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MF Formulas+Tables

The document discusses various statistical concepts including sampling, probability distributions, permutations, and combinations. It outlines formulas for calculating sample median, variance, and standard deviation, as well as the principles of probability including conditional probability and independent events. Additionally, it covers specific probability distributions like binomial and normal distributions, along with their properties and applications.

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trueqxd
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0% found this document useful (0 votes)
24 views19 pages

MF Formulas+Tables

The document discusses various statistical concepts including sampling, probability distributions, permutations, and combinations. It outlines formulas for calculating sample median, variance, and standard deviation, as well as the principles of probability including conditional probability and independent events. Additionally, it covers specific probability distributions like binomial and normal distributions, along with their properties and applications.

Uploaded by

trueqxd
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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fi

Srmplcmern Ð"¡
l=l
fl

Order the ft obsetvstione fmm snn¿llcst to lårgcst.

Sarnplc medlrn
samplc rnediu = obsen¡ation infosition 4-f1, if ¿ odd.

= flvtm8c of two obsefiñetioffi in


positioae
ä
*o tåi, if a evør.

t2
trmpleYrrtrrce Ð (r¡ -Í)?
,r2 = d=l
n-l

Y¡rl¡nce (lunfthdd
calculetor formulr) r
o-:
É'Í-IÉ,,l'r"
í=l \i=I
__+___l_
I
n-l

tt
$ample rtar¡d¡¡d devl¡tlo¡r l, ßi -'rjz
j=l
n-l

*
Ð
;- I=l "¡"û
lls¡n srd vrr.lrrrce ,t
a
(¡rcuped drta) * ¿
Ð - i=lE xi"f¡ ln
,2= í=l '?t¿
n-l

Cocilshc¡t of vgr¡rdon n=
å.rmeå

TheÕ,renr'T If scts,4,1, A2,.,., A& contain, rcspoctivcly, fi1,n2,, ",,1¡


Ëuldpllceüon of droirc¡ clencats, lhæ ar¿ nl , fll,"..nft iryåys of choosing ârst Êã cle,ñlcnt ofi{1" thecr
ryi elcrÍcnt of Á2, , ' ., üd finrlly an elcmcnl of Á¿.

lhe*rer:¡ ? Tbe number of permutatione of r objects selected frora a s*t of ¿

Numbcr olpermutedonr
disti¡ct obþets it
ola oåjectr t¡ken r nPr = n(n- l)(¿ -2r..'(¿ -¡ * 1)

at aürrc or, in fnctorisl noanioa,


D- nl
n"-G-r)!

"{hecranr, 3 The number of wryr in which r obþtr sun be sËlËctËd frtm a sct
of n distinË{ obþu is

Numbsrof camblnrdon¡ /o\


=
¿(a - lXn - t).'.(¿-r * 1)
of a oÞiactr trftoñ r at a \./
dmr m, in fnctorisl nrtâlion,

In\ ¡t'
\r/ rl(n-r'lt
If tbÊr6 are ør qually likcly poreibilitics, of whish me must occ¡¡r ¡nd g a¡e
Thc cl¡¡¡icrl probrbil iÇ
rugnrded ¡s favm¡ble, ûr âs s, "sueeess,* fhetr th* probabitiy sf ¡..sucecss- is
concspt *
giwn by .
m

The fr,aquenc¡
¡næry¡Ëtit¡üß of The pmbability of aÍ event (or outcorue) i* üre pruponion of timcs thË c'Ë.nt will
occur ü a long rua of repeutcd rxpËrimênts.
pubrbiliç

.4xicmI 0 < P{á} < I foreachevent.{ ín $.


Thc ¡xlorn¡ cf probrôlllty Åxì*¡n? P{.$}=1.
forifinlh ¡¡ñplÊ ¡¡aæ þ,xi*rrt 2 lf . and I arc rnutualþ exch¡slve elrenb in S, then
P(Áu A) = P( j{} + P(8}

Gsner¡llrdon of {r€ tfi¡ld Th**¡"er¡.¡ 4 11 Ã1,drl,,.,,,¿[¡aremutudlyexclusiveeventsins$sorilrlegpür


S, thcrl
rrdom of prcbrållltf
P{.dt U Á¿U'.. U Án) = F{At} + P("dz)+,.. + P(,{n}

iuÞ brcrlcr.drdng The*r*¡x 5 tf á is sn eycnt in ttæ finib *amplc spaee S, thn .P {d} eguals the
pmbaùillty af ¡n etrnt sum of thc pdsbititiËs of rhe individusi outcrnÊsìonnprisiug Á.

Goncrrl rddltlor rult fnr fLrc<¡reri? {t lf A, and trl arc ary e\¡Ëntå irt g" thcn
ptsbú¡lttt Bl = P(A) + P(8)
P(,A,U - P(d n ¡l)

Prcbrålllt¡ rdc of tdro


comphment Tir*orerx ¡ If .å io any evenf in $, thec Pt e\ = I - P(.41,

If Á ¡nd I are eny fventc in ,f snd f (Sl * 0, th.Ë conditional p'robability of ,4


Condltlond prolablllty givcn,is
P(Áng)
P(At B) = -i(Bf

Genenl multlpl¡cåtloÉ
Thet¡rer¡'¡ S If .{ ard I ale any cvÊnts in S, then

nrlc of probablllÈy P{'.n


"=ilål ïliiÍl i i',iiii
'Tlte,*r*m
Sgcchl product ruts of ? T\+,o events
"{ ând å are independetrt svents if and only if
probebillr¡ P(,{n 8}= F(.{}.P(B}

Thq.*r*rzt 1* ÍÍ 81, 87. ..., Ên å¡r üt¡luqlly cxcfugive cvenis of whish oûe
¡¡luÊt OCCUÍ, thcfr
Rulq of totrl prohbllity
P(ÃI =¡J=1 rta t. P(AlEù

T?:e,çrren'r i ! ff By, 82, ., 8n 8ñÈ mutually cxclusivp wcnts of which one


musl occur, tlten

B¡ûæC thsorum P{8r I Al =


P( ßrI ' AlBrl
,t
[
i=l
P{ BÍ). P(Al si}
forr=1,2,..,,¡l.
ñrndom v¡d¡blc¡ l{ r¡¡¡dom rurl¡blc is any ñrnction that rssignr s numÊricsl value to cach
poedblc outcorm.

