Stat 370 Chapter 2 Formulas

n
 xi
i =1
Sample Mean x =
n 2A
Sample Median x~ = the middle value of the data set
• Arrange the n measurements from smallest to largest.
• If n is odd, the median is the middle number.If n is even, the median is the
mean of the two middle numbers.
• Compute (n+1)/2 to determine where the middle value(s) is(are).

2
 n 
n n

  xi 
 (x  x2i −  
i =1
i − x) 2

i =1 i =1 n SXX
Sample Variance s2 = = = .
n − 1 n − 1 n − 1
Sample Standard Deviation s = s2

Stem-and-Leaf Diagram
• Split each number into the stem and the leaf. 2B
• List stems from smallest to largest in a column.
• Write each leaf to the right of its stem.
• Sort leaves from smallest to largest.

Frequency Distribution
• Divide the data range into intervals of equal length.
Rule of thumb: # of intervals  # of data
• Frequency = number of observations in an interval.
frequency
• relative frequency =
total number of observations
2C
Histograms
• plot frequencies or relative frequencies versus intervals
• Guidelines:
▪ show the entire vertical axis beginning at zero
▪ keep a uniform scale across a given axis

Box Plot
• The Middle 50 % (Box)
o Q1 = 1st quartile – median of the lower half
o Median x~
o Q3 = 3rd quartile – median of the upper half
• Interquartile range (IQR)= Q3 – Q1
• Outliers = {values < Q1 – 1.5×IQR} or {values > Q3 + 1.5×IQR} 2D
• Extreme Outliers = {values < Q1 – 3×IQR} or {values > Q3 + 3×IQR}
• Whiskers:
o Lower = {smallest value ≥ Q1 – 1.5×IQR}
o Upper = {largest value ≤ Q3 + 1.5×IQR}

CPFT-1
Chapter 3 Formulas
Set Operations and Venn Diagrams
• union: A  B = {x / x  A or x  B} 3A
• intersection: A  B = {x / x  A and x  B}
• complement: A' = {x / x  A}
• If A  B = , we say that A and B are mutually exclusive or disjoint.

Probability Rules
# of outcomes favoring A
• P( A) =
n
• P(A’) = 1 – P(A) (Complement Rule)
• If A and B are mutually exclusive (i.e. A  B = ), then
P(A  B) = P(A) + P(B).
3B
• For any 2 events A and B,
P(A  B) = P(A) + P(B) – P(A  B). (Addition Rule)

Events A and B are independent if and only if

P(both A and B happen) = P(A happens)P(B happens).

Continuous Random Variables

• probability density function (pdf) of X - function f(x) such that

1. f(x)  0 for all x
+
2. −f(x)dx = 1

3. P(a  X  b) =
b
a f(x)dx 3C
• cumulative distribution function (cdf) of X: F(b) = P(X  b)
o f(x) = F'(x)
o P(a  X  b) = F(b) - F(a)
o P(X > b) = 1 - F(b)
+
• mean value of X:  = E(X) = −xf(x)dx

+ +
−  (x - ) f(x)dx −  x f(x)dx −
2 2
• variance of X: 2 = V(X) = = 2

• standard deviation of X:  = 2

Normal Random Variable: X ~ N( ,  2)

• 68-95-99.7 Rule (Empirical Rule)

- 68% of all values fall between   . 3D
- 95% of all values fall between   2.
- 99.7% of all values fall between   3.
X - 
• If X ~ N(,  2), then Z = ~ N(0,1).

100pth Percentile of X~N(µ,2): x p =  +   z( p) where z(p) is the 100pth percentile
of Z~N(0,1)

CPFT-2
The Lognormal RV X~LogN(,).
3E
Computing Probabilities: ln(X) ~ N(=,=)

Mean and Variance E( X) = e 2 +

2

, V( X) = e
2 + 
e − 1
2
( 2
)
100pth Percentile x p = exp[ +   z(p)] where z(p) is given in CPFT-17

The Weibull RV X~Wei(,β)

( )
− x ( )
− x


Cdf: F(x) = 1 − e P(X  x) = e , x  0

Gamma Function ()

• (+1)= () 3F
• (k)=(k-1)! for any positive integer k
• ( )
 12 = 
2
 1  2   1 
Mean and Variance E(X) = 1 + , V(X) = 21 +  − 2 1 + 
         
100pth Percentile x p =   [− ln(1 − p)]1 / 

Normal Probability Plots

To check if the data are normal, plot the points

  i − .5   3G
z n , xi  for i=1, …,n
   
where z((i-.5)/n) is the [100(i-.5)/n]th percentile of N(0,1).

