⊂

⊂ ⊂ ∩ ∩

∪ ∩
⊂ ≤

= !
𝑛!
(𝑛)𝑟 = = (𝑛−𝑟)!
𝑛!
(𝑛
𝑟 ) = 𝑟!∙(𝑛−𝑟)!

Pr(A ∩ B)
=
Pr(A)
Pr(B|A)∙Pr(A)
= ̅ )∙Pr(A
̅ ) + Pr(B|A
̅ )∙Pr(A
̅)
Pr(B|A

∩
px x px ≠

px , ≤p x ≤
px x px ≠

𝑓(𝑥)
𝑓(𝑥) [0, ∞) ≤ 𝑓(𝑥) <
𝑈𝐵
∫𝐿𝐵 𝑓(𝑥)d𝑥
 𝑋 ~ 𝐵(𝑛 , 𝑝)
𝑛
𝑋 = 𝑥) = ( ) 𝑝 𝑥 (1 − 𝑝)𝑛−𝑥 𝑥 = 0, 1, … , 𝑛
𝑥
=0

𝑋 = 𝑛𝑝
𝑋 = 𝑛𝑝(1 − 𝑝)

𝑋 ~ 𝑃(λ)
𝑥
λ 𝑒−λ
𝑋 = 𝑥) = 𝑥! 𝑥 = 0, 1, …
=0

𝑋 =λ
𝑋 =λ
 λ

𝑋 ~ (λ)
𝑓(𝑥) = λ𝑒 −λ 𝑥 > 0
=0
1
𝑋 =λ
1
𝑋 = 2
λ

(μ) (σ2 )

𝑋~ (𝜇 σ2 ) 𝜇 σ2
σ

𝑋 =𝜇
𝑋 = σ2

~ (0 1)
 𝑋 ~ 𝐵(𝑛 = 5 , 𝑝 = 0.5)
5
𝑋 = 𝑥) = ( ) 0.5𝑥 (1 − 0.5)𝑛−𝑥 𝑥 = 0, 1, … , 5
𝑥
=0

5
𝑋 = 1) = ( ) 0.51 (1 − 0.5)5−1
1
5
= 32
 𝑍 𝑍 ~ 𝑁(0, 1)
𝑅𝑉−𝐸[𝑅𝑉]
𝑍=
√𝑉𝑎𝑟(𝑅𝑉)

0 < 𝑍 < 𝑧)

𝑍 > 1)
𝑍 > −1)
−1 < 𝑍 < 2)
1 < 𝑍 < 2)
 𝑍 > 1)
= 0.5 − 0.3413
= 0.1587

𝑍 > −1)
= 0.5 + 0.3413
= 0.8413
−

−1 < 𝑍 < 2)
= 0.4772 + 0.3413
= 0.8185

1 < 𝑍 < 2)
= 0.4772 − 0.3413
= 0.1359
𝑋 –

𝑋 –

𝑋 = ∑ 𝑥. 𝑝(𝑥)
𝑋 2 = ∑ 𝑥 2 . 𝑝(𝑥)

𝑈𝐵
𝑋 = ∫𝐿𝐵 𝑥. 𝑓(𝑥)𝑑𝑥
𝑈𝐵
𝑋 2 = ∫𝐿𝐵 𝑥 2 . 𝑓(𝑥)𝑑𝑥

𝑋 = E 𝑋 2 − (E[𝑋])2

𝑋
𝑋2
𝑋

√Var[𝑋]
= E[𝑋]

= ≤ −
= ∑𝑡≤𝑥 𝑝(𝑡) −
𝑥
= ∫𝐿𝐵 𝑓(𝑥) d𝑥 −

1
− =2
 σ σ
𝜇 (𝑋̅ − 1.96 ∙ 𝑛 , 𝑋̅ + 1.96 ∙ 𝑛)
√ √

𝜇=
σ=
𝑥̅ =
𝑛=
 𝜇=
𝜇<
𝛼=
𝑧<−
̅ −𝜇
𝑋
𝑧= σ
√𝑛
26.5 − 30
𝑧= 10
√30

𝑧 = −1.92
−1.92 > 2.33

= −2.33 = −1.64

𝑧<− 𝑧>

𝜇=
𝜇<
̅ −𝜇
𝑋
𝑧= σ
√𝑛
26.5 − 30
𝑧= 10
√30

𝑧 = −1.92
 = − =

<

s s
𝜇 (𝑋̅ − 𝑡𝑛−1
∗
∙ 𝑛 , 𝑋̅ + 𝑡𝑛−1
∗
∙ 𝑛)
√ √

We have 𝑥̅ = ,
𝑡(0.025)
9 =
5 5
(26.5 − 2.262 ∙ , 26.5 + 2.262 ∙ )
√10 √10
= (99.4, 106.6)
 2
∑𝑂
𝐷2 = 𝐸 𝑖 − 𝑛
𝑖
= − −

