MATH 277: Assignment 2

Due 11:59 pm Wednesday 3 April 2024

Question 1 [10 marks]

Let the joint discrete pmf X and Y be defined by
x+y
f (x, y) =
32
for x = 1, 2, y = {1, 2, 3, 4}
a.) Find marginal probability fX (x) of X.
b.) Find marginal probability fY (Y ) of Y .
c.) Find P (X > Y )
d.) Find P (Y = 2X)
e.) Find P (X + Y = 3)
f.) Find E[X] and E[Y] and E[XY]
g.) Cov and correlation coefficient

Question 2 [10 marks]

Let’s consider r.v.s X and Y and a continuous bivariate distribution f (X, Y ) defined by

3x for0 ≤ y ≤ x ≤ 1
f (x, y) =
0 otherwise
a.) Find the marginal distribution of X.
b.) Find the marginal distribution of Y.
c.) Find µX and V ar(X)
d.) Find µY and V ar(Y )
e.) Find Cov(X, Y )
f.) Define Z = 2X − Y . Find E(Z) and V ar(Z)
Question 3 [10 marks]
Random variables Y1 , . . . Yn follow the probability density distribution:
 1 −y/θ
f (y|θ) = θ 2 ye y>0
0 otherwise

with known expected values E[Y ] = 2θ and V ar[Y ] = 2θ2 .

a.) Find the maximum likelihood estimate of θ.
b.) Find E[θ̂] and V (θ̂)
c.) Is this a biased estimator?

Question 4 [10 marks]

Random variables X1 , . . . Xn follow a probability density distribution with k > θ,
1
y k−1 e−y/θ y > 0, k > 0, θ > 0

f (y|k, θ) = Γ(k)θ k
0 otherwise

1
The expected value and variance are E[Y ] = kθ and V ar[Y ] = kθ2 .
a. Use the method of moment to find the estimators for parameters k and θ.

Question 5 [10 marks]

Supposed Y follow a binomial distribution with n = 15 and p = 0.4.

a.) Find the exact probabilities of Y ≤ 8 and Y = 8 (from the included tables).
b.) Compare these to the corresponding values found by using the normal approximation(from the included
tables).

2
Table 1. Binomial probabilities. (Tabulated values are P (X = x) where X is B(n, p).
If p > 0.5 use P (X = x) = P (Y = n − x), where Y ∼ B(n, 1 − p).)