Discrete Random Variables

• Probability mass function (pmf): p(x)=P(X=x)

• Cumulative distribution function (cdf): F(a) = P(X  a) =  p(x)

x  a 3H
• Mean value of X:  = E(X) =  x  p(x)
all x

• Variance of X:  2
= V(X) =  (x - )2  p(x) =  x2  p(x) -  2
all x all x

• Standard deviation of X:  = V(X)

The Binomial RV X~B(n,p), X = # of successes in n trials

n n n!
• pmf: p(x) =   p x(1 − p)n − x for x = 0, 1, 2, ..., n where   = , and
x  x  x!(n − x)!
x!=x(x-1)(x-2)…(3)(2)(1) with 0!=1
• Mean and Variance: E(X)=np, V(X)=np(1-p)

3I
CPFT-3
The Poisson RV X ~ Poi(), X = number of occurrences of events
− x
e 
• pmf: p(x) = for x = 0, 1, 2, ...
x!
rate parameter =  = rate × dimension
3J
• Mean and Variance: E(X) = V(X) = 

The Exponential RV X~Exp()

• Cdf: F( X) = 1 − e − x
P( X  x) = e − x, x  0 3K
• Mean and Variance: E(X) = 1/, V(X) = 1/2
• 100pth Percentile: x p = [− ln(1 − p)] / 

Linear Function of Random Variables: Y = c0 + c1X1 + c2X2 + ... + cnXn

• E(Xi) = i and V(Xi) =  i2
o E(Y) = c0 + c11 + c22 + ... + cnn
2 2 2 2 2 2
3L
o X1, X2, ..., Xn are independent, V(Y) = c1 1 + c2 2 + ... + c n  n .
• If X1, X2, ..., Xn are independent normal rvs, then Y is also normal.

Propagation of Error/Delta Method

• X1, X2, ..., Xn independent rvs with i=E(Xi) and i2=V(Xi),
Y=h(X1, X2, ..., Xn)
o Y = E(Y)  h(1, 2,..., n)
3M
2 2 2
 h  2  h  2  h  2
o Y2 = V(Y)    1 +   2 + ... +    n
 x1   x2   x n 

Sample Mean and Variance

• simple random sample (SRS): X1, X2, ..., Xn

1. Xi's are independent.
2. Every Xi has the same distribution with mean  and sd 
2 
• E( X ) =  X = , V( X ) =  2 = and  X = .
X n n
• E(S2) = 2
 2  X − 
• If X1, X2, ..., Xn are a SRS from N(,2), X ~ N ,  and ~ N (0,1) .
 n  
 n

Central Limit Theorem (CLT)

• X1, X2, ..., Xn = SRS from population with mean  and sd , n ≥ 30
2
o X is approximately normal with mean  and variance .
n
 2  X − 
3N
o X ~ N  ,  and ~ N (0,1)
 n  
n

CPFT-4
Chapter 4 Formulas
Case I A Normal Population with Known 

Hypothesis Tests
1. H0:  = 0 versus Ha: >0, <0 or 0
=0.05 is typical. 4A
x − 0
2. Test statistic: z0 = ~ N(0,1) .

n
3. Rejection region or P-value
Ha Rejection Region P-value P  z  z
>0 z0> z P = 1-(z0) .10 1.28 .01 2.33
<0 z0< -z P = (z0) .05 1.645 .005 2.575
0 |z0| > z/2 P = 2[1-(|z0|)] .025 1.96

----------------

Type II Error Probabilities and Sample Size Requirements

{Power of a Test} = 1 - , Effect Size = , True Mean  = 0 + 

Ha Probability of Type II Error Sample Size Requirement

>0

 = z −
 n 
n =
(z
 + z )2
 2
  
 2


 = 1 −  − z −
 n 
n =
(z + z )2
 2
<0
   2
  n    n  z + z 
2

0  = z − 
 −  − z 2 −    
 n =  
2
 2
    2
 2

Confidence Intervals

2-sided CI for : confidence 2-sided

level z* Sample Size Requirement
   
 x − z*  , x + z*   80% 1.28  2z  
2
z  
2

 n n 90% 1.645 n =  * 
 =  * 

95% 1.96  L   E 
L = desired length of CI
   98% 2.33
margin of error =  z*    99% 2.58 = 2(margin of error)
 n E = margin of error

One-sided CI for :
4B
CPFT-5
 confidence 1-sided
      level z*
 − , x + z*   or  x − z*  , + 
 n   n  80% 0.84
90% 1.28
95% 1.645
98% 2.05
99% 2.33

CPFT-6
Case II Large-Sample Test (n  30) (not Normal)
Replace  with s in Case I.
x − 0
• Test statistic z0 = ~ N(0,1)
s
n 4C
 s s 
• 2-sided CI for :  x − z0  , x + z0   . Use z0 above.
 n n
 s   s 
• One-sided CI for :  − , x + z0   or  x − z0  , +   . Use z0 above.
 n   n 

Case III Normal Population ( Unknown)

Hypothesis Tests
1. H0:  = 0 versus Ha: >0, <0 or 0 3. Ha Rejection Region
=0.05 is typical. >0 t0> t,n-1
x − 0 <0 to< -t,n-1
2. Test statistic: t0 = ~ tn − 1 0 |t0| > t/2,n-1
s
n
Confidence Intervals
s
• (2-sided) x  t  ,n −1  4D
2 n
 s   s 
• (1-sided)  x − t ,n −1  , +  ,  − , x + t,n −1  
 n   n
t?,n − 1 is from Table II (See also page CPFT-20 of this Course Packet.)

