Formula sheet / Formelsamling

Matematisk Statistik och Diskret Matematik

Probability basics
• The following holds for probabilities

? 0 ≤ P(A) ≤ 1
? P(Ω) = 1
? P(A ∪ B) = P(A) + P(B) for disjoint events A and B
• Addition rule: P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
P(A ∩ B)
• Conditional probability: P(B | A) =
P(A)
P(B | A)P(A)
• Bayes’ formula: P(A | B) =
P(B)
n
P Sn
• Law of total probability: P(A) = P(A | Bi )P(Bi ), for a partition i=1 Bi = Ω of Ω into disjoint
i=1
events B1 , . . . , Bn

• A and B are independent ⇔ P(A ∩ B) = P(A)P(B)

Univariate random variables (r.v.)

• Distribution function of X: FX (x) = P(X ≤ x)
• Probability mass function for discrete r.v. X: fX (k) = P(X = k)

• Density function for continuous r.v. X: fX (x) = dFdx

X (x)

(P
b
fX (k) (discrete r.v. with a, b integer values)
• P(a < X ≤ b) = FX (b) − FX (a) = R b k=a+1
f (x) dx
a X
(continuous r.v.)

Multivariate random variables

• Joint probability density:
(P
fX,Y (i, j), (discrete r.v.)
FX,Y (x, y) = P(X ≤ x, Y ≤ y) = R yi≤x,j≤y
Rx
−∞ −∞ X,Y
f (t, u) dt du, (continuous r.v.)

• Marginal density:
(P
∞
f (x, y) (discrete r.v.)
fX (x) = R ∞y=−∞ X,Y
f
−∞ X,Y
(x, y) dy (continuous r.v.)

fX,Y (x,y)
• Conditional density: fX|y (x) = fY (y)
RbRd
• P(a ≤ X ≤ b and c ≤ Y ≤ d) = a c
fX,Y (x, y) dx dy.

• X and Y are independent if fX,Y (x, y) = fX (x)fY (y) for all x and y.
Expectations
• Expectation of g(X, Y ):
(P
∞ P∞
g(i, j)fX,Y (i, j), (discrete r.v.)
E(g(X, Y )) = R ∞ R ∞ j=−∞
i=−∞

−∞ −∞
g(x, y)fX,Y (x, y) dx dy, (continuous r.v.)

• Variance: V(X) = E((X − E(X))2 ) = E(X 2 ) − E(X)2

p
• Standard deviation: V (X)
• Covariance: C(X, Y ) = E((X − E(X))(Y − E(Y ))) = E(XY ) − E(X)E(Y )
Pn Pn
• Expectation of linear combinations: E( i=1 ai Xi + b) = i=1 ai E(Xi ) + b
Pn Pn Pn Pn
• Variance of linear combinations: V( i=1 ai Xi + b) = i=1 a2i V(Xi ) + 2 i=1 j=i+1 ai aj C(Xi , Xj )
• Independence of r.v.’s X1 , . . . , Xn implies that they are uncorrelated C(Xi , Xj ) = 0, i 6= j

• Correlation coefficient: ρ(X, Y ) = √ C(X,Y )

V(X)V(Y )

Properties of common distributions

• X ∼ Bin(n1 , p), Y ∼ Bin(n2 , p) independent ⇒ X + Y ∼ Bin(n1 + n2 , p)
• X ∼ Po(µ1 ), Y ∼Po(µ2 ) independent ⇒ X + Y ∼ Po(µ1 + µ2 )
X−µ
• X ∼ N(µ, σ 2 ) ⇒ Z = σ ∼ N(0, 1)
• X ∼ N(µ, σ 2 ) ⇒ FX (x) = Φ( x−µ σ ) where Φ(·) given in table 1.
Pn Pn Pn
• Xi ∼ N(µi , σi2 ), i = 1, . . . , n independent ⇒ i=1 ai Xi ∼ N( i=1 ai µi , i=1 a2i σi2 )
• X ∼ N(0, 1), Y ∼ χ2 (ν) independent ⇒ √X ∼ t(ν)
Y /ν
Pn
• X1 , . . . , Xn independent and N(0, 1) ⇒ i=1 Xi2 ∼ χ2 (n)
1
Pn
• X1 , . . . , Xn independent and N(µ, σ 2 ) ⇒ σ2
2 2
i=1 (Xi − X̄) ∼ χ (n − 1)
X/n
• X ∼ χ2 (n), Y ∼ χ2 (m) independent ⇒ Y /m ∼ F (n, m)

• F1−α (n, m) = 1/Fα (m, n)

Central limit theorem

Pn
For X1 , . . . , Xn independent and identically distributed with E(Xi ) = µi , V(Xi ) = σ 2 it holds i=1 Xi is
approximately N(nµ, nσ 2 )-distributed for n large enough. From this the following approximations follow:
• Po(µ) ≈ N(µ, µ) for µ ≥ 15
• Bin(n, p) ≈ N(np, np(1 − p)) for np(1 − p) ≥ 10
• Bin(n, p) ≈ Po(np) for p ≤ 0.1 and n ≥ 10

Statistics and point estimates

Describing data:
1
Pn
• Sample mean/average: x̄ = n i=1 xi
2 1
Pn 1
Pn 
• Sample variance: s = n−1 i=1 (xi − x̄)2 = x2i − n · x̄2
n−1 i=1
1
Pn 1
Pn
• Sample covariance: cxy = n−1 i=1 (xi − x̄)(yi − ȳ) = n−1 [ i=1 xi yi − n · x̄ · ȳ]
cxy
• (Sample) correlation coefficient: rxy = sx sy

Let x1 , . . . , xn be independent and identically distributed r.v. X1 , . . . , Xn with expectation µ and variance σ 2 ,
then the sample mean is an unbiased estimator for µ and sample variance an unbiased estimator for σ 2 .

2
 Distribution f (x) Expectation Variance
 
Binomial n k
p (1 − p)n−k k = 0, . . . , n np np(1-p)
Bin(n, p) k
 
Negativ binomial k−1 r
p (1 − p)k−r k = r, r + 1 . . . r/p r(1 − p)/p2
nBin(r, p) r−1
  
r N −r
Hypergeometric k n−k nr(N −r)(N −n)
  k = max(0, n + r − N ), . . . , min(n, r) nr/N N 2 (N −1)
Hyp(N, n, r) N
n
Poisson µk −µ
p(k) = k! e k = 0, 1, . . . µ µ
Po(µ)

Geometric
p(1 − p)k−1 k = 1, 2, . . . 1/p (1 − p)/p2
Ge(p)

Uniform 1 a+b (b−a)2

b−a a≤x≤b 2 12
U(a, b)

Exponential 1 −x/λ
λe x≥0 λ λ2
Exp(λ)

Gamma 1 a−1 −x/b

ba Γ(a) x e x≥0 ab ab2
Γ(a, b)

Normal 2 2
√1 e−(x−µ) /2σ −∞ ≤ x ≤ ∞ µ σ2
N(µ, σ 2 ) σ 2π

χ2 -distribution 1
2n/2 Γ( n
e−x/2 xn/2−1 x≥0 n 2n
χ2 (n) 2)

t-distribution − ν+1 ν
Γ( ν+1 if ν > 2

2 ) x2 2
√
νπΓ( ν2 )
1+ ν −∞ ≤ x ≤ ∞ 0 ν−2
t(ν) ∞ if 1 < ν ≤ 2

n m n−2
F-distribution Γ( n+m
2 )n m
2 2 x 2 m 2m2 (m+n−2)
n+m x≥0 m−2 if m > 2 n(m−2)2 (m−4) if m > 4
F(n, m) Γ( n m
2 )Γ( 2 )(m+nx)
2

n n!


