Basic Statistics for Economists

Formula Sheet and Probability Distribution Tables

Descriptive statistics
1
P
Mean: x̄ = N U xi Mode: Most frequently occurring value.
0 1 2 1 1 2

Variance: Sx2 = = N1 ( U x2i − N x̄2 )
P P 2 P P
N U (x i − x̄) = N
x
U i − N
( U x i )
1 2 1 1 2

Sx2 = = N1−1 ( U x2i − N x̄2 )
P P 2 P P
N −1 U (xi − x̄) = N −1 U xi − N ( U xi )
0 N
If x is a dummy variable with mean x̄ = Px , then Sx2 = Px (1−Px ) and Sx2 = P (1−Px ).
N −1 x
p q
Standard deviation: Sx0 = Sx0 2 and Sx = Sx,U2

Sx0
Coefficient of variation: CVx0 = x̄
and CVx = Sx
x̄
1 P 3
U (xi −x̄)
Skewness: Skx = N
Sx0 3
0 1 1
P P
Covariance: Sxy = N U (xi − x̄)(yi − ȳ) = N ( U xi yi − N x̄ȳ)
Sxy = N1−1 U (xi −Px̄)(yi − ȳ) = N1−1 ( U xi yi − N x̄ȳ)
P P
U (xi −x̄)(yi −ȳ)
Correlation: rxy = SSxxy
Sy
= P 1/2
(x −x̄)2 ( (y −ȳ)2 )
P
U i U i

Let x(1) , x(2) , · · · , x(N ) be the ordered population.

pth percentile: Let c = (N + 1)p/100, a be the integer part of c and b be the decimal
part of c. The pth percentile is x̆p = (1 − b)x(a) + bx(a+1) .

First quartile: x̆25 Range: rangex = x(N ) − x(1)

Median (second quartile): x̆50 Interquartile range: IQRx = x̆75 − x̆25
Third quartile: x̆75

1 0


Chebyshev’s theorem: At least 100 1 − k2
% of the observations lie in [x̄U ∓ k Sx,U ].

Suppose that data are grouped into K classes, with frequencies f1 , f2 , · · · , fK .

Let m1 , m2 , · · · , mK be the midpoints of these classes, then

K K
1 X 1 X
02
x̄ ≈ fk mk and Sx ≈ fk (mk − x̄U )2
N k=1 N k=1

1
Probability
Let A, E1 , E2 , · · · , EK be events in the sample space S:
Complement: Ā, is the set of basic outcomes belonging to S but not to A.
Intersection: Is the set of all basic outcomes that belong to every event Ek (k =
1, 2, · · · , K), denoted by E1 ∩ E2 ∩ · · · ∩ EK = K
T
k=1 Ek .
Mutually exclusive or Disjoint: Ek ∩ Ek0 = ∅ (k 6= k 0 ).
Union: Is the set of all basic outcomes belonging to at least one of the events, denoted
by E1 ∪ E2 ∪ · · · ∪ EK = K
S
k=1 Ek .
Collectively exhaustive: If K
S
k=1 Ek = S
Partition: If E1 , E2 , · · · , EK are both disjoint and collectively exhaustive.
Probability: Is a way to assign a value to each event in S in a manner that the following
P
postulates are satisfied: i. 0 ≤ P (A) ≤ 1 for any A ∈ S; ii. P (A) = A P (Oi ); iii. P (S) = 1.

Factorial: n! = 1 × 2 × · · · × n = ni=1 i and 0! = 1.

Q

Number of orderings: x objects can be placed in x! different orders.

Number of possible arrangements when x objects are to be selected from n (n ≥ x):

Replacement
Without With
n n!
Order Important Px = (n−x)! nx
n n! (n+x−1)!


Unimportant x
= x!(n−x)! x!(n−1)!

Conditional probability: P (A|B) = P P(A∩B)(B)

.
Independence: P (A ∩ B) = P (A)P (B) or, equivalently, P (A|B) = P (A).
Complement rule: P (A) = 1 − P (Ā).
Addition rule: P (A ∪ B) = P (A) + P (B) − P (A ∩ B).
Multiplication rule: P (A ∩ B) = P (A)P (B|A).
Bivariate probabilities: P (Ah ∩ Bk ) where A1 , · · · , AH and B1 , · · · , BK are partitions.
Bayes’ theorem: P (A|B) = P (B|A)P
P (B)
(A)
.