Tests for a Population Proportion p

1. H0: p = p0 versus Ha: p > p0, p < p0 or p  p0
x
2. n = number of trials or units, x = number of successes, p̂ = .
x − np0 ˆ − p0
p
n 4E
Test statistic: z0 = = ~ N(0,1) .
np0(1 − p0) p0(1 − p0)
n
3. Rejection region and P-Value:
Ha Rejection Region P-value P  z  z
p > p0 z0> z P = 1-(z0) .10 1.28 .01 2.33
p < p0 z0< -z P = (z0) .05 1.645 .005 2.575
p  p0 |z0| > z/2 P = 2[1-(|z0|)] .025 1.96

Confidence Intervals
Two-sided CI for p: confidence 2-sided Sample Size Requirement
 ˆ(1 − p
p ˆ) p ˆ)
ˆ(1 − p level z* ˆ(1 − p
4z*2 p ˆ) ˆ(1 − p
z*2 p ˆ)
p 
 − z*
ˆ ˆ + z*
,p n = =
n n  80% 1.28 L2
E 2
  90% 1.645 L = desired length of CI
p(1 − p)
ˆ ˆ 95% 1.96 = 2(margin of error)
margin of error =  z*
n 98% 2.33 E = (margin of) error
99% 2.58

More 4E formulas on the next page.

CPFT-7
One-sided CIs for p:
4E confidence level 1-sided z*
80% 0.84
90% 1.28
 ˆ) 
ˆ(1 − p
p  ˆ)
ˆ(1 − p
p
p ,1, 0, p 
 − z*
ˆ ˆ + z* 95% 1.645
n  n 
    98% 2.05
99% 2.33

Prediction Intervals (PI) – an interval thought to contain the next outcome with a
1
given confidence level: x  t  s 1 +
2,n − 1 n 4F
Tolerance Interval (TI) – a data-based interval thought likely to contain at least
a fraction p of the population with a given confidence: x  ks where k is given
by Table VI (see page 22 of this Course Packet).

Chapter 5 Formulas
Inferences Based on Two Samples

Case I: Normal Populations with Known Variances

Hypothesis Test:
 1 −  2  0 5A

1. H0: 1 - 2 = 0 vs. Ha:  1 −  2  0
 −   0
 1 2
(x1 − x2) −  0
2. Test statistic: z0 = ~ N(0,1)
 12 2
+ 2
n1 n2
3. Rejection region and P-value:
Ha Rejection Region P-value P  z  z
1 - 2>0 z0> z P = 1-(z0) .005 2.575 .05 1.645
1 - 2<0 z0< -z P = (z0) .01 2.33 .10 1.28
1 - 20 |z0| > z/2 P = 2[1-(|z0|)] .025 1.96

100(1-)% Confidence Intervals for 1 - 2:

12 2
2-sided CI: (x1 − x2)  z* + 2 confidence 2-sided 1-sided
n1 n2
level z* z*
 2 2  80% 1.28 0.84
1-sided CIs: (x1 − x2) − z* 1 + 2 , +   , 90% 1.645 1.28
 n1 n2 
  95% 1.96 1.645
 2  98% 2.33 2.05
 − , (x − x ) + z 1 + 2 
2

 99% 2.58 2.33

n2 
1 2 *
n1
 

CPFT-8
 2 2 2
Case II Normal Populations, Unknown Variances, Equal Variances  1 =  2 = 

(n1 − 1)s12 + (n 2 − 1)s22 s12 + s22

pooled estimator of 2: s2p = . If n1=n2, then s2p = .
n1 + n 2 − 2 2

Pooled t Test:
 1 −  2  0

1. H0: 1 - 2 = 0 vs. Ha:  1 −  2  0 .
 −   0
 1 2
(x1 − x2) −  0
2. Test statistic: t0 = ~ t n1 + n2 − 2
1 1
sp +
n1 n2
3. Rejection region:
Ha Rejection Region
1 - 2>0 t0 > t,n1 + n2 − 2
1 - 2<0 t0 < - t,n1 + n2 − 2
1 - 20 |t0| > t
2,n1 + n2 − 2
5B
100(1-α)% Confidence Intervals for 1 - 2:

