Probability and statistics for engineers and sciencetists

Tai ngay!!! Ban co the xoa dong chu nay!!! Probability & Statistics for Engineers & Scientists NINTH GLOBAL EDITION EDITION Ronald E Walpole Roanoke College Raymond H Myers Virginia Tech Sharon L Myers Radford University Keying Ye University of Texas at San Antonio Boston Columbus Hoboken Indianapolis New York San Francisco Amsterdam Cape Town Dubai London Madrid Milan Munich Paris Montr´eal Toronto Delhi Mexico City S˜ ao Paulo Sydney Hong Kong Seoul Singapore Taipei Tokyo Editorial Director: Chris Hoag Editor in Chief: Deirdre Lynch Acquisitions Editor: Patrick Barbera Assistant Acquisitions Editor, Global Edition: Aditee Agarwal Editorial Assistant: Justin Billing Program Manager: Chere Bemelmans Project Manager: Christine Whitlock Program Management Team Lead: Karen Wernholm Project Management Team Lead: Peter Silvia Project Editor, Global Edition: K.K Neelakantan Senior Manufacturing Controller, Global Edition: Trudy Kimber Media Production Manager, Global Edition: Vikram Kumar Media Producer: Aimee Thorne MathXL Content Manager: Bob Carroll Product Marketing Manager: Tiffany Bitzel Field Marketing Manager: Evan St Cyr Marketing Coordinator: Brooke Smith Senior Author Support/Technology Specialist: Joe Vetere Rights and Permissions Project Manager: Gina Cheselka Procurement Specialist: Carol Melville Associate Director of Design USHE EMSS/HSC/EDU: Andrea Nix Program Design Lead: Heather Scott Cover Image: Chill Chillz / Shutterstock.com Pearson Education Limited Edinburgh Gate Harlow Essex CM20 2JE England and Associated Companies throughout the world Visit us on the World Wide Web at: www.pearsonglobaleditions.com c Pearson Education Limited 2016  The rights of Ronald E Walpole, Raymond H Myers, Sharon L Myers, and Keying Ye to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988 Authorized adaptation from the United States edition, entitled Probability & Statistics for Engineers & Scientists,9 t h Edition MyStatLab Update, ISBN 978-0-13-411585-6, by Ronald E Walpole, Raymond H Myers, Sharon L Myers, and c 2017 Keying Ye published by Pearson Education  Acknowledgements of third party content appear on page 18, which constitutes an extension of this copyright page PEARSON, ALWAYS LEARNING and MYSTATLAB are exclusive trademarks owned by Pearson Education, Inc or its affiliates in the U.S and/or other countries All rights reserved No part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without either the prior written permission of the publisher or a license permitting restricted copying in the United Kingdom issued by the Copyright Licensing Agency Ltd, Saffron House, 6−10 Kirby Street, London EC1N 8TS All trademarks used herein are the property of their respective owners The use of any trademark in this text does not vest in the author or publisher any trademark ownership rights in such trademarks, nor does the use of such trademarks imply any affiliation with or endorsement of this book by such owners British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library 10 ISBN 10: 1292161361 ISBN 13: 9781292161365 Typeset by Aptara Printed and bound in Italy by LEGO This book is dedicated to Billy and Julie R.H.M and S.L.M Limin, Carolyn and Emily K.Y This page intentionally left blank Contents Preface 13 21 Introduction to Statistics and Data Analysis 1.1 1.2 1.3 1.4 1.5 1.6 1.7 Overview: Statistical Inference, Samples, Populations, and the Role of Probability Sampling Procedures; Collection of Data Measures of Location: The Sample Mean and Median Exercises Measures of Variability Exercises Discrete and Continuous Data Statistical Modeling, Scientific Inspection, and Graphical Diagnostics General Types of Statistical Studies: Designed Experiment, Observational Study, and Retrospective Study Exercises Probability 2.1 2.2 2.3 2.4 2.5 2.6 2.7 Sample Space Events Exercises Counting Sample Points Exercises Probability of an Event Additive Rules Exercises Conditional Probability, Independence, and the Product Rule Exercises Bayes’ Rule Exercises Review Exercises 21 27 31 33 34 37 37 38 47 50 55 55 58 62 64 71 72 76 79 82 89 92 96 97 Contents 2.8 Random Variables and Probability Distributions 3.1 3.2 3.3 3.4 3.5 Concept of a Random Variable Discrete Probability Distributions Continuous Probability Distributions Exercises Joint Probability Distributions Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters Mathematical Expectation 4.1 4.2 4.3 4.4 4.5 Potential Misconceptions and Hazards; Relationship to Material in Other Chapters Mean of a Random Variable Exercises Variance and Covariance of Random Variables Exercises Means and Variances of Linear Combinations of Random Variables Chebyshev’s Theorem Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters Some Discrete Probability Distributions 5.1 5.2 5.3 5.4 5.5 5.6 Introduction and Motivation Binomial and Multinomial Distributions Exercises Hypergeometric Distribution Exercises Negative Binomial and Geometric Distributions Poisson Distribution and