Let E1 , E2 , · · · , EK be a partition of S and B any event in S:

Law of total probability: P (B) = K
P PK
k=1 P (B ∩ Ek ) = k=1 P (B|Ek )P (Ek ).
P (B|Ek )P (Ek ) P (B|Ek )P (Ek )
Result: P (Ek |B) = PK (B∩E ) = PK P (B|E )P (E ) .
l=1 l l=1 l l

2
Discrete random variables
Probability distribution function: PX (x) = P (X = x) for all values of X.
P
Cumulative probability distribution: FX (x) = P (X ≤ x) = y≤x PX (y).
P
Expected value or Expectation: µX = E[X] = x xPX (x).
2
= E[(X − µX )2 ] = E[X 2 ] − µ2X = x (x − µX )2 PX (x) = x x2 PX (x) − µ2X .
P P
Variance: σX
p
2
Standard deviation: σX = SD[X] = σX .
P
Expected value or Expectation of the function g(X): E[g(X)] = x g(x)PX (x).
Result: Let Y = a + b X, then µY = a + b µX and σY2 = b2 σX 2
.
X−µX 2
Standardization: Let Z = σX then µZ = 0 and σZ = 1.

Bernoulli distribution

1 − P if x = 0 2
PX (x) = µX = P σX = P (1 − P )
P if x = 1

Binomial distribution
 
n
PX (x) = P x (1 − P )n−x x = 0, 1, · · · , n; µX = n · P, 2
σX = n · P (1 − P ).
x

Result: If X ∼ Bin(n, P ) then Y = n − X ∼ Bin(n, 1 − P ).

P (1−P )
Result: Let X ∼ Bin(n, P ) and Y = X/n, then µY = E[Y ] = P and σY2 = V[Y ] = n
.

Jointly distributed discrete random variables

Joint probability distribution: P (x, y) = P (X = x ∩ Y = y).
P
Marginal probability distribution: P (x) = y P (x, y).
Conditional probability distribution: P (y|x) = PP(x,y)
(x)
.
Independence: X and Y are independent if and only if P (x, y) = P (x)P (y) for all x, y.
P
Conditional expectation: µY |X=x = E[Y |X = x] = y yP (y|x).
Conditional variance: σY2 |X=x = V[Y |X = x] = y (y − µY |X=x )2 P (y|x).
P
P P P P
Covariance: σXY = x y (x − µX )(y − µy )P (x, y) = x y xyP (x, y) − µX µY .
Correlation: ρXY = Cor[X, Y ] = σσXXY
σY
.
Result: Let a, b and c be constants. Let X and Y be random variables with expectation
2
µX and µY , variance σX and σY2 and covariance σXY . Let Z = aX + bY + c, then

µZ = aµX + bµY + c and σZ2 = a2 σX

2
+ b2 σY2 + 2abσXY .

3
Continuous random variables
Probability density function: Satisfies: i. fX (x) ≥ 0 for all x; ii. the area under the curve
Rb
of fX (x) over all x must be 1; iii. let a < b, P (a < X < b) = a fX (x)dx.
Cumulative distribution function: FX (x) = P (X ≤ x) = P (X < x) for all x ∈ R.
R
Expected value or Expectation: µX = E[X] = x xfX (x)dx.
2
R R
Variance: σX = E[(X − µX )2 ] = E[X 2 ] − µ2X = x (x − µX )2 fX (x)dx = x x2 fX (x)dx − µ2X .
p
2
Standard deviation: σX = SD[X] = σX .
Result: Let Y = a + b X, then µY = a + b µX and σY2 = b2 σX 2
.
X−µX 2
Standardization: Let Z = σX then µZ = 0 and σZ = 1.
100pth quantile: Is the value xp that satisfies P (X < xp ) = p and P (X > xp ) = 1 − p.
2
Result: Let X ∼ N (µX , σX ), Y ∼ N (µY , σY2 ) and let σXY be the covariance between
X and Y . Let Z = a + bX + cY then Z ∼ N (µZ , σZ2 ) with µZ = a + bµX + cµY and
σZ2 = b2 σX
2
+ c2 σY2 + 2bcσXY .
Result: Let X ∼ N (µX , σX 2
) then i. Z = X−µ σx
X
∼ N (0 , 1) and ii. xp = zp σX + µX .

