Thanks to visit codestin.com
Credit goes to www.scribd.com

0% found this document useful (0 votes)
59 views30 pages

ST104b ZA Exam Paper - May 2023

This document contains a statistics exam with 4 sections. Section A has one question with multiple parts testing concepts like probability, distributions, and ANOVA. Section B contains 3 additional questions involving probability, estimators, and joint distributions. Formulas for common distributions are provided at the end.

Uploaded by

babylon83
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
59 views30 pages

ST104b ZA Exam Paper - May 2023

This document contains a statistics exam with 4 sections. Section A has one question with multiple parts testing concepts like probability, distributions, and ANOVA. Section B contains 3 additional questions involving probability, estimators, and joint distributions. Formulas for common distributions are provided at the end.

Uploaded by

babylon83
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 30

ST104B

ST104B Statistics 2

Candidates should answer FOUR of the following questions: Question 1 of Section A


(40 marks) and all questions from Section B (60 marks in total). Candidates are
strongly advised to divide their time accordingly.

A list of formulae and extracts from statistical tables are provided after the final question
of this paper.

Please find questions on the following page.

© University of London 2023

Page 1 of 7
SECTION A

Answer all parts of Question 1 (40 marks).

1. (a) For each one of the statements below say whether the statement is true or
false, explaining your answer. Note that Ac and B c denote the complements
of events A and B, respectively.
i. A and B are two events such that P (A) > 0 and P (B) > 0. If P (A | B) = 1,
then P (Ac ∩ B) = 0.
ii. If A and B are mutually exclusive events, then Ac and B c are also mutually
exclusive events.
iii. Any event A is independent of the empty set, denoted ∅.
iv. If X is a random variable with a standard normal distribution, then:
E(X) > Var(X).
v. The mean of a distribution cannot be strictly greater than its median.
(10 marks)

(b) The random variable X has the probability density function given by:
(
kx2 for 0 ≤ x ≤ 1
f (x) =
0 otherwise
for some constant k.
i. Show that k = 3.
(2 marks)
ii. Calculate the expected value of X.
(3 marks)
iii. Calculate the conditional probability:
P (X > 0.75 | X < 0.90).
(3 marks)
iv. Determine the median of X.
(2 marks)

(c) Let T1 and T2 be two unbiased estimators of the parameter θ. Assume that
they have the same variance and they are independent. Two further estimators
of θ are:
2T1 + T2
S= and R = 3T1 − 2T2 .
3
i. Show that S and R are unbiased estimators of θ.
(5 marks)
ii. Which one of the three estimators T1 , S and R would you prefer? Justify
your answer.
(5 marks)

Page 2 of 7
(d) An analyst investigated a company’s sales turnover (in $m) over a period of
6 months, splitting sales across 5 divisions. Hence sales were recorded for each
division of the company for each month. A partial ANOVA table is given below
(some entries are missing).

Source DF SS MS F
Division 51.07
Month 3.56
Error 2.97
Total

i. Write out the ANOVA table in full, i.e. include the missing entries.
(6 marks)
ii. Is there a difference between average sales of different divisions? Use a 5%
significance level.
(4 marks)

SECTION B
Answer all three questions from this section (60 marks in total).

2. (a) A footballer has recorded her success in taking penalties. When she aims:
• for the left of the goal, she scores with probability 0.6
• down the middle, she scores with probability 0.4
• for the right of the goal, she scores with probability 0.8.
She aims down the middle with probability 0.2, and with equal probability for
the left and right of the goal.
i. Given that she scored a penalty, what is the probability she aimed down
the middle?
(5 marks)
ii. For the next ten penalties, she aims for the right of the goal. What is
the probability she does not score more than eight times? Assume each
penalty she takes is independent of the others.
(5 marks)

(b) X1 , X2 , X3 and X4 are independent normal random variables with mean 0


and variance 81. Using the nearest values in the statistical tables provided,
calculate the following probabilities:
i. P (X2 > X1 − X3 + 20)
(3 marks)
ii. P (X1 < 1.837(X22 + X32 + X42 )1/2 )
(4 marks)
iii. P (X42 > 11.373(X12 + X22 + X32 ))
(3 marks)

Page 3 of 7
3. (a) Suppose you are given independent observations y1 , y2 and y3 such that:

y1 = α + β + ε1
y2 = α + 2β + ε2
y3 = α + 3β + ε3 .

The random variables εi are standard normally distributed, i.e. εi ∼ N (0, 1)


for i = 1, 2, 3.
i. Derive the least squares estimators of the parameters α and β.
(6 marks)
ii. Determine whether the estimator of α is an unbiased estimator of α.
(2 marks)
iii. Briefly explain whether the least squares estimators derived in part i. would
change if εi ∼ N (0, σ 2 ), for any σ 2 > 0.
(2 marks)

(b) Let {X1 , X2 , . . . , Xn } be a random sample from the probability density


function:
(
2x/θ2 for 0 ≤ x ≤ θ
f (x; θ) =
0 otherwise

where θ > 0 is a parameter.


i. Derive the method of moments estimator of θ and determine whether this
is a biased estimator of θ.
(6 marks)
ii. Derive the maximum likelihood estimator of θ.
(4 marks)

Page 4 of 7
4. Consider two random variables X and Y . They both take the values 0, 2 and 4.
The joint probabilities for each pair are given in the following table.

X=0 X=2 X=4


Y =0 0.16 k 0.20
Y =2 0.12 0.06 0.10
Y =4 0.14 k 0.06

(a) Explain why k = 0.08.