Table 1: Common distributions, where k = k!(n−k)! and Γ(ν) is the Gamma function with Γ(k) = (k − 1)!
for positive integers k.

Interval estimators
All confidence intervals below are two-sided with a confidence level of 100(1 − α)%
 
• µ where Xi ∼ N(µ, σ 2 ) distribution and σ is known: Iµ = x̄ ± zα/2 √σn
 
• µ where Xi ∼ N(µ, σ 2 ) and σ is unknown: Iµ = x̄ ± tα/2 [n − 1] √sn
 
(n−1)s2 2
2 2
• σ where Xi ∼ N(µ, σ ) and µ is unknown: Iσ2 = , (n−1)s
χ2α/2 [n−1] χ21−α/2 [n−1]

• µ1 − µ2 where Xi ∼ N(µ1 , σ12 ), i = 1, . . . , n1 and Yi ∼ N(µ2 , σ22 ), i = 1, . . . , n2

3
  q 2 
σ σ22
∗ where σ1 and σ2 are known: Iµ1 −µ2 = x̄ − ȳ ± zα/2 n11 + n2
 q 
∗ where σ1 = σ2 = σ and σ is unknown: Iµ1 −µ2 = x̄ − ȳ ± tα/2 [n1 + n2 − 2]sp n11 + 1
n2 ,
(n1 −1)s21 +(n2 −1)s22
here is s2p = the pooled variance estimator.
n1 +n2 −2
 q 2 
s s22
∗ where σ1 =
6 σ2 are unknown (approximative): Iµ1 −µ2 = x̄ − ȳ ± tα/2 [f ] n11 + n2 , here f =
(s21 /n1 +s22 /n2 )2
(s2 /n1 )2 (s2 /n2 )2
1 2
n1 −1 + n2 −1

• σ12 /σ22 where Xi ∼ N(µ1 , σ12 ), i = 1, 2

 . . . , n1 and Yi ∼ N(µ2 , σ2 ), i = 1, 
. . . , n2
s21 /s22 s21 /s22
µ1 and µ2 are unknown Iσ12 /σ22 = Fα/2 (n1 −1,n2 −1) , F1−α/2 (n1 −1,n2 −1)
 
• ∆ where Zi = Xi −Yi ∼ N(∆, σ 2 ), i = 1, . . . , n and σ is unknown (paired sample): I∆ = z̄ ± tα/2 [n − 1] √szn
 q 
∗ p∗ (1−p∗ )
• p where X ∼ Bin(n, p) (approximative with at least np(1−p) ≥ 10): Ip = p ± zα/2 n , with p∗ =
x
n

• p1 − p2 where X1 ∼ Bin(n1 , p1 ) distribution X2 ∼ Bin(n2 , p2 ) (approximative with at least ni pi (1 − pi ) ≥

10):  
q ∗
p1 (1−p∗
1) p∗ ∗
2 (1−p2 )
∗ ∗
Ip1 −p2 = p1 − p2 ± zα/2 n1 + n2 , where p∗i = nxii
√

• µ where X ∼Po(µ) (approximative with at least µ ≥ 15): Iµ = x ± zα/2 x

Simple linear regression

Model where yi = β0 + β1 xi + εi , i = 1, . . . , n, here εi ∼ N(0, σ 2 ) are independent.

• Least-squares estimator

σ2 x̄2
  
Sxy 1
β1∗= ∼ N(β1 , ), ∗ ∗
β0 = ȳ − β1 x̄ ∼ N β0 , σ 2
+
Sxx Sxx n Sxx
n 2
Q0 X Sxy
s2 = with Q0 = (yi − β0∗ − β1∗ xi )2 = Syy −
n−2 i=1
Sxx
Xn   X n  
2 2
(xi − x̄) = n xi − ( xi ) /n, Syy = (yi − ȳ) = n yi − ( yi ) /n,
P 2 P 2 P 2 P 2
Sxx =
i i i i
i=1 i=1
n
X  
(xi − x̄)(yi − ȳ) = −(
P P P
Sxy = n xi yi xi )( yi ) /n
i i i
i=1

 
• Two-sided confidence interval for β1 : Iβ1 = β1∗ ± tα/2 [n − 2]s √S1 .
xx

 q 
(x0 −x̄)2
• Two-sided confidence interval for µY (x0 ) = β0 +β1 x0 : IµY (x0 ) = β0∗ + β1∗ x0 ± tα/2 [n − 2]s n1 + Sxx

 q 
(x0 −x̄)2
• Two-sided prediction interval for Y (x0 ): IY (x0 ) = β0∗ + β1∗ x0 ± tα/2 [n − 2]s 1 + 1
n + Sxx

Multiple linear regression

Model is yi = β0 + β1 x1i + · · · + βp xpi + εi , i = 1, . . . , n, here εi ∼ N(0, σ 2 ) are independent.
• The model can also be written in matrix form as Y = Xβ + ε.

4
 • Least-squares estimator

β ∗ = (XT X)−1 XT Y ∼ N(β, σ 2 (XT X)−1 )

n
Q0 X
s2 = where Q0 = (yi − β0∗ − β1∗ x1i − · · · − βp∗ xpi )2 = YT Y − β ∗T XT Y
n − (p + 1)
i=1

 p 
• Two-sided confidence interval for βi : Iβi = βi∗ ± tα/2 [n − p − 1]s ((XT X)−1 )i+1,i+1

• Two-sided confidence interval for µY (x0 ) = β0 + β1 x10 

+ · · · + βp xp0 :
p
IµY (x0 ) = µ∗Y (x0 ) ± tα/2 [n − p − 1]s xT0 (XT X)−1 x0

Sannolikhetsteorins grunder
• Följande gäller för sannolikheter
∗ 0 ≤ P(A) ≤ 1
∗ P(Ω) = 1
∗ P(A ∪ B) = P(A) + P(B) om händelserna A och B är oförenliga (disjunkta)
• Additionssatsen för två händelser: P(A ∪ B) = P(A) + P(B) − P(A ∩ B)
P(A∩B)
• Betingad sannolikhet: P(B|A) = P(A)

P(B|A)P(A)
• Bayes sats: P(A|B) = P(B)
Pn
• Satsen om total sannolikhet:
Sn P(A) = i=1 P(A|Bi )P(Bi ), där händelserna B1 , . . . , Bn är parvis
oförenliga händelser och i=1 Bi = Ω
• A och B är oberoende ⇔ P(A ∩ B) = P(A)P(B)

Endimensionella stokastiska variabler

• Fördelningsfunktionen för X: FX (x) = P(X ≤ x)
• Sannolikhetsfunktionen för en diskret s.v. X: fX (k) = P(X = k)

• Täthetsfunktionen för en kontinuerlig s.v. X: fX (x) = dFdx

X (x)

(P
b
fX (k) (diskret s.v. och a och b heltal)
• P(a < X ≤ b) = FX (b) − FX (a) = R b k=a+1
a X
f (x)dx (kontinuerlig s.v.)

Flerdimensionella stokastiska variabler

• Simultan fördelningsfunktion:
(P
fX,Y (i, j), (diskret s.v.)
FX,Y (x, y) = P(X ≤ x, Y ≤ y) = R yi≤x,j≤y
Rx
−∞ −∞ X,Y
f (t, u)dtdu, (kontinuerlig s.v.)