the Poisson Process Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters 99 101 101 104 107 111 114 124 127 129 131 131 137 139 147 148 155 157 159 162 163 163 163 170 172 177 178 181 184 186 189 Contents Some Continuous Probability Distributions 6.1 6.2 6.3 6.4 6.5 6.6 6.7 6.8 6.9 6.10 6.11 Functions of Random Variables (Optional) 7.1 7.2 7.3 Continuous Uniform Distribution Normal Distribution Areas under the Normal Curve Applications of the Normal Distribution Exercises Normal Approximation to the Binomial Exercises Gamma and Exponential Distributions Chi-Squared Distribution Beta Distribution Lognormal Distribution Weibull Distribution (Optional) Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters Introduction Transformations of Variables Moments and Moment-Generating Functions Exercises Fundamental Sampling Distributions and Data Descriptions 8.1 8.2 8.3 8.4 8.5 8.6 8.7 8.8 8.9 Random Sampling Some Important Statistics Exercises Sampling Distributions Sampling Distribution of Means and the Central Limit Theorem Exercises Sampling Distribution of S t-Distribution F -Distribution Quantile and Probability Plots Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters 191 191 192 196 202 205 207 213 214 220 221 221 223 226 227 229 231 231 231 238 242 245 245 247 250 252 253 261 263 266 271 274 279 280 282 Contents One- and Two-Sample Estimation Problems 9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 9.9 9.10 9.11 9.12 9.13 9.14 9.15 Introduction Statistical Inference Classical Methods of Estimation Single Sample: Estimating the Mean Standard Error of a Point Estimate Prediction Intervals Tolerance Limits Exercises Two Samples: Estimating the Difference between Two Means Paired Observations Exercises Single Sample: Estimating a Proportion Two Samples: Estimating the Difference between Two Proportions Exercises Single Sample: Estimating the Variance Two Samples: Estimating the Ratio of Two Variances Exercises Maximum Likelihood Estimation (Optional) Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters 10 One- and Two-Sample Tests of Hypotheses 10.1 10.2 10.3 Statistical Hypotheses: General Concepts Testing a Statistical Hypothesis The Use of P -Values for Decision Making in Testing Hypotheses Exercises 10.4 Single Sample: Tests Concerning a Single Mean 10.5 Two Samples: Tests on Two Means 10.6 Choice of Sample Size for Testing Means 10.7 Graphical Methods for Comparing Means Exercises 10.8 One Sample: Test on a Single Proportion 10.9 Two Samples: Tests on Two Proportions Exercises 10.10 One- and Two-Sample Tests Concerning Variances Exercises 10.11 Goodness-of-Fit Test 10.12 Test for Independence (Categorical Data) 285 285 285 286 289 296 297 300 302 305 311 314 316 320 322 323 325 327 327 332 333 336 339 339 341 351 354 356 362 369 374 376 380 383 385 386 389 390 393 Contents 10.13 Test for Homogeneity 10.14 Two-Sample Case Study Exercises Review Exercises 10.15 Potential Misconceptions and Hazards; Relationship to Material in Other Chapters 11 Simple Linear Regression and Correlation 11.1 11.2 11.3 11.4 11.5 11.6 11.7 11.8 11.9 11.10 11.11 11.12 11.13 Introduction to Linear Regression The Simple Linear Regression Model Least Squares and the Fitted Model Exercises Properties of the Least Squares Estimators Inferences Concerning the Regression Coefficients Prediction Exercises Choice of a Regression Model Analysis-of-Variance Approach Test for Linearity of Regression: Data with Repeated Observations Exercises Data Plots and Transformations Simple Linear Regression Case Study Correlation Exercises Review Exercises Potential Misconceptions and Hazards; Relationship to Material in Other Chapters 12 Multiple Linear Regression and Certain Nonlinear Regression Models 12.1 12.2 12.3 12.4 12.5 12.6 12.7 12.8 Introduction Estimating the Coefficients Linear Regression Model Using Matrices Exercises Properties of the Least Squares Estimators Inferences in Multiple Linear Regression Exercises Choice of a Fitted Model through Hypothesis Testing Special Case of Orthogonality (Optional) Exercises Categorical or Indicator Variables 396 399 402 404 406 409 409 410 414 418 420 423 428 431 434 434 436 441 444 448 450 455 456 462 463 463 464 467 470 473 475 481 482 487 491 492 752 Appendix A Table A.2 Poisson Probability Sums r  Statistical Tables and Proofs p(x; μ) x=0 r 0.1 0.9048 0.9953 0.9998 1.0000 0.2 0.8187 0.9825 0.9989 0.9999 1.0000 0.3 0.7408 0.9631 0.9964 0.9997 1.0000 0.4 0.6703 0.9384 0.9921 0.9992 0.9999 1.0000 μ 0.5 0.6065 0.9098 0.9856 0.9982 0.9998 1.0000 0.6 0.5488 0.8781 0.9769 0.9966 0.9996 1.0000 0.7 0.4966 0.8442 0.9659 0.9942 0.9992 0.9999 1.0000 0.8 0.4493 0.8088 0.9526 0.9909 0.9986 0.9998 1.0000 0.9 0.4066 0.7725 0.9371 0.9865 0.9977 0.9997 1.0000 3.5 0.0302 0.1359 0.3208 0.5366 0.7254 0.8576 4.0 0.0183 0.0916 0.2381 0.4335 0.6288 0.7851 4.5 0.0111 0.0611 0.1736 0.3423 0.5321 0.7029 5.0 0.0067 0.0404 0.1247 0.2650 0.4405 0.6160 r 1.0 0.3679 0.7358 0.9197 0.9810 0.9963 0.9994 1.5 0.2231 0.5578 0.8088 0.9344 0.9814 0.9955 2.0 0.1353 0.4060 