p
n x 0.01 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
2 0 0.9801 0.9025 0.8100 0.7225 0.6400 0.5625 0.4900 0.4225 0.3600 0.3025 0.2500
1 0.0198 0.0950 0.1800 0.2550 0.3200 0.3750 0.4200 0.4550 0.4800 0.4950 0.5000
2 0.0001 0.0025 0.0100 0.0225 0.0400 0.0625 0.0900 0.1225 0.1600 0.2025 0.2500
3 0 0.9703 0.8574 0.7290 0.6141 0.5120 0.4219 0.3430 0.2746 0.2160 0.1664 0.1250
1 0.0294 0.1354 0.2430 0.3251 0.3840 0.4219 0.4410 0.4436 0.4320 0.4084 0.3750
2 0.0003 0.0071 0.0270 0.0574 0.0960 0.1406 0.1890 0.2389 0.2880 0.3341 0.3750
3 0.0001 0.0010 0.0034 0.0080 0.0156 0.0270 0.0429 0.0640 0.0911 0.1250
4 0 0.9606 0.8145 0.6561 0.5220 0.4096 0.3164 0.2401 0.1785 0.1296 0.0915 0.0625
1 0.0388 0.1715 0.2916 0.3685 0.4096 0.4219 0.4116 0.3845 0.3456 0.2995 0.2500
2 0.0006 0.0135 0.0486 0.0975 0.1536 0.2109 0.2646 0.3105 0.3456 0.3675 0.3750
3 0.0005 0.0036 0.0115 0.0256 0.0469 0.0756 0.1115 0.1536 0.2005 0.2500
4 0.0001 0.0005 0.0016 0.0039 0.0081 0.0150 0.0256 0.0410 0.0625
5 0 0.9510 0.7738 0.5905 0.4437 0.3277 0.2373 0.1681 0.1160 0.0778 0.0503 0.0313
1 0.0480 0.2036 0.3281 0.3915 0.4096 0.3955 0.3602 0.3124 0.2592 0.2059 0.1563
2 0.0010 0.0214 0.0729 0.1382 0.2048 0.2637 0.3087 0.3364 0.3456 0.3369 0.3125
3 0.0011 0.0081 0.0244 0.0512 0.0879 0.1323 0.1811 0.2304 0.2757 0.3125
4 0.0004 0.0022 0.0064 0.0146 0.0283 0.0488 0.0768 0.1128 0.1563
5 0.0001 0.0003 0.0010 0.0024 0.0053 0.0102 0.0185 0.0313
6 0 0.9415 0.7351 0.5314 0.3771 0.2621 0.1780 0.1176 0.0754 0.0467 0.0277 0.0156
1 0.0571 0.2321 0.3543 0.3993 0.3932 0.3560 0.3025 0.2437 0.1866 0.1359 0.0938
2 0.0014 0.0305 0.0984 0.1762 0.2458 0.2966 0.3241 0.3280 0.3110 0.2780 0.2344
3 0.0021 0.0146 0.0415 0.0819 0.1318 0.1852 0.2355 0.2765 0.3032 0.3125
4 0.0001 0.0012 0.0055 0.0154 0.0330 0.0595 0.0951 0.1382 0.1861 0.2344
5 0.0001 0.0004 0.0015 0.0044 0.0102 0.0205 0.0369 0.0609 0.0938
6 0.0001 0.0002 0.0007 0.0018 0.0041 0.0083 0.0156
7 0 0.9321 0.6983 0.4783 0.3206 0.2097 0.1335 0.0824 0.0490 0.0280 0.0152 0.0078
1 0.6590 0.2573 0.3720 0.3960 0.3670 0.3115 0.2471 0.1848 0.1306 0.0872 0.0547
2 0.0020 0.0406 0.1240 0.2097 0.2753 0.3115 0.3177 0.2985 0.2613 0.2140 0.1641
3 0.0036 0.0230 0.0617 0.1147 0.1730 0.2269 0.2679 0.2903 0.2918 0.2734
4 0.0002 0.0026 0.0109 0.0287 0.0577 0.0972 0.1442 0.1935 0.2388 0.2734
5 0.0002 0.0012 0.0043 0.0115 0.0250 0.0466 0.0774 0.1172 0.1641
6 0.0001 0.0004 0.0013 0.0036 0.0084 0.0172 0.0320 0.0547
7 0.0001 0.0002 0.0006 0.0016 0.0037 0.0078
8 0 0.9227 0.6634 0.4305 0.2725 0.1678 0.1001 0.0576 0.0319 0.0160 0.0084 0.0039
1 0.0746 0.2793 0.3826 0.3847 0.3355 0.2670 0.1977 0.1373 0.0896 0.0548 0.0313
2 0.0026 0.0515 0.1488 0.2376 0.2936 0.3115 0.2965 0.2587 0.2090 0.1569 0.1094
3 0.0001 0.0054 0.0331 0.0839 0.1468 0.2076 0.2541 0.2786 0.2787 0.2568 0.2188
4 0.0004 0.0046 0.0185 0.0459 0.0865 0.1361 0.1875 0.2322 0.2627 0.2734
5 0.0004 0.0026 0.0092 0.0231 0.0467 0.0808 0.1239 0.1719 0.2188
6 0.0002 0.0011 0.0038 0.0100 0.0217 0.0413 0.0703 0.1094
7 0.0001 0.0004 0.0012 0.0033 0.0079 0.0164 0.0313
8 0.0001 0.0002 0.0007 0.0017 0.0039
9 0 0.9135 0.6302 0.3874 0.2316 0.1342 0.0751 0.0404 0.0207 0.0101 0.0046 0.0020
1 0.0830 0.2985 0.3874 0.3679 0.3020 0.2253 0.1556 0.1004 0.0605 0.0339 0.0176
2 0.0034 0.0629 0.1722 0.2597 0.3020 0.3003 0.2668 0.2162 0.1612 0.1110 0.0703
3 0.0001 0.0077 0.0446 0.1069 0.1762 0.2336 0.2668 0.2716 0.2508 0.2119 0.1641
4 0.0006 0.0074 0.0283 0.0661 0.1168 0.1715 0.2194 0.2508 0.2600 0.2461
5 0.0008 0.0050 0.0165 0.0389 0.0735 0.1181 0.1672 0.2128 0.2461
6 0.0001 0.0006 0.0028 0.0087 0.0210 0.0424 0.0743 0.1160 0.1641
7 0.0003 0.0012 0.0039 0.0098 0.0212 0.0407 0.0703
8 0.0001 0.0004 0.0013 0.0035 0.0083 0.0176
9 0.0001 0.0003 0.0008 0.0020
10 0 0.9044 0.5987 0.3487 0.1969 0.1074 0.0563 0.0282 0.0135 0.0060 0.0025 0.0010
1 0.0914 0.3151 0.3874 0.3474 0.2684 0.1877 0.1211 0.0725 0.0403 0.0207 0.0098
2 0.0042 0.0746 0.1937 0.2759 0.3020 0.2816 0.2335 0.1757 0.1209 0.0763 0.0439
3 0.0001 0.0105 0.0574 0.1298 0.2013 0.2503 0.2668 0.2522 0.2150 0.1665 0.1172
4 0.0010 0.0112 0.0401 0.0881 0.1460 0.2001 0.2377 0.2508 0.2384 0.2051
5 0.0001 0.0015 0.0085 0.0264 0.0584 0.1029 0.1536 0.2007 0.2340 0.2461
6 0.0001 0.0012 0.0055 0.0162 0.0368 0.0689 0.1115 0.1596 0.2051
7 0.0001 0.0008 0.0031 0.0090 0.0212 0.0425 0.0746 0.1172
8 0.0001 0.0004 0.0014 0.0043 0.0106 0.0229 0.0439
9 0.0001 0.0005 0.0016 0.0042 0.0098
10 0.0001 0.0003 0.0010
 Table 1. Binomial probabilities. Continued.
p
n x 0.01 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
11 0 0.8953 0.5688 0.3138 0.1673 0.0859 0.0422 0.0198 0.0088 0.0036 0.0014 0.0005
1 0.0995 0.3293 0.3835 0.3248 0.2362 0.1549 0.0932 0.0518 0.0266 0.0125 0.0054
2 0.0050 0.0867 0.2131 0.2866 0.2953 0.2581 0.1998 0.1395 0.0887 0.0513 0.0269
3 0.0002 0.0137 0.0710 0.1517 0.2215 0.2581 0.2568 0.2254 0.1774 0.1259 0.0806
4 0.0014 0.0158 0.0536 0.1107 0.1721 0.2201 0.2428 0.2365 0.2060 0.1611
5 0.0001 0.0025 0.0132 0.0388 0.0803 0.1321 0.1830 0.2207 0.2360 0.2256
6 0.0003 0.0023 0.0097 0.0268 0.0566 0.0985 0.1471 0.1931 0.2256
7 0.0003 0.0017 0.0064 0.0173 0.0379 0.0701 0.1128 0.1611
8 0.0002 0.0011 0.0037 0.0102 0.0234 0.0462 0.0806
9 0.0001 0.0005 0.0018 0.0052 0.0126 0.0269
10 0.0002 0.0007 0.0021 0.0054
11 0.0002 0.0005
12 0 0.8864 0.5404 0.2824 0.1422 0.0687 0.0317 0.0138 0.0057 0.0022 0.0008 0.0002
1 0.1074 0.3413 0.3766 0.3012 0.2062 0.1267 0.0712 0.0368 0.0174 0.0075 0.0029
2 0.0060 0.0988 0.2301 0.2924 0.2835 0.2323 0.1678 0.1088 0.0639 0.0339 0.0161
3 0.0002 0.0173 0.0852 0.1720 0.2362 0.2581 0.2397 0.1954 0.1419 0.0923 0.0537
4 0.0021 0.0213 0.0683 0.1329 0.1936 0.2311 0.2367 0.2128 0.1700 0.1208
5 0.0002 0.0038 0.0193 0.0532 0.1032 0.1585 0.2039 0.2270 0.2225 0.1934
6 0.0005 0.0040 0.0155 0.0401 0.0792 0.1281 0.1766 0.2124 0.2256
7 0.0006 0.0033 0.0115 0.0291 0.0591 0.1009 0.1489 0.1934
8 0.0001 0.0005 0.0024 0.0078 0.0199 0.0420 0.0762 0.1208
9 0.0001 0.0004 0.0015 0.0048 0.0125 0.0277 0.0537
10 0.0002 0.0008 0.0025 0.0068 0.0161
11 0.0001 0.0003 0.0010 0.0029
12 0.0001 0.0002
15 0 0.8601 0.4633 0.2059 0.0874 0.0352 0.0134 0.0047 0.0016 0.0005 0.0001
1 0.1303 0.3658 0.3432 0.2312 0.1319 0.0668 0.0305 0.0126 0.0047 0.0016 0.0005
2 0.0092 0.1348 0.2669 0.2856 0.2309 0.1559 0.0916 0.0476 0.0219 0.0090 0.0032
3 0.0004 0.0307 0.1285 0.2184 0.2501 0.2252 0.1700 0.1110 0.0634 0.0318 0.0139
4 0.0049 0.0428 0.1156 0.1876 0.2252 0.2186 0.1792 0.1268 0.0780 0.0417
5 0.0006 0.0105 0.0449 0.1032 0.1651 0.2061 0.2123 0.1859 0.1404 0.0916
6 0.0019 0.0132 0.0430 0.0917 0.1472 0.1906 0.2066 0.1914 0.1527
7 0.0003 0.0030 0.0138 0.0393 0.0811 0.1319 0.1771 0.2013 0.1964
8 0.0005 0.0035 0.0131 0.0348 0.0710 0.1181 0.1647 0.1964
9 0.0001 0.0007 0.0034 0.0116 0.0298 0.0612 0.1048 0.1527
10 0.0001 0.0007 0.0030 0.0096 0.0245 0.0515 0.0916
11 0.0001 0.0006 0.0024 0.0074 0.0191 0.0417
12 0.0001 0.0004 0.0016 0.0052 0.0139
13 0.0001 0.0003 0.0010 0.0032
14 0.0001 0.0005
15
20 0 0.8179 0.3585 0.1216 0.0388 0.0115 0.0032 0.0008 0.0002
1 0.1652 0.3774 0.2702 0.1368 0.0576 0.0211 0.0068 0.0020 0.0005 0.0001
2 0.0159 0.1887 0.2852 0.2293 0.1369 0.0669 0.0278 0.0100 0.0031 0.0008 0.0002
3 0.0010 0.0596 0.1901 0.2428 0.2054 0.1339 0.0716 0.0323 0.0123 0.0040 0.0011
4 0.0133 0.0898 0.1821 0.2182 0.1897 0.1304 0.0738 0.0350 0.0139 0.0046
5 0.0022 0.0319 0.1028 0.1746 0.2023 0.1789 0.1272 0.0746 0.0365 0.0148
6 0.0003 0.0089 0.0454 0.1091 0.1686 0.1916 0.1712 0.1244 0.0746 0.0370
7 0.0020 0.0160 0.0545 0.1124 0.1643 0.1844 0.1659 0.1221 0.0739
8 0.0004 0.0046 0.0222 0.0609 0.1144 0.1614 0.1797 0.1623 0.1201
9 0.0001 0.0011 0.0074 0.0271 0.0654 0.1158 0.1597 0.1771 0.1602
10 0.0002 0.0020 0.0099 0.0308 0.0686 0.1171 0.1593 0.1762
11 0.0005 0.0030 0.0120 0.0336 0.0710 0.1185 0.1602
12 0.0001 0.0008 0.0039 0.0136 0.0355 0.0727 0.1201
13 0.0002 0.0010 0.0045 0.0146 0.0366 0.0739
14 0.0002 0.0012 0.0049 0.0150 0.0370
15 0.0003 0.0013 0.0049 0.0148
16 0.0003 0.0013 0.0046
17 0.0002 0.0011
18 0.0002
19
20
Table 2. Cumulative binomial probabilities. (Tabulated values are P (X ≥ x) for
certain values of n, p. If p > 0.5 use P (Y ≤ y) = 1 − P (Y ≥ y + 1), where y = n − x,
and Y ∼ B(n, 1 − p).)