1 1
2-sided CI: (x1 − x2)  t 2,n1 + n2 − 2 sp +
n1 n2
 1 1 
1-sided CI: (x1 − x2) − t,n1 + n2 − 2 sp + , + 

 n1 n2 
 
 − , (x1 − x2) + t,n + n − 2 sp 1 + 1 
 1 2
n1 n 2 


CPFT-9
 2 2
Case III Normal Populations, Unknown Variances, Unequal Variances  1   2

2
 s12 s2 
 + 2
n n 2 
 1
 = 2 2
, round down to the nearest integer.
 s12   s22 
 n   n 
 1  2
+
n1 − 1 n2 − 1

t Test:
 1 −  2   0

1. H0: 1 - 2 = 0 vs. Ha:  1 −  2   0 .
 −   
 1
x1 − x2 −  0
2 0
5C
2. Test statistic: t0 = ~ t 
s12 s22
+
n1 n2
3. Rejection region
Ha Rejection Region
1 - 2>0 t0> t,
1 - 2<0 t0< -t,
1 - 20 |t0| > t/2,

100(1-)% Confidence Intervals for 1 - 2:

s12 s2
2-sided CI: (x1 − x2)  t 2, + 2
n1 n2
 s12 s2   s12 s2 
1-sided CI: (x1 − x2) − t, + 2 , +   ,  − , (x1 − x2) + t, + 2 
 n1 n2   n1 n2 
   

CPFT-10
The Paired t test

Assumptions:
• Data = (x11, x21), (x12, x22), ..., (x1n, x2n)
• Let D1 = X11 – X21, D2 = X12 - X22, ...,Dn = X1n – X2n.
• Assume that D ~ N(D, D2).
Compute average d and the sd sD of all the differences.
5D
Test Procedure for D: (Case III in Chapter 4)

 D   0

1. H0: D = 0 vs. Ha:  D   0 .
  
 D 0
d − 0
2. Test statistic: t0 = ~ tn − 1
sD
n
3. Rejection region:
Ha Rejection Region
D>0 t0> t,n-1
D<0 t0< -t,n-1
D0 |t0| > t/2,n-1

100(1-α)% Confidence Intervals for D:

sD
2-sided CI: d  t  2,n −1
n
 s   s 
1-sided CI: (d − t ,n −1 D , +   ,  − , d + t ,n −1 D 
 n   n

CPFT-11
Inference for Two Population Variances

• fα,u, is the 100(1-α)th percentile of Fu,.

1
• f1 − ,u, =
f,,u

Test of H0:12=22
5E
12   22
2 
1. H0:  1 =  22 versus Ha: 12   22 , α=?
 2   2
 1 2

s12
2. Test Statistic: f0 = ~ Fn1 − 1,n2 − 1
s22
3. Rejection Region

Ha Rejection Region
12   22 f0  f,n1 − 1,n2 − 1
12   22 f0  f1 − ,n1 − 1,n2 − 1 = 1f
,n2 − 1,n1 − 1

12   22 f0  f or f0  1
2,n1 − 1,n2 − 1 f
2,n2 − 1,n1 − 1

 s2 s12 
 1 1 
100(1-α)% Confidence Interval for 12/22:  s2  , 2
 f ,n − 1,n − 1 
f ,n − 1,n − 1 s 2 2 1

 2 2 1 2
2


CPFT-12
 Inference for 3 or More Population Means
Notation
•
•
a = total number of treatments
n = common number of replications of each treatment
5F
• i = mean of treatment i (for i = 1, 2, ..., a)
• yij = measurement j from treatment i (i = 1, ..., a and j = 1, ..., n)

Assumptions
• Random samples of measurements, i.e. they are independently obtained.
• Samples from two different treatments are independent.
• Treatment i measurements are normal with mean i and variance 2
for all i and j.

Sums of Squares
a n

y
n


j= 1
yij
i =1 j=1
ij

N=a*n, Treatment i average: yi. = , Grand Average: y.. =

n N
a n
• Total: SST =   (y
i =1 j=1
ij − y.. )2

• Treatment: SSTrt = n  (y
i =1
i. − y.. )2
a n
• Error: SSE =   (y
i =1 j=1
ij − y i. )2

Alternative (Working) Formulas

a n n 2
y..
y.. = 
i =1 j=1
y ij, y i. = 
j=1
y ij , correction factor = CF =
N
.

a n y 2
i.