Sampling distributions
Random sample of size n from fX (x): A set of random variables X1 , · · · , Xn satisfying: i.
they are mutually independent and ii. the pdf of each Xi is fX (x).
Result: Let X1 , X2 , · · · , Xn be a random sample from fX (x) with expectation µX and
2
. Let X̄s = ni=1 Xi /n be the sample mean. Then E[X̄s ] = µX and V[X̄s ] = σX
2
P
variance σX /n.
Result: For large n, if Y ∼ Bin(n , P ), the approximation Y ∼ N (nP , nP (1 − P )) holds.
Result: Let X1 , · · · , Xn be a random sample of Bernoulli random variables with proba-
approx
bility of success equal to P . For large n, X̄ = ni=1 Xi /n ∼ N (P , P (1 − P )/n).
P

2
Let X1 , X2 , · · · , Xn be a random sample from fX (x) with expectation µX and variance σX .
Pn
Let also X̄s = i=1 Xi /n be the sample mean and

2 2 n
2 σX 2
SX,s 2 1 X
µX̄s = µX , σX̄ = , σ̂X̄ = and SX,s = (Xi − X̄s )2 .
s
n s
n n − 1 i=1

The distribution of the standardized sample mean is given by:

2
σX fX (x) n Statistic Distribution
X̄s −µX̄s
Known Normal Any σX̄s
Exact: N (0 , 1); Approx: tn−1
X̄s −µX̄s
Known Non-normal Large σX̄s
Approx: N (0 , 1) or tn−1
X̄s −µX̄s
Unknown Normal Large σ̂X̄s
Exact: tn−1 ; Approx: N (0 , 1)
X̄s −µX̄s
Unknown Normal Small σ̂X̄s
Exact: tn−1
X̄s −µX̄s
Unknown Non-normal Large σ̂X̄s
Approx: tn−1 or N (0 , 1)

4
Confidence interval estimation for the expected value
Let zα/2 be the value that satisfies P (Z > zα/2 ) = α/2 with Z ∼ N (0 , 1),
tn−1,α/2 be the value that satisfies P (T > tn−1,α/2 ) = α/2 with T ∼ tn−1 and
tnx +ny −2,α/2 be the value that satisfies P (T > tnx +ny −2,α/2 ) = α/2 with T ∼ tnx +ny −2 .

For the expected value of one population, µX

n 2 2
1X 2 σX 2
Sx,s
x̄s = xi , σX̄ = , σ̂X̄ = .
n i=1 n n

2
σX fX (x) n CI
Known Normal Any x̄s ± zα/2 σX̄s
Known Non-normal Large x̄s ± zα/2 σX̄s
Unknown Normal Any x̄s ± tn−1,α/2 σ̂X̄s
Unknown Non-normal Large x̄s ± tn−1,α/2
q σ̂X̄s
p̂(1−p̂)
Unknown Bernoulli Large p̂ ± tn−1,α/2 n

For the difference µD = µX − µY , paired samples

n 2 n
1X σ2 Sd,s 1 X
di = xi − yi , d¯s = di , 2
σD = D 2
σ̂D = , 2
Sd,s = (di − d¯s )2 .
n i=1 n n n − 1 i=1

2
σD fD (d) n CI
Known Normal Any ¯
ds ± zα/2 σDs
Known Non-normal Large d¯s ± zα/2 σDs
Unknown Normal Any ¯
ds ± tn−1,α/2 σ̂Ds
Unknown Non-normal Large d¯s ± tn−1,α/2 σ̂Ds

For the difference µD = µX − µY , independent samples

2 2
2
σX σ2 Sx,s Sy,s Sp2 Sp2 2
(nx − 1)Sx,s 2
+ (ny − 1)Sy,s
d¯s = x̄s −ȳs , 2
σD = + Y, 2
σ̂D = + , σ̂p2 = + , Sp2 = .
nX nY nX nY nX nY nx + ny − 2