p
n x 0.01 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
2 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0199 0.0975 0.1900 0.2775 0.3600 0.4375 0.5100 0.5775 0.6400 0.6975 0.7500
2 0.0001 0.0025 0.0100 0.0225 0.0400 0.0625 0.0900 0.1225 0.1600 0.2025 0.2500
3 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0297 0.1426 0.2710 0.3859 0.4880 0.5781 0.6570 0.7254 0.7840 0.8336 0.8750
2 0.0003 0.0073 0.0280 0.0608 0.1040 0.1563 0.2160 0.2818 0.3520 0.4253 0.5000
3 0.0001 0.0010 0.0034 0.0080 0.0156 0.0270 0.0429 0.0640 0.0911 0.1250
4 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0394 0.1855 0.3439 0.4780 0.5904 0.6836 0.7599 0.8215 0.8704 0.9085 0.9375
2 0.0006 0.0140 0.0523 0.1095 0.1808 0.2617 0.3483 0.4370 0.5248 0.6090 0.6875
3 0.0005 0.0037 0.0120 0.0272 0.0508 0.0837 0.1265 0.1792 0.2415 0.3125
4 0.0001 0.0005 0.0016 0.0039 0.0081 0.0150 0.0256 0.0410 0.0625
5 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0490 0.2262 0.4095 0.5563 0.6723 0.7627 0.8319 0.8840 0.9222 0.9497 0.9688
2 0.0010 0.0226 0.0815 0.1648 0.2627 0.3672 0.4718 0.5716 0.6630 0.7438 0.8125
3 0.0012 0.0086 0.0266 0.0579 0.1035 0.1631 0.2352 0.3174 0.4069 0.5000
4 0.0005 0.0022 0.0067 0.0156 0.0308 0.0540 0.0870 0.1312 0.1875
5 0.0001 0.0003 0.0010 0.0024 0.0053 0.0102 0.0185 0.0313
6 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0585 0.2649 0.4686 0.6229 0.7379 0.8220 0.8824 0.9246 0.9533 0.9723 0.9844
2 0.0015 0.0328 0.1143 0.2235 0.3446 0.4661 0.5798 0.6809 0.7667 0.8364 0.8906
3 0.0022 0.0159 0.0473 0.0989 0.1694 0.2557 0.3529 0.4557 0.5585 0.6563
4 0.0001 0.0013 0.0059 0.0170 0.0376 0.0705 0.1174 0.1792 0.2553 0.3438
5 0.0001 0.0004 0.0016 0.0046 0.0109 0.0223 0.0410 0.0692 0.1094
6 0.0001 0.0002 0.0007 0.0018 0.0041 0.0083 0.0156
7 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0679 0.3017 0.5217 0.6794 0.7903 0.8665 0.9176 0.9510 0.9720 0.9848 0.9922
2 0.0020 0.0444 0.1497 0.2834 0.4233 0.5551 0.6706 0.7662 0.8414 0.8976 0.9375
3 0.0038 0.0257 0.0738 0.1480 0.2436 0.3529 0.4677 0.5801 0.6836 0.7734
4 0.0002 0.0027 0.0121 0.0333 0.0706 0.1260 0.1998 0.2898 0.3917 0.5000
5 0.0002 0.0012 0.0047 0.0129 0.0288 0.0556 0.0963 0.1529 0.2266
6 0.0001 0.0004 0.0013 0.0038 0.0090 0.0188 0.0357 0.0625
7 0.0001 0.0002 0.0006 0.0016 0.0037 0.0078
8 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0773 0.3366 0.5695 0.7275 0.8322 0.8999 0.9424 0.9681 0.9832 0.9916 0.9961
2 0.0027 0.0572 0.1869 0.3428 0.4967 0.6329 0.7447 0.8309 0.8936 0.9368 0.9648
3 0.0001 0.0058 0.0381 0.1052 0.2031 0.3215 0.4482 0.5722 0.6846 0.7799 0.8555
4 0.0004 0.0050 0.0214 0.0563 0.1138 0.1941 0.2936 0.4059 0.5230 0.6367
5 0.0004 0.0029 0.0104 0.0273 0.0580 0.1061 0.1737 0.2604 0.3633
6 0.0002 0.0012 0.0042 0.0113 0.0253 0.0498 0.0885 0.1445
7 0.0001 0.0004 0.0013 0.0036 0.0085 0.0181 0.0352
8 0.0001 0.0002 0.0007 0.0017 0.0039
9 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0865 0.3698 0.6126 0.7684 0.8658 0.9249 0.9596 0.9793 0.9899 0.9954 0.9980
2 0.0034 0.0712 0.2252 0.4005 0.5638 0.6997 0.8040 0.8789 0.9295 0.9615 0.9805
3 0.0001 0.0084 0.0530 0.1409 0.2618 0.3993 0.5372 0.6627 0.7682 0.8505 0.9102
4 0.0006 0.0083 0.0339 0.0856 0.1657 0.2703 0.3911 0.5174 0.6386 0.7461
5 0.0009 0.0056 0.0196 0.0489 0.0988 0.1717 0.2666 0.3786 0.5000
6 0.0006 0.0031 0.0100 0.0253 0.0536 0.0994 0.1658 0.2539
7 0.0003 0.0013 0.0043 0.0112 0.0250 0.0498 0.0898
8 0.0001 0.0004 0.0014 0.0038 0.0091 0.0195
9 0.0001 0.0003 0.0008 0.0020
10 0 1 1 1 1 1 1 1 1 1 1 1
1 0.0956 0.4013 0.6513 0.8031 0.8926 0.9437 0.9718 0.9865 0.9940 0.9975 0.9990
2 0.0043 0.0861 0.2639 0.4557 0.6242 0.7560 0.8507 0.9140 0.9536 0.9767 0.9893
3 0.0001 0.0115 0.0702 0.1798 0.3222 0.4744 0.6172 0.7384 0.8327 0.9004 0.9453
4 0.0010 0.0128 0.0500 0.1209 0.2241 0.3504 0.4862 0.6177 0.7340 0.8281
5 0.0001 0.0016 0.0099 0.0328 0.0781 0.1503 0.2485 0.3669 0.4956 0.6230
6 0.0001 0.0014 0.0064 0.0197 0.0473 0.0949 0.1662 0.2616 0.3770
7 0.0001 0.0009 0.0035 0.0106 0.0260 0.0548 0.1020 0.1719
8 0.0001 0.0004 0.0016 0.0048 0.0123 0.0274 0.0547
9 0.0001 0.0005 0.0017 0.0045 0.0107
10 0.0001 0.0003 0.0010
 Table 2. Cumulative binomial probabilities. Continued.
p
n x 0.01 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
11 0 1 1 1 1 1 1 1 1 1 1 1
1 0.1047 0.4312 0.6862 0.8327 0.9141 0.9578 0.9802 0.9912 0.9964 0.9986 0.9995
2 0.0052 0.1019 0.3026 0.5078 0.6779 0.8029 0.8870 0.9394 0.9698 0.9861 0.9941
3 0.0002 0.0152 0.0896 0.2212 0.3826 0.5448 0.6873 0.7999 0.8811 0.9348 0.9673
4 0.0016 0.0185 0.0694 0.1611 0.2867 0.4304 0.5744 0.7037 0.8089 0.8867
5 0.0001 0.0028 0.0159 0.0504 0.1146 0.2103 0.3317 0.4672 0.6029 0.7256
6 0.0003 0.0027 0.0117 0.0343 0.0782 0.1487 0.2465 0.3669 0.5000
7 0.0003 0.0020 0.0076 0.0216 0.0501 0.0994 0.1738 0.2744
8 0.0002 0.0012 0.0043 0.0122 0.0293 0.0610 0.1133
9 0.0001 0.0006 0.0020 0.0059 0.0148 0.0327
10 0.0002 0.0007 0.0022 0.0059
11 0.0002 0.0005
12 0 1 1 1 1 1 1 1 1 1 1 1
1 0.1136 0.4596 0.7176 0.8578 0.9313 0.9683 0.9862 0.9943 0.9978 0.9992 0.9998
2 0.0062 0.1184 0.3410 0.5565 0.7251 0.8416 0.9150 0.9576 0.9804 0.9917 0.9968
3 0.0002 0.0196 0.1109 0.2642 0.4417 0.6093 0.7472 0.8487 0.9166 0.9579 0.9807
4 0.0022 0.0256 0.0922 0.2054 0.3512 0.5075 0.6533 0.7747 0.8655 0.9270
5 0.0002 0.0043 0.0239 0.0726 0.1576 0.2763 0.4167 0.5618 0.6956 0.8062
6 0.0005 0.0046 0.0194 0.0544 0.1178 0.2127 0.3348 0.4731 0.6128
7 0.0001 0.0007 0.0039 0.0143 0.0386 0.0846 0.1582 0.2607 0.3872
8 0.0001 0.0006 0.0028 0.0095 0.0255 0.0573 0.1117 0.1938
9 0.0001 0.0004 0.0017 0.0056 0.0153 0.0356 0.0730
10 0.0002 0.0008 0.0028 0.0079 0.0193
11 0.0001 0.0003 0.0011 0.0032
12 0.0001 0.0002
15 0 1 1 1 1 1 1 1 1 1 1 1
1 0.1399 0.5367 0.7941 0.9126 0.9648 0.9866 0.9953 0.9984 0.9995 0.9999 1.0000
2 0.0096 0.1710 0.4510 0.6814 0.8329 0.9198 0.9647 0.9858 0.9948 0.9983 0.9995
3 0.0004 0.0362 0.1841 0.3958 0.6020 0.7639 0.8732 0.9383 0.9729 0.9893 0.9963
4 0.0055 0.0556 0.1773 0.3518 0.5387 0.7031 0.8273 0.9095 0.9576 0.9824
5 0.0006 0.0127 0.0617 0.1642 0.3135 0.4845 0.6481 0.7827 0.8796 0.9408
6 0.0001 0.0022 0.0168 0.0611 0.1484 0.2784 0.4357 0.5968 0.7392 0.8491
7 0.0003 0.0036 0.0181 0.0566 0.1311 0.2452 0.3902 0.5478 0.6964
8 0.0000 0.0006 0.0042 0.0173 0.0500 0.1132 0.2131 0.3465 0.5000
9 0.0001 0.0008 0.0042 0.0152 0.0422 0.0950 0.1818 0.3036
10 0.0001 0.0008 0.0037 0.0124 0.0338 0.0769 0.1509
11 0.0001 0.0007 0.0028 0.0093 0.0255 0.0592
12 0.0001 0.0005 0.0019 0.0063 0.0176
13 0.0001 0.0003 0.0011 0.0037
14 0.0001 0.0005
15
20 0 1 1 1 1 1 1 1 1 1 1 1
1 0.1821 0.6415 0.8784 0.9612 0.9885 0.9968 0.9992 0.9998 1.0000 1.0000 1.0000
2 0.0169 0.2642 0.6083 0.8244 0.9308 0.9757 0.9924 0.9979 0.9995 0.9999 1.0000
3 0.0010 0.0755 0.3231 0.5951 0.7939 0.9087 0.9645 0.9879 0.9964 0.9991 0.9998
4 0.0159 0.1330 0.3523 0.5886 0.7748 0.8929 0.9556 0.9840 0.9951 0.9987
5 0.0026 0.0432 0.1702 0.3704 0.5852 0.7625 0.8818 0.9490 0.9811 0.9941
6 0.0003 0.0113 0.0673 0.1958 0.3828 0.5836 0.7546 0.8744 0.9447 0.9793
7 0.0024 0.0219 0.0867 0.2142 0.3920 0.5834 0.7500 0.8701 0.9423
8 0.0004 0.0059 0.0321 0.1018 0.2277 0.3990 0.5841 0.7480 0.8684
9 0.0001 0.0013 0.0100 0.0409 0.1133 0.2376 0.4044 0.5857 0.7483
10 0.0002 0.0026 0.0139 0.0480 0.1218 0.2447 0.4086 0.5881
11 0.0006 0.0039 0.0171 0.0532 0.1275 0.2493 0.4119
12 0.0001 0.0009 0.0051 0.0196 0.0565 0.1308 0.2517
13 0.0002 0.0013 0.0060 0.0210 0.0580 0.1316
14 0.0003 0.0015 0.0065 0.0214 0.0577
15 0.0003 0.0016 0.0064 0.0207
16 0.0003 0.0015 0.0059
17 0.0003 0.0013
18 0.0002
19
20
 frag
Table 3. Standard Normal Distribution.