(2 marks)
(b) Calculate the expected values and the variances of X and Y .
(6 marks)
(c) Calculate E(X | Y = 4) and E(X | X + Y = 6).
(6 marks)
(d) Define W = |X − 2| and Z = Y . Calculate the covariance of W and Z.
(6 marks)

[END OF PAPER]

Page 5 of 7
Formulae for Statistics

Discrete distributions

Distribution p(x) E(X) Var(X)

1 k+1 k2 − 1
Uniform for all x = 1, 2, . . . , k
k 2 12

Bernoulli π x (1 − π)1−x for x = 0, 1 π π(1 − π)

n

Binomial x
π x (1 − π)n−x for x = 0, 1, 2, . . . , n nπ nπ(1 − π)

1 1−π
Geometric (1 − π)x−1 π for x = 1, 2, . . .
π π2

e−λ λx
Poisson for x = 0, 1, 2, . . . λ λ
x!

Continuous distributions

Distribution f (x) F (x) E(X) Var(X)

1 x−a a+b (b − a)2


Uniform for a ≤ x ≤ b for a ≤ x ≤ b
b−a b−a 2 12

1 1
Exponential λe−λx for x ≥ 0 1 − e−λx for x ≥ 0
λ λ2

1 2 /2σ 2
Normal √ e−(x−µ) for all x µ σ2
2πσ 2

Page 6 of 7
Sample quantities
n n
1 X 1 X 2
Sample variance s2 = (xi − x̄)2 = x − nx̄2
n − 1 i=1 n − 1 i=1 i

n n
1 X 1 X
Sample covariance (xi − x̄)(yi − ȳ) = xi yi − nx̄ȳ
n − 1 i=1 n − 1 i=1

n
P
xi yi − nx̄ȳ
i=1
Sample correlation s  
n n
x2i yi2
P P
− nx̄2 − nȳ 2
i=1 i=1

Inference

σ2
Variance of sample mean
n

X̄ − µ
One-sample t statistic √
S/ n
s
n+m−2 X̄ − Ȳ − δ0
Two-sample t statistic ×p
1/n + 1/m 2
(n − 1)SX + (m − 1)SY2

Page 7 of 7
STATISTICAL
TABLES
Cumulative normal distribution
Critical values of the t distribution
Critical values of the F distribution
Critical values of the chi-squared distribution

New Cambridge Statistical Tables pages 17-29

© C. Dougherty 2001, 2002 ([email protected]). These tables have been computed to accompany the text C. Dougherty Introduction to
Econometrics (second edition 2002, Oxford University Press, Oxford), They may be reproduced freely provided that this attribution is retained.
STATISTICAL TABLES 1

TABLE A.1

Cumulative Standardized Normal Distribution

A(z) is the integral of the standardized normal


distribution from  f to z (in other words, the
area under the curve to the left of z). It gives the
probability of a normal random variable not
A(z) being more than z standard deviations above its
mean. Values of z of particular importance:

z A(z)
1.645 0.9500 Lower limit of right 5% tail
1.960 0.9750 Lower limit of right 2.5% tail
2.326 0.9900 Lower limit of right 1% tail
2.576 0.9950 Lower limit of right 0.5% tail
3.090 0.9990 Lower limit of right 0.1% tail
3.291 0.9995 Lower limit of right 0.05% tail
-4 -3 -2 -1 0 1 z 2 3 4

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998
3.6 0.9998 0.9998 0.9999

.
STATISTICAL TABLES 2

TABLE A.2
t Distribution: Critical Values of t

Significance level
Degrees of Two-tailed test: 10% 5% 2% 1% 0.2% 0.1%
freedom One-tailed test: 5% 2.5% 1% 0.5% 0.1% 0.05%
1 6.314 12.706 31.821 63.657 318.309 636.619
2 2.920 4.303 6.965 9.925 22.327 31.599
3 2.353 3.182 4.541 5.841 10.215 12.924
4 2.132 2.776 3.747 4.604 7.173 8.610
5 2.015 2.571 3.365 4.032 5.893 6.869
6 1.943 2.447 3.143 3.707 5.208 5.959
7 1.894 2.365 2.998 3.499 4.785 5.408
8 1.860 2.306 2.896 3.355 4.501 5.041
9 1.833 2.262 2.821 3.250 4.297 4.781
10 1.812 2.228 2.764 3.169 4.144 4.587
11 1.796 2.201 2.718 3.106 4.025 4.437
12 1.782 2.179 2.681 3.055 3.930 4.318
13 1.771 2.160 2.650 3.012 3.852 4.221
14 1.761 2.145 2.624 2.977 3.787 4.140
15 1.753 2.131 2.602 2.947 3.733 4.073
16 1.746 2.120 2.583 2.921 3.686 4.015
17 1.740 2.110 2.567 2.898 3.646 3.965
18 1.734 2.101 2.552 2.878 3.610 3.922
19 1.729 2.093 2.539 2.861 3.579 3.883
20 1.725 2.086 2.528 2.845 3.552 3.850
21 1.721 2.080 2.518 2.831 3.527 3.819
22 1.717 2.074 2.508 2.819 3.505 3.792
23 1.714 2.069 2.500 2.807 3.485 3.768
24 1.711 2.064 2.492 2.797 3.467 3.745
25 1.708 2.060 2.485 2.787 3.450 3.725
26 1.706 2.056 2.479 2.779 3.435 3.707
27 1.703 2.052 2.473 2.771 3.421 3.690
28 1.701 2.048 2.467 2.763 3.408 3.674
29 1.699 2.045 2.462 2.756 3.396 3.659
30 1.697 2.042 2.457 2.750 3.385 3.646
32 1.694 2.037 2.449 2.738 3.365 3.622
34 1.691 2.032 2.441 2.728 3.348 3.601
36 1.688 2.028 2.434 2.719 3.333 3.582
38 1.686 2.024 2.429 2.712 3.319 3.566
40 1.684 2.021 2.423 2.704 3.307 3.551
42 1.682 2.018 2.418 2.698 3.296 3.538
44 1.680 2.015 2.414 2.692 3.286 3.526
46 1.679 2.013 2.410 2.687 3.277 3.515
48 1.677 2.011 2.407 2.682 3.269 3.505
50 1.676 2.009 2.403 2.678 3.261 3.496
60 1.671 2.000 2.390 2.660 3.232 3.460
70 1.667 1.994 2.381 2.648 3.211 3.435
80 1.664 1.990 2.374 2.639 3.195 3.416
90 1.662 1.987 2.368 2.632 3.183 3.402
100 1.660 1.984 2.364 2.626 3.174 3.390
120 1.658 1.980 2.358 2.617 3.160 3.373
150 1.655 1.976 2.351 2.609 3.145 3.357
200 1.653 1.972 2.345 2.601 3.131 3.340
300 1.650 1.968 2.339 2.592 3.118 3.323
400 1.649 1.966 2.336 2.588 3.111 3.315
500 1.648 1.965 2.334 2.586 3.107 3.310
600 1.647 1.964 2.333 2.584 3.104 3.307
f 1.645 1.960 2.326 2.576 3.090 3.291