The probeblllty dt*rlbution of a diffrsrÊ nndom ulriåñlÊ .f is ¡ lisr sf ¿hc


possiblc v¡lum of I
togcrk with rhcir pnobabilirics

Pröb¡b¡l¡ry dLtr¡burlors "f{¡}=P[.II=¡l


The probabílity distriburion sl$,ays mrisftcs r¡e conditisns

",'k)¿CI åd I.rk)=r
¡ll ¡

lrlÕn dlrr:tr
of
pñlb¡ån¡ry dhtrlbutlon f. = f r,ftx|l
all "r

V¡rlrnec of pmhblllty
dl3tlbüüón
on=Ð (r-rrll"f{¡}
all ¡

Siürt¡rd dwhtton of
pruårblllr¡ dl¡rlbr¡üon cf= Ð
dl¡
f" -¡¿)t"tft)

€omputlng forrnul¡for
the yil{rnce rz = ¡12- *2

Frobåbll¡ty Þ lstrlb¡Jd{}n l¡l¡¡rne nt {ie n er*.dn6


Dlrtr¡b¡rti{xr 'f {"r) l{e¡n Vrri¡ne* Fnnctlsn
Binomial
¡
å (¡; ¡, p) (i)0"(l-pld-¡, ¡ -0, 1,.'.,* nF ,rp( 1-p) {¡r"t*l-p)il

Gcçmet¡s
p(I-plx-l, å=1.2.. l-p
----õ- Pet
(r; P)
3 p p* I - (l -p)sl
Hypcrgcannrie
l¡ (x;¡, ¿, N )
(rXf:r)/ {i)
¡ = 0, 1,2, ,.,, ilio (,lV
-{r,n)
"å ,å('-Ë) ffiÌ
p=dlN
ecmplicatd

Foi*mn
I

 ¡, ê.1
(6r-l)
f (¡:1 )
Ncgniw f
I

biÍomial
(f -- l) p',t'-¡, * <¡r,r + I' rÍp r(r - p'llp2 (
pcl

TheoreRr I If a prabability di*rrihrtion has ncsn ¡r a¡d srandard dsv¡ârim


o, thc probahilþ of gcrting r valuc whieh dwiares fuom ¡r. hy nr lennt åa is at
Chcbf¡lwt rtrco¡cm I
. ü()Èt:
ìÌ¿

Symbolically

P(lr- þrt¿ ho)=


å
llrrn of,r ptob.b¡lltf
dGnr¡tï
** I: xïb)dx

Y¡rhncc of a probrblllty
dGn¡ltf
ot =
f* k - ¡ty?lqxydx = .fi*trr') dr - pz

Ërebrbilitf Þcnsiþ lrloms¡¡t Ëar;rding


Dlrtrlt¡rtlur¡ Fo*¡llon J(¡,i l{s¡n Vrrlðntn F¡ncdsn

I û+p (Ê -o)2 olt - oaf


Uüifor,m
¡i:;' *<t<ß -n- l? (É - ¡)r
4t'-rl2
?i3 n
| ¡n
t 1o-t-
Nwm¡l
JGo' , -Þa<¡<oo tt "Nt

11
B¡fomnüd os¡<os F Ê l-É[''tþ
þc4lí,
tsg&sffr¡¡
t
,/?f,1F
¡-l a- qtnx - æl2lzí2, 0<¡ <oo *+pIfi (*É'-t)+2c+l? corçlhaed

ìl It
-le-rlí,0<¡<oE
rGtro f
aßr l¿-
aß (l - Pt)n" - þ
:G''tmü
i- _ ''-' -*_

I
- - 1, 0 *, fi af
ãGÞ' #
I oI compllcared
Bcl¡ t I - ¡ )É ;+F (a+flE(ü+É+1)

- I **q¡f , 0<¡ o-l/Êr(r


Í ) *-¿//{r(r *å ) - [r å l]']
Wrtih¡ll uP ¡ß + (r + c"u¡npltcstðd

\¡yhsn "tr has the nornål disrributisn with mesn ¡r and standæd dwistion ø

P(a<X<å) - F b-¡t, -f,' ( a-p


llorrnd præbúllltlet
{ a, ) t )

The*ren; 1 l1 X isr rardom vriable having thc biuomirl di*rrihurisn with


the pramrtcrs a rnd p, tlÉ limitiüg farna of the distribution ñ¡ncrimr sf the
stsüdr¡d ixÊd rmdsr¡ variable
Hormrl rppruimrtlon to
blnomlrl d¡trlbutlon
z=&
Jnp(l - p't

il¡ n --| oo, is givcn by tlrc snndard norm¿l dis¡riburion

rk) = ï' !r-t'tz¿r - oo < a < oa


J-æ./2n

å sood rule of thumb for t:,

Usc the.norm¿l apprnximation ro thc binffidel distributistr ouly rvlrea np


t{l€ normrl rpprcximatbn n{I pl
- are bnh gruater f}råß 15.
l'lerylneldenrity ftþù = ./l ff",,*2,...,r¡ldt¡... dx¡*t dx¿¡1... dx¡
I:

È r¡ndom variåbler Xt, ..., X¡ arc hdependenl if and only if


lndrpendcnt nndom
Yarl¡blc* F(r1, x2,...¡ .r* ) - Fl{.tl)' fz(¡il.. - lor{**)
foc all values ¡ l, '¿, " .. , x¡ of f}esr random va¡iables.