• Marginell täthetsfunktion:
(P
∞
fX,Y (x, y) (diskret s.v.)
fX (x) = R ∞y=−∞
f
−∞ X,Y
(x, y)dy (kontinuerlig s.v.)

fX,Y (x,y)
• Betingad fördelning: fX|y (x) = fY (y)
RbRd
• P(a ≤ X ≤ b och c ≤ Y ≤ d) = a c
fX,Y (x, y)dxdy.

• X och Y är oberoende om fX,Y (x, y) = fX (x)fY (y) för alla x och y.

5
Väntevärden
• Väntevärdet av g(X, Y ):
(P
∞ P∞
g(i, j)fX,Y (i, j), (diskret s.v.)
E(g(X, Y )) = R ∞ R ∞ j=−∞
i=−∞

−∞ −∞
g(x, y)fX,Y (x, y)dxdy, (kontinuerlig s.v.)

• Varians: V(X) = E((X − E(X))2 ) = E(X 2 ) − E(X)2

p
• Standardavvikelse: V (X)
• Kovarians: C(X, Y ) = E((X − E(X))(Y − E(Y ))) = E(XY ) − E(X)E(Y )
Pn Pn
• Väntevärde av linjärkombintaion: E( i=1 ai Xi + b) = i=1 ai E(Xi ) + b
Pn Pn Pn Pn
• Varians av linjärkombination: V( i=1 ai Xi + b) = i=1 a2i V(Xi ) + 2 i=1 j=i+1 ai aj C(Xi , Xj )
• Om X1 , . . . , Xn är oberoende så är de okorrelerade, dvs C(Xi , Xj ) = 0, i 6= j

• Korrelationskoefficient: ρ(X, Y ) = √ C(X,Y )

V(X)V(Y )

Egenskaper hos vanliga fördelningar

• X ∼ Bin(n1 , p), Y ∼ Bin(n2 , p) samt oberoende ⇒ X + Y ∼Bin(n1 + n2 , p)
• X ∼Po(µ1 ), Y ∼Po(µ2 ) samt oberoende ⇒ X + Y ∼Po(µ1 + µ2 )
X−µ
• X ∼ N(µ, σ 2 ) ⇒ Z = σ ∼ N(0, 1)
• X ∼ N(µ, σ 2 ) ⇒ FX (x) = Φ( x−µ σ ) där Φ(·) ges av tabell.
Pn Pn Pn
• Xi ∼ N(µi , σi2 ), i = 1, . . . , n oberoende ⇒ i=1 ai Xi ∼ N( i=1 ai µi , i=1 a2i σi2 )
• X ∼ N(0, 1), Y ∼ χ2 (ν) samt oberoende ⇒ √X ∼ t(ν)
Y /ν
Pn
• X1 , . . . , Xn oberoende och N(0, 1) ⇒ i=1 Xi2 ∼ χ2 (n)
1
Pn
• X1 , . . . , Xn oberoende och N(µ, σ 2 ) ⇒ σ2
2 2
i=1 (Xi − X̄) ∼ χ (n − 1)
X/n
• X ∼ χ2 (n), Y ∼ χ2 (m) samt oberoende ⇒ Y /m ∼ F (n, m)
• F1−α (n, m) = 1/Fα (m, n)

Centrala gränsvärdessatsen
Pn
Om X1 , . . . , Xn är oberoende och likafördelade med E(Xi ) = µi och V(Xi ) = σ 2 så gäller att i=1 Xi är
approximativt N(nµ, nσ 2 )-fördelad om n är stort nog. Från bland annat detta följer följande approximationer
• Po(µ) ≈ N(µ, µ) om µ ≥ 15
• Bin(n, p) ≈ N(np, np(1 − p)) om np(1 − p) ≥ 10
• Bin(n, p) ≈ Po(np) om p ≤ 0.1 och n ≥ 10

Statistik och punktskattningar

Beskrivning av data:
1
Pn
• Stickprovsmedelvärde: x̄ = n i=1 xi
1
Pn 1
Pn 
• Stickprovsvarians: s2 = n−1 i=1 (xi − x̄)2 = x2i − n · x̄2
n−1 i=1
1
Pn 1
Pn
• Stickprovskovarians: cxy = n−1 i=1 (xi − x̄)(yi − ȳ) = n−1 [ i=1 xi yi − n · x̄ · ȳ]
cxy
• Korrelationskoefficient: rxy = sx sy

Låt x1 , . . . , xn vara observationer av oberoende och likafördelade s.v. X1 , . . . , Xn med väntevärde µ och varians
σ 2 , då är stickprovsmedelvärdet en väntevärdesriktig skattning av µ och stickprovsvariansen en väntevärdesrik-
tig skattning av σ 2 .

6
 Fördelning f (x) väntevärde varians
 
Binomial n k
p (1 − p)n−k k = 0, . . . , n np np(1-p)
Bin(n, p) k
 
Negativ binomial k−1 r
p (1 − p)k−r k = r, r + 1 . . . r/p r(1 − p)/p2
nBin(r, p) r−1
  
r N −r
Hypergeometrisk k n−k nr(N −r)(N −n)
  k = max(0, n + r − N ), . . . , min(n, r) nr/N N 2 (N −1)
Hyp(N, n, r) N
n
Poisson µk −µ
p(k) = k! e k = 0, 1, . . . µ µ
Po(µ)

Geometrisk
p(1 − p)k−1 k = 1, 2, . . . 1/p (1 − p)/p2
Ge(p)

Likformig 1 a+b (b−a)2

b−a a≤x≤b 2 12
U(a, b)

Exponential 1 −x/λ
λe x≥0 λ λ2
Exp(λ)

Gamma 1 a−1 −x/b

ba Γ(a) x e x≥0 ab ab2
Γ(a, b)

Normal 2 2
√1 e−(x−µ) /2σ −∞ ≤ x ≤ ∞ µ σ2
N(µ, σ 2 ) σ 2π

χ2 -fördelning 1
2n/2 Γ( n
e−x/2 xn/2−1 x≥0 n 2n
χ2 (n) 2)

t-fördelning − ν+1 ν
Γ( ν+1 om ν > 2

2 ) x2 2
√
νπΓ( ν2 )
1+ ν −∞ ≤ x ≤ ∞ 0 ν−2
t(ν) ∞ om 1 < ν ≤ 2

n m n−2
F-fördelning Γ( n+m
2 )n m
2 2 x 2 m 2m2 (m+n−2)
n+m x≥0 m−2 om m > 2 n(m−2)2 (m−4) om m > 4
F(n, m) Γ( n m
2 )Γ( 2 )(m+nx)
2

n n!


Table 2: Vanliga fördelningar, där k = k!(n−k)! och Γ(ν) är gammafunktionen som uppfyller Γ(k) = (k − 1)!
för positiva heltal k.