SST = y
i =1 j=1
2
ij − CF , SSTrt = i =1
n
− CF , SSE = SST – SSTrt

Analysis of Variance (ANOVA) Table:

Source of degrees of Sum of Mean Test Statistic

Variation freedom (df) Squares (SS) Square (MS) F0 P-Value P
Treatments SStrt MSTrt
a-1 SSTrt MSTrt =
a − 1
F0 =
MSE (
P = P Fa − 1,a(n − 1)  F0 )
Error a(n-1) SSE SSE
MSE =
a(n − 1)
Total an-1 SST

Hypothesis Testing
1. H0: 1 = 2 = ... = a vs. Ha: H0 is false
MSTrt
2. Test Statistic F0 =
MSE
3. Rejection Region: RR = {F0 > f,a-1,a(n-1)}, P-value P = P(Fa − 1,a(n − 1)  F0 )

CPFT-13
Chapter 6 Formulas
Simple Linear Regression Model: yi = 0 + 1xi + i , for i=1,…,n
where 1,  2,  ,  n are independent and identically distributed N(0,2)

S
Least-squares estimates: ˆ
1 = XY and ˆ
0 = y − ˆ
1x
SXX
2
n n  n 
n  xi  yi n
  xi  6A
where SXY =  xiyi − i =1 i =1
, SXX =  xi2 −  i = 1  .
i =1 n i =1 n

Predicted/Fitted Value: yˆi = ˆ0 + ˆ1xi

{Expected change in y} = ˆ
1  {change in x}

Residual: ei = y i − ŷ i

SSE
Estimate of 2: 
ˆ2 =
n − 2
where SSE = y 2
i − ˆ0 y i − ˆ1 x yi i

x y −  
xi yi
i i n SXY
Sample Correlation r = =
 ( x )  y
− 
2
( y ) 2
 SXX  SST

x 2 i
 2
− i 
 n  n 
6B
i i
  

SXX ( y ) 2
SXX SST

s
r = ˆ = ˆ where SST = yi2 − n , sx = , sy =
i
1  1  x
SST sy n −1 n −1

SST − SSE
Coefficient of Determination R2 =
SST
For simple linear regression R2=r2.

Inferences for β1: V ˆ

1 =
2
SXX
( )
, se ˆ
1 = ( ) SXX

ˆ

• t-Test of H0: β1=β1,0

versus Ha: β1≠β1,0
ˆ
1 − 1,0
Test statistic: t0 =
o
se ˆ
1 ( )
o Rejection Region: |t0| > t 
2,n − 2
6C
• 2-Sided CI for β1: ˆ
1  t 
2,n − 2
 se ˆ
1 ( )
Model Utility Test: H0: β1=0 versus Ha: β1≠0

CPFT-14
100(1-)% 2-Sided Confidence Interval for the Mean Response at x0

ˆY|x0  t  ˆ 
1 (x − x )2
+ 0 6D
2,n − 2 n SXX

where ˆY|x0 = ˆ0 + ˆ1x0, ˆ = SSE

(n − 2)

100(1-)% 2-Sided Prediction Interval for a Future Observation at x0

ˆ0  t
y  ˆ  1 +
1 (x − x )2
+ 0
2,n − 2 n SXX
6E
where ˆ0 = ˆ0 + ˆ1x0,
y ˆ = SSE
(n − 2)

ANOVA Table for F Test of 𝑯𝟎 : 𝜷𝟏 = 𝟎 (Model Utility Test)

( y)
SST =  y − 
2
2
in
i
, SSE = y 2
i − ˆ0  y i − ˆ1  xiy i
SSR = SST − SSE
Source df SS MS=SS/df F0 P-Value
Regression 1 SSR MSR=SSR/1 MSR/MSE P(F1,n-2>F0)
Error n-2 SSE MSE=SSE/(n-2) 6F
Total n-1 SST

• F test: 𝐻0 : 𝛽1 = 0 𝑣𝑒𝑟𝑠𝑢𝑠 𝐻𝑎 : 𝛽1 ≠ 0:
𝑴𝑺𝑹
o Test statistic 𝑭𝟎 = with reference distribution 𝑭𝟏,𝒏−𝟐
𝑴𝑺𝑬
o Rejection Region = {𝑭𝟎 > 𝑓𝜶,𝟏,𝒏−𝟐 }
o P-Value = P(F1,n-2>F0) [Use software. R: 1-pf(F0,1,n-2) ]

• t and F test statistics are related by F0 = t02. The F and t-tests have
identical conclusions.

CPFT-15
Chapter 8 Formulas n = sample size, m = # of Phase I periods

m
 xi
i =1
{Unbiased estimate of } = the grand average = x =
m

r
r i

{Unbiased estimate of } = where d2 is given by Table VII and r = i=1

d2 m

X Chart Retrospective/Trial Limits ( and  Unknown)

Plot xi using:
CL X = x

UCL X = x + A 2 r

LCL X = x − A 2 r
8A
R-Chart Retrospective/Trial Limits ( Unknown)
Plot ri using:

CLR = r
UCLR = D4 r
LCLR = D3 r
(LCLR = 0 when n  6)