Condidon¡l prnbrblllty /!¡J ¡? )


demlty -fi(¡r l¡z ¡ =
lzltz)
' provided fzlxz) *t

ln thc discrptc casê, whÈ¡Ë X har probability di$ribütion /(¡)


Ie(x ]t - I
.f¡
r(r¡ ),f(x¡ )
Expe*ted value af g(X) ln the continueus cssê! whæ X has probability density function /(¡)
fts(xll:1*
J-oc
stx)fçldx

For giveir eonsta¡rts a ffd ô


f(c.f,*b)=nE{X}*b ård Vdr(øX*å) =r2lt*tr.r¡

ln thc discrctc sffe,


Etç(l(t, .r2., ,. . , .f,* )l = ÐT
-l¡ J:
' "
-
f f(rt,rA,...,¡*)-f(¡¡,

Í2,,.., )e¡¿)

ErpGCtêd vdue of ln thr continuum case.


E(,Xr' X*.. . J[r ]
' Elt(Xt,Xz,...,Xr).1
/.m ¡oÊ .oQ
= J|-09 JI ..-l s('t,x2,...,x¡)f(r¡,x2, ., r¡) dr¡ d4'.. drp
-âO "t -Cr¡

lVhen X¡ and X2 nrc indcpcrdent, thÉir covårimcc


lndcpcndance lrnpllcr thrt
the cov¡denqc l¡ rerro EI(XI - H){Xz_r¿a}l_û
.

L*t X¡ harre ruôân f¿¡ and y,sriancc øf fw t = 1,2, .. . , ¿. ThÊ linear combina-
tion T = ø7X¡ * tt2X2*... +a¡X¡ has
Tlr me¡n rnd yr¡hncc of à {a¡,f ¡ * ø2X2*'..* u¡X¡) = ¿rf(,Tt) +azE(J(zJ + ...+ akg{X*t
llne¡r combln¡tion¡
of
k
t"r -f oi rt
\trhen the r¡ndom variåbles nre independcnt,
Var {øyX1 * a2X2+ .'. + ø,¡X¡) = o} w, 1X17
+ fi uttr (X77+ "' + fi. u"r tx¡1
Õr
É

çl =Lúú?
i=l
Th*orenl ã If the mofiÊnt generating function is lir¡ite for ltl < 1, fnr ssrnc
Ëaclc pmpcrtlco of f > 0, it uniqucly dctcrcüitÈs thc thc prrobability dirtribution.
moment ¡encoednS Thcn, dl moments e¡rist räd can be obteinÊd fro,m thc rclation
funcdonr
¡d,{e}{CI} = Ë(X* }

.T'kqcrem
l I-êf X h¿vc mrmlËnt gcnerating fu¡ction Íf(l) rnd let ¿ snd å bc
oonstafis. ThÊn

l{omrnt gcnrnting Mo*øxú\ = ß(elù+bxltl a eút .Mþt)


functlon oI û+ bX For inslrncc, tlæ muncnt geoeruing funntion of "f - ¡¿, cor¡ç$ponding to à = I
atúa * -¡t,is
Mx-y(t\ = ¿*t'Lt .Mx$l

Tl:*we¡* -l Let .tr and f be indqendent r¡ndom vsriablËs rvith moment gcn-

¡rlorncnt 3enerdng
grating functions ff¡ atd ll{y. T}tc rufit Z = Jf + y hrs rnonrent gmÊrating
func¿ion
funetlon of ¡um undcr
hdopendanrc tu17$\ = Mx$) Mvlt}
m ths intÊrval of ¿ where rttx{r) md jVr(¡) cxisf.

.fheorenr
! If e rsndom srryplc of siec n h talcen ftom a population having
thc mean ¡r flld thc vari¡nce o', thÈn X is a rándom v¡riablc whosc distribution
has thc rnran ¡r. ,
Fonnul¡l ftr p¡ rnd ø$ For saarples frortl infinitc populrtionc fhÈ våriance of tl¡is disribution is 9l .
t
. -
¡ IlV-l î .
For samples fmar a finite populatimr of siue ff rhe vrrisnec i* l,t

Tfu**rern å Lßi Xt, Xz, . .. , Xn be indcpendcnt rar¡dom variabies eash hav-


ing thc ramc nrËü ¡¿ and vuiance ø¿. Ilpn
P(lF-¡rl >e)+0 asn-tûs
Lrw of lrr¡e m¡mbe¡¡ Ar the sarnple size increarcs, unboudedly, thc p'robúility tbat the rumplc mcan
differs from the poprlation üre&n f¿, by more ti¡n ¿n arbitrruy tmtunt s, ctn-
vËrgss to ¿crg.

lhc,¡rqn: I
If .{ is thc mean of a rando,m romplc_of size n takcn fiom a pop-
ulation hwing thc mcan ¡r and thc finite variance ø¿, thcn

Cêntrrl llmít drcorcm z =N-t


t/Jn
ic ¿ mndom variablc who¡e distribütion functio,n approaches th¿t of th sþndård
normnl di¡tribu[iong as û -+ Òs.

7 hççr *.ç* 4 If f iË thË ftðån of a r¡ndsm sarïple af sizÉ ¿ trken fram s nÕËml

A rr¡rdr¡nr v¡rt¡bh lrevlng


popularion hwing thcmem ¡r rnd thc varisnpÊ ø?,and $? - g *$, *"
the t dlrtdbr¡don
'-'-Í-1"sl,fr
is * rsndmr vqriabk baviag thc r di*ribution with thc parorncter $ ã n - l.