Intervallskattningar
Samtliga intervall nedan är tvåsidiga med 100(1 − α)% konfidensgrad
 
• µ då Xi ∼ N(µ, σ 2 ) och σ är känd: Iµ = x̄ ± zα/2 √σn
 
• µ då Xi ∼ N(µ, σ 2 ) och σ är okänd: Iµ = x̄ ± tα/2 [n − 1] √sn
 
(n−1)s2 2
2 2
• σ då Xi ∼ N(µ, σ ) och µ är okänd: Iσ2 = , (n−1)s
χ2α/2 [n−1] χ21−α/2 [n−1]

• µ1 − µ2 då Xi ∼ N(µ1 , σ12 ), i = 1, . . . , n1 och Yi ∼ N(µ2 , σ22 ), i = 1, . . . , n2

7
  q 
σ12 σ22
∗ då σ1 och σ2 är kända: Iµ1 −µ2 = x̄ − ȳ ± zα/2 + n1 n2
 q 
∗ då σ1 = σ2 = σ där σ är okänd: Iµ1 −µ2 = x̄ − ȳ ± tα/2 [n1 + n2 − 2]sp n11 + 1
n2 ,
(n1 −1)s21 +(n2 −1)s22
här är s2p = den poolade variansskattningen.
n1 +n2 −2
 q 2 
s s22 (s21 /n1 +s22 /n2 )2
∗ då σ1 =
6 σ2 är okänd (approximativt): Iµ1 −µ2 = x̄ − ȳ ± tα/2 [f ] n11 + n2 , där f = (s2 /n1 )2 (s2 /n2 )2
1 2
n1 −1 + n2 −1

• σ12 /σ22 då Xi ∼ N(µ1 , σ12 ), i = 2

 1, . . . , n1 och Yi ∼ N(µ2 , σ2 ), i = 
1, . . . , n2
s21 /s22 s21 /s22
µ1 och µ2 okända Iσ12 /σ22 = Fα/2 (n1 −1,n2 −1) , F1−α/2 (n1 −1,n2 −1)
 
• ∆ då Zi = Xi − Yi ∼ N(∆, σ 2 ), i = 1, . . . , n där σ okänd (stickprov i par): I∆ = z̄ ± tα/2 [n − 1] √szn
 q 
∗ p∗ (1−p∗ )
• p då X ∼ Bin(n, p) (approximativt då np(1 − p) ≥ 10): Ip = p ± zα/2 n , där p∗ = nx

• p1 − p2 då X1 ∼ Bin(n1 , p1 ) och X2 ∼ Bin(n2 , p2 ) (approximativt då ni pi (1 − pi ) ≥ 10):

q ∗
p1 (1−p∗ ) p ∗ (1−p∗ )
∗ ∗
Ip1 −p2 = p1 − p2 ± zα/2 n1
1
+ 2 n2 2 , där p∗i = nxii
√

• µ då X ∼Po(µ) (approximativt då µ ≥ 15): Iµ = x ± zα/2 x

Enkel linjär regression

Modellen är yi = β0 + β1 xi + εi , i = 1, . . . , n där εi ∼ N(0, σ 2 ) är oberoende.
• Minsta-kvadratskattningar
σ2 x̄2
  
Sxy 1
β1∗= ∼ N(β1 , ), ∗ ∗
β0 = ȳ − β1 x̄ ∼ N β0 , σ 2
+
Sxx Sxx n Sxx
n 2
Q0 X Sxy
s2 = där Q0 = (yi − β0∗ − β1∗ xi )2 = Syy −
n−2 i=1
Sxx
Xn   X n  
(xi − x̄)2 = n x2i − ( xi )2 /n, Syy = (yi − ȳ)2 = n yi2 − ( yi )2 /n,
P P P P
Sxx =
i i i i
i=1 i=1
n
X  
(xi − x̄)(yi − ȳ) = −(
P P P
Sxy = n xi yi xi )( yi ) /n
i i i
i=1
 
• Tvåsidigt konfidensintervall för β1 : Iβ1 = β1∗ ± tα/2 [n − 2]s √S1 .
xx
 q 
(x0 −x̄)2
• Tvåsidigt konfidensintervall för µY (x0 ) = β0 +β1 x0 : IµY (x0 ) = β0∗ + β1∗ x0 ± tα/2 [n − 2]s n1 + Sxx
 q 
(x0 −x̄)2
• Tvåsidigt prediktionsintervall för Y (x0 ): IY (x0 ) = β0∗ + β1∗ x0 ± tα/2 [n − 2]s 1 + 1
n + Sxx

Multipel linjär regression

Modellen är yi = β0 + β1 x1i + · · · + βp xpi + εi , i = 1, . . . , n där εi ∼ N(0, σ 2 ) är oberoende.
• Modellen kan också skrivas på matrisform som Y = Xβ + ε.
• Minsta-kvadratskattningar
β ∗ = (XT X)−1 XT Y ∼ N(β, σ 2 (XT X)−1 )
n
Q0 X
s2 = där Q0 = (yi − β0∗ − β1∗ x1i − · · · − βp∗ xpi )2 = YT Y − β ∗T XT Y
n − (p + 1)
i=1
 p 
• Tvåsidigt konfidensintervall för βi : Iβi = βi∗ ± tα/2 [n − p − 1]s ((XT X)−1 )i+1,i+1
• Tvåsidigt konfidensintervall
 för µY (x0 ) = β0 + β1 x10 +· · · + βp xp0 :
∗
p
IµY (x0 ) = µY (x0 ) ± tα/2 [n − p − 1]s xT0 (XT X)−1 x0

8
Table 1: Normal distribution / Normalfördelningen
Table gives Φ(x) = P(X ≤ x) for X ∼ N(0, 1). For negative values use that Φ(−x) = 1 − Φ(x).
Tabellen visar Φ(x) = P(X ≤ x) där X ∼ N(0, 1). För negativa värden, utnyttja att Φ(−x) = 1 − Φ(x).

x .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

Table 2: Quantiles of the normal distribution / Normalfördelningens kvantiler

Table gives P(X > zα ) = α for X ∼ N(0, 1)
Tabellen visar P(X > zα ) = α där X ∼ N(0, 1)

α .1 .05 .025 .01 .005 .001 .0005 .0001 .00005 .00001

zα 1.2816 1.6449 1.9600 2.3263 2.5758 3.0902 3.2905 3.7190 3.8906 4.2649

9
Table 3: Quantiles of the t-distribution / t-fördelningens kvantiler
Table gives P(X > tα [f ]) = α for X ∼ t(f )
Tabellen visar P(X > tα [f ]) = α där X ∼ t(f )