X/MR (Individual Measurements) Retrospective/Trial Limits

x i
{Unbiased estimate of } = x = i =1
m
m

mr
 mr i

{Unbiased estimate of } = and mr = i = 2

1.128 m − 1

Plot xi and mri=|xi-xi-1| using:

mr mr
CLX= x , UCLX, LCLX = x 3 = x 3
d2 1.128

CLMR= mr , UCLMR = D4 mr = 3.268 mr , LCLMR = D3 mr = 0

8B

CPFT-16
np and p Charts Retrospective/Trial Limits (p Unknown)

n = sample size, m = # of Phase I periods

Di = # of defective items in period i

m
1
{unbiased estimate of p} = p =
mn
D
i =1
i

• np Chart Limits CLD = n p

Plot Di over time using: UCLD = n p + 3 n p(1 − p) 8C
LCLD = n p − 3 n p(1 − p)

• P Chart Limits
D CL p = p
Plot p̂i = i over time using:
n p(1 − p)
UCLp = p + 3
n
p(1 − p)
LCLp = p − 3
n

c and u Charts Retrospective/Trial Limits ( Unknown)

n = sample size, m = # of Phase I periods

ci
ci = total defect count in period i, ui = = average defects per unit
n
m
1
c =
m
c
i =1
i

m m
1 1
{unbiased estimate of } = u =
m
u
i =1
i =
mn
c
i =1
i

u Chart Retrospective/Trial Limits c Chart Retrospective/Trial Limits

Plot u i = ci / n using: Plot u i = ci / n using:

CLu = u CLC = c
u UCLC = c + 3 c
UCLu = u + 3
n LCLC = c − 3 c
u
LCLu = u − 3
n
8D

CPFT-17
N(0,1) 100pth Percentiles (p-Quantiles)

p 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
.0 -2.33 -2.05 -1.88 -1.75 -1.64 -1.55 -1.48 -1.41 -1.34
.1 -1.28 -1.23 -1.17 -1.13 -1.08 -1.04 -0.99 -0.95 -0.92 -0.88
.2 -0.84 -0.81 -0.77 -0.74 -0.71 -0.67 -0.64 -0.61 -0.58 -0.55
.3 -0.52 -0.50 -0.47 -0.44 -0.41 -0.39 -0.36 -0.33 -0.31 -0.28
.4 -0.25 -0.23 -0.20 -0.18 -0.15 -0.13 -0.10 -0.08 -0.05 -0.03
.5 0.00 0.03 0.05 0.08 0.10 0.13 0.15 0.18 0.20 0.23
.6 0.25 0.28 0.31 0.33 0.36 0.39 0.41 0.44 0.47 0.50
.7 0.52 0.55 0.58 0.61 0.64 0.67 0.71 0.74 0.77 0.81
.8 0.84 0.88 0.92 0.95 0.99 1.04 1.08 1.13 1.17 1.23
.9 1.28 1.34 1.41 1.48 1.55 1.64 1.75 1.88 2.05 2.33

CPFT-18
CPFT-19
CPFT-20
Table II: Percentage Points t, of the t Distribution

α
 0.1 0.05 0.025 0.01 0.005 0.001 0.0005
1 3.078 6.314 12.706 31.821 63.657 318.309 636.619
2 1.886 2.920 4.303 6.965 9.925 22.327 31.599
3 1.638 2.353 3.182 4.541 5.841 10.215 12.924
4 1.533 2.132 2.776 3.747 4.604 7.173 8.610
5 1.476 2.015 2.571 3.365 4.032 5.893 6.869
6 1.440 1.943 2.447 3.143 3.707 5.208 5.959
7 1.415 1.895 2.365 2.998 3.499 4.785 5.408
8 1.397 1.860 2.306 2.896 3.355 4.501 5.041
9 1.383 1.833 2.262 2.821 3.250 4.297 4.781
10 1.372 1.812 2.228 2.764 3.169 4.144 4.587
11 1.363 1.796 2.201 2.718 3.106 4.025 4.437
12 1.356 1.782 2.179 2.681 3.055 3.930 4.318
13 1.350 1.771 2.160 2.650 3.012 3.852 4.221
14 1.345 1.761 2.145 2.624 2.977 3.787 4.140
15 1.341 1.753 2.131 2.602 2.947 3.733 4.073
16 1.337 1.746 2.120 2.583 2.921 3.686 4.015
17 1.333 1.740 2.110 2.567 2.898 3.646 3.965
18 1.330 1.734 2.101 2.552 2.878 3.610 3.922
19 1.328 1.729 2.093 2.539 2.861 3.579 3.883
20 1.325 1.725 2.086 2.528 2.845 3.552 3.850
21 1.323 1.721 2.080 2.518 2.831 3.527 3.819
22 1.321 1.717 2.074 2.508 2.819 3.505 3.792
23 1.319 1.714 2.069 2.500 2.807 3.485 3.768
24 1.318 1.711 2.064 2.492 2.797 3.467 3.745
25 1.316 1.708 2.060 2.485 2.787 3.450 3.725
26 1.315 1.706 2.056 2.479 2.779 3.435 3.707
27 1.314 1.703 2.052 2.473 2.771 3.421 3.690
28 1.313 1.701 2.048 2.467 2.763 3.408 3.674
29 1.311 1.699 2.045 2.462 2.756 3.396 3.659
30 1.310 1.697 2.042 2.457 2.750 3.385 3.646
32 1.309 1.694 2.037 2.449 2.738 3.365 3.622
34 1.307 1.691 2.032 2.441 2.728 3.348 3.601
36 1.306 1.688 2.028 2.434 2.719 3.333 3.582
38 1.304 1.686 2.024 2.429 2.712 3.319 3.566
40 1.303 1.684 2.021 2.423 2.704 3.307 3.551
50 1.299 1.676 2.009 2.403 2.678 3.261 3.496
60 1.296 1.671 2.000 2.390 2.660 3.232 3.460
120 1.289 1.658 1.980 2.358 2.617 3.160 3.373
Inf 1.282 1.645 1.960 2.326 2.576 3.090 3.291