0 z
The tabulated values are the probability the N (0, 1) random variable lies between the mean 0
and the listed values of z.

z 0 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 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936
2.5 0.4938 0.4940 0.4941 0.4943 0.4945 0.4946 0.4948 0.4949 0.4951 0.4952
2.6 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.4962 0.4963 0.4964
2.7 0.4965 0.4966 0.4967 0.4968 0.4969 0.4970 0.4971 0.4972 0.4973 0.4974
2.8 0.4974 0.4975 0.4976 0.4977 0.4977 0.4978 0.4979 0.4979 0.4980 0.4981
2.9 0.4981 0.4982 0.4982 0.4983 0.4984 0.4984 0.4985 0.4985 0.4986 0.4986

3.0 0.4987 0.4987 0.4987 0.4988 0.4988 0.4989 0.4989 0.4989 0.4990 0.4990
3.1 0.4990 0.4991 0.4991 0.4991 0.4992 0.4992 0.4992 0.4992 0.4993 0.4993
3.2 0.4993 0.4993 0.4994 0.4994 0.4994 0.4994 0.4994 0.4995 0.4995 0.4995
3.3 0.4995 0.4995 0.4995 0.4996 0.4996 0.4996 0.4996 0.4996 0.4996 0.4997
3.4 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4997 0.4998
3.5 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998 0.4998
3.6 0.4998 0.4998 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.7 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.8 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999 0.4999
3.9 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000 0.5000
Table 4. Inverse normal probability table.
For a listed value of p, the table gives the value of z such that the standardised normal variate
Z has a probability p of lying between 0 and z.

p z p z p z p z p z p z
0.00 0.0000 0.10 0.2533 0.20 0.5244 0.30 0.8416 0.40 1.2816 0.470 1.8808
0.01 0.0251 0.11 0.2793 0.21 0.5534 0.31 0.8779 0.41 1.3408 0.471 1.8957
0.02 0.0502 0.12 0.3055 0.22 0.5828 0.32 0.9154 0.42 1.4051 0.472 1.9110
0.03 0.0753 0.13 0.3319 0.23 0.6128 0.33 0.9542 0.43 1.4758 0.473 1.9268
0.04 0.1004 0.14 0.3585 0.24 0.6433 0.34 0.9945 0.44 1.5548 0.474 1.9431