.
STATISTICAL TABLES 3

TABLE A.3

F Distribution: Critical Values of F (5% significance level)

v1 1 2 3 4 5 6 7 8 9 10 12 14 16 18 20
v2
1 161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88 243.91 245.36 246.46 247.32 248.01
2 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.41 19.42 19.43 19.44 19.45
3 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.74 8.71 8.69 8.67 8.66
4 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.91 5.87 5.84 5.82 5.80
5 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.68 4.64 4.60 4.58 4.56
6 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.00 3.96 3.92 3.90 3.87
7 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.57 3.53 3.49 3.47 3.44
8 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.28 3.24 3.20 3.17 3.15
9 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.07 3.03 2.99 2.96 2.94
10 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.91 2.86 2.83 2.80 2.77
11 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.79 2.74 2.70 2.67 2.65
12 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.69 2.64 2.60 2.57 2.54
13 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.60 2.55 2.51 2.48 2.46
14 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.53 2.48 2.44 2.41 2.39
15 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.48 2.42 2.38 2.35 2.33
16 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.42 2.37 2.33 2.30 2.28
17 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.38 2.33 2.29 2.26 2.23
18 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2.46 2.41 2.34 2.29 2.25 2.22 2.19
19 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.31 2.26 2.21 2.18 2.16
20 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.28 2.22 2.18 2.15 2.12
21 4.32 3.47 3.07 2.84 2.68 2.57 2.49 2.42 2.37 2.32 2.25 2.20 2.16 2.12 2.10
22 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.23 2.17 2.13 2.10 2.07
23 4.28 3.42 3.03 2.80 2.64 2.53 2.44 2.37 2.32 2.27 2.20 2.15 2.11 2.08 2.05
24 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.18 2.13 2.09 2.05 2.03
25 4.24 3.39 2.99 2.76 2.60 2.49 2.40 2.34 2.28 2.24 2.16 2.11 2.07 2.04 2.01
26 4.22 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.15 2.09 2.05 2.02 1.99
27 4.21 3.35 2.96 2.73 2.57 2.46 2.37 2.31 2.25 2.20 2.13 2.08 2.04 2.00 1.97
28 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.12 2.06 2.02 1.99 1.96
29 4.18 3.33 2.93 2.70 2.55 2.43 2.35 2.28 2.22 2.18 2.10 2.05 2.01 1.97 1.94
30 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.09 2.04 1.99 1.96 1.93
35 4.12 3.27 2.87 2.64 2.49 2.37 2.29 2.22 2.16 2.11 2.04 1.99 1.94 1.91 1.88
40 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.00 1.95 1.90 1.87 1.84
50 4.03 3.18 2.79 2.56 2.40 2.29 2.20 2.13 2.07 2.03 1.95 1.89 1.85 1.81 1.78
60 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.92 1.86 1.82 1.78 1.75
70 3.98 3.13 2.74 2.50 2.35 2.23 2.14 2.07 2.02 1.97 1.89 1.84 1.79 1.75 1.72
80 3.96 3.11 2.72 2.49 2.33 2.21 2.13 2.06 2.00 1.95 1.88 1.82 1.77 1.73 1.70
90 3.95 3.10 2.71 2.47 2.32 2.20 2.11 2.04 1.99 1.94 1.86 1.80 1.76 1.72 1.69
100 3.94 3.09 2.70 2.46 2.31 2.19 2.10 2.03 1.97 1.93 1.85 1.79 1.75 1.71 1.68
120 3.92 3.07 2.68 2.45 2.29 2.18 2.09 2.02 1.96 1.91 1.83 1.78 1.73 1.69 1.66
150 3.90 3.06 2.66 2.43 2.27 2.16 2.07 2.00 1.94 1.89 1.82 1.76 1.71 1.67 1.64
200 3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93 1.88 1.80 1.74 1.69 1.66 1.62
250 3.88 3.03 2.64 2.41 2.25 2.13 2.05 1.98 1.92 1.87 1.79 1.73 1.68 1.65 1.61
300 3.87 3.03 2.63 2.40 2.24 2.13 2.04 1.97 1.91 1.86 1.78 1.72 1.68 1.64 1.61
400 3.86 3.02 2.63 2.39 2.24 2.12 2.03 1.96 1.90 1.85 1.78 1.72 1.67 1.63 1.60
500 3.86 3.01 2.62 2.39 2.23 2.12 2.03 1.96 1.90 1.85 1.77 1.71 1.66 1.62 1.59
600 3.86 3.01 2.62 2.39 2.23 2.11 2.02 1.95 1.90 1.85 1.77 1.71 1.66 1.62 1.59
750 3.85 3.01 2.62 2.38 2.23 2.11 2.02 1.95 1.89 1.84 1.77 1.70 1.66 1.62 1.58
1000 3.85 3.00 2.61 2.38 2.22 2.11 2.02 1.95 1.89 1.84 1.76 1.70 1.65 1.61 1.58

.
STATISTICAL TABLES 4

TABLE A.3 (continued)