0.6767 0.8571 0.9473 0.9834 2.5 0.0821 0.2873 0.5438 0.7576 0.8912 0.9580 μ 3.0 0.0498 0.1991 0.4232 0.6472 0.8153 0.9161 10 0.9999 1.0000 0.9991 0.9998 1.0000 0.9955 0.9989 0.9998 1.0000 0.9858 0.9958 0.9989 0.9997 0.9999 0.9665 0.9881 0.9962 0.9989 0.9997 0.9347 0.9733 0.9901 0.9967 0.9990 0.8893 0.9489 0.9786 0.9919 0.9972 0.8311 0.9134 0.9597 0.9829 0.9933 0.7622 0.8666 0.9319 0.9682 0.9863 1.0000 0.9999 1.0000 0.9997 0.9999 1.0000 0.9991 0.9997 0.9999 1.0000 0.9976 0.9992 0.9997 0.9999 1.0000 0.9945 0.9980 0.9993 0.9998 0.9999 1.0000 11 12 13 14 15 16 Table A.2 Poisson Probability Table 753 Table A.2 (continued) Poisson Probability Sums r  p(x; μ) x=0 r 5.5 0.0041 0.0266 0.0884 0.2017 0.3575 0.5289 6.0 0.0025 0.0174 0.0620 0.1512 0.2851 0.4457 6.5 0.0015 0.0113 0.0430 0.1118 0.2237 0.3690 7.0 0.0009 0.0073 0.0296 0.0818 0.1730 0.3007 μ 7.5 0.0006 0.0047 0.0203 0.0591 0.1321 0.2414 10 0.6860 0.8095 0.8944 0.9462 0.9747 0.6063 0.7440 0.8472 0.9161 0.9574 0.5265 0.6728 0.7916 0.8774 0.9332 0.4497 0.5987 0.7291 0.8305 0.9015 0.3782 0.5246 0.6620 0.7764 0.8622 0.3134 0.4530 0.5925 0.7166 0.8159 0.2562 0.3856 0.5231 0.6530 0.7634 0.2068 0.3239 0.4557 0.5874 0.7060 0.1649 0.2687 0.3918 0.5218 0.6453 11 12 13 14 15 0.9890 0.9955 0.9983 0.9994 0.9998 0.9799 0.9912 0.9964 0.9986 0.9995 0.9661 0.9840 0.9929 0.9970 0.9988 0.9467 0.9730 0.9872 0.9943 0.9976 0.9208 0.9573 0.9784 0.9897 0.9954 0.8881 0.9362 0.9658 0.9827 0.9918 0.8487 0.9091 0.9486 0.9726 0.9862 0.8030 0.8758 0.9261 0.9585 0.9780 0.7520 0.8364 0.8981 0.9400 0.9665 16 17 18 19 20 0.9999 1.0000 0.9998 0.9999 1.0000 0.9996 0.9998 0.9999 1.0000 0.9990 0.9996 0.9999 1.0000 0.9980 0.9992 0.9997 0.9999 0.9963 0.9984 0.9993 0.9997 0.9999 0.9934 0.9970 0.9987 0.9995 0.9998 0.9889 0.9947 0.9976 0.9989 0.9996 0.9823 0.9911 0.9957 0.9980 0.9991 1.0000 0.9999 1.0000 0.9998 0.9999 1.0000 0.9996 0.9999 0.9999 1.0000 21 22 23 24 8.0 0.0003 0.0030 0.0138 0.0424 0.0996 0.1912 8.5 0.0002 0.0019 0.0093 0.0301 0.0744 0.1496 9.0 0.0001 0.0012 0.0062 0.0212 0.0550 0.1157 9.5 0.0001 0.0008 0.0042 0.0149 0.0403 0.0885 754 Appendix A Table A.2 (continued) Poisson Probability Sums r  Statistical Tables and Proofs p(x; μ) x=0 r 10.0 0.0000 0.0005 0.0028 0.0103 0.0293 0.0671 11.0 0.0000 0.0002 0.0012 0.0049 0.0151 0.0375 12.0 0.0000 0.0001 0.0005 0.0023 0.0076 0.0203 13.0 μ 14.0 0.0000 0.0002 0.0011 0.0037 0.0107 0.0000 0.0001 0.0005 0.0018 0.0055 0.0000 0.0002 0.0009 0.0028 0.0000 0.0001 0.0004 0.0014 0.0000 0.0002 0.0007 0.0000 0.0001 0.0003 10 0.1301 0.2202 0.3328 0.4579 0.5830 0.0786 0.1432 0.2320 0.3405 0.4599 0.0458 0.0895 0.1550 0.2424 0.3472 0.0259 0.0540 0.0998 0.1658 0.2517 0.0142 0.0316 0.0621 0.1094 0.1757 0.0076 0.0180 0.0374 0.0699 0.1185 0.0040 0.0100 0.0220 0.0433 0.0774 0.0021 0.0054 0.0126 0.0261 0.0491 0.0010 0.0029 0.0071 0.0154 0.0304 11 12 13 14 15 0.6968 0.7916 0.8645 0.9165 0.9513 0.5793 0.6887 0.7813 0.8540 0.9074 0.4616 0.5760 0.6815 0.7720 0.8444 0.3532 0.4631 0.5730 0.6751 0.7636 0.2600 0.3585 0.4644 0.5704 0.6694 0.1848 0.2676 0.3632 0.4657 0.5681 0.1270 0.1931 0.2745 0.3675 0.4667 0.0847 0.1350 0.2009 0.2808 0.3715 0.0549 0.0917 0.1426 0.2081 0.2867 16 17 18 19 20 0.9730 0.9857 0.9928 0.9965 0.9984 0.9441 0.9678 0.9823 0.9907 0.9953 0.8987 0.9370 0.9626 0.9787 0.9884 0.8355 0.8905 0.9302 0.9573 0.9750 0.7559 0.8272 0.8826 0.9235 0.9521 0.6641 0.7489 0.8195 0.8752 0.9170 0.5660 0.6593 0.7423 0.8122 0.8682 0.4677 0.5640 0.6550 0.7363 0.8055 0.3751 0.4686 0.5622 0.6509 0.7307 21 22 23 24 25 0.9993 0.9997 0.9999 1.0000 0.9977 0.9990 0.9995 0.9998 0.9999 0.9939 0.9970 0.9985 0.9993 0.9997 0.9859 0.9924 0.9960 0.9980 0.9990 0.9712 0.9833 0.9907 0.9950 0.9974 0.9469 0.9673 0.9805 0.9888 0.9938 0.9108 0.9418 0.9633 0.9777 0.9869 0.8615 0.9047 0.9367 0.9594 0.9748 0.7991 0.8551 0.8989 0.9317 0.9554 1.0000 0.9999 0.9999 1.0000 0.9995 0.9998 0.9999 1.0000 0.9987 0.9994 0.9997 0.9999 0.9999 0.9967 0.9983 0.9991 0.9996 0.9998 0.9925 0.9959 0.9978 0.9989 0.9994 0.9848 0.9912 0.9950 0.9973 0.9986 0.9718 0.9827 0.9897 0.9941 0.9967 1.0000 0.9999 1.0000 0.9997 0.9999 0.9999 1.0000 0.9993 0.9996 0.9998 0.9999 1.0000 0.9982 0.9990 0.9995 0.9998 0.9999 26 27 28 29 30 31 32 33 34 35 36 37 15.0 16.0 17.0 18.0 0.9999 1.0000 Table A.3 Normal Probability Table 755 Area Table A.3 Areas under the Normal Curve z z −3.4 −3.3 −3.2 −3.1 −3.0 −2.9 −2.8 −2.7 −2.6 −2.5 −2.4 −2.3 −2.2 −2.1 −2.0 00 0.0003 0.0005 0.0007 0.0010 0.0013 0.0019 0.0026 0.0035 0.0047 0.0062 0.0082 0.0107 0.0139 0.0179 0.0228 01 0.0003 0.0005 0.0007 0.0009 0.0013 0.0018 0.0025 0.0034 0.0045 0.0060 0.0080 0.0104 0.0136 0.0174 0.0222 02 0.0003 0.0005 0.0006 0.0009 0.0013 0.0018 0.0024 0.0033 0.0044 0.0059 0.0078 0.0102 0.0132 0.0170 0.0217 03 0.0003 0.0004 0.0006 0.0009 0.0012 0.0017 0.0023 0.0032 0.0043 0.0057 0.0075 0.0099 0.0129 0.0166 0.0212 04 0.0003 0.0004 0.0006 0.0008 0.0012 0.0016 0.0023 0.0031 0.0041 0.0055 0.0073 0.0096 0.0125 0.0162 0.0207 05 0.0003 0.0004 0.0006 0.0008 0.0011 0.0016 0.0022 0.0030 0.0040 0.0054 0.0071 0.0094 0.0122 0.0158 0.0202 06 0.0003 0.0004 