46 1.39 1.32 1.22

22
Table 6(b)
Critical Values of F α=.025 0.025

dfnum NUMERATOR DEGREES OF FREEDOM

1 2 3 4 5 6 7 8 9
dfden 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
12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90
F R E E D O M

4
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
O F

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
D E G R E E S

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
D E N O MI N A T O R

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
∞ 5.02 3.69 3.12 2.79 2.57 2.41 2.29 2.19 2.11

23
Table 6(b) continued
Critical Values of F α=.025 0.025

dfnum NUMERATOR DEGREES OF FREEDOM

10 12 15 20 24 30 40 60 120
dfden 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
8.84 8.75 8.66 8.56 8.51 8.46 8.41 8.36 8.31
F R E E D O M

4
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 4.42 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
O F

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
D E G R E E S

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
D E N O MI N A T O R

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
∞ 2.05 1.94 1.83 1.71 1.64 1.57 1.48 1.39 1.27

24
Table 6(c)
Critical Values of F α=.01 0.01

dfnum NUMERATOR DEGREES OF FREEDOM

1 2 3 4 5 6 7 8 9
dfden 1 4052.2 4999.5 5403.4 5624.6 5763.7 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
21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66
F R E E D O M

4
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
O F

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
D E G R E E S

16 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78

17 8.40 6.11 5.19 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
D E N O MI N A T O R

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
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41

25
Table 6(c) continued
Critical Values of F α=.01 0.01

dfnum NUMERATOR DEGREES OF FREEDOM

10 12 15 20 24 30 40 60 120
dfden 1 6055.9 6106.3 6157.3 6208.7 6234.6 6260.7 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
14.55 14.37 14.20 14.02 13.93 13.84 13.75 13.65 13.56
F R E E D O M

4
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
O F

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
D E G R E E S

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
D E N O MI N A T O R

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
∞ 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 for Independent Samples

α=.025 one tail; α=.05 two-tail

n1 3 4 5 6 7 8 9 10
n 2 TL TU TL TU TL TU TL TU TL TU TL TU TL TU TL TU
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

α=.05 one tail; α=.1 two-tail

n1 3 4 5 6 7 8 9 10
n 2 TL TU TL TU TL TU TL TU TL TU TL TU TL TU TL TU
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

27
Table 8
Critical Values for the Wilcoxon Signed Rank Sum Test
for the Matched Pairs Experiment

α = .025 one-tail α = .05 one-tail

α = .05 two-tail α = .10 two-tail
n TL TU TL TU
6 1 20 2 19
7 2 26 4 24
8 4 32 6 30
9 6 39 8 37
10 8 47 11 44
11 11 55 14 52
12 14 64 17 61
13 17 74 21 70
14 21 84 26 79
15 25 95 30 90
16 30 106 36 100
17 35 118 41 112
18 40 131 47 124
19 46 144 54 136
20 52 158 60 150
21 59 172 68 163
22 66 187 75 178
23 73 203 83 193
24 81 219 92 208
25 90 235 101 224
26 98 253 110 241
27 107 271 120 258
28 117 289 130 276
29 127 308 141 294
30 137 328 152 313

28
Table 9
Critical Value for the Spearman Rank
Correlation Coefficient
The α values correspond to a one-tail test
of H0 : ρs=0. The value should be doubled for
two-tail tests.

n α = .05 α = .025 α = .01 α = .005

5 .900 -- -- --
6 .829 .886 .943 --
7 .714 .786 .893 .929
8 .643 .738 .833 .881
9 .600 .700 .783 .833
10 .564 .648 .745 .794
11 .536 .618 .709 .755
12 .503 .587 .678 .727
13 .484 .560 .648 .703
14 .464 .538 .626 .679
15 .446 .521 .604 .654
16 .429 .503 .582 .635
17 .414 .485 .566 .615
18 .401 .472 .550 .600
19 .391 .460 .535 .584
20 .380 .447 .520 .570
21 .370 .435 .508 .556
22 .361 .425 .496 .554
23 .353 .415 .486 .532
24 .344 .406 .476 .521
25 .337 .398 .466 .511
26 .331 .390 .457 .501
27 .324 .382 .448 .491
28 .317 .375 .440 .483
29 .312 .368 .433 .475
30 .306 .362 .425 .467