= − −
𝑥̅ = (∑ 𝑥)/𝑛
𝑦̅ = (∑ 𝑦)/𝑛
𝑆𝑆𝑥 = ∑ 𝑥 2 − (∑ 𝑥)2 /𝑛
𝑆𝑆𝑦 = ∑ 𝑦 2 − (∑ 𝑦)2 /𝑛
𝑆𝑆𝑥𝑦 = ∑ 𝑥𝑦 − (∑ 𝑥)(∑ 𝑦)/𝑛
𝑆𝑆𝑥𝑦
𝑏 = 𝑆𝑆𝑥
𝑎 = 𝑦̅ − 𝑏𝑥̅
𝑆𝑆𝑥𝑦
𝑟=
√𝑆𝑆𝑥∙𝑆𝑆𝑦

𝑦̂ = 𝑎 + 𝑏𝑥

𝜌=
𝜌≠
𝛼=

𝑟<− 𝑟>

𝑟 = 0.451
I highly recommend the Advanced Casio Calculator for the entire stats module ECO4104F:

Advanced Silver Casio

Calculator: fx-991EX PLUS
Can be purchased at the FOTO
store on campus located on
level 1 PD Hahn for R359 as
at September 2015.
 Regression Line: 𝑦 = 𝑎 + 𝑏𝑥

𝑥̅ 𝑦̅ 𝑥𝜎𝑛 𝑦𝜎𝑛
2
∑(𝑥
𝑖 −𝑥)
̅
𝑥𝜎𝑛 = √ n SS𝑥
∑(𝑥𝑖 − 𝑥̅ )2 SS𝑥 SS𝑥 = 𝑛(𝑥𝜎𝑛)2 SS𝑦 = 𝑛(𝑦𝜎𝑛)2
SS𝑥𝑦
SS𝑥𝑦
𝑏= SS𝑥
𝑦 = −0.19 + 2.27𝑥

50℃
 = +

𝜌=
𝜌≠
𝑟=

<
<
< <
<

𝑦̂ = + =
 FORMULA SHEET

Distributions
PDF or PMF Range Mean Variance
 
n x
p(x) = p (1 − p)n−x x = 0, 1, . . . , n np np(1 − p)
x

e−λ λx
p(x) = x = 0, 1, . . . λ λ
x!
1 1−p
p(x) = p(1 − p)x x = 0, 1, 2, . . .
p p2
 
x+r−1 r(1 − p) r(1 − p)
(1 − p)x pr x = 0, 1, . . .
x p p2
  
M N −M
  
x n−x nM nM M N −n
  x = 0, 1, . . . , n 1−
N N N N N −1
n

1 1
f (x) = λe−λx 0≤x<∞
λ λ2
 2
1 x−µ
−
1
f (x) = √ e 2 σ −∞ < x < ∞ µ σ2
2πσ 2

1 a+b (b − a)2
f (x) = a≤x≤b
b−a 2 12
1
f (x) = xn/2−1 e−x/2 0<x<∞ n 2n
2n/2 Γ(n(/2)

Hypothesis testing

(n1 − 1)s21 + (n2 − 1)s22

s2p =
(n1 + n2 − 2)
 2 2
s1 s22
+
n1 n2
n? =
2
2 − 2
2
s1 /n1 s22 /n2
+
n1 + 1 n2 + 1
N
n=
(N − 1)(L/100)2
1+
1.962 P (1 − P )

1
320 INTROSTAT

EXPONENTIAL DISTRIBUTION Continuous

As for the Poisson distribution, events occur at random with average rate λ per
unit of time (or space). Let the continuous random variable X be the interval
between two events. X has the exponential distribution with parameter λ,
i.e. X ∼ E(λ), with probability density function

f (x) = λe−λx x ≥ 0
=0 otherwise
1 1
E[X] = Var[X] =
λ λ2

NORMAL DISTRIBUTION Continuous

The normal distribution with parameters µ(−∞ < µ < ∞) and σ 2 (σ > 0)
is a continuous random variable X , denoted X ∼ N (µ, σ 2 ), with probability
density function
2
x−µ

1 − 12 σ
f (x) = √ e −∞<x<∞
2πσ 2

E[X] = µ Var[X] = σ 2
The standard normal distribution is a continuous random variable Z , and has
µ = 0, σ = 1. The probability density function is
1 1 2
f (x) = √ e− 2 z −∞<x<∞
2π

E[X] = 0 Var[X] = 1

NEGATIVE BINOMIAL DISTRIBUTION Discrete

As for the binomial distribution, we have independent trials, each with two
outcomes, success or failure; Pr[success] = p for each trial. Fix the number of
successes r , and let the random variable X be the number of failures obtained
before the r th success. Then X has the negative binomial distribution with
parameters r and p, i.e. X ∼ N B(r, p), with probability mass function
 
x+r−1
p(x) = pr q x x = 0, 1, 2, . . .
x
=0 otherwise

r(1 − p) r(1 − p)
E[X] = Var[X] =
p p2
CHAPTER 12. SUMMARY OF THE PROBABILITY DISTRIBUTIONS 321

GEOMETRIC DISTRIBUTION Discrete

Under the same conditions as for the negative binomial distribution, let the
random variable X be the number of trials before the first success. Then X has
the geometric distribution with parameter p, X ∼ G(p), and has probability
mass function
p(x) = pq x x = 0, 1, 2, . . .
=0 otherwise
(1 − p) (1 − p)
E[X] = Var[X] =
p p2