0.0006 0.0008 0.0011 0.0015 0.0021 0.0029 0.0039 0.0052 0.0069 0.0091 0.0119 0.0154 0.0197 07 0.0003 0.0004 0.0005 0.0008 0.0011 0.0015 0.0021 0.0028 0.0038 0.0051 0.0068 0.0089 0.0116 0.0150 0.0192 08 0.0003 0.0004 0.0005 0.0007 0.0010 0.0014 0.0020 0.0027 0.0037 0.0049 0.0066 0.0087 0.0113 0.0146 0.0188 09 0.0002 0.0003 0.0005 0.0007 0.0010 0.0014 0.0019 0.0026 0.0036 0.0048 0.0064 0.0084 0.0110 0.0143 0.0183 −1.9 −1.8 −1.7 −1.6 −1.5 −1.4 −1.3 −1.2 −1.1 −1.0 −0.9 −0.8 −0.7 −0.6 −0.5 −0.4 −0.3 −0.2 −0.1 −0.0 0.0287 0.0359 0.0446 0.0548 0.0668 0.0808 0.0968 0.1151 0.1357 0.1587 0.1841 0.2119 0.2420 0.2743 0.3085 0.3446 0.3821 0.4207 0.4602 0.5000 0.0281 0.0351 0.0436 0.0537 0.0655 0.0793 0.0951 0.1131 0.1335 0.1562 0.1814 0.2090 0.2389 0.2709 0.3050 0.3409 0.3783 0.4168 0.4562 0.4960 0.0274 0.0344 0.0427 0.0526 0.0643 0.0778 0.0934 0.1112 0.1314 0.1539 0.1788 0.2061 0.2358 0.2676 0.3015 0.3372 0.3745 0.4129 0.4522 0.4920 0.0268 0.0336 0.0418 0.0516 0.0630 0.0764 0.0918 0.1093 0.1292 0.1515 0.1762 0.2033 0.2327 0.2643 0.2981 0.3336 0.3707 0.4090 0.4483 0.4880 0.0262 0.0329 0.0409 0.0505 0.0618 0.0749 0.0901 0.1075 0.1271 0.1492 0.1736 0.2005 0.2296 0.2611 0.2946 0.3300 0.3669 0.4052 0.4443 0.4840 0.0256 0.0322 0.0401 0.0495 0.0606 0.0735 0.0885 0.1056 0.1251 0.1469 0.1711 0.1977 0.2266 0.2578 0.2912 0.3264 0.3632 0.4013 0.4404 0.4801 0.0250 0.0314 0.0392 0.0485 0.0594 0.0721 0.0869 0.1038 0.1230 0.1446 0.1685 0.1949 0.2236 0.2546 0.2877 0.3228 0.3594 0.3974 0.4364 0.4761 0.0244 0.0307 0.0384 0.0475 0.0582 0.0708 0.0853 0.1020 0.1210 0.1423 0.1660 0.1922 0.2206 0.2514 0.2843 0.3192 0.3557 0.3936 0.4325 0.4721 0.0239 0.0301 0.0375 0.0465 0.0571 0.0694 0.0838 0.1003 0.1190 0.1401 0.1635 0.1894 0.2177 0.2483 0.2810 0.3156 0.3520 0.3897 0.4286 0.4681 0.0233 0.0294 0.0367 0.0455 0.0559 0.0681 0.0823 0.0985 0.1170 0.1379 0.1611 0.1867 0.2148 0.2451 0.2776 0.3121 0.3483 0.3859 0.4247 0.4641 756 Appendix A Statistical Tables and Proofs Table A.3 (continued) Areas under the Normal Curve z 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 00 0.5000 0.5398 0.5793 0.6179 0.6554 0.6915 0.7257 0.7580 0.7881 0.8159 0.8413 0.8643 0.8849 0.9032 0.9192 01 0.5040 0.5438 0.5832 0.6217 0.6591 0.6950 0.7291 0.7611 0.7910 0.8186 0.8438 0.8665 0.8869 0.9049 0.9207 02 0.5080 0.5478 0.5871 0.6255 0.6628 0.6985 0.7324 0.7642 0.7939 0.8212 0.8461 0.8686 0.8888 0.9066 0.9222 03 0.5120 0.5517 0.5910 0.6293 0.6664 0.7019 0.7357 0.7673 0.7967 0.8238 0.8485 0.8708 0.8907 0.9082 0.9236 04 0.5160 0.5557 0.5948 0.6331 0.6700 0.7054 0.7389 0.7704 0.7995 0.8264 0.8508 0.8729 0.8925 0.9099 0.9251 05 0.5199 0.5596 0.5987 0.6368 0.6736 0.7088 0.7422 0.7734 0.8023 0.8289 0.8531 0.8749 0.8944 0.9115 0.9265 06 0.5239 0.5636 0.6026 0.6406 0.6772 0.7123 0.7454 0.7764 0.8051 0.8315 0.8554 0.8770 0.8962 0.9131 0.9279 07 0.5279 0.5675 0.6064 0.6443 0.6808 0.7157 0.7486 0.7794 0.8078 0.8340 0.8577 0.8790 0.8980 0.9147 0.9292 08 0.5319 0.5714 0.6103 0.6480 0.6844 0.7190 0.7517 0.7823 0.8106 0.8365 0.8599 0.8810 0.8997 0.9162 0.9306 09 0.5359 0.5753 0.6141 0.6517 0.6879 0.7224 0.7549 0.7852 0.8133 0.8389 0.8621 0.8830 0.9015 0.9177 0.9319 1.5 1.6 1.7 1.8 1.9 2.0 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3.0 3.1 3.2 3.3 3.4 0.9332 0.9452 0.9554 0.9641 0.9713 0.9772 0.9821 0.9861 0.9893 0.9918 0.9938 0.9953 0.9965 0.9974 0.9981 0.9987 0.9990 0.9993 0.9995 0.9997 0.9345 0.9463 0.9564 0.9649 0.9719 0.9778 0.9826 0.9864 0.9896 0.9920 0.9940 0.9955 0.9966 0.9975 0.9982 0.9987 0.9991 0.9993 0.9995 0.9997 0.9357 0.9474 0.9573 0.9656 0.9726 0.9783 0.9830 0.9868 0.9898 0.9922 0.9941 0.9956 0.9967 0.9976 0.9982 0.9987 0.9991 0.9994 0.9995 0.9997 0.9370 0.9484 0.9582 0.9664 0.9732 0.9788 0.9834 0.9871 0.9901 0.9925 0.9943 0.9957 0.9968 0.9977 0.9983 0.9988 0.9991 0.9994 0.9996 0.9997 0.9382 0.9495 0.9591 0.9671 0.9738 0.9793 0.9838 0.9875 0.9904 0.9927 0.9945 0.9959 0.9969 0.9977 0.9984 0.9988 0.9992 0.9994 0.9996 0.9997 0.9394 0.9505 0.9599 0.9678 0.9744 0.9798 0.9842 0.9878 0.9906 0.9929 0.9946 0.9960 0.9970 0.9978 0.9984 0.9989 0.9992 0.9994 0.9996 0.9997 0.9406 0.9515 0.9608 0.9686 0.9750 0.9803 0.9846 0.9881 0.9909 0.9931 0.9948 0.9961 0.9971 0.9979 0.9985 0.9989 0.9992 0.9994 0.9996 0.9997 0.9418 0.9525 0.9616 0.9693 0.9756 0.9808 0.9850 0.9884 0.9911 0.9932 0.9949 0.9962 0.9972 0.9979 0.9985 0.9989 0.9992 0.9995 0.9996 0.9997 0.9429 0.9535 0.9625 0.9699 0.9761 0.9812 0.9854 0.9887 0.9913 0.9934 0.9951 0.9963 0.9973 0.9980 0.9986 0.9990 0.9993 0.9995 0.9996 0.9997 0.9441 0.9545 0.9633 0.9706 0.9767 0.9817 0.9857 0.9890 0.9916 0.9936 0.9952 0.9964 0.9974 0.9981 0.9986 0.9990 0.9993 0.9995 0.9997 0.9998 Table A.4 Student t-Distribution Probability Table 757 Table A.4 Critical Values of the t-Distribution α tα v 0.40 0.325 0.289 0.277 0.271 0.267 0.30 0.727 0.617 0.584 0.569 0.559 0.20 1.376 1.061 0.978 0.941 0.920 α 0.15 1.963 1.386 1.250 1.190 1.156 10 11 12 13 14 15 0.265 0.263 0.262 0.261 0.260 0.260 0.259 0.259 0.258 0.258 0.553 0.549 0.546 0.543 0.542 0.540 0.539 0.538 0.537 0.536 0.906 0.896 0.889 0.883 