CPFT-21
Table IV Percentage Points f,u, of the F Distribution
f0.05,u,

u
 1 2 3 4 5 6 7 8 9 10 12 15 20 24 30 40 60 120

1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88 243.91 245.95 248.01 249.05 250.10 251.14 252.20 253.25
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.41 19.43 19.45 19.45 19.46 19.47 19.48 19.49
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.74 8.70 8.66 8.64 8.62 8.59 8.57 8.55
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.91 5.86 5.80 5.77 5.75 5.72 5.69 5.66
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.68 4.62 4.56 4.53 4.50 4.46 4.43 4.40
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.00 3.94 3.87 3.84 3.81 3.77 3.74 3.70
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.57 3.51 3.44 3.41 3.38 3.34 3.30 3.27
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.28 3.22 3.15 3.12 3.08 3.04 3.01 2.97
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.07 3.01 2.94 2.90 2.86 2.83 2.79 2.75
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.91 2.85 2.77 2.74 2.70 2.66 2.62 2.58
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.79 2.72 2.65 2.61 2.57 2.53 2.49 2.45
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.69 2.62 2.54 2.51 2.47 2.43 2.38 2.34
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.60 2.53 2.46 2.42 2.38 2.34 2.30 2.25
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.53 2.46 2.39 2.35 2.31 2.27 2.22 2.18
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.48 2.40 2.33 2.29 2.25 2.20 2.16 2.11
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.42 2.35 2.28 2.24 2.19 2.15 2.11 2.06
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.38 2.31 2.23 2.19 2.15 2.10 2.06 2.01
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.34 2.27 2.19 2.15 2.11 2.06 2.02 1.97
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.31 2.23 2.16 2.11 2.07 2.03 1.98 1.93
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.28 2.20 2.12 2.08 2.04 1.99 1.95 1.90
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32 2.25 2.18 2.10 2.05 2.01 1.96 1.92 1.87
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.23 2.15 2.07 2.03 1.98 1.94 1.89 1.84
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27 2.20 2.13 2.05 2.01 1.96 1.91 1.86 1.81
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.18 2.11 2.03 1.98 1.94 1.89 1.84 1.79
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.16 2.09 2.01 1.96 1.92 1.87 1.82 1.77
26 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.15 2.07 1.99 1.95 1.90 1.85 1.80 1.75
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20 2.13 2.06 1.97 1.93 1.88 1.84 1.79 1.73
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.12 2.04 1.96 1.91 1.87 1.82 1.77 1.71
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18 2.10 2.03 1.94 1.90 1.85 1.81 1.75 1.70
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.09 2.01 1.93 1.89 1.84 1.79 1.74 1.68
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.00 1.92 1.84 1.79 1.74 1.69 1.64 1.58
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.92 1.84 1.75 1.70 1.65 1.59 1.53 1.47
120 3.92 3.07 2.68 2.45 2.29 2.18 2.09 2.02 1.96 1.91 1.83 1.75 1.66 1.61 1.55 1.50 1.43 1.35