HYPERGEOMETRIC DISTRIBUTION Discrete

Given N objects, of which M are are of type 1 and N − M of type 2, a sample
of size n (n ≤ N ) is drawn. Let the random variable X be the number of
objects of type 1 in the sample. Then X has the hypergeometric distribution,
X ∼ H(N, M, n), with probability mass function
    
M N −M . N
p(x) = x = 0, 1, . . . , n
x n−x n
=0 otherwise
  
nM M M N −n
E[X] = Var[X] = n 1−
N N N N −1

UNIFORM DISTRIBUTION Continuous

If the continuous random variable X is equally likely to take on any value in
the interval (a, b), then X has the uniform distribution, X ∼ U (a, b), with
probability density function
1
f (x) = a≤x≤b
b−a
=0 otherwise

a+b (b − a)2
E[X] = Var[X] =
2 12
CHAPTER 9. THE t- AND F-DISTRIBUTIONS 217
Hypothesis Testing Algorithm

START

Is the population
variance known or
estimated?
Population variance Population variance
known unknown

Is there one Is there one

sample or two? sample or two?

Two samples.
One sample. Test statistic: One sample.
Test statistic: Test statistic:
X̄1 − X̄2 − (µ1 − µ2 )
X̄ − µ Z= s X̄ − µ
Z= √ σ12 σ22 t= √
σ/ n + s/ n
n1 n2
∼ N (0, 1) ∼ tn−1
∼ N (0, 1)

Two samples.
First test the assumption that
variances are equal
All t-tests assume that Test statistic:
the samples come from s21 s22
normal distributions F = or F =
s22 s21
∼ Fn1 −1,n2 −1 or ∼ Fn2 −1,n1 −1

Use 5% significance level, F > 1

Is assumption accepted or rejected?

Assumption rejected.
Assumption accepted. Test statistic:
Test statistic: X̄1 − X̄2 − (µ1 − µ2 )
t⋆ = s
X̄1 − X̄2 − (µ1 − µ2 ) s21 s2
t= r +
1 1 n1 n2
s +
n1 n2 ∼ tn⋆
∼ tn1 +n2 −2
where
where 2
s21 s22

+
s
(n1 − 1)s21 + (n2 − 1)s22 n1 n2
s= ⋆
n =
2 − 2
n1 + n2 − 2 s21 /n1

2
s22 /n2
+
n1 + 1 n2 + 1

Figure 9.1: Decision Tree for Hypothesis Testing on Means

324 INTROSTAT

TABLE 1. STANDARD NORMAL DISTRIBUTION: Areas under the standard normal

curve between 0 and z , i.e. Pr[0 < Z < z ]

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359
0.1 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753
0.2 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141
0.3 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517
0.4 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879
0.5 0.1915 0.1950 0.1985 0.2019 0.2054 0.2088 0.2123 0.2157 0.2190 0.2224
0.6 0.2257 0.2291 0.2324 0.2357 0.2389 0.2422 0.2454 0.2486 0.2517 0.2549
0.7 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852
0.8 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 0.3106 0.3133
0.9 0.3159 0.3186 0.3212 0.3238 0.3264 0.3289 0.3315 0.3340 0.3365 0.3389
1.0 0.3413 0.3438 0.3461 0.3485 0.3508 0.3531 0.3554 0.3577 0.3599 0.3621
1.1 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 0.3770 0.3790 0.3810 0.3830
1.2 0.3849 0.3869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015
1.3 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177
1.4 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319
1.5 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441
1.6 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545
1.7 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633
1.8 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706
1.9 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767
2.0 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817
2.1 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857
2.2 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890
2.3 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916
2.4 0.49180 0.49202 0.49224 0.49245 0.49266 0.49286 0.49305 0.49324 0.49343 0.49361
2.5 0.49379 0.49396 0.49413 0.49430 0.49446 0.49461 0.49477 0.49492 0.49506 0.49520
2.6 0.49534 0.49547 0.49560 0.49573 0.49585 0.49598 0.49609 0.49621 0.49632 0.49643
2.7 0.49653 0.49664 0.49674 0.49683 0.49693 0.49702 0.49711 0.49720 0.49728 0.49736
2.8 0.49744 0.49752 0.49760 0.49767 0.49774 0.49781 0.49788 0.49795 0.49801 0.49807
2.9 0.49813 0.49819 0.49825 0.49831 0.49836 0.49841 0.49846 0.49851 0.49856 0.49861
3.0 0.49865 0.49869 0.49874 0.49878 0.49882 0.49886 0.49889 0.49893 0.49896 0.49900
3.1 0.49903 0.49906 0.49910 0.49913 0.49916 0.49918 0.49921 0.49924 0.49926 0.49929
3.2 0.49931 0.49934 0.49936 0.49938 0.49940 0.49942 0.49944 0.49946 0.49948 0.49950
3.3 0.49952 0.49953 0.49955 0.49957 0.49958 0.49960 0.49961 0.49962 0.49964 0.49965
3.4 0.49966 0.49968 0.49969 0.49970 0.49971 0.49972 0.49973 0.49974 0.49975 0.49976
3.5 0.49977 0.49978 0.49978 0.49979 0.49980 0.49981 0.49981 0.49982 0.49983 0.49983
3.6 0.49984 0.49985 0.49985 0.49986 0.49986 0.49987 0.49987 0.49988 0.49988 0.49989
3.7 0.49989 0.49990 0.49990 0.49990 0.49991 0.49991 0.49992 0.49992 0.49992 0.49992
3.8 0.49993 0.49993 0.49993 0.49994 0.49994 0.49994 0.49994 0.49995 0.49995 0.49995
3.9 0.49995 0.49995 0.49996 0.49996 0.49996 0.49996 0.49996 0.49996 0.49997 0.49997
4.0 0.49997 0.49997 0.49997 0.49997 0.49997 0.49997 0.49998 0.49998 0.49998 0.49998
CHAPTER 12. TABLES 325