î?**<:tr*m 5
If S2 is th,e vsriflroc of a random sample of eize' n tskÈn frtm t
nornnal population hving thc variance cr2, fhcn
,t _^
A nndarn vsl¡blc hlrvlng
, {n- l}Sz
Ð (xr
í-l
- x)'
tlrc chi ¡quûrÊ dl¡trlbsdon
^'t- dx
is a rffidam vsiable hrving thc chi squarc disriburion with th påfsßÌÊtff
v=n-1,
The*rerx *
ffSf and Sf arç the vsri,ano€r of indq*ndent rand¿rm mmplcc of
sizc n ¡ rnd n2, rÈspectivgty r¡lcen f¡om two nmmal pÕp¡lâtiöTrs hsving the sarnc
vrrianoe, then
A rrndom vrrlrble hrvlng
thG F dlrtrlbut¡on F= {í
sl
is a ra¡dom variabls having the F di¡hibution with thc pflrsmelÊffi ut = nt - I
andrg=n2-1,

T*t Zy,Zz, , .,, ãu be irdÊpcndent stmdârd nn¡m¿l rgrdÕm varisbles.


ispnerontrdorr ofclrl
¡rz = rum of squrrss of u indcpcndcnt Brårdård norm¿l variables
tqu¡u'E nndom v¡riable
= T-:
I-.i=l . z7
t ha&achi squue distributfun with u dcgraes of fmedom.

læt tk standard ûorffial Z a¡rd chi squre (¡¡2), having u dcgrecs of fnodom, be.
indepcndent.

Rcpruentrtlonoll t $¡fl¡de¡d nsrrnsl Z Z


rrndort v¡d¡ålt r--1
X'
,fy1, Ei=r zF
IJ

h¡s a r distribution with v dcgræs of fircdom.

l,ct the chi rquare variables Xf , wittr u1 dcgæes of freedom, and ¡¡r?, with r.2
degrecs of freedon, bc independent.

chi *quue d fjîL, z3


Rsprcrentetlon sl F
E _ dcgrccr of frcodom
ul ---t¡-
r¡r¡dom vrdeble rul.r? - --ìñfsquÊre : --T = t-ut f lh aZ
Ll
Ì(; !-l=\ +l
dcgrccr of f¡dom lr2 1å

hns an f' distribÉtion with (u¡, ry) degrecs of hsedsm.

'The,tsrq:rn
7 lxt X1,, . . , .fn be indcpendent ra¡dom vsr¡rblcs and let.f¡ lrarre
Floment gcnerrtlng rt{a {t} for I
functlon fcr ¡um ofn
nronrGlrt gÊücmting function = l, . , . , n. where all moment gener-
ating fuactions exi¡t for ¡ll t 5 T somc f > 0. Then the momÊtrt gcncraring
lndependent r¡ndom fuirctisn of the sum c¡c¡$s for üll r < I and
v¡rl¡blct
M x¡ *X:-r .,, ù X^ (fl * IÍt y .
r{c\ M xrlt}' .. trx" (t}

Theorem s t€t Y - h(X) wherc .X has danrity f {¡), and lct l¡(x} be differen-
rd cithcr strictly inceasing or *uictly decrcaxing an tk range wherc
riable
JLr) * 0. The inverse function u(y) orists and thç densþ of T is given þ
Þeû¡¡ty ú¡nßdon ol å{Jf}
I fûa(yltlul'(l)l whcrc u¡'ty) * 0
cb)-{
I o clseï'herÊ

The{¡verx å f
I*l and y be idrpcndeot snd lËt X h¡w demity } and /¡(r
f hnvc denrity "fr ( f ). ftcn thc dcnsiry af Z = 1( + Y ir giwn by the curuu.
ludon bmula

Êonwlutlon fiormull
fx*rte) = ,Ë ÍxÞ't1ru- - r) ttx for all ¿

The ratio of mndo¡n varíables Z := f/X hat dcnsity

= r | /¡(-r)/v(* ¿)dr roral! z


fu¡x{a\
I:l
;

Theerem I& l-et .f ånd f be nao-ncgativc sf,d intcger valucd. The rondom :

variúle / - X 4 f harpmbúility ¿tdribürion ,fz(r) givcn Uy i


Dlr¡ercte corwulutlon
fulmul¡
î.ì i

fz(ù = /x+y{¿} x P(Z = = f fxt*lfrlt-x)forz = 0, l,


¿)
.tl)
A statistic á is ssid to bc an u¡blr¡ed eefnrnior, ca its unlue an unbissed csti-
Unblr¡ed srdmator flrstc, if ild oüIy if thc mean of the mmpling distribution sf the ertimato,r eguals
å, whatever thc v¡ft¡c of É.

A statistic â'¡ is sqid to bc ¡ ÊrorË Ëffisicnt uÍbiased cstiñ*tor of the paraøreter I


than the statistic iI2 if
lloru ¿ffcl*nt unbl¡¡ed
Ë¡t¡mitor l. it1 md Q ars both unbiarod cstitratûrs of d;
2. the varisûeÊ of the *ampling distribution of thr first estimrtor is no largcr
th^fln fhât of rhs sccond and is småller fsr tt lersr one rnlue of å.

P¡rcmßtnrl Population mesÌ p


Drtt: A nndoa¡r rrnple X¡, ..., X,
Folnt r*dmrtion of r morn E¡tfou¡for: .f
s
Est¡mrtc of strndard srror:
J"

llrxlmum cmorof E-¿on'lr


Êrt¡lrrrtå 'in

a
Sample rlra dctorrïlnrt¡ûn zul2, o
n=
E

ll¡xirnum errrr of .t
cltimeh, norn¡l p = ta/L.
popul*ion (c untnorn) ã

$¡ti6tls
fuintçlli¡nìkìr - F{r$nretçr rduo ¡t I¡b {nult ftyporhe'sis)
Th¡t = tm} strl- dcr'- uf point csdrnutqr
{tktimutcrl or

$in¡¡le ra nr¡.rlr I ri*e¡: n rx,l e nt *+ ¡r¡trle: ldxtr,h*r{ ¡ralrs


Nsr¡¡xlt*itf¡ N*r¡r¡a! þ,1*rrns,! Nr¡¡r¡r¡l fçr tlN:
}trprtlirtion{*i 6{:i!**'å¡ ¡.:¡rlt¡¡ta{¡t s ¡t = {}¡:: i} rrt S l;¡ ü*¡t*¡¡rË tiiif*r*¡x-t lì; ,.'.
"ry,
' 1',

lnfercmeon Metrr¡e r¿ ,1¡ -r¿!={T /¿l*ra?=å ¡r¡ *¡r2 =.I Pþ


-Meån
Samph{s} Xt, ,. ., Tn Xl, .,., X¡ X1,..., X¡¡ Xt'..., Xnr Xl,'.., Xnl Dt=Xr-fr

Ilr..., &, fl ., ,, fn, f1,..',1ï, Dn = Ir *Yn


'

Samplc siae rr
l¡rge fl:? nt lt 4l l? a¡ > 3{l ¡>?
4 à30 n2:? nz ?.2 rhl30
k¡¡fit r:$t¡¡nËtçr r ,r r-r F-7 r-r
\Arinnx of pgint $fimsùür
r1
î 4
a

"'(*. å)
c*c
,tt 4t
c*c
í1 4?