0.05 0.1257 0.15 0.3853 0.25 0.6745 0.35 1.0364 0.45 1.6449 0.475 1.9600
0.06 0.1510 0.16 0.4125 0.26 0.7063 0.36 1.0803 0.46 1.7507 0.476 1.9774
0.07 0.1764 0.17 0.4399 0.27 0.7388 0.37 1.1264 0.477 1.9954
0.08 0.2019 0.18 0.4677 0.28 0.7722 0.38 1.1750 0.478 2.0141
0.09 0.2275 0.19 0.4959 0.29 0.8064 0.39 1.2265 0.479 2.0335

p z p z p z p z p z
0.480 2.0537 0.485 2.1701 0.490 2.3263 0.495 2.5758 0.4995 3.2905
0.481 2.0749 0.486 2.1973 0.491 2.3656 0.496 2.6521 0.4999 3.7190
0.482 2.0969 0.487 2.2262 0.492 2.4089 0.497 2.7478 0.49995 3.8906
0.483 2.1201 0.488 2.2571 0.493 2.4573 0.498 2.8782 0.49999 4.2649
0.484 2.1444 0.489 2.2904 0.494 2.5121 0.499 3.0902
Table 5. Student’s t-distribution.
The row labels are the degrees of freedom.

eplacements
t7
The two-tail column headings give the probability that
2.5% 2.5% T will exceed the tabulated value c in absolute value,
−2.365 0 2.365 i.e. P (T < −c or T > c),
e.g. for ν = 7, P (T < −2.365 or T > 2.365) = 0.05.
t3
10% The one-tail column headings give the probability that
0 1.638
T will exceed the tabulated value,
e.g. for ν = 3, P (T > 1.638) = 0.10.

Two-tail probability values

0.20 0.10 0.05 0.02 0.01 0.002 0.001
One-tail probability values
ν (df) 0.10 0.05 0.025 0.01 0.005 0.001 0.0005
1 3.078 6.314 12.706 31.821 63.656 318.289 636.578
2 1.886 2.920 4.303 6.965 9.925 22.328 31.600
3 1.638 2.353 3.182 4.541 5.841 10.214 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 3.767
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
40 1.303 1.684 2.021 2.423 2.704 3.307 3.551
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

∞ 1.282 1.645 1.960 2.326 2.576 3.090 3.290

 eplacements
Table 6. The χ2 distribution.
0 χ2
The figure at the top of each column gives the probability that
the chi-square random variable with ν degrees of freedom
lies above the tabulated value,
e.g. P (χ213 > 22.362) = 5%.

p 0.995 0.99 0.975 0.95 0.10 0.05 0.025 0.01 0.005 0.001
ν
1 0.000 0.000 0.001 0.004 2.706 3.841 5.024 6.635 7.879 10.827
2 0.010 0.020 0.051 0.103 4.605 5.991 7.378 9.210 10.597 13.815
3 0.072 0.115 0.216 0.352 6.251 7.815 9.348 11.345 12.838 16.266
4 0.207 0.297 0.484 0.711 7.779 9.488 11.143 13.277 14.860 18.466
5 0.412 0.554 0.831 1.145 9.236 11.070 12.832 15.086 16.750 20.515
6 0.676 0.872 1.237 1.635 10.645 12.592 14.449 16.812 18.548 22.457
7 0.989 1.239 1.690 2.167 12.017 14.067 16.013 18.475 20.278 24.321
8 1.344 1.647 2.180 2.733 13.362 15.507 17.535 20.090 21.955 26.124
9 1.735 2.088 2.700 3.325 14.684 16.919 19.023 21.666 23.589 27.877
10 2.156 2.558 3.247 3.940 15.987 18.307 20.483 23.209 25.188 29.588
11 2.603 3.053 3.816 4.575 17.275 19.675 21.920 24.725 26.757 31.264
12 3.074 3.571 4.404 5.226 18.549 21.026 23.337 26.217 28.300 32.909
13 3.565 4.107 5.009 5.892 19.812 22.362 24.736 27.688 29.819 34.527
14 4.075 4.660 5.629 6.571 21.064 23.685 26.119 29.141 31.319 36.124
15 4.601 5.229 6.262 7.261 22.307 24.996 27.488 30.578 32.801 37.698
16 5.142 5.812 6.908 7.962 23.542 26.296 28.845 32.000 34.267 39.252
17 5.697 6.408 7.564 8.672 24.769 27.587 30.191 33.409 35.718 40.791
18 6.265 7.015 8.231 9.390 25.989 28.869 31.526 34.805 37.156 42.312
19 6.844 7.633 8.907 10.117 27.204 30.144 32.852 36.191 38.582 43.819
20 7.434 8.260 9.591 10.851 28.412 31.410 34.170 37.566 39.997 45.314
21 8.034 8.897 10.283 11.591 29.615 32.671 35.479 38.932 41.401 46.796
22 8.643 9.542 10.982 12.338 30.813 33.924 36.781 40.289 42.796 48.268
23 9.260 10.196 11.689 13.091 32.007 35.172 38.076 41.638 44.181 49.728
24 9.886 10.856 12.401 13.848 33.196 36.415 39.364 42.980 45.558 51.179
25 10.520 11.524 13.120 14.611 34.382 37.652 40.646 44.314 46.928 52.619
26 11.160 12.198 13.844 15.379 35.563 38.885 41.923 45.642 48.290 54.051
27 11.808 12.878 14.573 16.151 36.741 40.113 43.195 46.963 49.645 55.475
28 12.461 13.565 15.308 16.928 37.916 41.337 44.461 48.278 50.994 56.892
29 13.121 14.256 16.047 17.708 39.087 42.557 45.722 49.588 52.335 58.301
30 13.787 14.953 16.791 18.493 40.256 43.773 46.979 50.892 53.672 59.702
40 20.707 22.164 24.433 26.509 51.805 55.758 59.342 63.691 66.766 73.403
50 27.991 29.707 32.357 34.764 63.167 67.505 71.420 76.154 79.490 86.66
60 35.534 37.485 40.482 43.188 74.397 79.082 83.298 88.379 91.952 99.608
70 43.275 45.442 48.758 51.739 85.527 90.531 95.023 100.425 104.215 112.317
80 51.172 53.540 57.153 60.391 96.578 101.879 106.629 112.329 116.321 124.839
90 59.196 61.754 65.647 69.126 107.565 113.145 118.136 124.116 128.299 137.208
100 67.328 70.065 74.222 77.929 118.498 124.342 129.561 135.807 140.170 149.449
 ceeded with a probability of 5%.
The tabulated value is the value of F with ν1 , ν2 degrees of freedom, which is ex-
Table 7. One-tail 5% critical values for the F -distribution.
ν1 = degrees of freedom for the numerator mean square
1 2 3 4 5 6 7 8 9 10 12 15 20 30 60 ∞
1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88 243.90 245.95 248.02 250.10 252.20 254.32
2 18.513 19.000 19.164 19.247 19.296 19.329 19.353 19.371 19.385 19.396 19.412 19.429 19.446 19.463 19.479 19.496
3 10.128 9.5521 9.2766 9.1172 9.0134 8.9407 8.8867 8.8452 8.8123 8.7855 8.7447 8.7028 8.6602 8.6166 8.5720 8.5265
4 7.7086 6.9443 6.5914 6.3882 6.2561 6.1631 6.0942 6.0410 5.9988 5.9644 5.9117 5.8578 5.8025 5.7459 5.6878 5.6281
5 6.6079 5.7861 5.4094 5.1922 5.0503 4.9503 4.8759 4.8183 4.7725 4.7351 4.6777 4.6188 4.5581 4.4957 4.4314 4.3650
6 5.9874 5.1432 4.7571 4.5337 4.3874 4.2839 4.2067 4.1468 4.0990 4.0600 3.9999 3.9381 3.8742 3.8082 3.7398 3.6689
7 5.5915 4.7374 4.3468 4.1203 3.9715 3.8660 3.7871 3.7257 3.6767 3.6365 3.5747 3.5107 3.4445 3.3758 3.3043 3.2298
ν2 = degrees of freedom for the denominator mean square