F Distribution: Critical Values of F (5% significance level)

v1 25 30 35 40 50 60 75 100 150 200


v2
1 249.26 250.10 250.69 251.14 251.77 252.20 252.62 253.04 253.46 253.68
2 19.46 19.46 19.47 19.47 19.48 19.48 19.48 19.49 19.49 19.49
3 8.63 8.62 8.60 8.59 8.58 8.57 8.56 8.55 8.54 8.54
4 5.77 5.75 5.73 5.72 5.70 5.69 5.68 5.66 5.65 5.65
5 4.52 4.50 4.48 4.46 4.44 4.43 4.42 4.41 4.39 4.39
6 3.83 3.81 3.79 3.77 3.75 3.74 3.73 3.71 3.70 3.69
7 3.40 3.38 3.36 3.34 3.32 3.30 3.29 3.27 3.26 3.25
8 3.11 3.08 3.06 3.04 3.02 3.01 2.99 2.97 2.96 2.95
9 2.89 2.86 2.84 2.83 2.80 2.79 2.77 2.76 2.74 2.73
10 2.73 2.70 2.68 2.66 2.64 2.62 2.60 2.59 2.57 2.56
11 2.60 2.57 2.55 2.53 2.51 2.49 2.47 2.46 2.44 2.43
12 2.50 2.47 2.44 2.43 2.40 2.38 2.37 2.35 2.33 2.32
13 2.41 2.38 2.36 2.34 2.31 2.30 2.28 2.26 2.24 2.23
14 2.34 2.31 2.28 2.27 2.24 2.22 2.21 2.19 2.17 2.16
15 2.28 2.25 2.22 2.20 2.18 2.16 2.14 2.12 2.10 2.10
16 2.23 2.19 2.17 2.15 2.12 2.11 2.09 2.07 2.05 2.04
17 2.18 2.15 2.12 2.10 2.08 2.06 2.04 2.02 2.00 1.99
18 2.14 2.11 2.08 2.06 2.04 2.02 2.00 1.98 1.96 1.95
19 2.11 2.07 2.05 2.03 2.00 1.98 1.96 1.94 1.92 1.91
20 2.07 2.04 2.01 1.99 1.97 1.95 1.93 1.91 1.89 1.88
21 2.05 2.01 1.98 1.96 1.94 1.92 1.90 1.88 1.86 1.84
22 2.02 1.98 1.96 1.94 1.91 1.89 1.87 1.85 1.83 1.82
23 2.00 1.96 1.93 1.91 1.88 1.86 1.84 1.82 1.80 1.79
24 1.97 1.94 1.91 1.89 1.86 1.84 1.82 1.80 1.78 1.77
25 1.96 1.92 1.89 1.87 1.84 1.82 1.80 1.78 1.76 1.75
26 1.94 1.90 1.87 1.85 1.82 1.80 1.78 1.76 1.74 1.73
27 1.92 1.88 1.86 1.84 1.81 1.79 1.76 1.74 1.72 1.71
28 1.91 1.87 1.84 1.82 1.79 1.77 1.75 1.73 1.70 1.69
29 1.89 1.85 1.83 1.81 1.77 1.75 1.73 1.71 1.69 1.67
30 1.88 1.84 1.81 1.79 1.76 1.74 1.72 1.70 1.67 1.66
35 1.82 1.79 1.76 1.74 1.70 1.68 1.66 1.63 1.61 1.60
40 1.78 1.74 1.72 1.69 1.66 1.64 1.61 1.59 1.56 1.55
50 1.73 1.69 1.66 1.63 1.60 1.58 1.55 1.52 1.50 1.48
60 1.69 1.65 1.62 1.59 1.56 1.53 1.51 1.48 1.45 1.44
70 1.66 1.62 1.59 1.57 1.53 1.50 1.48 1.45 1.42 1.40
80 1.64 1.60 1.57 1.54 1.51 1.48 1.45 1.43 1.39 1.38
90 1.63 1.59 1.55 1.53 1.49 1.46 1.44 1.41 1.38 1.36
100 1.62 1.57 1.54 1.52 1.48 1.45 1.42 1.39 1.36 1.34
120 1.60 1.55 1.52 1.50 1.46 1.43 1.40 1.37 1.33 1.32
150 1.58 1.54 1.50 1.48 1.44 1.41 1.38 1.34 1.31 1.29
200 1.56 1.52 1.48 1.46 1.41 1.39 1.35 1.32 1.28 1.26
250 1.55 1.50 1.47 1.44 1.40 1.37 1.34 1.31 1.27 1.25
300 1.54 1.50 1.46 1.43 1.39 1.36 1.33 1.30 1.26 1.23
400 1.53 1.49 1.45 1.42 1.38 1.35 1.32 1.28 1.24 1.22
500 1.53 1.48 1.45 1.42 1.38 1.35 1.31 1.28 1.23 1.21
600 1.52 1.48 1.44 1.41 1.37 1.34 1.31 1.27 1.23 1.20
750 1.52 1.47 1.44 1.41 1.37 1.34 1.30 1.26 1.22 1.20
1000 1.52 1.47 1.43 1.41 1.36 1.33 1.30 1.26 1.22 1.19

.
STATISTICAL TABLES 5

TABLE A.3 (continued)