α .1 .05 .025 .01 .005 .001 .0005

tα (1) 3.0777 6.3138 12.706 31.820 63.657 318.31 636.62
tα (2) 1.8856 2.9200 4.3027 6.9646 9.9248 22.327 31.599
tα (3) 1.6377 2.3534 3.1824 4.5407 5.8409 10.215 12.924
tα (4) 1.5332 2.1318 2.7764 3.7469 4.6041 7.1732 8.6103
tα (5) 1.4759 2.0150 2.5706 3.3649 4.0321 5.8934 6.8688
tα (6) 1.4398 1.9432 2.4469 3.1427 3.7074 5.2076 5.9588
tα (7) 1.4149 1.8946 2.3646 2.9980 3.4995 4.7853 5.4079
tα (8) 1.3968 1.8595 2.3060 2.8965 3.3554 4.5008 5.0413
tα (9) 1.3830 1.8331 2.2622 2.8214 3.2498 4.2968 4.7809
tα (10) 1.3722 1.8125 2.2281 2.7638 3.1693 4.1437 4.5869
tα (11) 1.3634 1.7959 2.2010 2.7181 3.1058 4.0247 4.4370
tα (12) 1.3562 1.7823 2.1788 2.6810 3.0545 3.9296 4.3178
tα (13) 1.3502 1.7709 2.1604 2.6503 3.0123 3.8520 4.2208
tα (14) 1.3450 1.7613 2.1448 2.6245 2.9768 3.7874 4.1405
tα (15) 1.3406 1.7531 2.1314 2.6025 2.9467 3.7328 4.0728
tα (16) 1.3368 1.7459 2.1199 2.5835 2.9208 3.6862 4.0150
tα (17) 1.3334 1.7396 2.1098 2.5669 2.8982 3.6458 3.9651
tα (18) 1.3304 1.7341 2.1009 2.5524 2.8784 3.6105 3.9216
tα (19) 1.3277 1.7291 2.0930 2.5395 2.8609 3.5794 3.8834
tα (20) 1.3253 1.7247 2.0860 2.5280 2.8453 3.5518 3.8495
tα (21) 1.3232 1.7207 2.0796 2.5176 2.8314 3.5272 3.8193
tα (22) 1.3212 1.7171 2.0739 2.5083 2.8188 3.5050 3.7921
tα (23) 1.3195 1.7139 2.0687 2.4999 2.8073 3.4850 3.7676
tα (24) 1.3178 1.7109 2.0639 2.4922 2.7969 3.4668 3.7454
tα (25) 1.3163 1.7081 2.0595 2.4851 2.7874 3.4502 3.7251
tα (26) 1.3150 1.7056 2.0555 2.4786 2.7787 3.4350 3.7066
tα (27) 1.3137 1.7033 2.0518 2.4727 2.7707 3.4210 3.6896
tα (28) 1.3125 1.7011 2.0484 2.4671 2.7633 3.4082 3.6739
tα (29) 1.3114 1.6991 2.0452 2.4620 2.7564 3.3962 3.6594
tα (30) 1.3104 1.6973 2.0423 2.4573 2.7500 3.3852 3.6460
tα (40) 1.3031 1.6839 2.0211 2.4233 2.7045 3.3069 3.5510
tα (60) 1.2958 1.6706 2.0003 2.3901 2.6603 3.2317 3.4602
tα (120) 1.2886 1.6577 1.9799 2.3578 2.6174 3.1595 3.3735
tα (∞) 1.2816 1.6449 1.9600 2.3263 2.5758 3.0902 3.2905

10
Table 4: Quantiles of the χ2 -distribution / χ2 -fördelningens kvantiler
Tabellen visar P(X > χ2α [f ]) = α där X ∼ χ2 (f )
Table gives P(X > χ2α [f ]) = α for X ∼ χ2 (f )

α .9995 .999 .995 .99 .975 .95 .05 .025 .01 .005 .001 .0005
χ2α (1) 0.00 0.00 0.00 0.00 0.00 0.00 3.84 5.02 6.63 7.88 10.8 12.1
χ2α (2) 0.00 0.00 0.01 0.02 0.05 0.10 5.99 7.38 9.21 10.6 13.8 15.2
χ2α (3) 0.02 0.02 0.07 0.12 0.22 0.35 7.81 9.35 11.3 12.8 16.3 17.7
χ2α (4) 0.06 0.09 0.21 0.30 0.48 0.71 9.49 11.1 13.3 14.9 18.5 20.0
χ2α (5) 0.16 0.21 0.41 0.55 0.83 1.15 11.1 12.8 15.1 16.7 20.5 22.1
χ2α (6) 0.30 0.38 0.68 0.87 1.24 1.64 12.6 14.4 16.8 18.5 22.5 24.1
χ2α (7) 0.48 0.60 0.99 1.24 1.69 2.17 14.1 16.0 18.5 20.3 24.3 26.0
χ2α (8) 0.71 0.86 1.34 1.65 2.18 2.73 15.5 17.5 20.1 22.0 26.1 27.9
χ2α (9) 0.97 1.15 1.73 2.09 2.70 3.33 16.9 19.0 21.7 23.6 27.9 29.7
χ2α (10) 1.26 1.48 2.16 2.56 3.25 3.94 18.3 20.5 23.2 25.2 29.6 31.4
χ2α (11) 1.59 1.83 2.60 3.05 3.82 4.57 19.7 21.9 24.7 26.8 31.3 33.1
χ2α (12) 1.93 2.21 3.07 3.57 4.40 5.23 21.0 23.3 26.2 28.3 32.9 34.8
χ2α (13) 2.31 2.62 3.57 4.11 5.01 5.89 22.4 24.7 27.7 29.8 34.5 36.5
χ2α (14) 2.70 3.04 4.07 4.66 5.63 6.57 23.7 26.1 29.1 31.3 36.1 38.1
χ2α (15) 3.11 3.48 4.60 5.23 6.26 7.26 25.0 27.5 30.6 32.8 37.7 39.7
χ2α (16) 3.54 3.94 5.14 5.81 6.91 7.96 26.3 28.8 32.0 34.3 39.3 41.3
χ2α (17) 3.98 4.42 5.70 6.41 7.56 8.67 27.6 30.2 33.4 35.7 40.8 42.9
χ2α (18) 4.44 4.90 6.26 7.01 8.23 9.39 28.9 31.5 34.8 37.2 42.3 44.4
χ2α (19) 4.91 5.41 6.84 7.63 8.91 10.1 30.1 32.9 36.2 38.6 43.8 46.0
χ2α (20) 5.40 5.92 7.43 8.26 9.59 10.9 31.4 34.2 37.6 40.0 45.3 47.5
χ2α (21) 5.90 6.45 8.03 8.90 10.3 11.6 32.7 35.5 38.9 41.4 46.8 49.0
χ2α (22) 6.40 6.98 8.64 9.54 11.0 12.3 33.9 36.8 40.3 42.8 48.3 50.5
χ2α (23) 6.92 7.53 9.26 10.2 11.7 13.1 35.2 38.1 41.6 44.2 49.7 52.0
χ2α (24) 7.45 8.08 9.89 10.9 12.4 13.8 36.4 39.4 43.0 45.6 51.2 53.5
χ2α (25) 7.99 8.65 10.5 11.5 13.1 14.6 37.7 40.6 44.3 46.9 52.6 54.9
χ2α (26) 8.54 9.22 11.2 12.2 13.8 15.4 38.9 41.9 45.6 48.3 54.1 56.4
χ2α (27) 9.09 9.80 11.8 12.9 14.6 16.2 40.1 43.2 47.0 49.6 55.5 57.9
χ2α (28) 9.66 10.4 12.5 13.6 15.3 16.9 41.3 44.5 48.3 51.0 56.9 59.3
χ2α (29) 10.2 11.0 13.1 14.3 16.0 17.7 42.6 45.7 49.6 52.3 58.3 60.7
χ2α (30) 10.8 11.6 13.8 15.0 16.8 18.5 43.8 47.0 50.9 53.7 59.7 62.2
χ2α (40) 16.9 17.9 20.7 22.2 24.4 26.5 55.8 59.3 63.7 66.8 73.4 76.1
χ2α (50) 23.5 24.7 28.0 29.7 32.4 34.8 67.5 71.4 76.2 79.5 86.7 89.6
χ2α (60) 30.3 31.7 35.5 37.5 40.5 43.2 79.1 83.3 88.4 92.0 99.6 103
χ2α (70) 37.5 39.0 43.3 45.4 48.8 51.7 90.5 95.0 100 104 112 116
χ2α (80) 44.8 46.5 51.2 53.5 57.2 60.4 102 107 112 116 125 128
χ2α (90) 52.3 54.2 59.2 61.8 65.6 69.1 113 118 124 128 137 141
χ2α (100) 59.9 61.9 67.3 70.1 74.2 77.9 124 130 136 140 149 153

11
Table 5: Quantiles of the F -distribution / F -fördelningens kvantiler
Tables give the values Fα (ν1 , ν2 ) such that P(X > Fα (ν1 , ν2 )) = α for X ∼ F (ν1 , ν2 ). Tabellerna på följande
sidor visar tal Fα (ν1 , ν2 ) så att P(X > Fα (ν1 , ν2 )) = α där X ∼ F (ν1 , ν2 ).