Iiitimütod .r s fî-î sl s å1 't €


sd. dev. Vrl ,/n E Vt.** ,tl
+
nt ttl tlx

llistribution Nsrmsl r with t wiù ¡ with Normal twitlr


d.f,=r¡-l dJ.=¡t *nt*2 d.f. c.ctim*sdt d,f,=a-¡
x-¡ro T-¡ra (f -f) *ðs {X - Y) -&r tF-i) - &¡ ll - r¿¿,n
Tbst süti$ttu
r7;r T¿ñ *+*- sT.sl sr/tr-
{i + s
sP
ül na ,tl nz ,ll ,17

4 .$¡ = rnmplc rtd"


{r¡-l)s}+(ra-t)$ dcv, of thc D1 '*
nr +rtr -2
\t,f. * t {rf ,rr¡} + {*}lr2) P /lt"r - | ) - I (rl/¡t lt + qr¡ - r l*l f,r$;a1 tst
Tb* sample vrrianec
t,
Unbl¡¡ed Git¡m¡tlûn ûl a
popuhtlon v¡rl¡nct ftxr
i=l
-1t2
É n-l is an unbiasÈd cstinator of ø2

(n- ¡)s2 (¿
Confldence hÞrvd for øl ___T-<t 2
<- - t )s2
r,ãn ilf-an

$t¡tl¡Éc fû" ê¡t


coccerning vrr{rrrcc {n- t}S?
x2= --ð-
{nornd populadon)

3tttlrËcbre¡t ûf
ÊqiÉl¡ttr ol tw r¡ri¡nce¡ F= q
(nomrrl populrdonr) s;

rr-o(ur, u2¡ = n;fr, ur)

Gonfidence ¡at€rñl frr


Fl-o/z( ¿r - l,nz t"2 o?< -2
ørr¡ø,¡ nomrrl popuhdoar - r )
?,',A Fulz(al - l'nt t)"1
-

1rr¡* nmple co¡fidc*cc I l--


¡ x -fr
intervrl frr p x n n T.
l--
; - ee/"
t,
<P <;*zt¡z n
,t

il¡ximum oror of p(r - p\


sft¡'Îlntr E * Zø/Z
n

zu/2
\
Srmplc rlze determlnrüon n-p(l-pt"
E

Srmple úæ(p unknwn) ,r=-lrl


I I zotz1z
4L E J

$t¡Ë¡tic ftr large remPle x-ogt


të¡t coocBñíng P Jnn(l-po)

x¡ x2
st.ült¡c Íûr t6t
wirh þ = Xt*Xt
7- ,l
conternlng dllftruncc
nt+nz
bêtrËÊnfuo prrpordonr FU-F\ (*"å)

¡l rz
( ,12nz )
LataÊ rsmplc confidq*cc
Ít _ l-rlnl
lntervrl for the dllftrc¡¡cr -fa
_-z ! Zøn
tll )+ 42
oltwo prcpordonr r,r n2 lt1 ,tn
Flttod {or €út¡mated}
rcgrrrabn lina i=a+bx

1.cart rquarur s¡t¡mrtar a*f;-b,î. sÍd h- tu


$¡¡

s,' = É (r¡ - : (Ðl=r


')2 T, -? - "¿
)2
J=rE'n
,t /r¡ i2
syy=I(r¡ -r)z =ÐÊ - il-,;=t {l
l=l t*l
(ÐÍ=r ¡¡){Xf=¡ v¡)
sly=Ë (x¡ - ryy¡- r) = f *,r,-
J=l J=l

Rerldu¡l¡ obserr¡stirri - fitædr¡duc - ø


y1 - - bx¡

SSE=ne¡iduslsumof squarrs -,f *r, - a - bx¡Jz


i=l
= .ty} - sÏy / s",

St¡thtlcnl ¡nodcl for


rtrelght-llac rcgrerrton

Jrv - {J*y}x /$rn


Erãmrte of sl .2
dd-
n-2

Th*c¡Ee¡r: l UndÊr thè asrumptions givccr on thc prwiouc page tlæ ståt¡stic$

t*
(a-c)
_- 4S¡¡
.1¿ &J;rrP
Strd¡fie¡ br l*fç¡cnæ¡ snd
röout c ud p (b - Ê) Vù.r¡
î,--
f=
ars values uf sndom variables having the r disrribution with n - 2 degrecs of
frecdom. -

a: a * tø/2'se I (;)2
-f-
r $r-r
Confidancr l¡m¡t¡ for
rcgre¡¡ion cosll¡clentg and

p:b ttuft.Íe I
"/3ñ

Confidence llmlt¡ (a + bt*\ ! to¡2.s¿


t (r¡ - ¡;z
forc * px¡ n'
-!--
$rt
where thÊ nurnbm of degrces of freedom for to¡2 is ¿ - 2.

Llmitr óf FËdtction
forfutur¡ F rt.rû
{r¡ + å;o} * t¿¡2. r¿ r+1+w
wherc the number of degrces of freodom fw to¡2ís n - 2.
Sample corrsl¡don
c¡¡cfilclent '=*,Ð(T)(?)
Altcnratlvr cdcr¡lrtlon br $tr
the rarnple ror¡tlrÊlon
ru/S** 'syy
coc,fflslert

Occomporlüon of
svv $*?u / $*' + st', - sr?J /.9¡¡
Total varíability VarÍabitity explained Resi,ûual or unexplaincd
Y¡t¡¡b¡lltÍ ofy by thc liræar rclerion uúiåbility

The proportian of ¡ vuríability erpldncd by thc linear relation - ¡?