f0.025,u,

u
 1 2 3 4 5 6 7 8 9 10 12 15 20 24 30 40 60 120

1 647.79 799.50 864.16 899.58 921.85 937.11 948.22 956.66 963.28 968.63 976.71 984.87 993.10 997.25 1001.41 1005.60 1009.80 1014.02
2 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39 39.40 39.41 39.43 39.45 39.46 39.46 39.47 39.48 39.49
3 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47 14.42 14.34 14.25 14.17 14.12 14.08 14.04 13.99 13.95
4 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90 8.84 8.75 8.66 8.56 8.51 8.46 8.41 8.36 8.31
5 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68 6.62 6.52 6.43 6.33 6.28 6.23 6.18 6.12 6.07
6 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52 5.46 5.37 5.27 5.17 5.12 5.07 5.01 4.96 4.90
7 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82 4.76 4.67 4.57 4.47 4.41 4.36 4.31 4.25 4.20
8 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36 4.30 4.20 4.10 4.00 3.95 3.89 3.84 3.78 3.73
9 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03 3.96 3.87 3.77 3.67 3.61 3.56 3.51 3.45 3.39
10 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78 3.72 3.62 3.52 3.42 3.37 3.31 3.26 3.20 3.14
11 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59 3.53 3.43 3.33 3.23 3.17 3.12 3.06 3.00 2.94
12 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44 3.37 3.28 3.18 3.07 3.02 2.96 2.91 2.85 2.79
13 6.41 4.97 4.35 4.00 3.77 3.60 3.48 3.39 3.31 3.25 3.15 3.05 2.95 2.89 2.84 2.78 2.72 2.66
14 6.30 4.86 4.24 3.89 3.66 3.50 3.38 3.29 3.21 3.15 3.05 2.95 2.84 2.79 2.73 2.67 2.61 2.55
15 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12 3.06 2.96 2.86 2.76 2.70 2.64 2.59 2.52 2.46
16 6.12 4.69 4.08 3.73 3.50 3.34 3.22 3.12 3.05 2.99 2.89 2.79 2.68 2.63 2.57 2.51 2.45 2.38
17 6.04 4.62 4.01 3.66 3.44 3.28 3.16 3.06 2.98 2.92 2.82 2.72 2.62 2.56 2.50 2.44 2.38 2.32
18 5.98 4.56 3.95 3.61 3.38 3.22 3.10 3.01 2.93 2.87 2.77 2.67 2.56 2.50 2.44 2.38 2.32 2.26
19 5.92 4.51 3.90 3.56 3.33 3.17 3.05 2.96 2.88 2.82 2.72 2.62 2.51 2.45 2.39 2.33 2.27 2.20
20 5.87 4.46 3.86 3.51 3.29 3.13 3.01 2.91 2.84 2.77 2.68 2.57 2.46 2.41 2.35 2.29 2.22 2.16
21 5.83 4.42 3.82 3.48 3.25 3.09 2.97 2.87 2.80 2.73 2.64 2.53 2.42 2.37 2.31 2.25 2.18 2.11
22 5.79 4.38 3.78 3.44 3.22 3.05 2.93 2.84 2.76 2.70 2.60 2.50 2.39 2.33 2.27 2.21 2.14 2.08
23 5.75 4.35 3.75 3.41 3.18 3.02 2.90 2.81 2.73 2.67 2.57 2.47 2.36 2.30 2.24 2.18 2.11 2.04
24 5.72 4.32 3.72 3.38 3.15 2.99 2.87 2.78 2.70 2.64 2.54 2.44 2.33 2.27 2.21 2.15 2.08 2.01
25 5.69 4.29 3.69 3.35 3.13 2.97 2.85 2.75 2.68 2.61 2.51 2.41 2.30 2.24 2.18 2.12 2.05 1.98
26 5.66 4.27 3.67 3.33 3.10 2.94 2.82 2.73 2.65 2.59 2.49 2.39 2.28 2.22 2.16 2.09 2.03 1.95
27 5.63 4.24 3.65 3.31 3.08 2.92 2.80 2.71 2.63 2.57 2.47 2.36 2.25 2.19 2.13 2.07 2.00 1.93
28 5.61 4.22 3.63 3.29 3.06 2.90 2.78 2.69 2.61 2.55 2.45 2.34 2.23 2.17 2.11 2.05 1.98 1.91
29 5.59 4.20 3.61 3.27 3.04 2.88 2.76 2.67 2.59 2.53 2.43 2.32 2.21 2.15 2.09 2.03 1.96 1.89
30 5.57 4.18 3.59 3.25 3.03 2.87 2.75 2.65 2.57 2.51 2.41 2.31 2.20 2.14 2.07 2.01 1.94 1.87
40 5.42 4.05 3.46 3.13 2.90 2.74 2.62 2.53 2.45 2.39 2.29 2.18 2.07 2.01 1.94 1.88 1.80 1.72
60 5.29 3.93 3.34 3.01 2.79 2.63 2.51 2.41 2.33 2.27 2.17 2.06 1.94 1.88 1.82 1.74 1.67 1.58
120 5.15 3.80 3.23 2.89 2.67 2.52 2.39 2.30 2.22 2.16 2.05 1.94 1.82 1.76 1.69 1.61 1.53 1.43

CPFT-22
CPFT-23
Table VII Factors for Constructing Variables Control Charts

CPFT-24