ν2
ν1 α 1 2 3 4 5 6 7 8 9 10 11 12
1 0.025 647 38.5 17.4 12.2 10.0 8.81 8.07 7.57 7.20 6.93 6.72 6.55
0.050 161 18.5 10.1 7.70 6.60 5.98 5.59 5.31 5.11 4.96 4.84 4.74
0.950 .006 .005 .004 .004 .004 .004 .004 .004 .004 .004 .004 .004
0.975 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001
2 0.025 799 39 16.0 10.6 8.43 7.26 6.54 6.05 5.71 5.45 5.25 5.09
0.050 199 19 9.55 6.94 5.78 5.14 4.73 4.45 4.25 4.10 3.98 3.88
0.950 .054 .052 .052 .052 .051 .051 .051 .051 .051 .051 .051 .051
0.975 .026 .025 .025 .025 .025 .025 .025 .025 .025 .025 .025 .025
3 0.025 864 39.1 15.4 9.97 7.76 6.59 5.89 5.41 5.07 4.82 4.63 4.47
0.050 215 19.1 9.27 6.59 5.40 4.75 4.34 4.06 3.86 3.70 3.58 3.49
0.950 .098 .104 .107 .109 .110 .111 .112 .113 .113 .113 .114 .114
0.975 .057 .062 .064 .066 .067 .067 .068 .068 .069 .069 .069 .069
4 0.025 899 39.2 15.1 9.60 7.38 6.22 5.52 5.05 4.71 4.46 4.27 4.12
0.050 224 19.2 9.11 6.38 5.19 4.53 4.12 3.83 3.63 3.47 3.35 3.25
0.950 .129 .144 .151 .156 .159 .162 .164 .165 .166 .167 .168 .169
0.975 .081 .093 .100 .104 .106 .108 .110 .111 .112 .113 .113 .114
5 0.025 921 39.3 14.8 9.36 7.14 5.98 5.28 4.81 4.48 4.23 4.04 3.89
0.050 230 19.3 9.01 6.25 5.05 4.38 3.97 3.68 3.48 3.32 3.20 3.10
0.950 .151 .172 .184 .192 .198 .202 .205 .207 .209 .211 .212 .213
0.975 .099 .118 .128 .135 .139 .143 .145 .148 .149 .151 .152 .153
6 0.025 937 39.3 14.7 9.19 6.97 5.82 5.11 4.65 4.32 4.07 3.88 3.72
0.050 234 19.3 8.94 6.16 4.95 4.28 3.86 3.58 3.37 3.21 3.09 2.99
0.950 .167 .194 .210 .220 .227 .233 .237 .241 .244 .246 .248 0.25
0.975 .113 .137 .151 .160 .167 .171 .175 .178 .181 .183 .184 .186
7 0.025 948 39.3 14.6 9.07 6.85 5.69 4.99 4.52 4.19 3.95 3.75 3.60
0.050 236 19.3 8.88 6.09 4.87 4.20 3.78 3.5 3.29 3.13 3.01 2.91
0.950 .178 .211 .230 .242 .251 .258 .264 .268 .272 .275 .277 .279
0.975 .123 .152 .169 .181 .189 .195 .200 .204 .207 0.21 .212 .214
8 0.025 956 39.3 14.5 8.98 6.75 5.6 4.89 4.43 4.10 3.85 3.66 3.51
0.050 238 19.3 8.84 6.04 4.81 4.14 3.72 3.43 3.23 3.07 2.94 2.84
0.950 .188 .224 .245 .260 .271 .279 .285 .290 .295 .298 .301 .304
0.975 .132 .165 .184 .197 .207 .215 .220 .225 .229 .232 .235 .238
9 0.025 963 39.3 14.4 8.90 6.68 5.52 4.82 4.35 4.02 3.77 3.58 3.43
0.050 240 19.3 8.81 5.99 4.77 4.09 3.67 3.38 3.17 3.02 2.89 2.79
0.950 .195 .234 .258 .275 .287 .296 .303 .309 .314 .318 .322 .325
0.975 .138 .175 .196 .212 .223 .231 .238 .243 .248 .252 .255 .258
10 0.025 968 39.4 14.4 8.84 6.61 5.46 4.76 4.29 3.96 3.71 3.52 3.37
0.050 241 19.4 8.78 5.96 4.73 4.06 3.63 3.34 3.13 2.97 2.85 2.75
0.950 .201 .243 .269 .287 .300 .310 .318 .325 .331 .335 .339 .343
0.975 .144 .183 .207 .223 .236 .245 .253 .259 .264 .269 .272 .276
11 0.025 973 39.4 14.3 8.79 6.56 5.41 4.70 4.24 3.91 3.66 3.47 3.32
0.050 243 19.4 8.76 5.93 4.70 4.02 3.60 3.31 3.10 2.94 2.81 2.71
0.950 .206 .251 .278 .297 .312 .323 .332 .339 .345 .350 .354 .358
0.975 .148 .190 .216 .233 .247 .257 .266 .272 .278 .283 .287 .291
12 0.025 976 39.4 14.3 8.75 6.52 5.36 4.66 4.2 3.86 3.62 3.43 3.27
0.050 243 19.4 8.74 5.91 4.67 4 3.57 3.28 3.07 2.91 2.78 2.68
0.950 .210 .257 .286 .306 .322 .333 .343 .351 .357 .363 .368 .372
0.975 .152 .196 .223 .242 .257 .268 .277 .284 .291 .296 .301 .305