2
σX and σY2 fX (x) and fY (y) nx and ny CI
Known Normal Any ¯
ds ± zα/2 σD
Known Non-normal Large d¯s ± zα/2 σDs
Unknown but equal Normal Small ¯
ds ± tnx +ny −2,α/2 σ̂p
Unknown Any Large d¯s ± tnx +ny −2,α/2 σ̂D
Note: If X and Y are Bernoulli r. v.: d¯s = p̂x − p̂y = x̄s − ȳs and σ̂D
2
= p̂x (1−p̂x )
nx
+ p̂y (1−p̂
ny
y)
.

5
Hypothesis testing
Note: Rejection rules in the tables below are given for the two sided tests.
Let zα/2 be the value that satisfies P (Z > zα/2 ) = α/2 with Z ∼ N (0 , 1),
tn−1,α/2 be the value that satisfies P (T > tn−1,α/2 ) = α/2 with T ∼ tn−1 and
tnx +ny −2,α/2 be the value that satisfies P (T > tnx +ny −2,α/2 ) = α/2 with T ∼ tnx +ny −2 .

For the expected value of one population, µX

n 2 2
1X x̄s − µ0 2 σX x̄s − µ0 2
Sx,s
x̄s = xi , zobs = with σX̄ = , tobs = with σ̂X̄ = ,
n i=1 σX̄ n σ̂X̄ n
2
σX fX (x) n Critical value p-value
Known Normal Any |zobs | > zα/2 2P (Z > |zobs |) < α
Known Non-normal Large |zobs | > zα/2 2P (Z > |zobs |) < α
Unknown Normal Any |tobs | > tn−1,α/2 2P (T > |tobs |) < α
Unknown Non-normal Large |tobs | > tn−1,α/2 2P (T > |tobs |) < α
2
Note: If X is a Bernoulli random variable, we have σ̂X̄ = p̂(1 − p̂)/n.

For the difference µD = µX − µY , paired samples

n
1X d¯s − µ0 2
σD
d i = xi − y i , d¯s = di , zobs = with 2
σD =
n i=1 σD n
n
d¯s − µ0 2
Sd,s 1 X
tobs = 2
with σ̂D = 2
and Sd,s = (di − d¯s )2 .
σ̂D n n − 1 i=1
2
σD fD (d) n Critical value p-value
Known Normal Any |zobs | > zα/2 2P (Z > |zobs |) < α
Known Non-normal Large |zobs | > zα/2 2P (Z > |zobs |) < α
Unknown Normal Any |tobs | > tn−1,α/2 2P (T > |tobs |) < α
Unknown Non-normal Large |tobs | > tn−1,α/2 2P (T > |tobs |) < α

For the difference µD = µX − µY , independent samples

d¯s − µ0 σ2 σ2 d¯s − µ0 2
Sx,s 2
Sy,s
d¯s = x̄s −ȳs , zobs = 2
with σD = X+ Y , tobs = with 2
σ̂D = +
σD nX nY σ̂D nX nY
d¯s − µ0 Sp2 Sp2 2
(nx − 1)Sx,s 2
+ (ny − 1)Sy,s
tobs,p = with σ̂p2 = + and Sp2 = .
σ̂p nX nY nx + ny − 2
2
σX and σY2 fX (x) and fY (y) nx and ny Critical value p-value
Known Normal Any |zobs | > zα/2 2P (Z > |zobs |) < α
Known Non-normal Large |zobs | > zα/2 2P (Z > |zobs |) < α
Unknown but equal Normal Small |tobs,p | > tnx +ny −2,α/2 2P (T > |tobs,p |) < α
Unknown Any Large |tobs | > tnx +ny −2,α/2 2P (T > |tobs |) < α
¯
Note: If X and Y are Bernoulli random variables, we have ds = p̂x − p̂y = x̄s − ȳs and
2
σ̂D = p̂x (1 − p̂x )/nx + p̂y (1 − p̂y )/ny .