F Distribution: Critical Values of F (1% significance level)

v1 1 2 3 4 5 6 7 8 9 10 12 14 16 18 20
v2
1 4052.18 4999.50 5403.35 5624.58 5763.65 5858.99 5928.36 5981.07 6022.47 6055.85 6106.32 6142.67 6170.10 6191.53 6208.73
2 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40 99.42 99.43 99.44 99.44 99.45
3 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23 27.05 26.92 26.83 26.75 26.69
4 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55 14.37 14.25 14.15 14.08 14.02
5 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05 9.89 9.77 9.68 9.61 9.55
6 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.72 7.60 7.52 7.45 7.40
7 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.47 6.36 6.28 6.21 6.16
8 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.67 5.56 5.48 5.41 5.36
9 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 5.11 5.01 4.92 4.86 4.81
10 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.71 4.60 4.52 4.46 4.41
11 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.40 4.29 4.21 4.15 4.10
12 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.16 4.05 3.97 3.91 3.86
13 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 3.96 3.86 3.78 3.72 3.66
14 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.80 3.70 3.62 3.56 3.51
15 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.67 3.56 3.49 3.42 3.37
16 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78 3.69 3.55 3.45 3.37 3.31 3.26
17 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59 3.46 3.35 3.27 3.21 3.16
18 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51 3.37 3.27 3.19 3.13 3.08
19 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43 3.30 3.19 3.12 3.05 3.00
20 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.23 3.13 3.05 2.99 2.94
21 8.02 5.78 4.87 4.37 4.04 3.81 3.64 3.51 3.40 3.31 3.17 3.07 2.99 2.93 2.88
22 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35 3.26 3.12 3.02 2.94 2.88 2.83
23 7.88 5.66 4.76 4.26 3.94 3.71 3.54 3.41 3.30 3.21 3.07 2.97 2.89 2.83 2.78
24 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26 3.17 3.03 2.93 2.85 2.79 2.74
25 7.77 5.57 4.68 4.18 3.85 3.63 3.46 3.32 3.22 3.13 2.99 2.89 2.81 2.75 2.70
26 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09 2.96 2.86 2.78 2.72 2.66
27 7.68 5.49 4.60 4.11 3.78 3.56 3.39 3.26 3.15 3.06 2.93 2.82 2.75 2.68 2.63
28 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12 3.03 2.90 2.79 2.72 2.65 2.60
29 7.60 5.42 4.54 4.04 3.73 3.50 3.33 3.20 3.09 3.00 2.87 2.77 2.69 2.63 2.57
30 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.84 2.74 2.66 2.60 2.55
35 7.42 5.27 4.40 3.91 3.59 3.37 3.20 3.07 2.96 2.88 2.74 2.64 2.56 2.50 2.44
40 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.66 2.56 2.48 2.42 2.37
50 7.17 5.06 4.20 3.72 3.41 3.19 3.02 2.89 2.78 2.70 2.56 2.46 2.38 2.32 2.27
60 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63 2.50 2.39 2.31 2.25 2.20
70 7.01 4.92 4.07 3.60 3.29 3.07 2.91 2.78 2.67 2.59 2.45 2.35 2.27 2.20 2.15
80 6.96 4.88 4.04 3.56 3.26 3.04 2.87 2.74 2.64 2.55 2.42 2.31 2.23 2.17 2.12
90 6.93 4.85 4.01 3.53 3.23 3.01 2.84 2.72 2.61 2.52 2.39 2.29 2.21 2.14 2.09
100 6.90 4.82 3.98 3.51 3.21 2.99 2.82 2.69 2.59 2.50 2.37 2.27 2.19 2.12 2.07
120 6.85 4.79 3.95 3.48 3.17 2.96 2.79 2.66 2.56 2.47 2.34 2.23 2.15 2.09 2.03
150 6.81 4.75 3.91 3.45 3.14 2.92 2.76 2.63 2.53 2.44 2.31 2.20 2.12 2.06 2.00
200 6.76 4.71 3.88 3.41 3.11 2.89 2.73 2.60 2.50 2.41 2.27 2.17 2.09 2.03 1.97
250 6.74 4.69 3.86 3.40 3.09 2.87 2.71 2.58 2.48 2.39 2.26 2.15 2.07 2.01 1.95
300 6.72 4.68 3.85 3.38 3.08 2.86 2.70 2.57 2.47 2.38 2.24 2.14 2.06 1.99 1.94
400 6.70 4.66 3.83 3.37 3.06 2.85 2.68 2.56 2.45 2.37 2.23 2.13 2.05 1.98 1.92
500 6.69 4.65 3.82 3.36 3.05 2.84 2.68 2.55 2.44 2.36 2.22 2.12 2.04 1.97 1.92
600 6.68 4.64 3.81 3.35 3.05 2.83 2.67 2.54 2.44 2.35 2.21 2.11 2.03 1.96 1.91
750 6.67 4.63 3.81 3.34 3.04 2.83 2.66 2.53 2.43 2.34 2.21 2.11 2.02 1.96 1.90
1000 6.66 4.63 3.80 3.34 3.04 2.82 2.66 2.53 2.43 2.34 2.20 2.10 2.02 1.95 1.90

.
STATISTICAL TABLES 6

TABLE A.3 (continued)

F Distribution: Critical Values of F (1% significance level)