TABLE 2. t-DISTRIBUTION: One sided critical values, i.e. the value of tPdf such that
P = Pr[tdf > tPdf ], where df is the degrees of freedom

Probability Level P
df 0.4 0.3 0.2 0.1 0.05 0.025 0.01 0.005 0.0025 0.001 0.0005
1 0.325 0.727 1.376 3.078 6.314 12.71 31.82 63.66 127.3 318.3 636.6
2 0.289 0.617 1.061 1.886 2.920 4.303 6.965 9.925 14.09 22.33 31.60
3 0.277 0.584 0.978 1.638 2.353 3.182 4.541 5.841 7.453 10.21 12.92
4 0.271 0.569 0.941 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 0.267 0.559 0.920 1.476 2.015 2.571 3.365 4.032 4.773 5.894 6.869
6 0.265 0.553 0.906 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 0.263 0.549 0.896 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 0.262 0.546 0.889 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
9 0.261 0.543 0.883 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
10 0.260 0.542 0.879 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
11 0.260 0.540 0.876 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
12 0.259 0.539 0.873 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
13 0.259 0.538 0.870 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 0.258 0.537 0.868 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
15 0.258 0.536 0.866 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 0.258 0.535 0.865 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
17 0.257 0.534 0.863 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
18 0.257 0.534 0.862 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 0.257 0.533 0.861 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
20 0.257 0.533 0.860 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
21 0.257 0.532 0.859 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 0.256 0.532 0.858 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
23 0.256 0.532 0.858 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.768
24 0.256 0.531 0.857 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 0.256 0.531 0.856 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
26 0.256 0.531 0.856 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
27 0.256 0.531 0.855 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.689
28 0.256 0.530 0.855 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
29 0.256 0.530 0.854 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.660
30 0.256 0.530 0.854 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
31 0.256 0.530 0.853 1.309 1.696 2.040 2.453 2.744 3.022 3.375 3.633
32 0.255 0.530 0.853 1.309 1.694 2.037 2.449 2.738 3.015 3.365 3.622
33 0.255 0.530 0.853 1.308 1.692 2.035 2.445 2.733 3.008 3.356 3.611
34 0.255 0.529 0.852 1.307 1.691 2.032 2.441 2.728 3.002 3.348 3.601
35 0.255 0.529 0.852 1.306 1.690 2.030 2.438 2.724 2.996 3.340 3.591
36 0.255 0.529 0.852 1.306 1.688 2.028 2.434 2.719 2.990 3.333 3.582
37 0.255 0.529 0.851 1.305 1.687 2.026 2.431 2.715 2.985 3.326 3.574
38 0.255 0.529 0.851 1.304 1.686 2.024 2.429 2.712 2.980 3.319 3.566
39 0.255 0.529 0.851 1.304 1.685 2.023 2.426 2.708 2.976 3.313 3.558
40 0.255 0.529 0.851 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
45 0.255 0.528 0.850 1.301 1.679 2.014 2.412 2.690 2.952 3.281 3.520
50 0.255 0.528 0.849 1.299 1.676 2.009 2.403 2.678 2.937 3.261 3.496
60 0.254 0.527 0.848 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
70 0.254 0.527 0.847 1.294 1.667 1.994 2.381 2.648 2.899 3.211 3.435
80 0.254 0.526 0.846 1.292 1.664 1.990 2.374 2.639 2.887 3.195 3.416
90 0.254 0.526 0.846 1.291 1.662 1.987 2.368 2.632 2.878 3.183 3.402
100 0.254 0.526 0.845 1.290 1.660 1.984 2.364 2.626 2.871 3.174 3.390
110 0.254 0.526 0.845 1.289 1.659 1.982 2.361 2.621 2.865 3.166 3.381
120 0.254 0.526 0.845 1.289 1.658 1.980 2.358 2.617 2.860 3.160 3.373
140 0.254 0.526 0.844 1.288 1.656 1.977 2.353 2.611 2.852 3.149 3.361
160 0.254 0.525 0.844 1.287 1.654 1.975 2.350 2.607 2.847 3.142 3.352
180 0.254 0.525 0.844 1.286 1.653 1.973 2.347 2.603 2.842 3.136 3.345
200 0.254 0.525 0.843 1.286 1.653 1.972 2.345 2.601 2.838 3.131 3.340
z 0.253 0.524 0.842 1.282 1.645 1.960 2.326 2.576 2.807 3.090 3.291
326 INTROSTAT