Foprlrtlon coatlrtlon
coefllclant
p=El(l:r')('*f,)i

Flzite;¡ E tru¡fsrmlt¡ûft z=Lhrt+/


2 I -r

St¡Ërtic ûor lnfelenc¿¡ -


tL:
z'-
------i:Pz= fi=3 . {l +r){1-p}
rÞout p rlJn -I 2 {l-r}(t+p)
-.1¡l

Strt¡¡Éc br t¿¡t of null


p
Z=^!n-3.2 - Jn-3 l+r
--2 'ln:.*
l-r
hypothcrrlr - O

Goofidenca lntGrvrl fur þe


{normal pcpulatlon}
z- J"-z
zøfZ
< tlz < ¿,, +
za12
JFj3

l{otrt¡on Íûr Érê ff¡: The allemaüve hypothxb is thc clâim wç wish to esrebli*h.
hlplrthË¡Ëa If¡: The nufl \ypotheclr is thc rægarion of ths cleinr.

GuHcllnc br rolædng tlro Th" ù: goâl of rn erpcrirnenr is to c.r¡nblish ur rsscfüoc, tlre ncgrtion of
the assertioa should be tskËn âå rhp null hypoth*sis. firp asstrtisn
null l¡tpothc¡¡¡
dtcrnative hyporbs¡is.
tr¡* ¡oõ**

lþc I urm: Rcjocrion oT l/6 whcn äg ir trt¡o.


Th¡ aror¡ ¡nú thÈir fypc tr error: Nmrejocrion of tlo whcn lfl is truc.
pr.ohbllltlcl a = pobabiliry of making a Tlpe I crror (aßo ca[ed rhe lwd of
rlgnl0cflnoe)
,l = pnbabiliry of malcing a Type II crror

F-vrlur for e¡hrcn tert Thc P-v¡hre is rbs probúiliry of obraining ¡ v¡lu¿ for the tegt ståristie üat is âs
*rð¡t¡c ¡¡¡d n¡ll ex.trErnc or müË ËxtnËne than thc vah¡e acnmlly obserrled.
lrypothcrlr in cslculated u¡rdcr the null hypothcri*.
Table 3 Standard Normal Distribution Function

F (z)
 z
1 2
F (z) = √ e−t /2 dt
2π −∞
z 0

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
−5.0 0.0000003
−4.0 0.00003
−3.5 0.0002

−3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002
−3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0006 0.0003
−3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005
−3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007
−3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010

−2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
−2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019
−2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026
−2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036
−2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048

−2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
−2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
−2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
−2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
−2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183

−1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
−1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
−1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
−1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
−1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559

−1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
−1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
−1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
−1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
−1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379

−0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
−0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
−0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
−0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
−0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776

−0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
−0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
−0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
−0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
−0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641

(continued on following page)


Table 3

F (z)
 z
1 2
F (z) = √ e−t /2 dt
2π −∞
0z

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5973 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879

0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389

1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319

1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767

2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936

2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986

3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998

3.5 0.9998
4.0 0.99997
5.0 0.9999997
528 Appendix B Statistical Tables

Table 4 Values of t α

0 ta

ν α = 0.10 α = 0.05 α = 0.025 α = 0.01 α = 0.00833 α = 0.00625 α = 0.005 ν

1 3.078 6.314 12.706 31.821 38.204 50.923 63.657 1


2 1.886 2.920 4.303 6.965 7.650 8.860 9.925 2
3 1.638 2.353 3.182 4.541 4.857 5.392 5.841 3
4 1.533 2.132 2.776 3.747 3.961 4.315 4.604 4
5 1.476 2.015 2.571 3.365 3.534 3.810 4.032 5

6 1.440 1.943 2.447 3.143 3.288 3.521 3.707 6


7 1.415 1.895 2.365 2.998 3.128 3.335 3.499 7
8 1.397 1.860 2.306 2.896 3.016 3.206 3.355 8
9 1.383 1.833 2.262 2.821 2.934 3.111 3.250 9
10 1.372 1.812 2.228 2.764 2.870 3.038 3.169 10

11 1.363 1.796 2.201 2.718 2.820 2.891 3.106 11


12 1.356 1.782 2.179 2.681 2.780 2.934 3.055 12
13 1.350 1.771 2.160 2.650 2.746 2.896 3.012 13
14 1.345 1.761 2.145 2.624 2.718 2.864 2.977 14
15 1.341 1.753 2.131 2.602 2.694 2.837 2.947 15

16 1.337 1.746 2.120 2.583 2.673 2.813 2.921 16


17 1.333 1.740 2.110 2.567 2.655 2.793 2.898 17
18 1.330 1.734 2.101 2.552 2.639 2.775 2.878 18
19 1.328 1.729 2.093 2.539 2.625 2.759 2.861 19
20 1.325 1.725 2.086 2.528 2.613 2.744 2.845 20

21 1.323 1.721 2.080 2.518 2.602 2.732 2.831 21


22 1.321 1.717 2.074 2.508 2.591 2.720 2.819 22
23 1.319 1.714 2.069 2.500 2.582 2.710 2.807 23
24 1.318 1.711 2.064 2.492 2.574 2.700 2.797 24
25 1.316 1.708 2.060 2.485 2.566 2.692 2.787 25