12
 ν2
ν1 α 1 2 3 4 5 6 7 8 9 10 11 12
13 0.025 979 39.4 14.3 8.71 6.48 5.32 4.62 4.16 3.83 3.58 3.39 3.23
0.050 244 19.4 8.72 5.89 4.65 3.97 3.55 3.25 3.04 2.88 2.76 2.66
0.950 .214 .262 .293 .314 .330 .343 .353 .361 .368 .374 .379 .384
0.975 .155 .201 0.23 .250 .265 .277 .287 .295 .301 .307 .312 .317
14 0.025 982 39.4 14.2 8.68 6.45 5.29 4.59 4.13 3.79 3.55 3.35 3.20
0.050 245 19.4 8.71 5.87 4.63 3.95 3.52 3.23 3.02 2.86 2.73 2.63
0.950 .217 .267 .299 .321 .338 .351 .361 .370 .378 .384 .389 .394
0.975 .158 .205 .235 .256 .273 .285 .295 .304 .311 .317 .323 .327
15 0.025 984 39.4 14.2 8.65 6.42 5.26 4.56 4.10 3.76 3.52 3.33 3.17
0.050 245 19.4 8.70 5.85 4.61 3.93 3.51 3.21 3.00 2.84 2.71 2.61
0.950 .220 .271 .304 .327 .344 .358 .369 .378 .386 .393 .398 .404
0.975 .161 .209 .240 .262 .279 .292 .303 .312 .320 .326 .332 .337
20 0.025 993 39.4 14.1 8.56 6.32 5.16 4.46 3.99 3.66 3.41 3.22 3.07
0.050 248 19.4 8.66 5.80 4.55 3.87 3.44 3.15 2.93 2.77 2.64 2.54
0.950 .229 .286 .322 .348 .368 .384 .397 .408 .417 .425 .432 .439
0.975 .170 .224 .259 .284 .304 .319 .332 .343 .352 .360 .367 .373
25 0.025 998 39.4 14.1 8.50 6.26 5.10 4.40 3.93 3.60 3.35 3.16 3.00
0.050 249 19.4 8.63 5.76 4.52 3.83 3.40 3.10 2.89 2.73 2.60 2.49
0.950 .235 .295 .334 .362 .384 .401 .415 .427 .438 .447 .455 .461
0.975 .175 .233 .270 .298 .319 .336 .351 .363 .373 .382 .390 .397
30 0.025 1001 39.4 14.0 8.46 6.22 5.06 4.36 3.89 3.56 3.31 3.11 2.96
0.050 250 19.4 8.61 5.74 4.49 3.80 3.37 3.07 2.86 2.7 2.57 2.46
0.950 .239 .301 .342 .371 .394 .413 .428 .441 .452 .462 .470 .478
0.975 .179 .239 .278 .307 .330 .348 .364 .377 .388 .398 .406 .414
40 0.025 1006 39.4 14.0 8.41 6.17 5.01 4.30 3.84 3.50 3.25 3.06 2.90
0.050 251 19.4 8.59 5.71 4.46 3.77 3.34 3.04 2.82 2.66 2.53 2.42
0.950 .244 .309 .352 .383 .408 .428 .444 .458 .470 .481 .490 .499
0.975 .184 .246 .288 .319 .344 .364 .381 .395 .407 .418 .428 .437
60 0.025 1010 39.4 13.9 8.36 6.12 4.95 4.25 3.78 3.44 3.19 3.00 2.84
0.050 252 19.4 8.57 5.68 4.43 3.74 3.30 3.00 2.78 2.62 2.49 2.38
0.950 .249 .317 .362 .396 .422 .443 .461 .476 .490 .501 .512 .521
0.975 .189 .254 .299 .332 .358 .380 .398 .414 .428 .440 .451 .461
80 0.025 1012 39.4 13.9 8.33 6.09 4.93 4.22 3.75 3.42 3.16 2.97 2.81
0.050 252 19.4 8.56 5.67 4.41 3.72 3.28 2.98 2.76 2.60 2.46 2.36
0.950 .252 .321 .367 .402 .429 .451 .470 .486 .500 .512 .523 .533
0.975 .191 .258 .304 .338 .366 .389 .408 .424 .439 .451 .463 .473
100 0.025 1013 39.4 13.9 8.31 6.08 4.91 4.21 3.73 3.40 3.15 2.95 2.8
0.050 253 19.4 8.55 5.66 4.40 3.71 3.27 2.97 2.75 2.58 2.45 2.35
0.950 .254 .323 .371 .406 .433 .456 .475 .492 .506 .519 .530 .540
0.975 .193 .261 .307 .342 .370 .394 .413 .430 .445 .458 .470 .481
120 0.025 1014 39.4 13.9 8.30 6.06 4.90 4.19 3.72 3.39 3.14 2.94 2.78
0.050 253 19.4 8.54 5.65 4.39 3.70 3.26 2.96 2.74 2.58 2.44 2.34
0.950 .255 .325 .373 .408 .436 .459 .479 .495 .510 .523 .535 .545
0.975 .194 .262 .309 .345 .374 .397 .417 .434 .450 .463 .475 .486
∞ 0.025 1018 39.5 13.9 8.25 6.01 4.84 4.14 3.67 3.33 3.08 2.88 2.72
0.050 254 19.5 8.52 5.62 4.36 3.66 3.23 2.92 2.70 2.53 2.40 2.29
0.950 .260 .333 .383 .421 .451 .476 .497 .515 .531 .546 .559 .570
0.975 .199 .271 .320 .359 .389 .415 .437 .456 .473 .488 .501 .514

13
 ν2
ν1 α 13 14 15 20 25 30 40 60 80 100 120 ∞
1 0.025 6.41 6.29 6.2 5.87 5.68 5.56 5.42 5.28 5.21 5.17 5.15 5.02
0.050 4.66 4.6 4.54 4.35 4.24 4.17 4.08 4.00 3.96 3.93 3.92 3.84
0.950 .004 .004 .004 .004 .004 .004 .004 .004 .004 .004 .003 .003
0.975 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001 .001
2 0.025 4.96 4.85 4.76 4.46 4.29 4.18 4.05 3.92 3.86 3.82 3.80 3.68
0.050 3.80 3.73 3.68 3.49 3.38 3.31 3.23 3.15 3.11 3.08 3.07 2.99
0.950 .051 .051 .051 .051 .051 .051 .051 .051 .051 .051 .051 .051
0.975 .025 .025 .025 .025 .025 .025 .025 .025 .025 .025 .025 .025
3 0.025 4.34 4.24 4.15 3.85 3.69 3.58 3.46 3.34 3.28 3.25 3.22 3.11
0.050 3.41 3.34 3.28 3.09 2.99 2.92 2.83 2.75 2.71 2.69 2.68 2.60
0.950 .114 .114 .114 .115 .115 .116 .116 .116 .116 .116 .117 .117
0.975 .069 .070 .070 .070 .070 .071 .071 .071 .071 .071 .071 .071
4 0.025 3.99 3.89 3.80 3.51 3.35 3.25 3.12 3.00 2.95 2.91 2.89 2.78
0.050 3.17 3.11 3.05 2.86 2.75 2.69 2.60 2.52 2.48 2.46 2.44 2.37
0.950 .169 .170 .170 .172 .173 .174 .174 .175 .176 .176 .176 .177
0.975 .114 .115 .115 .116 .117 .118 .118 .119 0.12 .120 .120 .121
5 0.025 3.76 3.66 3.57 3.28 3.12 3.02 2.90 2.78 2.73 2.69 2.67 2.56
0.050 3.02 2.95 2.90 2.71 2.60 2.53 2.44 2.36 2.32 2.30 2.29 2.21
0.950 .214 .215 .216 .219 .221 .222 .224 .225 .226 .227 .227 .229
0.975 .154 .154 .155 .158 .159 .160 .161 .163 .164 .164 .164 .166
6 0.025 3.60 3.50 3.41 3.12 2.96 2.86 2.74 2.62 2.57 2.53 2.51 2.40
0.050 2.91 2.84 2.79 2.59 2.49 2.42 2.33 2.25 2.21 2.19 2.17 2.09
0.950 .251 .252 .253 .258 .260 .262 .265 .267 .268 .269 .269 .272
0.975 .187 .188 .189 .193 .195 .197 .199 .201 .202 .203 .203 .206
7 0.025 3.48 3.38 3.29 3.00 2.84 2.74 2.62 2.50 2.45 2.41 2.39 2.28
0.050 2.83 2.76 2.70 2.51 2.40 2.33 2.24 2.16 2.12 2.10 2.08 2.01
0.950 .281 .283 .284 .290 .293 .296 .299 .302 .304 .305 .306 .309
0.975 .216 .217 .218 .223 .227 .229 .232 .235 .236 .237 .238 .241
8 0.025 3.38 3.28 3.19 2.91 2.75 2.65 2.52 2.41 2.35 2.32 2.29 2.19
0.050 2.76 2.69 2.64 2.44 2.33 2.26 2.18 2.09 2.05 2.03 2.01 1.93
0.950 .306 .308 .310 .317 .321 .324 .328 .332 .334 .336 .337 .341
0.975 .240 .242 .243 0.25 .254 .256 .260 .264 .266 .267 .268 .272
9 0.025 3.31 3.20 3.12 2.83 2.67 2.57 2.45 2.33 2.27 2.24 2.22 2.11
0.050 2.71 2.64 2.58 2.39 2.28 2.21 2.12 2.04 1.99 1.97 1.95 1.88
0.950 .328 .330 .332 .340 .345 .349 .353 .358 .361 .362 .364 .369
0.975 .261 .263 .265 .272 .277 .280 .285 .289 .292 .293 .294 0.3
10 0.025 3.25 3.14 3.06 2.77 2.61 2.51 2.38 2.27 2.21 2.17 2.15 2.04
0.050 2.67 2.60 2.54 2.34 2.23 2.16 2.07 1.99 1.95 1.92 1.91 1.83
0.950 .346 .349 .351 .360 .366 .370 .375 .381 .384 .386 .387 .394
0.975 .279 .281 .284 .292 .298 .302 .307 .312 .315 .317 .318 .324
11 0.025 3.19 3.09 3.00 2.72 2.56 2.45 2.33 2.21 2.15 2.12 2.10 1.99
0.050 2.63 2.56 2.50 2.31 2.19 2.12 2.03 1.95 1.91 1.88 1.86 1.78
0.950 .362 .365 .367 .377 .384 .389 .395 .401 .405 .407 .408 .415
0.975 .294 .297 .300 0.31 .316 .320 .326 .332 .336 .338 .339 .346
12 0.025 3.15 3.05 2.96 2.67 2.51 2.41 2.28 2.16 2.11 2.07 2.05 1.94
0.050 2.60 2.53 2.47 2.27 2.16 2.09 2.00 1.91 1.87 1.85 1.83 1.75
0.950 .375 .379 .382 .393 .400 .405 .412 .419 .423 .425 .427 .435
0.975 .308 .311 .314 .325 .332 .337 .344 .351 .354 .357 .358 .367