8 5.3176 4.4590 4.0662 3.8379 3.6875 3.5806 3.5005 3.4381 3.3881 3.3472 3.2839 3.2184 3.1503 3.0794 3.0053 2.9276
9 5.1174 4.2565 3.8625 3.6331 3.4817 3.3738 3.2927 3.2296 3.1789 3.1373 3.0729 3.0061 2.9365 2.8637 2.7872 2.7067
10 4.9646 4.1028 3.7083 3.4780 3.3258 3.2172 3.1355 3.0717 3.0204 2.9782 2.9130 2.8450 2.7740 2.6996 2.6211 2.5379
11 4.8443 3.9823 3.5874 3.3567 3.2039 3.0946 3.0123 2.9480 2.8962 2.8536 2.7876 2.7186 2.6464 2.5705 2.4901 2.4045
12 4.7472 3.8853 3.4903 3.2592 3.1059 2.9961 2.9134 2.8486 2.7964 2.7534 2.6866 2.6169 2.5436 2.4663 2.3842 2.2962
13 4.6672 3.8056 3.4105 3.1791 3.0254 2.9153 2.8321 2.7669 2.7144 2.6710 2.6037 2.5331 2.4589 2.3803 2.2966 2.2064
14 4.6001 3.7389 3.3439 3.1122 2.9582 2.8477 2.7642 2.6987 2.6458 2.6022 2.5342 2.4630 2.3879 2.3082 2.2229 2.1307
15 4.5431 3.6823 3.2874 3.0556 2.9013 2.7905 2.7066 2.6408 2.5876 2.5437 2.4753 2.4034 2.3275 2.2468 2.1601 2.0658
16 4.4940 3.6337 3.2389 3.0069 2.8524 2.7413 2.6572 2.5911 2.5377 2.4935 2.4247 2.3522 2.2756 2.1938 2.1058 2.0096
17 4.4513 3.5915 3.1968 2.9647 2.8100 2.6987 2.6143 2.5480 2.4943 2.4499 2.3807 2.3077 2.2304 2.1477 2.0584 1.9604
18 4.4139 3.5546 3.1599 2.9277 2.7729 2.6613 2.5767 2.5102 2.4563 2.4117 2.3421 2.2686 2.1906 2.1071 2.0166 1.9168
19 4.3808 3.5219 3.1274 2.8951 2.7401 2.6283 2.5435 2.4768 2.4227 2.3779 2.3080 2.2341 2.1555 2.0712 1.9795 1.8780
20 4.3513 3.4928 3.0984 2.8661 2.7109 2.5990 2.5140 2.4471 2.3928 2.3479 2.2776 2.2033 2.1242 2.0391 1.9464 1.8432
21 4.3248 3.4668 3.0725 2.8401 2.6848 2.5727 2.4876 2.4205 2.3661 2.3210 2.2504 2.1757 2.0960 2.0102 1.9165 1.8117
22 4.3009 3.4434 3.0491 2.8167 2.6613 2.5491 2.4638 2.3965 2.3419 2.2967 2.2258 2.1508 2.0707 1.9842 1.8894 1.7831
23 4.2793 3.4221 3.0280 2.7955 2.6400 2.5277 2.4422 2.3748 2.3201 2.2747 2.2036 2.1282 2.0476 1.9605 1.8648 1.7570
24 4.2597 3.4028 3.0088 2.7763 2.6207 2.5082 2.4226 2.3551 2.3002 2.2547 2.1834 2.1077 2.0267 1.9390 1.8424 1.7330
25 4.2417 3.3852 2.9912 2.7587 2.6030 2.4904 2.4047 2.3371 2.2821 2.2365 2.1649 2.0889 2.0075 1.9192 1.8217 1.7110
26 4.2252 3.3690 2.9752 2.7426 2.5868 2.4741 2.3883 2.3205 2.2655 2.2197 2.1479 2.0716 1.9898 1.9010 1.8027 1.6906
27 4.2100 3.3541 2.9603 2.7278 2.5719 2.4591 2.3732 2.3053 2.2501 2.2043 2.1323 2.0558 1.9736 1.8842 1.7851 1.6717
28 4.1960 3.3404 2.9467 2.7141 2.5581 2.4453 2.3593 2.2913 2.2360 2.1900 2.1179 2.0411 1.9586 1.8687 1.7689 1.6541
29 4.1830 3.3277 2.9340 2.7014 2.5454 2.4324 2.3463 2.2782 2.2229 2.1768 2.1045 2.0275 1.9446 1.8543 1.7537 1.6376
30 4.1709 3.3158 2.9223 2.6896 2.5336 2.4205 2.3343 2.2662 2.2107 2.1646 2.0921 2.0148 1.9317 1.8409 1.7396 1.6223
40 4.0847 3.2317 2.8387 2.6060 2.4495 2.3359 2.2490 2.1802 2.1240 2.0773 2.0035 1.9245 1.8389 1.7444 1.6373 1.5089
60 4.0012 3.1504 2.7581 2.5252 2.3683 2.2541 2.1665 2.0970 2.0401 1.9926 1.9174 1.8364 1.7480 1.6491 1.5343 1.3893
120 3.9201 3.0718 2.6802 2.4472 2.2899 2.1750 2.0868 2.0164 1.9588 1.9105 1.8337 1.7505 1.6587 1.5543 1.4290 1.2539
∞ 3.8414 2.9957 2.6049 2.3719 2.2141 2.0986 2.0096 1.9384 1.8799 1.8307 1.7522 1.6664 1.5705 1.4591 1.3180 1.0000
 ceeded with a probability of 2 12 %.
The tabulated value is the value of F with ν1 , ν2 degrees of freedom, which is ex-
Table 8. One-tail 2 12 % critical values for the F -distribution.
ν1 = degrees of freedom for the numerator mean square
1 2 3 4 5 6 7 8 9 10 12 15 20 30 60 ∞
1 647.79 799.50 864.160 899.58 921.85 937.11 948.22 956.66 963.28 968.63 976.71 984.87 993.10 1001.4 1009.8 1018.3
2 38.506 39.000 39.165 39.248 39.298 39.331 39.355 39.373 39.387 39.398 39.415 39.431 39.448 39.465 39.481 39.498
3 17.443 16.044 15.439 15.101 14.885 14.735 14.624 14.540 14.473 14.419 14.337 14.253 14.167 14.081 13.992 13.902
4 12.218 10.649 9.9792 9.6045 9.3645 9.1973 9.0741 8.9796 8.9047 8.8439 8.7512 8.6565 8.5599 8.4613 8.3604 8.2573
5 10.007 8.4336 7.7636 7.3879 7.1464 6.9777 6.8531 6.7572 6.6811 6.6192 6.5245 6.4277 6.3286 6.2269 6.1225 6.0153
6 8.8131 7.2599 6.5988 6.2272 5.9876 5.8198 5.6955 5.5996 5.5234 5.4613 5.3662 5.2687 5.1684 5.0652 4.9589 4.8491
7 8.0727 6.5415 5.8898 5.5226 5.2852 5.1186 4.9949 4.8993 4.8232 4.7611 4.6658 4.5678 4.4667 4.3624 4.2544 4.1423
ν2 = degrees of freedom for the denominator mean square