0.879 0.876 0.873 0.870 0.868 0.866 1.134 1.119 1.108 1.100 1.093 1.088 1.083 1.079 1.076 1.074 1.440 1.415 1.397 1.383 1.372 1.363 1.356 1.350 1.345 1.341 1.943 1.895 1.860 1.833 1.812 1.796 1.782 1.771 1.761 1.753 2.447 2.365 2.306 2.262 2.228 2.201 2.179 2.160 2.145 2.131 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 40 60 120 ∞ 0.258 0.257 0.257 0.257 0.257 0.257 0.256 0.256 0.256 0.256 0.256 0.256 0.256 0.256 0.256 0.255 0.254 0.254 0.253 0.535 0.534 0.534 0.533 0.533 0.532 0.532 0.532 0.531 0.531 0.531 0.531 0.530 0.530 0.530 0.529 0.527 0.526 0.524 0.865 0.863 0.862 0.861 0.860 0.859 0.858 0.858 0.857 0.856 0.856 0.855 0.855 0.854 0.854 0.851 0.848 0.845 0.842 1.071 1.069 1.067 1.066 1.064 1.063 1.061 1.060 1.059 1.058 1.058 1.057 1.056 1.055 1.055 1.050 1.045 1.041 1.036 1.337 1.333 1.330 1.328 1.325 1.323 1.321 1.319 1.318 1.316 1.315 1.314 1.313 1.311 1.310 1.303 1.296 1.289 1.282 1.746 1.740 1.734 1.729 1.725 1.721 1.717 1.714 1.711 1.708 1.706 1.703 1.701 1.699 1.697 1.684 1.671 1.658 1.645 2.120 2.110 2.101 2.093 2.086 2.080 2.074 2.069 2.064 2.060 2.056 2.052 2.048 2.045 2.042 2.021 2.000 1.980 1.960 0.10 3.078 1.886 1.638 1.533 1.476 0.05 6.314 2.920 2.353 2.132 2.015 0.025 12.706 4.303 3.182 2.776 2.571 758 Appendix A Statistical Tables and Proofs Table A.4 (continued) Critical Values of the t-Distribution v 10 11 12 13 14 15 0.02 15.894 4.849 3.482 2.999 2.757 2.612 2.517 2.449 2.398 2.359 2.328 2.303 2.282 2.264 2.249 0.015 21.205 5.643 3.896 3.298 3.003 2.829 2.715 2.634 2.574 2.527 2.491 2.461 2.436 2.415 2.397 0.01 31.821 6.965 4.541 3.747 3.365 3.143 2.998 2.896 2.821 2.764 2.718 2.681 2.650 2.624 2.602 α 0.0075 42.433 8.073 5.047 4.088 3.634 3.372 3.203 3.085 2.998 2.932 2.879 2.836 2.801 2.771 2.746 16 17 18 19 20 2.235 2.224 2.214 2.205 2.197 2.382 2.368 2.356 2.346 2.336 2.583 2.567 2.552 2.539 2.528 2.724 2.706 2.689 2.674 2.661 2.921 2.898 2.878 2.861 2.845 3.252 3.222 3.197 3.174 3.153 4.015 3.965 3.922 3.883 3.850 21 22 23 24 25 26 27 28 29 30 40 60 120 ∞ 2.189 2.183 2.177 2.172 2.167 2.162 2.158 2.154 2.150 2.147 2.123 2.099 2.076 2.054 2.328 2.320 2.313 2.307 2.301 2.296 2.291 2.286 2.282 2.278 2.250 2.223 2.196 2.170 2.518 2.508 2.500 2.492 2.485 2.479 2.473 2.467 2.462 2.457 2.423 2.390 2.358 2.326 2.649 2.639 2.629 2.620 2.612 2.605 2.598 2.592 2.586 2.581 2.542 2.504 2.468 2.432 2.831 2.819 2.807 2.797 2.787 2.779 2.771 2.763 2.756 2.750 2.704 2.660 2.617 2.576 3.135 3.119 3.104 3.091 3.078 3.067 3.057 3.047 3.038 3.030 2.971 2.915 2.860 2.807 3.819 3.792 3.768 3.745 3.725 3.707 3.689 3.674 3.660 3.646 3.551 3.460 3.373 3.290 0.005 63.656 9.925 5.841 4.604 4.032 3.707 3.499 3.355 3.250 3.169 3.106 3.055 3.012 2.977 2.947 0.0025 127.321 14.089 7.453 5.598 4.773 4.317 4.029 3.833 3.690 3.581 3.497 3.428 3.372 3.326 3.286 0.0005 636.578 31.600 12.924 8.610 6.869 5.959 5.408 5.041 4.781 4.587 4.437 4.318 4.221 4.140 4.073 Table A.5 Chi-Squared Distribution Probability Table 759 α Table A.5 Critical Values of the Chi-Squared Distribution χα2 v 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 α 0.995 0.99 0.98 0.975 0.95 0.04 393 0.03 157 0.03 628 0.03 982 0.00393 0.0100 0.0201 0.0404 0.0506 0.103 0.0717 0.115 0.185 0.216 0.352 0.207 0.297 0.429 0.484 0.711 0.412 0.554 0.752 0.831 1.145 0.676 0.872 1.134 1.237 1.635 0.989 1.239 1.564 1.690 2.167 1.344 1.647 2.032 2.180 2.733 1.735 2.088 2.532 2.700 3.325 2.156 2.558 3.059 3.247 3.940 2.603 3.053 3.609 3.816 4.575 3.074 3.571 4.178 4.404 5.226 3.565 4.107 4.765 5.009 5.892 4.075 4.660 5.368 5.629 6.571 4.601 5.229 5.985 6.262 7.261 5.142 5.812 6.614 6.908 7.962 5.697 6.408 7.255 7.564 8.672 6.265 7.015 7.906 8.231 9.390 6.844 7.633 8.567 8.907 10.117 7.434 8.260 9.237 9.591 10.851 8.034 8.897 9.915 10.283 11.591 8.643 9.542 10.600 10.982 12.338 9.260 10.196 11.293 11.689 13.091 9.886 10.856 11.992 12.401 13.848 10.520 11.524 12.697 13.120 14.611 0.90 0.0158 0.211 0.584 1.064 1.610 2.204 2.833 3.490 4.168 4.865 5.578 6.304 7.041 7.790 8.547 9.312 10.085 10.865 11.651 12.443 13.240 14.041 14.848 15.659 16.473 0.80 0.0642 0.446 1.005 1.649 2.343 3.070 3.822 4.594 5.380 6.179 6.989 7.807 8.634 9.467 10.307 11.152 12.002 12.857 13.716 14.578 15.445 16.314 17.187 18.062 18.940 0.75 0.102 0.575 1.213 1.923 2.675 3.455 4.255 5.071 5.899 6.737 7.584 8.438 9.299 10.165 11.037 11.912 12.792 13.675 14.562 15.452 16.344 17.240 18.137 19.037 19.939 0.70 0.148 0.713 1.424 2.195 3.000 3.828 4.671 5.527 6.393 7.267 8.148 9.034 9.926 10.821 11.721 12.624 13.531 14.440 15.352 16.266 17.182 18.101 19.021 19.943 20.867 0.50 0.455 1.386 2.366 3.357 4.351 5.348 6.346 7.344 8.343 9.342 10.341 11.340 12.340 13.339 14.339 15.338 16.338 17.338 18.338 19.337 20.337 21.337 22.337 23.337 24.337 26 27 28 29 30 40 50 60 11.160 11.808 12.461 13.121 13.787 20.707 27.991 35.534 17.292 18.114 18.939 19.768 20.599 29.051 37.689 46.459 19.820 20.703 21.588 22.475 23.364 32.345 41.449 50.641 20.843 21.749 22.657 23.567 24.478 33.66 42.942 52.294 21.792 22.719 23.647 24.577 25.508 34.872 44.313 53.809 25.336 26.336 