14
 ν2
ν1 α 13 14 15 20 25 30 40 60 80 100 120 ∞
13 0.025 3.11 3.01 2.92 2.63 2.47 2.37 2.24 2.12 2.07 2.03 2.01 1.90
0.050 2.57 2.50 2.44 2.25 2.13 2.06 1.97 1.88 1.84 1.81 1.80 1.72
0.950 .388 .391 .394 .406 .414 .420 .427 .435 .439 .442 .444 .453
0.975 .321 .324 .327 .339 .347 .352 .359 .367 .371 .374 .376 .385
14 0.025 3.08 2.97 2.89 2.60 2.44 2.33 2.21 2.09 2.03 2 1.97 1.86
0.050 2.55 2.48 2.42 2.22 2.11 2.03 1.94 1.86 1.81 1.79 1.77 1.69
0.950 .398 .402 .406 .418 .427 .433 .441 .449 .454 .457 .459 .469
0.975 .332 .335 .339 .351 0.36 .366 .373 .382 .387 .389 .391 .402
15 0.025 3.05 2.94 2.86 2.57 2.41 2.30 2.18 2.06 2.00 1.96 1.94 1.83
0.050 2.53 2.46 2.40 2.20 2.08 2.01 1.92 1.83 1.79 1.76 1.75 1.66
0.950 .408 .412 .416 .429 .438 .445 .453 .462 .467 .470 .473 .484
0.975 .341 .345 .349 .362 .371 .378 .386 .396 .401 .404 .406 .417
20 0.025 2.94 2.84 2.75 2.46 2.3 2.19 2.06 1.94 1.88 1.84 1.82 1.70
0.050 2.45 2.38 2.32 2.12 2.00 1.93 1.83 1.74 1.70 1.67 1.65 1.57
0.950 .444 .449 .453 .470 .482 .490 .501 .513 .520 .524 .527 .542
0.975 .379 .384 .388 .405 .417 .425 .437 .449 .456 .460 .463 .479
25 0.025 2.88 2.77 2.68 2.39 2.23 2.12 1.99 1.86 1.80 1.77 1.74 1.62
0.050 2.41 2.34 2.28 2.07 1.95 1.87 1.78 1.69 1.64 1.61 1.59 1.50
0.950 .468 .473 .478 .498 .511 .521 .534 .548 .556 .562 .565 .584
0.975 .403 .409 .414 .434 .448 .458 .472 .487 .495 .501 .504 .524
30 0.025 2.83 2.73 2.64 2.34 2.18 2.07 1.94 1.81 1.75 1.71 1.69 1.56
0.050 2.38 2.30 2.24 2.03 1.91 1.84 1.74 1.64 1.60 1.57 1.55 1.45
0.950 .484 .490 .496 .517 .532 .543 .558 .574 .584 0.59 .594 .616
0.975 .421 .427 .433 .455 .470 .482 .497 .515 .525 .531 .535 .559
40 0.025 2.78 2.67 2.58 2.28 2.11 2.00 1.87 1.74 1.67 1.64 1.61 1.48
0.050 2.33 2.26 2.20 1.99 1.87 1.79 1.69 1.59 1.54 1.51 1.49 1.39
0.950 .506 .513 .519 .543 .560 .573 .590 .610 .622 .629 .634 .662
0.975 .444 .451 .458 .483 .501 .514 .533 .554 .566 .574 0.58 .610
60 0.025 2.72 2.61 2.52 2.22 2.05 1.94 1.80 1.66 1.59 1.55 1.53 1.38
0.050 2.29 2.22 2.16 1.94 1.82 1.74 1.63 1.53 1.48 1.45 1.42 1.31
0.950 .529 .537 .544 .572 .591 .606 .627 .651 .665 .675 .681 .719
0.975 .469 .477 .485 .514 .535 .550 .573 0.6 .615 .625 .632 .674
80 0.025 2.69 2.58 2.49 2.19 2.01 1.90 1.76 1.62 1.55 1.51 1.48 1.33
0.050 2.27 2.20 2.13 1.92 1.79 1.71 1.60 1.50 1.44 1.41 1.39 1.27
0.950 .542 .550 .557 .587 .608 .624 .647 .674 .690 .701 .708 .754
0.975 .483 .491 .499 .530 .553 .570 .595 .625 .643 .654 .663 .714
100 0.025 2.67 2.56 2.47 2.17 1.99 1.88 1.74 1.59 1.52 1.48 1.45 1.29
0.050 2.26 2.18 2.12 1.90 1.77 1.69 1.58 1.48 1.42 1.39 1.36 1.24
0.950 .549 .558 .565 .596 .618 .635 0.66 .689 .706 .718 .726 .779
0.975 .491 0.5 .508 .541 .564 .583 .609 .642 .661 .674 .683 .742
120 0.025 2.65 2.55 2.46 2.15 1.98 1.86 1.72 1.58 1.50 1.46 1.43 1.26
0.050 2.25 2.17 2.11 1.89 1.76 1.68 1.57 1.46 1.41 1.37 1.35 1.22
0.950 .554 .563 .571 .602 .625 .643 .668 .699 .718 .730 .739 .797
0.975 .496 .505 .514 .548 .572 .591 .619 .653 .674 .688 .698 .763
∞ 0.025 2.59 2.48 2.39 2.08 1.90 1.78 1.63 1.48 1.4 1.34 1.31 1
0.050 2.20 2.13 2.06 1.84 1.71 1.62 1.50 1.38 1.32 1.28 1.25 1
0.950 .581 .591 .600 .636 .664 .685 .717 .758 .785 .804 .818 1
0.975 .525 .536 .545 .585 .615 .638 .674 .720 .750 .771 .788 1

15