29
Table 10(a)
Critical Values for the Durbin-Watson d Statistics, α = .05

k =1 k =2 k =3 k =4 k =5
n dL dU dL dU dL dU dL dU dL dU
15 1.08 1.36 0.95 1.54 0.82 1.75 0.69 1.97 0.56 2.21
16 1.10 1.37 0.98 1.54 0.86 1.73 0.74 1.93 0.62 2.15
17 1.13 1.38 1.02 1.54 0.90 1.71 0.78 1.90 0.67 2.10
18 1.16 1.39 1.05 1.53 0.93 1.69 0.82 1.87 0.71 2.06
19 1.18 1.40 1.08 1.53 0.97 1.68 0.86 1.85 0.75 2.02
20 1.20 1.41 1.10 1.54 1.00 1.68 0.90 1.83 0.79 1.99
21 1.22 1.42 1.13 1.54 1.03 1.67 0.93 1.81 0.83 1.96
22 1.24 1.43 1.15 1.54 1.05 1.66 0.96 1.80 0.86 1.94
23 1.26 1.44 1.17 1.54 1.08 1.66 0.99 1.79 0.90 1.92
24 1.27 1.45 1.19 1.55 1.10 1.66 1.01 1.78 0.93 1.90
25 1.29 1.45 1.21 1.55 1.12 1.66 1.04 1.77 0.95 1.89
26 1.30 1.46 1.22 1.55 1.14 1.65 1.06 1.76 0.98 1.88
27 1.32 1.47 1.24 1.56 1.16 1.65 1.08 1.76 1.01 1.86
28 1.33 1.48 1.26 1.56 1.18 1.65 1.10 1.75 1.03 1.85
29 1.34 1.48 1.27 1.56 1.20 1.65 1.12 1.74 1.05 1.84
30 1.35 1.49 1.28 1.57 1.21 1.65 1.14 1.74 1.07 1.83
31 1.36 1.50 1.30 1.57 1.23 1.65 1.16 1.74 1.09 1.83
32 1.37 1.50 1.31 1.57 1.24 1.65 1.18 1.73 1.11 1.82
33 1.38 1.51 1.32 1.58 1.26 1.65 1.19 1.73 1.13 1.81
34 1.39 1.51 1.33 1.58 1.27 1.65 1.21 1.73 1.15 1.81
35 1.40 1.52 1.34 1.58 1.28 1.65 1.22 1.73 1.16 1.80
36 1.41 1.52 1.35 1.59 1.29 1.65 1.24 1.73 1.18 1.80
37 1.42 1.53 1.36 1.59 1.31 1.66 1.25 1.72 1.19 1.80
38 1.43 1.54 1.37 1.59 1.32 1.66 1.26 1.72 1.21 1.79
39 1.43 1.54 1.38 1.60 1.33 1.66 1.27 1.72 1.22 1.79
40 1.44 1.54 1.39 1.60 1.34 1.66 1.29 1.72 1.23 1.79
45 1.48 1.57 1.43 1.62 1.38 1.67 1.34 1.72 1.29 1.78
50 1.50 1.59 1.46 1.63 1.42 1.67 1.38 1.72 1.34 1.77
55 1.53 1.60 1.49 1.64 1.45 1.68 1.41 1.72 1.38 1.77
60 1.55 1.62 1.51 1.65 1.48 1.69 1.44 1.73 1.41 1.77
65 1.57 1.63 1.54 1.66 1.50 1.70 1.47 1.73 1.44 1.77
70 1.58 1.64 1.55 1.67 1.52 1.70 1.49 1.74 1.46 1.77
75 1.60 1.65 1.57 1.68 1.54 1.71 1.51 1.74 1.49 1.77
80 1.61 1.66 1.59 1.69 1.56 1.72 1.53 1.74 1.51 1.77
85 1.62 1.67 1.60 1.70 1.57 1.72 1.55 1.75 1.52 1.77
90 1.63 1.68 1.61 1.70 1.59 1.73 1.57 1.75 1.54 1.78
95 1.64 1.69 1.62 1.71 1.60 1.73 1.58 1.75 1.56 1.78
100 1.65 1.69 1.63 1.72 1.61 1.74 1.59 1.76 1.57 1.78