6
Simple Linear regression
Model: Yi = β0 + β1 xi + i with i ∼ N (0 , σ2 ) for all i = 1, 2, · · · , n.
Fitted line: ŷ = b0 + b1 x with
P P
Sxy,s Sy,s − x̄s )(yi − ȳs )
s (x s xi yi − nx̄s ȳs
b1 = 2 = rxy,s = Pi 2
= P 2 2
and b0 = ȳs − b1 x̄s
Sx,s Sx,s s (xi − x̄s ) s xi − nx̄s
1 X 2 1 X
where Sxy,s = (xi − x̄s )(yi − ȳs ) and Sx,s = (xi − x̄s )2 .
n−1 s n−1 s

Fitted values: ŷi = b0 + b1 xi .

Residuals: ei = yi − ŷi .
Sum of squares: SST = SSE + SSR with
X X X
SST = (yi − ȳs )2 , SSE = (yi − ŷi )2 and SSR = (ŷi − ȳs )2
s s s

SSR SSE
Coefficient of determination: R2 = SST
=1− SST
.

Variance and variance estimation:

σ2 s x2i σ2 σ̂2 s x2i σ̂2

P P
2 1 X 2 2 2
σ̂ = ei σb0 = 2
σ b1 = 2
σ̂b20 = 2
σ̂b21 = 2
.
n−2 s n(n − 1)Sx,s (n − 1)Sx,s n(n − 1)Sx,s (n − 1)Sx,s

Let tn−2,α/2 be the value that satisfies P (T > tn−2,α/2 ) = α/2 with T ∼ tn−2 .
Hypothesis testing: H0 : βk = B vs. H1 : βk 6= B (for k = 0, 1).
Let tobs = bkσ̂−B
bk
. Reject H0 if i. |tobs | > tn−2,α/2 ; or equivalently, if ii. 2P (T > |tobs |) < α.
Confidence interval for βk (k = 0, 1): bk ± tn−2,α/2 σ̂bk .

Prediction interval for y given x0 :

(x0 − x̄s )2
 
1
ŷ0 ± tn−2,α/2 σ̂Y0 with σ̂Y20 = σ̂2 1+ + 2
and ŷ0 = b0 + b1 x0 .
n (n − 1)Sx,s

Confidence interval for β0 + β1 x given x0 :

(x0 − x̄s )2
 
1
ŷ0 ± tn−2,α/2 σ̂Y0 with σ̂Y20 = σ̂2 + 2
and ŷ0 = b0 + b1 x0 .
n (n − 1)Sx,s

7
Multiple Linear regression
Model: Yi = β0 + β1 x1i + β2 x2i + · · · + βK xKi + i with i ∼ N (0 , σ2 ) for all i = 1, 2, · · · , n.
Fitted line: ŷ = b0 + b1 x1 + b2 x2 + · · · + bK xK .
Fitted values: ŷi = b0 + b1 x1i + b2 x2i + · · · + bK xKi .
Residuals: ei = yi − ŷi .
Sum of squares: SST = SSE + SSR with
X X X
SST = (yi − ȳs )2 , SSE = (yi − ŷi )2 and SSR = (ŷi − ȳs )2
s s s

Coefficient of determination: R2 = SSR

SST
= 1 − SSE
SST
.
SSE/(n−K−1)
Adjusted coefficient of determination: R̄2 = 1 − SST /(n−1) .

Variance and variance estimation:

1 X σ2 σ̂2
σ̂2 = e2 , σb2k = , σ̂b2k =
n−K −1 s i (n − 1)Sx2k ,s (1 − Rk2 ) (n − 1)Sx2k ,s (1 − Rk2 )

1
where Sx2k ,s = n−1 2 2
P
s (xki − x̄k,s ) and Rk is the coefficient of determination obtained when
regressing xk on all other independent variables.

Let tn−K−1,α/2 be the value that satisfies P (T > tn−K−1,α/2 ) = α/2 with T ∼ tn−K−1 ,
FR,n−K−R−1,α be the value that satisfies P (F > FR,n−K−R−1,α ) = α with F ∼ FR,n−K−R−1 ,
FK,n−K−1,α be the value that satisfies P (F > FK,n−K−1,α ) = α with F ∼ FK,n−K−1 .
Confidence interval for βk (k = 0, 1, · · · , K): bk ± tn−K−1,α/2 σ̂bk .
Hypothesis testing:

1. H0 : βk = B vs. H1 : βk 6= B (for j = 0, 1, · · · , K).

bk −B
Let tobs = σ̂bk
. Reject H0 if i. |tobs | > tn−K−1,α/2 ; or if ii. 2P (T > |tobs |) < α.