TABLE 3. CHI-SQUARED DISTRIBUTION: One sided critical values, i.e. the value of
2(P ) 2(P )
χdf such that P = Pr[χ2df > χdf ], where df is the degrees of freedom, for P > 0.5

Probability Level P
df 0.9995 0.999 0.9975 0.995 0.99 0.975 0.95 0.9 0.8 0.6
1 0.000 0.000 0.000 0.000 0.000 0.001 0.004 0.016 0.064 0.275
2 0.001 0.002 0.005 0.010 0.020 0.051 0.103 0.211 0.446 1.022
3 0.015 0.024 0.045 0.072 0.115 0.216 0.352 0.584 1.005 1.869
4 0.064 0.091 0.145 0.207 0.297 0.484 0.711 1.064 1.649 2.753
5 0.158 0.210 0.307 0.412 0.554 0.831 1.145 1.610 2.343 3.656
6 0.299 0.381 0.527 0.676 0.872 1.237 1.635 2.204 3.070 4.570
7 0.485 0.599 0.794 0.989 1.239 1.690 2.167 2.833 3.822 5.493
8 0.710 0.857 1.104 1.344 1.647 2.180 2.733 3.490 4.594 6.423
9 0.972 1.152 1.450 1.735 2.088 2.700 3.325 4.168 5.380 7.357
10 1.265 1.479 1.827 2.156 2.558 3.247 3.940 4.865 6.179 8.295
11 1.587 1.834 2.232 2.603 3.053 3.816 4.575 5.578 6.989 9.237
12 1.935 2.214 2.661 3.074 3.571 4.404 5.226 6.304 7.807 10.182
13 2.305 2.617 3.112 3.565 4.107 5.009 5.892 7.041 8.634 11.129
14 2.697 3.041 3.582 4.075 4.660 5.629 6.571 7.790 9.467 12.078
15 3.107 3.483 4.070 4.601 5.229 6.262 7.261 8.547 10.307 13.030
16 3.536 3.942 4.573 5.142 5.812 6.908 7.962 9.312 11.152 13.983
17 3.980 4.416 5.092 5.697 6.408 7.564 8.672 10.085 12.002 14.937
18 4.439 4.905 5.623 6.265 7.015 8.231 9.390 10.865 12.857 15.893
19 4.913 5.407 6.167 6.844 7.633 8.907 10.117 11.651 13.716 16.850
20 5.398 5.921 6.723 7.434 8.260 9.591 10.851 12.443 14.578 17.809
21 5.895 6.447 7.289 8.034 8.897 10.283 11.591 13.240 15.445 18.768
22 6.404 6.983 7.865 8.643 9.542 10.982 12.338 14.041 16.314 19.729
23 6.924 7.529 8.450 9.260 10.196 11.689 13.091 14.848 17.187 20.690
24 7.453 8.085 9.044 9.886 10.856 12.401 13.848 15.659 18.062 21.652
25 7.991 8.649 9.646 10.520 11.524 13.120 14.611 16.473 18.940 22.616
26 8.537 9.222 10.256 11.160 12.198 13.844 15.379 17.292 19.820 23.579
27 9.093 9.803 10.873 11.808 12.878 14.573 16.151 18.114 20.703 24.544
28 9.656 10.391 11.497 12.461 13.565 15.308 16.928 18.939 21.588 25.509
29 10.227 10.986 12.128 13.121 14.256 16.047 17.708 19.768 22.475 26.475
30 10.804 11.588 12.765 13.787 14.953 16.791 18.493 20.599 23.364 27.442
31 11.388 12.196 13.407 14.458 15.655 17.539 19.281 21.434 24.255 28.409
32 11.980 12.810 14.055 15.134 16.362 18.291 20.072 22.271 25.148 29.376
33 12.576 13.431 14.709 15.815 17.073 19.047 20.867 23.110 26.042 30.344
34 13.180 14.057 15.368 16.501 17.789 19.806 21.664 23.952 26.938 31.313
35 13.788 14.688 16.032 17.192 18.509 20.569 22.465 24.797 27.836 32.282
36 14.401 15.324 16.700 17.887 19.233 21.336 23.269 25.643 28.735 33.252
37 15.021 15.965 17.373 18.586 19.960 22.106 24.075 26.492 29.635 34.222
38 15.644 16.611 18.050 19.289 20.691 22.878 24.884 27.343 30.537 35.192
39 16.272 17.261 18.732 19.996 21.426 23.654 25.695 28.196 31.441 36.163
40 16.906 17.917 19.417 20.707 22.164 24.433 26.509 29.051 32.345 37.134
45 20.136 21.251 22.899 24.311 25.901 28.366 30.612 33.350 36.884 41.995
50 23.461 24.674 26.464 27.991 29.707 32.357 34.764 37.689 41.449 46.864
60 30.339 31.738 33.791 35.534 37.485 40.482 43.188 46.459 50.641 56.620
70 37.467 39.036 41.332 43.275 45.442 48.758 51.739 55.329 59.898 66.396
80 44.792 46.520 49.043 51.172 53.540 57.153 60.391 64.278 69.207 76.188
90 52.277 54.156 56.892 59.196 61.754 65.647 69.126 73.291 78.558 85.993
100 59.895 61.918 64.857 67.328 70.065 74.222 77.929 82.358 87.945 95.808
110 67.631 69.790 72.922 75.550 78.458 82.867 86.792 91.471 97.362 105.632
120 75.465 77.756 81.073 83.852 86.923 91.573 95.705 100.624 106.806 115.465
140 91.389 93.925 97.591 100.655 104.034 109.137 113.659 119.029 125.758 135.149
160 107.599 110.359 114.350 117.679 121.346 126.870 131.756 137.546 144.783 154.856
180 124.032 127.011 131.305 134.884 138.821 144.741 149.969 156.153 163.868 174.580
200 140.659 143.842 148.426 152.241 156.432 162.728 168.279 174.835 183.003 194.319
CHAPTER 12. TABLES 327