26 1.315 1.706 2.056 2.479 2.559 2.684 2.779 26


27 1.314 1.703 2.052 2.473 2.553 2.676 2.771 27
28 1.313 1.701 2.048 2.467 2.547 2.669 2.763 28
29 1.311 1.699 2.045 2.462 2.541 2.663 2.756 29
inf. 1.282 1.645 1.960 2.326 2.394 2.498 2.576 inf.
Table. Tail fractiles χ2α of the χ2 -distribution: P (χ2 > χ2α (df )) = α.
χα2(df)
df / α 0.995 0.990 0.975 0.950 0.900 0.100 0.050 0.025 0.010 0.001
1 0.000039 0.000157 0.000982 0.003932 0.0158 2.706 3.841 5.024 6.635 10.827
2 0.0100 0.0201 0.0506 0.103 0.211 4.605 5.991 7.378 9.210 13.815
3 0.0717 0.115 0.216 0.352 0.584 6.251 7.815 9.348 11.345 16.266
4 0.207 0.297 0.484 0.711 1.064 7.779 9.488 11.143 13.277 18.466
5 0.412 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 20.515
6 0.676 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 22.457
7 0.989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 24.321
8 1.344 1.647 2.180 2.733 3.490 13.362 15.507 17.535 20.090 26.124
9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 27.877
10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 29.588
11 2.603 3.053 3.816 4.575 5.578 17.275 19.675 21.920 24.725 31.264
12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 32.909
13 3.565 4.107 5.009 5.892 7.041 19.812 22.362 24.736 27.688 34.527
14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 36.124
15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 37.698
16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 39.252
17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 40.791
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 42.312
19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 43.819
20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 45.314
21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 46.796
22 8.643 9.542 10.982 12.338 14.041 30.813 33.924 36.781 40.289 48.268
23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 49.728
24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 51.179
25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 52.619
26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 54.051
27 11.808 12.878 14.573 16.151 18.114 36.741 40.113 43.195 46.963 55.475
28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 56.892
29 13.121 14.256 16.047 17.708 19.768 39.087 42.557 45.722 49.588 58.301
30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 59.702
40 20.707 22.164 24.433 26.509 29.051 51.805 55.758 59.342 63.691 73.403
50 27.991 29.707 32.357 34.764 37.689 63.167 67.505 71.420 76.154 86.660
60 35.534 37.485 40.482 43.188 46.459 74.397 79.082 83.298 88.379 99.608
70 43.275 45.442 48.758 51.739 55.329 85.527 90.531 95.023 100.425 112.317
80 51.172 53.540 57.153 60.391 64.278 96.578 101.879 106.629 112.329 124.839
90 59.196 61.754 65.647 69.126 73.291 107.565 113.145 118.136 124.116 137.208
100 67.328 70.065 74.222 77.929 82.358 118.498 124.342 129.561 135.807 149.449