2. H0 : β1 = · · · = βR = 0 vs. H1 : At least one βk 6= 0 (j = 1, · · · , R).

Let Fobs = (SSER −SSE)/R
σ̂2
where SSE is the sum of squares error of the model using all
K explanatory variables and SSER is the sum of squares error of the model excluding
the first R variables. Reject H0 if i. Fobs > FR,n−K−R−1,α ; or if ii. P (F > Fobs ) < α.

3. H0 : β1 = · · · = βK = 0 vs. H1 : At least one βk 6= 0 (j = 1, · · · , K).

SSR/K
Let Fobs = σ̂2
. Reject H0 if i. Fobs > FK,n−K−1,α ; or if ii. P (F > Fobs ) < α.

8
Time series analysis and forecasting
Additive model xt = Tt + St + Ct + It . Multiplicative model: xt = Tt · St · Ct · It
Simple-centered-moving-average of order 2m + 1:
m
1 X
x∗t = xt+j for t = m + 1, · · · , T − m.
2m + 1 j=−m

Weighted-centered-moving average of order 2m + 1:

m
X
x∗t = wj xt+j for m + 1, · · · , T − m,
j=−m

Pm
where w−m , w−m+1 , · · · , wm satisfy i. j=−m wj = 1, ii. if 0 ≤ j < j 0 , wj ≤ wj 0 , and iii.
w−j = wj for j = 1, · · · , m.
Seasonal index method: i. Use a moving average; ii. SI
ct = xt
; c (s∗) as the
iii. SI
x∗t
(s∗)
median of the values SI c (s) = S SI
c t for each season s. iv. SI c P c (s∗) ;
where C = Ss=1 SI
C
adj (s)
v. xt = xt /SI for all values corresponding to the sth season (s = 1, · · · , S).
c
Simple exponential smoothing:

x for t = 1
t
x̂t = Forecast: x̂T +h = x̂T
(1 − α)x̂ + αxt for t = 2, · · · , T
t−1

Holt’s smoothing method

 
x x − x for t = 1, 2
t 2 1
x̂t = Tt =
(1 − α)(x̂ + Tt−1 ) + αxt (1 − β)T + β(x̂t − x̂t−1 ) for t = 3, · · · , T
t−1 t−1

Forecast: x̂T +h = x̂T + hTT

Holt-Winters smoothing method

xt xt
x̂t = (1−α)(x̂t−1 +Tt−1 )+α Tt = (1−β)Tt−1 +β(x̂t − x̂t−1 ) Ft = (1−γ)Ft−S +γ
Ft−S x̂t

Forecast: x̂T +h = (x̂T + h TT )FT +h−S .

9
Analysis of categorical data
Goodness-of-fit tests: H0 : P1 = P10 , P2 = P20 , · · · , PK = PK0 vs. H1 : At least one Pk 6= Pk0 .
Reject H0 if i. χ2obs > χ2K−1,α , where χ2K−1,α satisfies P (χ2 > χ2K−1,α ) = α with χ2 ∼ χ2K−1 ;
or equivalently if ii. P (χ2 > χ2obs ) < α, with

K
X (Ok − Ek )2
χ2obs = where Ek = nPk0
k=1
Ek

Independence: H0 : X and Y are independent vs. H1 : X and Y are dependent.

Reject H0 if i. χ2obs > χ2(r−1)(c−1),α , where χ2(r−1)(c−1),α satisfies P (χ2 > χ2(r−1)(c−1),α ) = α
with χ2 ∼ χ2(r−1)(c−1) ; or if ii. P (χ2 > χ2obs ) < α, with

r X c
X (Oij − Eij )2 Ri Cj
χ2obs = where Eij = ,
i=1 j=1
Eij n

where Ri , Cj and Oij are, respectively, the number of observations in the ith category of X,
the jth category of Y and ith category of X and the jth category of Y .