TABLE 3, continued. CHI-SQUARED DISTRIBUTION: One sided critical values, i.e.

2(P ) 2(P )
the value of χdf such that P = Pr[χ2df > χdf ], where df is the degrees of freedom,
for P < 0.5

Probability Level P
df 0.4 0.2 0.1 0.05 0.025 0.01 0.005 0.0025 0.001 0.0005
1 0.708 1.642 2.706 3.841 5.024 6.635 7.879 9.140 10.827 12.115
2 1.833 3.219 4.605 5.991 7.378 9.210 10.597 11.983 13.815 15.201
3 2.946 4.642 6.251 7.815 9.348 11.345 12.838 14.320 16.266 17.731
4 4.045 5.989 7.779 9.488 11.143 13.277 14.860 16.424 18.466 19.998
5 5.132 7.289 9.236 11.070 12.832 15.086 16.750 18.385 20.515 22.106
6 6.211 8.558 10.645 12.592 14.449 16.812 18.548 20.249 22.457 24.102
7 7.283 9.803 12.017 14.067 16.013 18.475 20.278 22.040 24.321 26.018
8 8.351 11.030 13.362 15.507 17.535 20.090 21.955 23.774 26.124 27.867
9 9.414 12.242 14.684 16.919 19.023 21.666 23.589 25.463 27.877 29.667
10 10.473 13.442 15.987 18.307 20.483 23.209 25.188 27.112 29.588 31.419
11 11.530 14.631 17.275 19.675 21.920 24.725 26.757 28.729 31.264 33.138
12 12.584 15.812 18.549 21.026 23.337 26.217 28.300 30.318 32.909 34.821
13 13.636 16.985 19.812 22.362 24.736 27.688 29.819 31.883 34.527 36.477
14 14.685 18.151 21.064 23.685 26.119 29.141 31.319 33.426 36.124 38.109
15 15.733 19.311 22.307 24.996 27.488 30.578 32.801 34.949 37.698 39.717
16 16.780 20.465 23.542 26.296 28.845 32.000 34.267 36.456 39.252 41.308
17 17.824 21.615 24.769 27.587 30.191 33.409 35.718 37.946 40.791 42.881
18 18.868 22.760 25.989 28.869 31.526 34.805 37.156 39.422 42.312 44.434
19 19.910 23.900 27.204 30.144 32.852 36.191 38.582 40.885 43.819 45.974
20 20.951 25.038 28.412 31.410 34.170 37.566 39.997 42.336 45.314 47.498
21 21.992 26.171 29.615 32.671 35.479 38.932 41.401 43.775 46.796 49.010
22 23.031 27.301 30.813 33.924 36.781 40.289 42.796 45.204 48.268 50.510
23 24.069 28.429 32.007 35.172 38.076 41.638 44.181 46.623 49.728 51.999
24 25.106 29.553 33.196 36.415 39.364 42.980 45.558 48.034 51.179 53.478
25 26.143 30.675 34.382 37.652 40.646 44.314 46.928 49.435 52.619 54.948
26 27.179 31.795 35.563 38.885 41.923 45.642 48.290 50.829 54.051 56.407
27 28.214 32.912 36.741 40.113 43.195 46.963 49.645 52.215 55.475 57.856
28 29.249 34.027 37.916 41.337 44.461 48.278 50.994 53.594 56.892 59.299
29 30.283 35.139 39.087 42.557 45.722 49.588 52.335 54.966 58.301 60.734
30 31.316 36.250 40.256 43.773 46.979 50.892 53.672 56.332 59.702 62.160
31 32.349 37.359 41.422 44.985 48.232 52.191 55.002 57.692 61.098 63.581
32 33.381 38.466 42.585 46.194 49.480 53.486 56.328 59.046 62.487 64.993
33 34.413 39.572 43.745 47.400 50.725 54.775 57.648 60.395 63.869 66.401
34 35.444 40.676 44.903 48.602 51.966 56.061 58.964 61.738 65.247 67.804
35 36.475 41.778 46.059 49.802 53.203 57.342 60.275 63.076 66.619 69.197
36 37.505 42.879 47.212 50.998 54.437 58.619 61.581 64.410 67.985 70.588
37 38.535 43.978 48.363 52.192 55.668 59.893 62.883 65.738 69.348 71.971
38 39.564 45.076 49.513 53.384 56.895 61.162 64.181 67.063 70.704 73.350
39 40.593 46.173 50.660 54.572 58.120 62.428 65.475 68.383 72.055 74.724
40 41.622 47.269 51.805 55.758 59.342 63.691 66.766 69.699 73.403 76.096
45 46.761 52.729 57.505 61.656 65.410 69.957 73.166 76.223 80.078 82.873
50 51.892 58.164 63.167 67.505 71.420 76.154 79.490 82.664 86.660 89.560
60 62.135 68.972 74.397 79.082 83.298 88.379 91.952 95.344 99.608 102.697
70 72.358 79.715 85.527 90.531 95.023 100.425 104.215 107.808 112.317 115.577
80 82.566 90.405 96.578 101.879 106.629 112.329 116.321 120.102 124.839 128.264
90 92.761 101.054 107.565 113.145 118.136 124.116 128.299 132.255 137.208 140.780
100 102.946 111.667 118.498 124.342 129.561 135.807 140.170 144.292 149.449 153.164
110 113.121 122.250 129.385 135.480 140.916 147.414 151.948 156.230 161.582 165.436
120 123.289 132.806 140.233 146.567 152.211 158.950 163.648 168.081 173.618 177.601
140 143.604 153.854 161.827 168.613 174.648 181.841 186.847 191.565 197.450 201.680
160 163.898 174.828 183.311 190.516 196.915 204.530 209.824 214.808 221.020 225.477
180 184.173 195.743 204.704 212.304 219.044 227.056 232.620 237.855 244.372 249.049
200 204.434 216.609 226.021 233.994 241.058 249.445 255.264 260.735 267.539 272.422
336 INTROSTAT