27.336 28.336 29.336 39.335 49.335 59.335 12.198 12.878 13.565 14.256 14.953 22.164 29.707 37.485 13.409 14.125 14.847 15.574 16.306 23.838 31.664 39.699 13.844 14.573 15.308 16.047 16.791 24.433 32.357 40.482 15.379 16.151 16.928 17.708 18.493 26.509 34.764 43.188 760 Appendix A Statistical Tables and Proofs Table A.5 (continued) Critical Values of the Chi-Squared Distribution α v 10 11 12 13 14 15 0.30 1.074 2.408 3.665 4.878 6.064 7.231 8.383 9.524 10.656 11.781 12.899 14.011 15.119 16.222 17.322 0.25 1.323 2.773 4.108 5.385 6.626 7.841 9.037 10.219 11.389 12.549 13.701 14.845 15.984 17.117 18.245 0.20 1.642 3.219 4.642 5.989 7.289 8.558 9.803 11.030 12.242 13.442 14.631 15.812 16.985 18.151 19.311 0.10 2.706 4.605 6.251 7.779 9.236 10.645 12.017 13.362 14.684 15.987 17.275 18.549 19.812 21.064 22.307 0.05 3.841 5.991 7.815 9.488 11.070 12.592 14.067 15.507 16.919 18.307 19.675 21.026 22.362 23.685 24.996 0.025 5.024 7.378 9.348 11.143 12.832 14.449 16.013 17.535 19.023 20.483 21.920 23.337 24.736 26.119 27.488 0.02 5.412 7.824 9.837 11.668 13.388 15.033 16.622 18.168 19.679 21.161 22.618 24.054 25.471 26.873 28.259 0.01 6.635 9.210 11.345 13.277 15.086 16.812 18.475 20.090 21.666 23.209 24.725 26.217 27.688 29.141 30.578 0.005 7.879 10.597 12.838 14.860 16.750 18.548 20.278 21.955 23.589 25.188 26.757 28.300 29.819 31.319 32.801 0.001 10.827 13.815 16.266 18.466 20.515 22.457 24.321 26.124 27.877 29.588 31.264 32.909 34.527 36.124 37.698 16 17 18 19 20 18.418 19.511 20.601 21.689 22.775 19.369 20.489 21.605 22.718 23.828 20.465 21.615 22.760 23.900 25.038 23.542 24.769 25.989 27.204 28.412 26.296 27.587 28.869 30.144 31.410 28.845 30.191 31.526 32.852 34.170 29.633 30.995 32.346 33.687 35.020 32.000 33.409 34.805 36.191 37.566 34.267 35.718 37.156 38.582 39.997 39.252 40.791 42.312 43.819 45.314 21 22 23 24 25 26 27 28 29 30 40 50 60 23.858 24.939 26.018 27.096 28.172 29.246 30.319 31.391 32.461 33.530 44.165 54.723 65.226 24.935 26.039 27.141 28.241 29.339 30.435 31.528 32.620 33.711 34.800 45.616 56.334 66.981 26.171 27.301 28.429 29.553 30.675 31.795 32.912 34.027 35.139 36.250 47.269 58.164 68.972 29.615 30.813 32.007 33.196 34.382 35.563 36.741 37.916 39.087 40.256 51.805 63.167 74.397 32.671 33.924 35.172 36.415 37.652 38.885 40.113 41.337 42.557 43.773 55.758 67.505 79.082 35.479 36.781 38.076 39.364 40.646 41.923 43.195 44.461 45.722 46.979 59.342 71.420 83.298 36.343 37.659 38.968 40.270 41.566 42.856 44.140 45.419 46.693 47.962 60.436 72.613 84.58 38.932 40.289 41.638 42.980 44.314 45.642 46.963 48.278 49.588 50.892 63.691 76.154 88.379 41.401 42.796 44.181 45.558 46.928 48.290 49.645 50.994 52.335 53.672 66.766 79.490 91.952 46.796 48.268 49.728 51.179 52.619 54.051 55.475 56.892 58.301 59.702 73.403 86.660 99.608 Table A.6 F-Distribution Probability Table 761 Table A.6 Critical Values of the F-Distribution v2 10 11 12 13 14 15 161.45 18.51 10.13 7.71 6.61 5.99 5.59 5.32 5.12 4.96 4.84 4.75 4.67 4.60 4.54 199.50 19.00 9.55 6.94 5.79 5.14 4.74 4.46 4.26 4.10 3.98 3.89 3.81 3.74 3.68 215.71 19.16 9.28 6.59 5.41 4.76 4.35 4.07 3.86 3.71 3.59 3.49 3.41 3.34 3.29 224.58 19.25 9.12 6.39 5.19 4.53 4.12 3.84 3.63 3.48 3.36 3.26 3.18 3.11 3.06 α f0.05 (v1 , v2 ) v1 230.16 233.99 19.30 19.33 9.01 8.94 6.26 6.16 5.05 4.95 4.39 4.28 3.97 3.87 3.69 3.58 3.48 3.37 3.33 3.22 3.20 3.09 3.11 3.00 3.03 2.92 2.96 2.85 2.90 2.79 fα 236.77 19.35 8.89 6.09 4.88 4.21 3.79 3.50 3.29 3.14 3.01 2.91 2.83 2.76 2.71 16 4.49 3.63 3.24 3.01 2.85 2.74 17 4.45 3.59 3.20 2.96 2.81 2.70 18 4.41 3.55 3.16 2.93 2.77 2.66 19 4.38 3.52 3.13 2.90 2.74 2.63 20 4.35 3.49 3.10 2.87 2.71 2.60 21 4.32 3.47 3.07 2.84 2.68 2.57 22 4.30 3.44 3.05 2.82 2.66 2.55 23 4.28 3.42 3.03 2.80 2.64 2.53 24 4.26 3.40 3.01 2.78 2.62 2.51 25 4.24 3.39 2.99 2.76 2.60 2.49 26 4.23 3.37 2.98 2.74 2.59 2.47 27 4.21 3.35 2.96 2.73 2.57 2.46 28 4.20 3.34 2.95 2.71 2.56 2.45 29 4.18 3.33 2.93 2.70 2.55 2.43 30 4.17 3.32 2.92 2.69 2.53 2.42 40 4.08 3.23 2.84 2.61 2.45 2.34 60 4.00 3.15 2.76 2.53 2.37 2.25 120 3.92 3.07 2.68 2.45 2.29 2.18 ∞ 3.84 3.00 2.60 2.37 2.21 2.10 Reproduced from Table 18 of Biometrika Tables for Statisticians, Vol Pearson and the Biometrika Trustees 238.88 19.37 8.85 6.04 4.82 4.15 3.73 3.44 3.23 3.07 2.95 2.85 2.77 2.70 2.64 240.54 19.38 8.81 6.00 4.77 4.10 3.68 3.39 3.18 3.02 2.90 2.80 2.71 2.65 2.59 2.66 2.59 2.54 2.61 2.55 2.49 2.58 2.51 2.46 2.54 2.48 2.42 2.51 2.45 2.39 2.49 2.42 2.37 2.46 2.40 2.34 2.44 2.37 2.32 2.42 2.36 2.30 2.40 2.34 2.28 2.39 2.32 2.27 2.37 2.31 2.25 2.36 2.29 2.24 2.35 2.28 2.22 2.33 2.27 2.21 2.25 2.18 2.12 2.17 2.10 2.04 2.09 2.02 1.96 2.01 1.94 1.88 I, by permission of E.S 762 Appendix A Statistical Tables and Proofs Table A.6 (continued) Critical Values of the F-Distribution v2 10 11 12 13 14 15 16 17 18 19 20 10 241.88 19.40 8.79 5.96 4.74 4.06 3.64 3.35 3.14 2.98 2.85 2.75 2.67 2.60 2.54 2.49 2.45 2.41 2.38 2.35 12 243.91 19.41 8.74 5.91 4.68 4.00 3.57 3.28 3.07 2.91 2.79 2.69 2.60 2.53 2.48 2.42 2.38 2.34 2.31 2.28 15 245.95 19.43 8.70 5.86 4.62 3.94 3.51 3.22 