8 7.5709 6.0595 5.4160 5.0526 4.8173 4.6517 4.5286 4.4333 4.3572 4.2951 4.1997 4.1012 3.9995 3.8940 3.7844 3.6702
9 7.2093 5.7147 5.0781 4.7181 4.4844 4.3197 4.1970 4.1020 4.0260 3.9639 3.8682 3.7694 3.6669 3.5604 3.4493 3.3329
10 6.9367 5.4564 4.8256 4.4683 4.2361 4.0721 3.9498 3.8549 3.7790 3.7168 3.6209 3.5217 3.4185 3.3110 3.1984 3.0798
11 6.7241 5.2559 4.6300 4.2751 4.0440 3.8807 3.7586 3.6638 3.5879 3.5257 3.4296 3.3299 3.2261 3.1176 3.0035 2.8828
12 6.5538 5.0959 4.4742 4.1212 3.8911 3.7283 3.6065 3.5118 3.4358 3.3736 3.2773 3.1772 3.0728 2.9633 2.8478 2.7249
13 6.4143 4.9653 4.3472 3.9959 3.7667 3.6043 3.4827 3.3880 3.3120 3.2497 3.1532 3.0527 2.9477 2.8372 2.7204 2.5955
14 6.2979 4.8567 4.2417 3.8919 3.6634 3.5014 3.3799 3.2853 3.2093 3.1469 3.0502 2.9493 2.8437 2.7324 2.6142 2.4872
15 6.1995 4.7650 4.1528 3.8043 3.5764 3.4147 3.2934 3.1987 3.1227 3.0602 2.9633 2.8621 2.7559 2.6437 2.5242 2.3953
16 6.1151 4.6867 4.0768 3.7294 3.5021 3.3406 3.2194 3.1248 3.0488 2.9862 2.8890 2.7875 2.6808 2.5678 2.4471 2.3163
17 6.0420 4.6189 4.0112 3.6648 3.4379 3.2767 3.1556 3.0610 2.9849 2.9222 2.8249 2.7230 2.6158 2.5020 2.3801 2.2474
18 5.9781 4.5597 3.9539 3.6083 3.3820 3.2209 3.0999 3.0053 2.9291 2.8664 2.7689 2.6667 2.5590 2.4445 2.3214 2.1869
19 5.9216 4.5075 3.9034 3.5587 3.3327 3.1718 3.0509 2.9563 2.8801 2.8172 2.7196 2.6171 2.5089 2.3937 2.2696 2.1333
20 5.8715 4.4613 3.8587 3.5147 3.2891 3.1283 3.0074 2.9128 2.8365 2.7737 2.6758 2.5731 2.4645 2.3486 2.2234 2.0853
21 5.8266 4.4199 3.8188 3.4754 3.2501 3.0895 2.9686 2.8740 2.7977 2.7348 2.6368 2.5338 2.4247 2.3082 2.1819 2.0422
22 5.7863 4.3828 3.7829 3.4401 3.2151 3.0546 2.9338 2.8392 2.7628 2.6998 2.6017 2.4984 2.3890 2.2718 2.1446 2.0032
23 5.7498 4.3492 3.7505 3.4083 3.1835 3.0232 2.9023 2.8077 2.7313 2.6682 2.5699 2.4665 2.3567 2.2389 2.1107 1.9677
24 5.7166 4.3187 3.7211 3.3794 3.1548 2.9946 2.8738 2.7791 2.7027 2.6396 2.5411 2.4374 2.3273 2.2090 2.0799 1.9353
25 5.6864 4.2909 3.6943 3.3530 3.1287 2.9685 2.8478 2.7531 2.6766 2.6135 2.5149 2.4110 2.3005 2.1816 2.0516 1.9055
26 5.6586 4.2655 3.6697 3.3289 3.1048 2.9447 2.8240 2.7293 2.6528 2.5896 2.4908 2.3867 2.2759 2.1565 2.0257 1.8781
27 5.6331 4.2421 3.6472 3.3067 3.0828 2.9228 2.8021 2.7074 2.6309 2.5676 2.4688 2.3644 2.2533 2.1334 2.0018 1.8527
28 5.6096 4.2205 3.6264 3.2863 3.0626 2.9027 2.7820 2.6872 2.6106 2.5473 2.4484 2.3438 2.2324 2.1121 1.9797 1.8291
29 5.5878 4.2006 3.6072 3.2674 3.0438 2.8840 2.7633 2.6686 2.5919 2.5286 2.4295 2.3248 2.2131 2.0923 1.9591 1.8072
30 5.5675 4.1821 3.5894 3.2499 3.0265 2.8667 2.7460 2.6513 2.5746 2.5112 2.4120 2.3072 2.1952 2.0739 1.9400 1.7867
40 5.4239 4.0510 3.4633 3.1261 2.9037 2.7444 2.6238 2.5289 2.4519 2.3882 2.2882 2.1819 2.0677 1.9429 1.8028 1.6371
60 5.2856 3.9253 3.3425 3.0077 2.7863 2.6274 2.5068 2.4117 2.3344 2.2702 2.1692 2.0613 1.9445 1.8152 1.6668 1.4821
120 5.1523 3.8046 3.2269 2.8943 2.6740 2.5154 2.3948 2.2994 2.2217 2.1570 2.0548 1.9450 1.8249 1.6899 1.5299 1.3104
∞ 5.0239 3.6889 3.1161 2.7858 2.5665 2.4082 2.2875 2.1918 2.1136 2.0483 1.9447 1.8326 1.7085 1.5660 1.3883 1.0000
 ceeded with a probability of 1%.
The tabulated value is the value of F with ν1 , ν2 degrees of freedom, which is ex-
Table 9. One-tail 1% critical values for the F -distribution.
ν1 = degrees of freedom for the numerator mean square
1 2 3 4 5 6 7 8 9 10 12 15 20 30 60 ∞
1 4052.2 4999.5 5403.4 5624.6 5763.6 5859.0 5928.4 5981.1 6022.5 6055.8 6106.3 6157.3 6208.7 6260.6 6313.0 6365.9
2 98.503 99.000 99.166 99.249 99.299 99.333 99.356 99.374 99.388 99.399 99.416 99.433 99.449 99.466 99.482 99.499
3 34.116 30.817 29.457 28.710 28.237 27.911 27.672 27.489 27.345 27.229 27.052 26.872 26.690 26.505 26.316 26.125
4 21.198 18.000 16.694 15.977 15.522 15.207 14.976 14.799 14.659 14.546 14.374 14.198 14.020 13.838 13.652 13.463
5 16.258 13.274 12.060 11.392 10.967 10.672 10.456 10.289 10.158 10.051 9.8883 9.7222 9.5526 9.3793 9.2020 9.0204
6 13.745 10.925 9.7795 9.1483 8.7459 8.4661 8.2600 8.1017 7.9761 7.8741 7.7183 7.5590 7.3958 7.2285 7.0567 6.8800
7 12.246 9.5466 8.4513 7.8466 7.4604 7.1914 6.9928 6.8400 6.7188 6.6201 6.4691 6.3143 6.1554 5.9920 5.8236 5.6495
ν2 = degrees of freedom for the denominator mean square