TABLE 5. CORRELATION COEFFICIENT. Critical values of the correlation coeffi-

cients for one-sided tests of the null hypothesis H0 : ρ = 0 (where degrees of freedom =
sample size - 2)

Deg. of Probability Level (P)

Freedom 0.4 0.3 0.2 0.1 0.05 0.025 0.01 0.005 0.0025 0.001 0.0005
1 0.3090 0.5878 0.8090 0.9511 0.9877 0.9969 0.9995 0.9999 1.0000 1.0000 1.0000
2 0.2000 0.4000 0.6000 0.8000 0.9000 0.9500 0.9800 0.9900 0.9950 0.9980 0.9990
3 0.1577 0.3197 0.4919 0.6870 0.8054 0.8783 0.9343 0.9587 0.9740 0.9859 0.9911
4 0.1341 0.2735 0.4257 0.6084 0.7293 0.8114 0.8822 0.9172 0.9417 0.9633 0.9741
5 0.1186 0.2427 0.3803 0.5509 0.6694 0.7545 0.8329 0.8745 0.9056 0.9350 0.9509
6 0.1075 0.2204 0.3468 0.5067 0.6215 0.7067 0.7887 0.8343 0.8697 0.9049 0.9249
7 0.0990 0.2032 0.3208 0.4716 0.5822 0.6664 0.7498 0.7977 0.8359 0.8751 0.8983
8 0.0922 0.1895 0.2998 0.4428 0.5494 0.6319 0.7155 0.7646 0.8046 0.8467 0.8721
9 0.0867 0.1783 0.2825 0.4187 0.5214 0.6021 0.6851 0.7348 0.7759 0.8199 0.8470
10 0.0820 0.1688 0.2678 0.3981 0.4973 0.5760 0.6581 0.7079 0.7496 0.7950 0.8233
11 0.0780 0.1607 0.2552 0.3802 0.4762 0.5529 0.6339 0.6835 0.7255 0.7717 0.8010
12 0.0746 0.1536 0.2443 0.3646 0.4575 0.5324 0.6120 0.6614 0.7034 0.7501 0.7800
13 0.0715 0.1474 0.2346 0.3507 0.4409 0.5140 0.5923 0.6411 0.6831 0.7301 0.7604
14 0.0688 0.1419 0.2260 0.3383 0.4259 0.4973 0.5742 0.6226 0.6643 0.7114 0.7419
15 0.0664 0.1370 0.2183 0.3271 0.4124 0.4821 0.5577 0.6055 0.6470 0.6940 0.7247
16 0.0643 0.1326 0.2113 0.3170 0.4000 0.4683 0.5425 0.5897 0.6308 0.6777 0.7084
17 0.0623 0.1285 0.2049 0.3077 0.3887 0.4555 0.5285 0.5751 0.6158 0.6624 0.6932
18 0.0605 0.1248 0.1991 0.2992 0.3783 0.4438 0.5155 0.5614 0.6018 0.6481 0.6788
19 0.0588 0.1214 0.1938 0.2914 0.3687 0.4329 0.5034 0.5487 0.5886 0.6346 0.6652
20 0.0573 0.1183 0.1888 0.2841 0.3598 0.4227 0.4921 0.5368 0.5763 0.6219 0.6524
21 0.0559 0.1154 0.1843 0.2774 0.3515 0.4132 0.4815 0.5256 0.5647 0.6099 0.6402
22 0.0546 0.1127 0.1800 0.2711 0.3438 0.4044 0.4716 0.5151 0.5537 0.5986 0.6287
23 0.0534 0.1102 0.1760 0.2653 0.3365 0.3961 0.4622 0.5052 0.5434 0.5879 0.6178
24 0.0522 0.1078 0.1723 0.2598 0.3297 0.3882 0.4534 0.4958 0.5336 0.5776 0.6074
25 0.0511 0.1056 0.1688 0.2546 0.3233 0.3809 0.4451 0.4869 0.5243 0.5679 0.5974