3.01 2.85 2.72 2.62 2.53 2.46 2.40 2.35 2.31 2.27 2.23 2.20 20 248.01 19.45 8.66 5.80 4.56 3.87 3.44 3.15 2.94 2.77 2.65 2.54 2.46 2.39 2.33 2.28 2.23 2.19 2.16 2.12 21 22 23 24 25 26 27 28 29 30 40 60 120 ∞ 2.32 2.30 2.27 2.25 2.24 2.22 2.20 2.19 2.18 2.16 2.08 1.99 1.91 1.83 2.25 2.23 2.20 2.18 2.16 2.15 2.13 2.12 2.10 2.09 2.00 1.92 1.83 1.75 2.18 2.15 2.13 2.11 2.09 2.07 2.06 2.04 2.03 2.01 1.92 1.84 1.75 1.67 2.10 2.07 2.05 2.03 2.01 1.99 1.97 1.96 1.94 1.93 1.84 1.75 1.66 1.57 f0.05 (v1 , v2 ) v1 24 30 249.05 250.10 19.45 19.46 8.64 8.62 5.77 5.75 4.53 4.50 3.84 3.81 3.41 3.38 3.12 3.08 2.90 2.86 2.74 2.70 2.61 2.57 2.51 2.47 2.42 2.38 2.35 2.31 2.29 2.25 2.24 2.19 2.19 2.15 2.15 2.11 2.11 2.07 2.08 2.04 2.05 2.03 2.01 1.98 1.96 1.95 1.93 1.91 1.90 1.89 1.79 1.70 1.61 1.52 2.01 1.98 1.96 1.94 1.92 1.90 1.88 1.87 1.85 1.84 1.74 1.65 1.55 1.46 40 251.14 19.47 8.59 5.72 4.46 3.77 3.34 3.04 2.83 2.66 2.53 2.43 2.34 2.27 2.20 2.15 2.10 2.06 2.03 1.99 60 252.20 19.48 8.57 5.69 4.43 3.74 3.30 3.01 2.79 2.62 2.49 2.38 2.30 2.22 2.16 2.11 2.06 2.02 1.98 1.95 120 253.25 19.49 8.55 5.66 4.40 3.70 3.27 2.97 2.75 2.58 2.45 2.34 2.25 2.18 2.11 2.06 2.01 1.97 1.93 1.90 ∞ 254.31 19.50 8.53 5.63 4.36 3.67 3.23 2.93 2.71 2.54 2.40 2.30 2.21 2.13 2.07 2.01 1.96 1.92 1.88 1.84 1.96 1.94 1.91 1.89 1.87 1.85 1.84 1.82 1.81 1.79 1.69 1.59 1.50 1.39 1.92 1.89 1.86 1.84 1.82 1.80 1.79 1.77 1.75 1.74 1.64 1.53 1.43 1.32 1.87 1.84 1.81 1.79 1.77 1.75 1.73 1.71 1.70 1.68 1.58 1.47 1.35 1.22 1.81 1.78 1.76 1.73 1.71 1.69 1.67 1.65 1.64 1.62 1.51 1.39 1.25 1.00 Table A.6 F-Distribution Probability Table 763 Table A.6 (continued) Critical Values of the F-Distribution v2 10 11 12 13 14 15 16 17 18 19 20 4052.18 98.50 34.12 21.20 16.26 13.75 12.25 11.26 10.56 10.04 9.65 9.33 9.07 8.86 8.68 8.53 8.40 8.29 8.18 8.10 4999.50 99.00 30.82 18.00 13.27 10.92 9.55 8.65 8.02 7.56 7.21 6.93 6.70 6.51 6.36 6.23 6.11 6.01 5.93 5.85 5403.35 99.17 29.46 16.69 12.06 9.78 8.45 7.59 6.99 6.55 6.22 5.95 5.74 5.56 5.42 5.29 5.18 5.09 5.01 4.94 21 22 23 24 25 26 27 28 29 30 40 60 120 ∞ 8.02 7.95 7.88 7.82 7.77 7.72 7.68 7.64 7.60 7.56 7.31 7.08 6.85 6.63 5.78 5.72 5.66 5.61 5.57 5.53 5.49 5.45 5.42 5.39 5.18 4.98 4.79 4.61 4.87 4.82 4.76 4.72 4.68 4.64 4.60 4.57 4.54 4.51 4.31 4.13 3.95 3.78 f0.01 (v1 , v2 ) v1 5624.58 5763.65 5858.99 99.25 99.30 99.33 28.71 28.24 27.91 15.98 15.52 15.21 11.39 10.97 10.67 9.15 8.75 8.47 7.85 7.46 7.19 7.01 6.63 6.37 6.42 6.06 5.80 5.99 5.64 5.39 5.67 5.32 5.07 5.41 5.06 4.82 5.21 4.86 4.62 5.04 4.69 4.46 4.89 4.56 4.32 4.77 4.44 4.20 4.67 4.34 4.10 4.58 4.25 4.01 4.50 4.17 3.94 4.43 4.10 3.87 4.37 4.31 4.26 4.22 4.18 4.14 4.11 4.07 4.04 4.02 3.83 3.65 3.48 3.32 4.04 3.99 3.94 3.90 3.85 3.82 3.78 3.75 3.73 3.70 3.51 3.34 3.17 3.02 3.81 3.76 3.71 3.67 3.63 3.59 3.56 3.53 3.50 3.47 3.29 3.12 2.96 2.80 5928.36 99.36 27.67 14.98 10.46 8.26 6.99 6.18 5.61 5.20 4.89 4.64 4.44 4.28 4.14 4.03 3.93 3.84 3.77 3.70 5981.07 99.37 27.49 14.80 10.29 8.10 6.84 6.03 5.47 5.06 4.74 4.50 4.30 4.14 4.00 3.89 3.79 3.71 3.63 3.56 6022.47 99.39 27.35 14.66 10.16 7.98 6.72 5.91 5.35 4.94 4.63 4.39 4.19 4.03 3.89 3.78 3.68 3.60 3.52 3.46 3.64 3.59 3.54 3.50 3.46 3.42 3.39 3.36 3.33 3.30 3.12 2.95 2.79 2.64 3.51 3.45 3.41 3.36 3.32 3.29 3.26 3.23 3.20 3.17 2.99 2.82 2.66 2.51 3.40 3.35 3.30 3.26 3.22 3.18 3.15 3.12 3.09 3.07 2.89 2.72 2.56 2.41 764 Appendix A Statistical Tables and Proofs Table A.6 (continued) Critical Values of the F-Distribution v2 10 12 15 20 6055.85 6106.32 6157.28 6208.73 99.40 99.42 99.43 99.45 27.23 27.05 26.87 26.69 14.55 14.37 14.20 14.02 10.05 9.89 9.72 9.55 7.87 7.72 7.56 7.40 6.62 6.47 6.31 6.16 5.81 5.67 5.52 5.36 5.26 5.11 4.96 4.81 10 4.85 4.71 4.56 4.41 11 4.54 4.40 4.25 4.10 12 4.30 4.16 4.01 3.86 13 4.10 3.96 3.82 3.66 14 3.94 3.80 3.66 3.51 15 3.80 3.67 3.52 3.37 16 3.69 3.55 3.41 3.26 17 3.59 3.46 3.31 3.16 18 3.51 3.37 3.23 3.08 19 3.43 3.30 3.15 3.00 20 3.37 3.23 3.09 2.94 21 22 23 24 25 26 27 28 29 30 40 60 120 ∞ 3.31 3.26 3.21 3.17 3.13 3.09 3.06 3.03 3.00 2.98 2.80 2.63 2.47 2.32 3.17 3.12 3.07 3.03 2.99 2.96 2.93 2.90 2.87 2.84 2.66 2.50 2.34 2.18 3.03 2.98 2.93 2.89 2.85 2.81 2.78 2.75 2.73 2.70 2.52 2.35 2.19 2.04 2.88 2.83 2.78 2.74 2.70 2.66 2.63 2.60 2.57 2.55 2.37 2.20 2.03 1.88 f0.01 (v1 , v2 ) v1 24 30 40 60 120 ∞ 6234.63 6260.65 6286.78 6313.03 6339.39 6365.86 99.46 99.47 99.47 99.48 99.49 99.50 26.60 26.50 26.41 26.32 26.22 26.13 13.93 13.84 13.75 13.65 13.56 13.46 9.47 9.38 9.29 9.20 9.11 9.02 7.31 7.23 7.14 7.06 6.97 6.88 6.07 5.99 5.91 5.82 5.74 5.65 5.28 5.20 5.12 5.03 4.95 4.86 4.73 4.65 4.57 4.48 4.40 4.31 4.33 4.25 4.17 4.08 4.00 3.91 4.02 3.94 3.86 3.78 3.69 3.60 3.78 3.70 3.62 3.54 3.45 3.36 3.59 3.51 3.43 3.34 3.25 3.17 3.43 3.35 3.27 3.18 3.09 3.00 3.29 3.21 3.13 3.05 2.96 2.87 3.18 3.10 3.02 2.93 2.84 2.75 3.08 3.00 2.92 2.83 2.75 2.65 3.00 2.92 2.84 2.75 2.66 2.57 2.92 2.84 2.76 2.67 2.58 2.49 2.86 2.78 2.69 2.61 2.52 2.42 2.80 2.75 2.70 2.66 2.62 2.58 2.55 2.52 2.49 2.47 2.29 2.12 1.95 1.79 2.72 2.67 2.62 2.58 2.54 2.50 2.47 2.44 2.41 