v1 25 30 35 40 50 60 75 100 150 200


v2
1 6239.83 6260.65 6275.57 6286.78 6302.52 6313.03 6323.56 6334.11 6344.68 6349.97
2 99.46 99.47 99.47 99.47 99.48 99.48 99.49 99.49 99.49 99.49
3 26.58 26.50 26.45 26.41 26.35 26.32 26.28 26.24 26.20 26.18
4 13.91 13.84 13.79 13.75 13.69 13.65 13.61 13.58 13.54 13.52
5 9.45 9.38 9.33 9.29 9.24 9.20 9.17 9.13 9.09 9.08
6 7.30 7.23 7.18 7.14 7.09 7.06 7.02 6.99 6.95 6.93
7 6.06 5.99 5.94 5.91 5.86 5.82 5.79 5.75 5.72 5.70
8 5.26 5.20 5.15 5.12 5.07 5.03 5.00 4.96 4.93 4.91
9 4.71 4.65 4.60 4.57 4.52 4.48 4.45 4.41 4.38 4.36
10 4.31 4.25 4.20 4.17 4.12 4.08 4.05 4.01 3.98 3.96
11 4.01 3.94 3.89 3.86 3.81 3.78 3.74 3.71 3.67 3.66
12 3.76 3.70 3.65 3.62 3.57 3.54 3.50 3.47 3.43 3.41
13 3.57 3.51 3.46 3.43 3.38 3.34 3.31 3.27 3.24 3.22
14 3.41 3.35 3.30 3.27 3.22 3.18 3.15 3.11 3.08 3.06
15 3.28 3.21 3.17 3.13 3.08 3.05 3.01 2.98 2.94 2.92
16 3.16 3.10 3.05 3.02 2.97 2.93 2.90 2.86 2.83 2.81
17 3.07 3.00 2.96 2.92 2.87 2.83 2.80 2.76 2.73 2.71
18 2.98 2.92 2.87 2.84 2.78 2.75 2.71 2.68 2.64 2.62
19 2.91 2.84 2.80 2.76 2.71 2.67 2.64 2.60 2.57 2.55
20 2.84 2.78 2.73 2.69 2.64 2.61 2.57 2.54 2.50 2.48
21 2.79 2.72 2.67 2.64 2.58 2.55 2.51 2.48 2.44 2.42
22 2.73 2.67 2.62 2.58 2.53 2.50 2.46 2.42 2.38 2.36
23 2.69 2.62 2.57 2.54 2.48 2.45 2.41 2.37 2.34 2.32
24 2.64 2.58 2.53 2.49 2.44 2.40 2.37 2.33 2.29 2.27
25 2.60 2.54 2.49 2.45 2.40 2.36 2.33 2.29 2.25 2.23
26 2.57 2.50 2.45 2.42 2.36 2.33 2.29 2.25 2.21 2.19
27 2.54 2.47 2.42 2.38 2.33 2.29 2.26 2.22 2.18 2.16
28 2.51 2.44 2.39 2.35 2.30 2.26 2.23 2.19 2.15 2.13
29 2.48 2.41 2.36 2.33 2.27 2.23 2.20 2.16 2.12 2.10
30 2.45 2.39 2.34 2.30 2.25 2.21 2.17 2.13 2.09 2.07
35 2.35 2.28 2.23 2.19 2.14 2.10 2.06 2.02 1.98 1.96
40 2.27 2.20 2.15 2.11 2.06 2.02 1.98 1.94 1.90 1.87
50 2.17 2.10 2.05 2.01 1.95 1.91 1.87 1.82 1.78 1.76
60 2.10 2.03 1.98 1.94 1.88 1.84 1.79 1.75 1.70 1.68
70 2.05 1.98 1.93 1.89 1.83 1.78 1.74 1.70 1.65 1.62
80 2.01 1.94 1.89 1.85 1.79 1.75 1.70 1.65 1.61 1.58
90 1.99 1.92 1.86 1.82 1.76 1.72 1.67 1.62 1.57 1.55
100 1.97 1.89 1.84 1.80 1.74 1.69 1.65 1.60 1.55 1.52
120 1.93 1.86 1.81 1.76 1.70 1.66 1.61 1.56 1.51 1.48
150 1.90 1.83 1.77 1.73 1.66 1.62 1.57 1.52 1.46 1.43
200 1.87 1.79 1.74 1.69 1.63 1.58 1.53 1.48 1.42 1.39
250 1.85 1.77 1.72 1.67 1.61 1.56 1.51 1.46 1.40 1.36
300 1.84 1.76 1.70 1.66 1.59 1.55 1.50 1.44 1.38 1.35
400 1.82 1.75 1.69 1.64 1.58 1.53 1.48 1.42 1.36 1.32
500 1.81 1.74 1.68 1.63 1.57 1.52 1.47 1.41 1.34 1.31
600 1.80 1.73 1.67 1.63 1.56 1.51 1.46 1.40 1.34 1.30
750 1.80 1.72 1.66 1.62 1.55 1.50 1.45 1.39 1.33 1.29
1000 1.79 1.72 1.66 1.61 1.54 1.50 1.44 1.38 1.32 1.28

.
STATISTICAL TABLES 7

TABLE A.3 (continued)

F Distribution: Critical Values of F (0.1% significance level)