8 11.259 8.6491 7.5910 7.0061 6.6318 6.3707 6.1776 6.0289 5.9106 5.8143 5.6667 5.5151 5.3591 5.1981 5.0316 4.8588
9 10.561 8.0215 6.9919 6.4221 6.0569 5.8018 5.6129 5.4671 5.3511 5.2565 5.1114 4.9621 4.8080 4.6486 4.4831 4.3105
10 10.044 7.5594 6.5523 5.9943 5.6363 5.3858 5.2001 5.0567 4.9424 4.8491 4.7059 4.5581 4.4054 4.2469 4.0819 3.9090
11 9.6460 7.2057 6.2167 5.6683 5.3160 5.0692 4.8861 4.7445 4.6315 4.5393 4.3974 4.2509 4.0990 3.9411 3.7761 3.6024
12 9.3302 6.9266 5.9525 5.4120 5.0643 4.8206 4.6395 4.4994 4.3875 4.2961 4.1553 4.0096 3.8584 3.7008 3.5355 3.3608
13 9.0738 6.7010 5.7394 5.2053 4.8616 4.6204 4.4410 4.3021 4.1911 4.1003 3.9603 3.8154 3.6646 3.5070 3.3413 3.1654
14 8.8616 6.5149 5.5639 5.0354 4.6950 4.4558 4.2779 4.1399 4.0297 3.9394 3.8001 3.6557 3.5052 3.3476 3.1813 3.0040
15 8.6831 6.3589 5.4170 4.8932 4.5556 4.3183 4.1415 4.0045 3.8948 3.8049 3.6662 3.5222 3.3719 3.2141 3.0471 2.8684
16 8.5310 6.2262 5.2922 4.7726 4.4374 4.2016 4.0259 3.8896 3.7804 3.6909 3.5527 3.4089 3.2587 3.1007 2.9330 2.7528
17 8.3997 6.1121 5.1850 4.6690 4.3359 4.1015 3.9267 3.7910 3.6822 3.5931 3.4552 3.3117 3.1615 3.0032 2.8348 2.6530
18 8.2854 6.0129 5.0919 4.5790 4.2479 4.0146 3.8406 3.7054 3.5971 3.5082 3.3706 3.2273 3.0771 2.9185 2.7493 2.5660
19 8.1849 5.9259 5.0103 4.5003 4.1708 3.9386 3.7653 3.6305 3.5225 3.4338 3.2965 3.1533 3.0031 2.8442 2.6742 2.4893
20 8.0960 5.8489 4.9382 4.4307 4.1027 3.8714 3.6987 3.5644 3.4567 3.3682 3.2311 3.0880 2.9377 2.7785 2.6077 2.4212
21 8.0166 5.7804 4.8740 4.3688 4.0421 3.8117 3.6396 3.5056 3.3981 3.3098 3.1730 3.0300 2.8796 2.7200 2.5484 2.3603
22 7.9454 5.7190 4.8166 4.3134 3.9880 3.7583 3.5867 3.4530 3.3458 3.2576 3.1209 2.9779 2.8274 2.6675 2.4951 2.3055
23 7.8811 5.6637 4.7649 4.2636 3.9392 3.7102 3.5390 3.4057 3.2986 3.2106 3.0740 2.9311 2.7805 2.6202 2.4471 2.2558
24 7.8229 5.6136 4.7181 4.2184 3.8951 3.6667 3.4959 3.3629 3.2560 3.1681 3.0316 2.8887 2.7380 2.5773 2.4035 2.2107
25 7.7698 5.5680 4.6755 4.1774 3.8550 3.6272 3.4568 3.3239 3.2172 3.1294 2.9931 2.8502 2.6993 2.5383 2.3637 2.1694
26 7.7213 5.5263 4.6366 4.1400 3.8183 3.5911 3.4210 3.2884 3.1818 3.0941 2.9578 2.8150 2.6640 2.5026 2.3273 2.1315
27 7.6767 5.4881 4.6009 4.1056 3.7848 3.5580 3.3882 3.2558 3.1494 3.0618 2.9256 2.7827 2.6316 2.4699 2.2938 2.0965
28 7.6356 5.4529 4.5681 4.0740 3.7539 3.5276 3.3581 3.2259 3.1195 3.0320 2.8959 2.7530 2.6017 2.4397 2.2629 2.0642
29 7.5977 5.4204 4.5378 4.0449 3.7254 3.4995 3.3303 3.1982 3.0920 3.0045 2.8685 2.7256 2.5742 2.4118 2.2344 2.0342
30 7.5625 5.3903 4.5097 4.0179 3.6990 3.4735 3.3045 3.1726 3.0665 2.9791 2.8431 2.7002 2.5487 2.3860 2.2079 2.0062
40 7.3141 5.1785 4.3126 3.8283 3.5138 3.2910 3.1238 2.9930 2.8876 2.8005 2.6648 2.5216 2.3689 2.2034 2.0194 1.8047
60 7.0771 4.9774 4.1259 3.6490 3.3389 3.1187 2.9530 2.8233 2.7185 2.6318 2.4961 2.3523 2.1978 2.0285 1.8363 1.6006
120 6.8509 4.7865 3.9491 3.4795 3.1735 2.9559 2.7918 2.6629 2.5586 2.4721 2.3363 2.1915 2.0346 1.8600 1.6557 1.3805
∞ 6.6349 4.6052 3.7816 3.3192 3.0173 2.8020 2.6393 2.5113 2.4073 2.3209 2.1847 2.0385 1.8783 1.6964 1.4730 1.0000
 sample size.
Critical region: U ≤ tabulated value. nℓ is the larger sample size, and ns is the smaller
Table 10. Mann-Whitney U two-sample test.
nℓ 5% Table nℓ
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
nℓ 2 0 0 0 0 1 1 1 1 1 2 2 2 2 3 3 3 3 3 2 ns
3 0 1 1 2 2 3 3 4 4 5 5 6 6 7 7 8 8 9 9 10 10 3
4 1 2 3 4 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 17 18 4
5 3 5 6 7 8 9 11 12 13 14 15 17 18 19 20 22 23 24 25 27 5
6 0 1 6 8 10 11 13 14 16 17 19 21 22 24 25 27 29 30 32 33 35 6
7 0 1 3 10 12 14 16 18 20 22 24 26 28 30 32 34 36 38 40 42 44 7
8 1 2 4 6 15 17 19 22 24 26 29 31 34 36 38 41 43 45 48 50 53 8
9 0 1 3 5 7 9 20 23 26 28 31 34 37 39 42 45 48 50 53 56 59 62 9
10 0 2 4 6 9 11 13 26 29 33 36 39 42 45 48 52 55 58 61 64 67 71 10
11 0 2 5 7 10 13 16 18 33 37 40 44 47 51 55 58 62 65 69 73 76 80 11
12 1 3 6 9 12 15 18 21 24 41 45 49 53 57 61 65 69 73 77 81 85 89 12

5% Table
1% Table

13 1 3 7 10 13 17 20 24 27 31 50 54 59 63 67 72 76 80 85 89 94 98 13
14 1 4 7 11 15 18 22 26 30 34 38 59 64 69 74 78 83 88 93 98 102 107 14
15 2 5 8 12 16 20 24 29 33 37 42 46 70 75 80 85 90 96 101 106 111 117 15
16 2 5 9 13 18 22 27 31 36 41 45 50 55 81 86 92 98 103 109 115 120 126 16
17 2 6 10 15 19 24 29 34 39 44 49 54 60 65 93 99 105 111 117 123 129 135 17
18 2 6 11 16 21 26 31 37 42 47 53 58 64 70 75 106 112 119 125 132 138 145 18
19 0 3 7 12 17 22 28 33 39 45 51 57 63 69 74 81 87 119 126 133 140 147 154 19
20 0 3 8 13 18 24 30 36 42 48 54 60 67 73 79 86 92 99 134 141 149 156 163 20
21 0 3 8 14 19 25 32 38 44 51 58 64 71 78 84 91 98 105 112 150 157 165 173 21
22 0 4 9 14 21 27 34 40 47 54 61 68 75 82 89 96 104 111 118 125 166 174 182 22
23 0 4 9 15 22 29 35 43 50 57 64 72 79 87 94 102 109 117 125 132 140 183 192 23
24 0 4 10 16 23 30 37 45 52 60 68 75 83 91 99 107 115 123 131 139 147 155 201 24
nℓ 25 0 5 10 17 24 32 39 47 55 63 71 79 87 96 104 112 121 129 138 146 155 163 172 25 ns
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
ns 1% Table ns

Equal sample sizes

n 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
5% 0 2 5 8 13 17 23 30 37 45 55 64 75 87 99 113 127 142 158 175 192 211
1% 0 2 4 7 11 16 21 27 34 42 51 60 70 81 93 105 118 133 148 164 180

n 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
5% 230 250 272 294 317 341 365 391 418 445 473 503 533 564 596 628 662 697 732 769 806 845 884 924 965
1% 198 216 235 255 276 298 321 344 369 394 420 447 475 504 533 564 595 627 660 694 729 765 802 839 877