2.39 2.20 2.03 1.86 1.70 2.64 2.58 2.54 2.49 2.45 2.42 2.38 2.35 2.33 2.30 2.11 1.94 1.76 1.59 2.55 2.50 2.45 2.40 2.36 2.33 2.29 2.26 2.23 2.21 2.02 1.84 1.66 1.47 2.46 2.40 2.35 2.31 2.27 2.23 2.20 2.17 2.14 2.11 1.92 1.73 1.53 1.32 2.36 2.31 2.26 2.21 2.17 2.13 2.10 2.06 2.03 2.01 1.80 1.60 1.38 1.00 Tolerance Factors for Normal Distributions 765 Table A.7 Table A.7 Tolerance Factors for Normal Distributions Two-Sided Intervals One-Sided Intervals γ = 0.05 γ = 0.01 γ = 0.05 γ = 0.01 1−α 1−α 1−α 1−α n 0.90 0.95 0.99 0.90 0.95 0.99 0.90 0.95 0.99 0.90 0.95 0.99 32.019 37.674 48.430 160.193 188.491 242.300 20.581 26.260 37.094 103.029 131.426 185.617 8.380 9.916 12.861 18.930 22.401 29.055 6.156 7.656 10.553 13.995 17.170 23.896 5.369 6.370 8.299 9.398 11.150 14.527 4.162 5.144 7.042 7.380 9.083 12.387 4.275 5.079 6.634 6.612 7.855 10.260 3.407 4.203 5.741 5.362 6.578 8.939 3.712 4.414 5.775 5.337 6.345 8.301 3.006 3.708 5.062 4.411 5.406 7.335 3.369 4.007 5.248 4.613 5.488 7.187 2.756 3.400 4.642 3.859 4.728 6.412 3.136 3.732 4.891 4.147 4.936 6.468 2.582 3.187 4.354 3.497 4.285 5.812 2.967 3.532 4.631 3.822 4.550 5.966 2.454 3.031 4.143 3.241 3.972 5.389 10 2.839 3.379 4.433 3.582 4.265 5.594 2.355 2.911 3.981 3.048 3.738 5.074 11 2.737 3.259 4.277 3.397 4.045 5.308 2.275 2.815 3.852 2.898 3.556 4.829 12 2.655 3.162 4.150 3.250 3.870 5.079 2.210 2.736 3.747 2.777 3.410 4.633 13 2.587 3.081 4.044 3.130 3.727 4.893 2.155 2.671 3.659 2.677 3.290 4.472 14 2.529 3.012 3.955 3.029 3.608 4.737 2.109 2.615 3.585 2.593 1.189 4.337 15 2.480 2.954 3.878 2.945 3.507 4.605 2.068 2.566 3.520 2.522 3.102 4.222 16 2.437 2.903 3.812 2.872 3.421 4.492 2.033 2.524 3.464 2.460 3.028 4.123 17 2.400 2.858 3.754 2.808 3.345 4.393 2.002 2.486 3.414 2.405 2.963 4.037 18 2.366 2.819 3.702 2.753 3.279 4.307 1.974 2.453 3.370 2.357 2.905 3.960 19 2.337 2.784 3.656 2.703 3.221 4.230 1.949 2.423 3.331 2.314 2.854 3.892 20 2.310 2.752 3.615 2.659 3.168 4.161 1.926 2.396 3.295 2.276 2.808 1.832 25 2.208 2.631 3.457 2.494 2.972 3.904 1.838 2.292 3.158 2.129 2.633 3.001 30 2.140 2.549 3.350 2.385 2.841 3.733 1.777 2.220 3.064 2.030 2.516 3.447 35 2.090 2.490 3.272 2.306 2.748 3.611 1.732 2.167 2.995 1.957 2.430 3.334 40 2.052 2.445 3.213 2.247 2.677 3.518 1.697 2.126 2.941 1.902 2.364 3.249 45 2.021 2.408 3.165 2.200 2.621 3.444 1.669 2.092 2.898 1.857 2.312 3.180 50 1.996 2.379 3.126 2.162 2.576 3.385 1.646 2.065 2.863 1.821 2.269 3.125 60 1.958 2.333 3.066 2.103 2.506 3.293 1.609 2.022 2.807 1.764 2.202 3.038 70 1.929 2.299 3.021 2.060 2.454 3.225 1.581 1.990 2.765 1.722 2.153 2.974 80 1.907 2.272 2.986 2.026 2.414 3.173 1.559 1.965 2.733 1.688 2.114 2.924 90 1.889 2.251 2.958 1.999 2.382 3.130 1.542 1.944 2.706 1.661 2.082 2.883 100 1.874 2.233 2.934 1.977 2.355 3.096 1.527 1.927 2.684 1.639 2.056 2.850 150 1.825 2.175 2.859 1.905 2.270 2.983 1.478 1.870 2.611 1.566 1.971 2.741 200 1.798 2.143 2.816 1.865 2.222 2.921 1.450 1.837 2.570 1.524 1.923 2.679 250 1.780 2.121 2.788 1.839 2.191 2.880 1.431 1.815 2.542 1.496 1.891 2.638 300 1.767 2.106 2.767 1.820 2.169 2.850 1.417 1.800 2.522 1.476 1.868 2.608 ∞ 1.645 1.960 2.576 1.645 1.960 2.576 1.282 1.645 2.326 1.282 1.645 2.326 Adapted from C Eisenhart, M W Hastay, and W A Wallis, Techniques of Statistical Analysis, Chapter 2, McGrawHill Book Company, New York, 1947 Used with permission of McGraw-Hill Book Company 766 Appendix A Statistical Tables and Proofs Table A.8 Sample Size for the t-Test of the Mean Level of t-Test Single-Sided Test α = 0.005 α = 0.01 α = 0.025 α = 0.05 Double-Sided Test α = 0.01 α = 0.02 α = 0.05 α = 0.1 β = 0.1 01 05 01 05 01 05 01 05 0.05 0.10 0.15 122 0.20 139 99 70 0.25 110 90 128 64 139 101 45 0.30 134 78 115 63 119 90 45 122 97 71 32 0.35 125 99 58 109 85 47 109 88 67 34 90 72 52 24 0.40 115 97 77 45 101 85 66 37 117 84 68 51 26 101 70 55 40 19 0.45 92 77 62 37 110 81 68 53 30 93 67 54 41 21 80 55 44 33 15 0.50 100 75 63 51 30 90 66 55 43 25 76 54 44 34 18 65 45 36 27 13 0.55 83 63 53 42 26 75 55 46 36 21 63 45 37 28 15 54 38 30 22 11 0.60 71 53 45 36 22 63 47 39 31 18 53 38 32 24 13 46 32 26 19 0.65 61 46 39 31 20 55 41 34 27 16 46 33 27 21 12 39 28 22 17 0.70 53 40 34 28 17 47 35 30 24 14 40 29 24 19 10 34 24 19 15 0.75 47 36 30 25 16 42 31 27 21 13 35 26 21 16 30 21 17 13 0.80 0.85 0.90 Value of 0.95 Δ = |δ|/σ 1.00 41 37 34 31 28 32 29 26 24 22 27 24 22 20 19 22 20 18 17 16 14 13 12 11 10 37 33 29 27 25 28 25 23 21 19 24 21 19 18 16 19 12 31 22 19 15 17 11 28 21 17 13 16 10 25 19 16 12 14 23 17 14 11 13 21 16 13 10 1.1 24 19 16 14 21 16 14 12 18 13 11 1.2 21 16 14 12 18 14 12 10 15 12 10 1.3 18 15 13 11 16 13 11 13 10 1.4 16 13 12 10 14 11 10 12 1.5 15 12 11 13 10 11 1.6 13 11 10 12 10 10 1.7 12 10 11 9 1.8 12 10 10 7 1.9 11 10 8 6 2.0 10 8 7 2.1 10 7 6 2.2 8 7 2.3 7 6 2.4 7 6 2.5 6 6 3.0 6 5 3.5 5 4.0 Reproduced with permission from O L Davies, ed., Design and Analysis ments, Oliver & Boyd, Edinburgh, 1956 7 27 24 21 19 18 19 17 15 14 13 15 11 13 10 11 10 8 7 6 15 12 14 11 13 10 11 11 7 6 6 of Industrial Experi- 6 5