v1 1 2 3 4 5 6 7 8 9 10 12 14 16 18 20
v2
1 4.05e05 5.00e05 5.40e05 5.62e05 5.76e05 5.86e05 5.93e05 5.98e05 6.02e05 6.06e05 6.11e05 6.14e05 6.17e05 6.19e05 6.21e05
2 998.50 999.00 999.17 999.25 999.30 999.33 999.36 999.37 999.39 999.40 999.42 999.43 999.44 999.44 999.45
3 167.03 148.50 141.11 137.10 134.58 132.85 131.58 130.62 129.86 129.25 128.32 127.64 127.14 126.74 126.42
4 74.14 61.25 56.18 53.44 51.71 50.53 49.66 49.00 48.47 48.05 47.41 46.95 46.60 46.32 46.10
5 47.18 37.12 33.20 31.09 29.75 28.83 28.16 27.65 27.24 26.92 26.42 26.06 25.78 25.57 25.39
6 35.51 27.00 23.70 21.92 20.80 20.03 19.46 19.03 18.69 18.41 17.99 17.68 17.45 17.27 17.12
7 29.25 21.69 18.77 17.20 16.21 15.52 15.02 14.63 14.33 14.08 13.71 13.43 13.23 13.06 12.93
8 25.41 18.49 15.83 14.39 13.48 12.86 12.40 12.05 11.77 11.54 11.19 10.94 10.75 10.60 10.48
9 22.86 16.39 13.90 12.56 11.71 11.13 10.70 10.37 10.11 9.89 9.57 9.33 9.15 9.01 8.90
10 21.04 14.91 12.55 11.28 10.48 9.93 9.52 9.20 8.96 8.75 8.45 8.22 8.05 7.91 7.80
11 19.69 13.81 11.56 10.35 9.58 9.05 8.66 8.35 8.12 7.92 7.63 7.41 7.24 7.11 7.01
12 18.64 12.97 10.80 9.63 8.89 8.38 8.00 7.71 7.48 7.29 7.00 6.79 6.63 6.51 6.40
13 17.82 12.31 10.21 9.07 8.35 7.86 7.49 7.21 6.98 6.80 6.52 6.31 6.16 6.03 5.93
14 17.14 11.78 9.73 8.62 7.92 7.44 7.08 6.80 6.58 6.40 6.13 5.93 5.78 5.66 5.56
15 16.59 11.34 9.34 8.25 7.57 7.09 6.74 6.47 6.26 6.08 5.81 5.62 5.46 5.35 5.25
16 16.12 10.97 9.01 7.94 7.27 6.80 6.46 6.19 5.98 5.81 5.55 5.35 5.20 5.09 4.99
17 15.72 10.66 8.73 7.68 7.02 6.56 6.22 5.96 5.75 5.58 5.32 5.13 4.99 4.87 4.78
18 15.38 10.39 8.49 7.46 6.81 6.35 6.02 5.76 5.56 5.39 5.13 4.94 4.80 4.68 4.59
19 15.08 10.16 8.28 7.27 6.62 6.18 5.85 5.59 5.39 5.22 4.97 4.78 4.64 4.52 4.43
20 14.82 9.95 8.10 7.10 6.46 6.02 5.69 5.44 5.24 5.08 4.82 4.64 4.49 4.38 4.29
21 14.59 9.77 7.94 6.95 6.32 5.88 5.56 5.31 5.11 4.95 4.70 4.51 4.37 4.26 4.17
22 14.38 9.61 7.80 6.81 6.19 5.76 5.44 5.19 4.99 4.83 4.58 4.40 4.26 4.15 4.06
23 14.20 9.47 7.67 6.70 6.08 5.65 5.33 5.09 4.89 4.73 4.48 4.30 4.16 4.05 3.96
24 14.03 9.34 7.55 6.59 5.98 5.55 5.23 4.99 4.80 4.64 4.39 4.21 4.07 3.96 3.87
25 13.88 9.22 7.45 6.49 5.89 5.46 5.15 4.91 4.71 4.56 4.31 4.13 3.99 3.88 3.79
26 13.74 9.12 7.36 6.41 5.80 5.38 5.07 4.83 4.64 4.48 4.24 4.06 3.92 3.81 3.72
27 13.61 9.02 7.27 6.33 5.73 5.31 5.00 4.76 4.57 4.41 4.17 3.99 3.86 3.75 3.66
28 13.50 8.93 7.19 6.25 5.66 5.24 4.93 4.69 4.50 4.35 4.11 3.93 3.80 3.69 3.60
29 13.39 8.85 7.12 6.19 5.59 5.18 4.87 4.64 4.45 4.29 4.05 3.88 3.74 3.63 3.54
30 13.29 8.77 7.05 6.12 5.53 5.12 4.82 4.58 4.39 4.24 4.00 3.82 3.69 3.58 3.49
35 12.90 8.47 6.79 5.88 5.30 4.89 4.59 4.36 4.18 4.03 3.79 3.62 3.48 3.38 3.29
40 12.61 8.25 6.59 5.70 5.13 4.73 4.44 4.21 4.02 3.87 3.64 3.47 3.34 3.23 3.14
50 12.22 7.96 6.34 5.46 4.90 4.51 4.22 4.00 3.82 3.67 3.44 3.27 3.41 3.04 2.95
60 11.97 7.77 6.17 5.31 4.76 4.37 4.09 3.86 3.69 3.54 3.32 3.15 3.02 2.91 2.83
70 11.80 7.64 6.06 5.20 4.66 4.28 3.99 3.77 3.60 3.45 3.23 3.06 2.93 2.83 2.74
80 11.67 7.54 5.97 5.12 4.58 4.20 3.92 3.70 3.53 3.39 3.16 3.00 2.87 2.76 2.68
90 11.57 7.47 5.91 5.06 4.53 4.15 3.87 3.65 3.48 3.34 3.11 2.95 2.82 2.71 2.63
100 11.50 7.41 5.86 5.02 4.48 4.11 3.83 3.61 3.44 3.30 3.07 2.91 2.78 2.68 2.59
120 11.38 7.32 5.78 4.95 4.42 4.04 3.77 3.55 3.38 3.24 3.02 2.85 2.72 2.62 2.53
150 11.27 7.24 5.71 4.88 4.35 3.98 3.71 3.49 3.32 3.18 2.96 2.80 2.67 2.56 2.48
200 11.15 7.15 5.63 4.81 4.29 3.92 3.65 3.43 3.26 3.12 2.90 2.74 2.61 2.51 2.42
250 11.09 7.10 5.59 4.77 4.25 3.88 3.61 3.40 3.23 3.09 2.87 2.71 2.58 2.48 2.39
300 11.04 7.07 5.56 4.75 4.22 3.86 3.59 3.38 3.21 3.07 2.85 2.69 2.56 2.46 2.37
400 10.99 7.03 5.53 4.71 4.19 3.83 3.56 3.35 3.18 3.04 2.82 2.66 2.53 2.43 2.34
500 10.96 7.00 5.51 4.69 4.18 3.81 3.54 3.33 3.16 3.02 2.81 2.64 2.52 2.41 2.33
600 10.94 6.99 5.49 4.68 4.16 3.80 3.53 3.32 3.15 3.01 2.80 2.63 2.51 2.40 2.32
750 10.91 6.97 5.48 4.67 4.15 3.79 3.52 3.31 3.14 3.00 2.78 2.62 2.49 2.39 2.31
1000 10.89 6.96 5.46 4.65 4.14 3.78 3.51 3.30 3.13 2.99 2.77 2.61 2.48 2.38 2.30

.
STATISTICAL TABLES 8

TABLE A.3 (continued)