26 0.0501 0.1036 0.1655 0.2497 0.3172 0.3739 0.4372 0.4785 0.5154 0.5587 0.5880
27 0.0492 0.1016 0.1624 0.2451 0.3115 0.3673 0.4297 0.4705 0.5070 0.5499 0.5789
28 0.0483 0.0997 0.1594 0.2407 0.3061 0.3610 0.4226 0.4629 0.4990 0.5415 0.5703
29 0.0474 0.0980 0.1567 0.2366 0.3009 0.3550 0.4158 0.4556 0.4914 0.5334 0.5621
30 0.0466 0.0963 0.1540 0.2327 0.2960 0.3494 0.4093 0.4487 0.4840 0.5257 0.5541
31 0.0458 0.0947 0.1515 0.2289 0.2913 0.3440 0.4032 0.4421 0.4770 0.5184 0.5465
32 0.0451 0.0932 0.1491 0.2254 0.2869 0.3388 0.3972 0.4357 0.4703 0.5113 0.5392
33 0.0444 0.0918 0.1468 0.2220 0.2826 0.3338 0.3916 0.4296 0.4639 0.5045 0.5322
34 0.0437 0.0904 0.1446 0.2187 0.2785 0.3291 0.3862 0.4238 0.4577 0.4979 0.5254
35 0.0431 0.0891 0.1425 0.2156 0.2746 0.3246 0.3810 0.4182 0.4518 0.4916 0.5189
36 0.0425 0.0878 0.1405 0.2126 0.2709 0.3202 0.3760 0.4128 0.4461 0.4856 0.5126
37 0.0419 0.0866 0.1386 0.2097 0.2673 0.3160 0.3712 0.4076 0.4406 0.4797 0.5066
38 0.0414 0.0855 0.1368 0.2070 0.2638 0.3120 0.3665 0.4026 0.4353 0.4741 0.5007
39 0.0408 0.0844 0.1350 0.2043 0.2605 0.3081 0.3621 0.3978 0.4301 0.4686 0.4950
40 0.0403 0.0833 0.1333 0.2018 0.2573 0.3044 0.3578 0.3932 0.4252 0.4634 0.4896
45 0.0380 0.0785 0.1257 0.1903 0.2429 0.2876 0.3384 0.3721 0.4028 0.4394 0.4647
50 0.0360 0.0744 0.1192 0.1806 0.2306 0.2732 0.3218 0.3542 0.3836 0.4188 0.4432
60 0.0328 0.0679 0.1088 0.1650 0.2108 0.2500 0.2948 0.3248 0.3522 0.3850 0.4079
70 0.0304 0.0628 0.1007 0.1528 0.1954 0.2319 0.2737 0.3017 0.3274 0.3583 0.3798
80 0.0284 0.0588 0.0942 0.1430 0.1829 0.2172 0.2565 0.2830 0.3072 0.3364 0.3568
90 0.0268 0.0554 0.0888 0.1348 0.1726 0.2050 0.2422 0.2673 0.2903 0.3181 0.3375
100 0.0254 0.0525 0.0842 0.1279 0.1638 0.1946 0.2301 0.2540 0.2759 0.3025 0.3211
110 0.0242 0.0501 0.0803 0.1220 0.1562 0.1857 0.2196 0.2425 0.2635 0.2890 0.3068
120 0.0232 0.0479 0.0769 0.1168 0.1496 0.1779 0.2104 0.2324 0.2526 0.2771 0.2943
140 0.0214 0.0444 0.0712 0.1082 0.1386 0.1648 0.1951 0.2155 0.2343 0.2572 0.2733
160 0.0201 0.0415 0.0666 0.1012 0.1297 0.1543 0.1826 0.2019 0.2195 0.2411 0.2562
180 0.0189 0.0391 0.0628 0.0954 0.1223 0.1455 0.1723 0.1905 0.2072 0.2276 0.2419
200 0.0179 0.0371 0.0595 0.0905 0.1161 0.1381 0.1636 0.1809 0.1968 0.2162 0.2298