k does not include the constant

30
Table 10(b)
Critical Values for the Durbin-Watson d Statistics, α = .01

k =1 k =2 k =3 k =4 k =5
n dL dU dL dU dL dU dL dU dL dU
15 0.81 1.07 0.70 1.25 0.59 1.46 0.49 1.70 0.39 1.96
16 0.84 1.09 0.74 1.25 0.63 1.44 0.53 1.66 0.44 1.90
17 0.87 1.10 0.77 1.25 0.67 1.43 0.57 1.63 0.48 1.85
18 0.90 1.12 0.80 1.26 0.71 1.42 0.61 1.60 0.52 1.80
19 0.93 1.13 0.83 1.26 0.74 1.41 0.65 1.58 0.56 1.77
20 0.95 1.15 0.86 1.27 0.77 1.41 0.68 1.57 0.60 1.74
21 0.97 1.16 0.89 1.27 0.80 1.41 0.72 1.55 0.63 1.71
22 1.00 1.17 0.91 1.28 0.83 1.40 0.75 1.54 0.66 1.69
23 1.02 1.19 0.94 1.29 0.86 1.40 0.77 1.53 0.70 1.67
24 1.04 1.20 0.96 1.30 0.88 1.41 0.80 1.53 0.72 1.66
25 1.05 1.21 0.98 1.30 0.90 1.41 0.83 1.52 0.75 1.65
26 1.07 1.22 1.00 1.31 0.93 1.41 0.85 1.52 0.78 1.64
27 1.09 1.23 1.02 1.32 0.95 1.41 0.88 1.51 0.81 1.63
28 1.10 1.24 1.04 1.32 0.97 1.41 0.90 1.51 0.83 1.62
29 1.12 1.25 1.05 1.33 0.99 1.42 0.92 1.51 0.85 1.61
30 1.13 1.26 1.07 1.34 1.01 1.42 0.94 1.51 0.88 1.61
31 1.15 1.27 1.08 1.34 1.02 1.42 0.96 1.51 0.90 1.60
32 1.16 1.28 1.10 1.35 1.04 1.43 0.98 1.51 0.92 1.60
33 1.17 1.29 1.11 1.36 1.05 1.43 1.00 1.51 0.94 1.59
34 1.18 1.30 1.13 1.36 1.07 1.43 1.01 1.51 0.95 1.59
35 1.19 1.31 1.14 1.37 1.08 1.44 1.03 1.51 0.97 1.59
36 1.21 1.32 1.15 1.38 1.10 1.44 1.04 1.51 0.99 1.59
37 1.22 1.32 1.16 1.38 1.11 1.45 1.06 1.51 1.00 1.59
38 1.23 1.33 1.18 1.39 1.12 1.45 1.07 1.52 1.02 1.58
39 1.24 1.34 1.19 1.39 1.14 1.45 1.09 1.52 1.03 1.58
40 1.25 1.34 1.20 1.40 1.15 1.46 1.10 1.52 1.05 1.58
45 1.29 1.38 1.24 1.42 1.20 1.48 1.16 1.53 1.11 1.58
50 1.32 1.40 1.28 1.45 1.24 1.49 1.20 1.54 1.16 1.59
55 1.36 1.43 1.32 1.47 1.28 1.51 1.25 1.55 1.21 1.59
60 1.38 1.45 1.35 1.48 1.32 1.52 1.28 1.56 1.25 1.60
65 1.41 1.47 1.38 1.50 1.35 1.53 1.31 1.57 1.28 1.61
70 1.43 1.49 1.40 1.52 1.37 1.55 1.34 1.58 1.31 1.61
75 1.45 1.50 1.42 1.53 1.39 1.56 1.37 1.59 1.34 1.62
80 1.47 1.52 1.44 1.54 1.42 1.57 1.39 1.60 1.36 1.62
85 1.48 1.53 1.46 1.55 1.43 1.58 1.41 1.60 1.39 1.63
90 1.50 1.54 1.47 1.56 1.45 1.59 1.43 1.61 1.41 1.64
95 1.51 1.55 1.49 1.57 1.47 1.60 1.45 1.62 1.42 1.64
100 1.52 1.56 1.50 1.58 1.48 1.60 1.46 1.63 1.44 1.65

k does not include the constant

31
Table 11
Critical Values of the Lilliefors Test

Significance level α
n .20 .15 .10 .05 .01
4 .303 .321 .346 .376 .413
5 .289 .303 .319 .343 .397
6 .269 .281 .297 .323 .371
7 .252 .264 .280 .304 .351
8 .239 .250 .265 .288 .333
9 .227 .238 .252 .274 .317
10 .217 .228 .241 .262 .304
11 .208 .218 .231 .251 .291
12 .200 .210 .222 .242 .281
13 .193 .202 .215 .234 .271
14 .187 .196 .208 .226 .262
15 .181 .190 .201 .219 .254
16 .176 .184 .195 .213 .247
17 .171 .179 .190 .207 .240
18 .167 .175 .185 .202 .234
19 .163 .170 .181 .197 .228
20 .159 .166 .176 .192 .223
21 .155 .162 .172 .188 .218
22 .152 .159 .168 .184 .213
23 .149 .156 .165 .180 .209
24 .146 .153 .162 .176 .205
25 .143 .150 .159 .173 .201
26 .140 .147 .156 .170 .197
27 .138 .145 .153 .167 .194
28 .135 .142 .151 .164 .191
29 .133 .140 .148 .161 .188
30 .131 .138 .146 .159 .185
31 .129 .136 .144 .157 .182
32 .127 .134 .142 .154 .180
33 .125 .132 .140 .152 .177
34 .124 .130 .138 .150 .175
35 .122 .128 .136 .148 .172
36 .121 .126 .134 .146 .170
37 .119 .125 .133 .144 .168
38 .118 .123 .131 .142 .166
39 .116 .121 .129 .141 .164
40 .115 .120 .128 .139 .162
.739 .772 .822 .892 1.039
Over 40 n n n n n

32