F Distribution: Critical Values of F (0.1% significance level)

v1 25 30 35 40 50 60 75 100 150 200


v2
1 6.24e05 6.26e05 6.28e05 6.29e05 6.30e05 6.31e05 6.32e05 6.33e05 6.35e05 6.35e05
2 999.46 999.47 999.47 999.47 999.48 999.48 999.49 999.49 999.49 999.49
3 125.84 125.45 125.17 124.96 124.66 124.47 124.27 124.07 123.87 123.77
4 45.70 45.43 45.23 45.09 44.88 44.75 44.61 44.47 44.33 44.26
5 25.08 24.87 24.72 24.60 24.44 24.33 24.22 24.12 24.01 23.95
6 16.85 16.67 16.54 16.44 16.31 16.21 16.12 16.03 15.93 15.89
7 12.69 12.53 12.41 12.33 12.20 12.12 12.04 11.95 11.87 11.82
8 10.26 10.11 10.00 9.92 9.80 9.73 9.65 9.57 9.49 9.45
9 8.69 8.55 8.46 8.37 8.26 8.19 8.11 8.04 7.96 7.93
10 7.60 7.47 7.37 7.30 7.19 7.12 7.05 6.98 6.91 6.87
11 6.81 6.68 6.59 6.52 6.42 6.35 6.28 6.21 6.14 6.10
12 6.22 6.09 6.00 5.93 5.83 5.76 5.70 5.63 5.56 5.52
13 5.75 5.63 5.54 5.47 5.37 5.30 5.24 5.17 5.10 5.07
14 5.38 5.25 5.17 5.10 5.00 4.94 4.87 4.81 4.74 4.71
15 5.07 4.95 4.86 4.80 4.70 4.64 4.57 4.51 4.44 4.41
16 4.82 4.70 4.61 4.54 4.45 4.39 4.32 4.26 4.19 4.16
17 4.60 4.48 4.40 4.33 4.24 4.18 4.11 4.05 3.98 3.95
18 4.42 4.30 4.22 4.15 4.06 4.00 3.93 3.87 3.80 3.77
19 4.26 4.14 4.06 3.99 3.90 3.84 3.78 3.71 3.65 3.61
20 4.12 4.00 3.92 3.86 3.77 3.70 3.64 3.58 3.51 3.48
21 4.00 3.88 3.80 3.74 3.64 3.58 3.52 3.46 3.39 3.36
22 3.89 3.78 3.70 3.63 3.54 3.48 3.41 3.35 3.28 3.25
23 3.79 3.68 3.60 3.53 3.44 3.38 3.32 3.25 3.19 3.16
24 3.71 3.59 3.51 3.45 3.36 3.29 3.23 3.17 3.10 3.07
25 3.63 3.52 3.43 3.37 3.28 3.22 3.15 3.09 3.03 2.99
26 3.56 3.44 3.36 3.30 3.21 3.15 3.08 3.02 2.95 2.92
27 3.49 3.38 3.30 3.23 3.14 3.08 3.02 2.96 2.89 2.86
28 3.43 3.32 3.24 3.18 3.09 3.02 2.96 2.90 2.83 2.80
29 3.38 3.27 3.18 3.12 3.03 2.97 2.91 2.84 2.78 2.74
30 3.33 3.22 3.13 3.07 2.98 2.92 2.86 2.79 2.73 2.69
35 3.13 3.02 2.93 2.87 2.78 2.72 2.66 2.59 2.52 2.49
40 2.98 2.87 2.79 2.73 2.64 2.57 2.51 2.44 2.38 2.34
50 2.79 2.68 2.60 2.53 2.44 2.38 2.31 2.25 2.18 2.14
60 2.67 2.55 2.47 2.41 2.32 2.25 2.19 2.12 2.05 2.01
70 2.58 2.47 2.39 2.32 2.23 2.16 2.10 2.03 1.95 1.92
80 2.52 2.41 2.32 2.26 2.16 2.10 2.03 1.96 1.89 1.85
90 2.47 2.36 2.27 2.21 2.11 2.05 1.98 1.91 1.83 1.79
100 2.43 2.32 2.24 2.17 2.08 2.01 1.94 1.87 1.79 1.75
120 2.37 2.26 2.18 2.11 2.02 1.95 1.88 1.81 1.73 1.68
150 2.32 2.21 2.12 2.06 1.96 1.89 1.82 1.74 1.66 1.62
200 2.26 2.15 2.07 2.00 1.90 1.83 1.76 1.68 1.60 1.55
250 2.23 2.12 2.03 1.97 1.87 1.80 1.72 1.65 1.56 1.51
300 2.21 2.10 2.01 1.94 1.85 1.78 1.70 1.62 1.53 1.48
400 2.18 2.07 1.98 1.92 1.82 1.75 1.67 1.59 1.50 1.45
500 2.17 2.05 1.97 1.90 1.80 1.73 1.65 1.57 1.48 1.43
600 2.16 2.04 1.96 1.89 1.79 1.72 1.64 1.56 1.46 1.41
750 2.15 2.03 1.95 1.88 1.78 1.71 1.63 1.55 1.45 1.40
1000 2.14 2.02 1.94 1.87 1.77 1.69 1.62 1.53 1.44 1.38

.
STATISTICAL TABLES 9

TABLE A.4

F2 (Chi-Squared) Distribution: Critical Values of F2


Significance level

Degrees of 5% 1% 0.1%
freedom
1 3.841 6.635 10.828
2 5.991 9.210 13.816
3 7.815 11.345 16.266
4 9.488 13.277 18.467
5 11.070 15.086 20.515
6 12.592 16.812 22.458
7 14.067 18.475 24.322
8 15.507 20.090 26.124
9 16.919 21.666 27.877
10 18.307 23.209 29.588

.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.
Dennis V. Lindley, William F. Scott, New Cambridge Statistical Tables, (1995) © Cambridge University Press, reproduced with permission.

You might also like