Example:
χ2 ∼ χ2(16) ⇒ 0.05 = P (χ2 ≥ 26.296).
F0.1(m,n)
n \m 1 2 3 4 5 6 7 8 9 10 15 30 40 60 120
1 39.86 49.50 53.59 55.83 57.24 58.20 58.91 59.44 59.86 60.19 61.22 62.26 62.53 62.79 63.06
2 8.53 9.00 9.16 9.24 9.29 9.33 9.35 9.37 9.38 9.39 9.42 9.46 9.47 9.47 9.48
3 5.54 5.46 5.39 5.34 5.31 5.28 5.27 5.25 5.24 5.23 5.20 5.17 5.16 5.15 5.14
4 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94 3.92 3.87 3.82 3.80 3.79 3.78
5 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32 3.30 3.24 3.17 3.16 3.14 3.12
6 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96 2.94 2.87 2.80 2.78 2.76 2.74
7 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72 2.70 2.63 2.56 2.54 2.51 2.49
8 3.46 3.11 2.92 2.81 2.73 2.67 2.62 2.59 2.56 2.54 2.46 2.38 2.36 2.34 2.32
9 3.36 3.01 2.81 2.69 2.61 2.55 2.51 2.47 2.44 2.42 2.34 2.25 2.23 2.21 2.18
10 3.29 2.92 2.73 2.61 2.52 2.46 2.41 2.38 2.35 2.32 2.24 2.16 2.13 2.11 2.08
11 3.23 2.86 2.66 2.54 2.45 2.39 2.34 2.30 2.27 2.25 2.17 2.08 2.05 2.03 2.00
12 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21 2.19 2.10 2.01 1.99 1.96 1.93
13 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16 2.14 2.05 1.96 1.93 1.90 1.88
14 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2.15 2.12 2.10 2.01 1.91 1.89 1.86 1.83
15 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09 2.06 1.97 1.87 1.85 1.82 1.79
16 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06 2.03 1.94 1.84 1.81 1.78 1.75
17 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03 2.00 1.91 1.81 1.78 1.75 1.72
18 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00 1.98 1.89 1.78 1.75 1.72 1.69
19 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02 1.98 1.96 1.86 1.76 1.73 1.70 1.67
20 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96 1.94 1.84 1.74 1.71 1.68 1.64
21 2.96 2.57 2.36 2.23 2.14 2.08 2.02 1.98 1.95 1.92 1.83 1.72 1.69 1.66 1.62
22 2.95 2.56 2.35 2.22 2.13 2.06 2.01 1.97 1.93 1.90 1.81 1.70 1.67 1.64 1.60
23 2.94 2.55 2.34 2.21 2.11 2.05 1.99 1.95 1.92 1.89 1.80 1.69 1.66 1.62 1.59
24 2.93 2.54 2.33 2.19 2.10 2.04 1.98 1.94 1.91 1.88 1.78 1.67 1.64 1.61 1.57
25 2.92 2.53 2.32 2.18 2.09 2.02 1.97 1.93 1.89 1.87 1.77 1.66 1.63 1.59 1.56
26 2.91 2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88 1.86 1.76 1.65 1.61 1.58 1.54
27 2.90 2.51 2.30 2.17 2.07 2.00 1.95 1.91 1.87 1.85 1.75 1.64 1.60 1.57 1.53
28 2.89 2.50 2.29 2.16 2.06 2.00 1.94 1.90 1.87 1.84 1.74 1.63 1.59 1.56 1.52
29 2.89 2.50 2.28 2.15 2.06 1.99 1.93 1.89 1.86 1.83 1.73 1.62 1.58 1.55 1.51
30 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85 1.82 1.72 1.61 1.57 1.54 1.50
40 2.84 2.44 2.23 2.09 2.00 1.93 1.87 1.83 1.79 1.76 1.66 1.54 1.51 1.47 1.42
60 2.79 2.39 2.18 2.04 1.95 1.87 1.82 1.77 1.74 1.71 1.60 1.48 1.44 1.40 1.35
80 2.77 2.37 2.15 2.02 1.92 1.85 1.79 1.75 1.71 1.68 1.57 1.44 1.40 1.36 1.31
100 2.76 2.36 2.14 2.00 1.91 1.83 1.78 1.73 1.69 1.66 1.56 1.42 1.38 1.34 1.28
∞ 2.71 2.30 2.08 1.94 1.85 1.77 1.72 1.67 1.63 1.60 1.49 1.34 1.30 1.24 1.17
F0.05(m,n)
n \m 1 2 3 4 5 6 7 8 9 10 15 30 40 60 120
1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88 245.95 250.10 251.14 252.20 253.25
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.43 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 8.70 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 5.86 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 4.62 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 3.94 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 3.51 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 3.22 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 3.01 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 2.85 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 2.72 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 2.62 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 2.53 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 2.46 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 2.40 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 2.35 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 2.31 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 2.27 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 2.23 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 2.20 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 2.18 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 2.15 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 2.13 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 2.11 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 2.09 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 2.07 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 2.06 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 2.04 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 2.03 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 2.01 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 1.92 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 1.84 1.65 1.59 1.53 1.47
80 3.96 3.11 2.72 2.49 2.33 2.21 2.13 2.06 2.00 1.95 1.79 1.60 1.54 1.48 1.41
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.77 1.57 1.52 1.45 1.38
∞ 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.67 1.46 1.39 1.32 1.22
F0.025(m,n)
n \m 1 2 3 4 5 6 7 8 9 10 15 30 40 60 120
1 647.79 799.50 864.16 899.58 921.85 937.11 948.22 956.66 963.28 968.63 984.87 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 39.43 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 14.25 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 8.66 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 6.43 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 5.27 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 4.57 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 4.10 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 3.77 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 3.52 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 3.33 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 3.18 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 3.05 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 2.95 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 2.86 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 2.79 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 2.72 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 2.67 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 2.62 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 2.57 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 2.53 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 2.50 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 2.47 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 2.44 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 2.41 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 2.39 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 2.36 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 2.34 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 2.32 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 2.31 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 2.18 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 2.06 1.82 1.74 1.67 1.58
80 5.22 3.86 3.28 2.95 2.73 2.57 2.45 2.35 2.28 2.21 2.00 1.75 1.68 1.60 1.51
100 5.18 3.83 3.25 2.92 2.70 2.54 2.42 2.32 2.24 2.18 1.97 1.71 1.64 1.56 1.46
∞ 5.02 3.69 3.13 2.79 2.57 2.41 2.29 2.19 2.11 2.05 1.83 1.57 1.48 1.39 1.27
F0.01(m,n)
n \m 1 2 3 4 5 6 7 8 9 10 15 30 40 60 120
1 4052 4999 5403 5625 5764 5859 5928 5981 6022 6056 6157 6261 6287 6313 6339
2 98.5 99.0 99.2 99.2 99.3 99.3 99.4 99.4 99.4 99.4 99.4 99.5 99.5 99.5 99.5
3 34.1 30.8 29.5 28.7 28.2 27.9 27.7 27.5 27.3 27.2 26.9 26.5 26.4 26.3 26.2
4 21.2 18.0 16.7 16.0 15.5 15.2 15.0 14.8 14.7 14.5 14.2 13.8 13.7 13.7 13.6
5 16.3 13.3 12.1 11.4 11.0 10.7 10.5 10.3 10.2 10.1 9.72 9.38 9.29 9.20 9.11
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.56 7.23 7.14 7.06 6.97
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.31 5.99 5.91 5.82 5.74
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.52 5.20 5.12 5.03 4.95
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 4.96 4.65 4.57 4.48 4.40
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.56 4.25 4.17 4.08 4.00
11 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.25 3.94 3.86 3.78 3.69
12 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.01 3.70 3.62 3.54 3.45
13 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 3.82 3.51 3.43 3.34 3.25
14 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.66 3.35 3.27 3.18 3.09
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.52 3.21 3.13 3.05 2.96
16 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78 3.69 3.41 3.10 3.02 2.93 2.84
17 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59 3.31 3.00 2.92 2.83 2.75
18 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51 3.23 2.92 2.84 2.75 2.66
19 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43 3.15 2.84 2.76 2.67 2.58
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.09 2.78 2.69 2.61 2.52
21 8.02 5.78 4.87 4.37 4.04 3.81 3.64 3.51 3.40 3.31 3.03 2.72 2.64 2.55 2.46
22 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35 3.26 2.98 2.67 2.58 2.50 2.40
23 7.88 5.66 4.76 4.26 3.94 3.71 3.54 3.41 3.30 3.21 2.93 2.62 2.54 2.45 2.35
24 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26 3.17 2.89 2.58 2.49 2.40 2.31
25 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22 3.13 2.85 2.54 2.45 2.36 2.27
26 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09 2.81 2.50 2.42 2.33 2.23
27 7.68 5.49 4.60 4.11 3.78 3.56 3.39 3.26 3.15 3.06 2.78 2.47 2.38 2.29 2.20
28 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12 3.03 2.75 2.44 2.35 2.26 2.17
29 7.60 5.42 4.54 4.04 3.73 3.50 3.33 3.20 3.09 3.00 2.73 2.41 2.33 2.23 2.14
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.70 2.39 2.30 2.21 2.11
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.52 2.20 2.11 2.02 1.92
60 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63 2.35 2.03 1.94 1.84 1.73
80 6.96 4.88 4.04 3.56 3.26 3.04 2.87 2.74 2.64 2.55 2.27 1.94 1.85 1.75 1.63
100 6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59 2.50 2.22 1.89 1.80 1.69 1.57
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32 2.04 1.70 1.59 1.47 1.32

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