Surveys and the design-based approach

Simple random sampling without replacement

N
1/

n
if s is of size n
p(s) =
0 otherwise

  1 n 2   1 n 2
x̄ˆU = x̄s VSI ˆ
x̄U = 1− Sx,U V̂SI ˆ
x̄U = 1− Sx,s
n N n N

Stratified simple random sampling

Let U = {1, 2, · · · , N } be a finite population of interest which is stratified into H strata,
U1 , U2 , · · · , UH of size, respectively, N1 , N2 , · · · , NH , with H
P
h=1 Nh = N . A Simple random
sample sh of size nh out of Nh is then independently selected in the hth stratum.

H
X 1 X Nh
x̄ˆU = Wh x̄sh where x̄sh = xi and Wh =
h=1
nh s N
h

H H
Wh2 Wh2
   
  X nh 2
  X nh 2
VST x̄ˆU = 1− Sx,U V̂ST x̄ˆU = 1− Sx,s .
h=1
n h Nh
h
h=1
nh Nh h

N S
Neyman allocation: nh = n PH h Nx,USh . Proportional allocation: nh = n NNh .
g=1 g x,Ug

10
TABLE 1. The Standard Normal Distribution
P(Z ≤ z)
Φ(z) = P(Z ≤ z) where Z ∈ N(0, 1).
For negative valued z, use that Φ(-z) = 1 – Φ(z). z

z 0.00 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09
0.0 0.50000 0.50399 0.50798 0.51197 0.51595 0.51994 0.52392 0.52790 0.53188 0.53586
0.1 0.53983 0.54380 0.54776 0.55172 0.55567 0.55962 0.56356 0.56749 0.57142 0.57535
0.2 0.57926 0.58317 0.58706 0.59095 0.59483 0.59871 0.60257 0.60642 0.61026 0.61409
0.3 0.61791 0.62172 0.62552 0.62930 0.63307 0.63683 0.64058 0.64431 0.64803 0.65173
0.4 0.65542 0.65910 0.66276 0.66640 0.67003 0.67364 0.67724 0.68082 0.68439 0.68793
0.5 0.69146 0.69497 0.69847 0.70194 0.70540 0.70884 0.71226 0.71566 0.71904 0.72240
0.6 0.72575 0.72907 0.73237 0.73565 0.73891 0.74215 0.74537 0.74857 0.75175 0.75490
0.7 0.75804 0.76115 0.76424 0.76730 0.77035 0.77337 0.77637 0.77935 0.78230 0.78524
0.8 0.78814 0.79103 0.79389 0.79673 0.79955 0.80234 0.80511 0.80785 0.81057 0.81327
0.9 0.81594 0.81859 0.82121 0.82381 0.82639 0.82894 0.83147 0.83398 0.83646 0.83891
1.0 0.84134 0.84375 0.84614 0.84849 0.85083 0.85314 0.85543 0.85769 0.85993 0.86214
1.1 0.86433 0.86650 0.86864 0.87076 0.87286 0.87493 0.87698 0.87900 0.88100 0.88298
1.2 0.88493 0.88686 0.88877 0.89065 0.89251 0.89435 0.89617 0.89796 0.89973 0.90147
1.3 0.90320 0.90490 0.90658 0.90824 0.90988 0.91149 0.91309 0.91466 0.91621 0.91774
1.4 0.91924 0.92073 0.92220 0.92364 0.92507 0.92647 0.92785 0.92922 0.93056 0.93189
1.5 0.93319 0.93448 0.93574 0.93699 0.93822 0.93943 0.94062 0.94179 0.94295 0.94408
1.6 0.94520 0.94630 0.94738 0.94845 0.94950 0.95053 0.95154 0.95254 0.95352 0.95449
1.7 0.95543 0.95637 0.95728 0.95818 0.95907 0.95994 0.96080 0.96164 0.96246 0.96327
1.8 0.96407 0.96485 0.96562 0.96638 0.96712 0.96784 0.96856 0.96926 0.96995 0.97062
1.9 0.97128 0.97193 0.97257 0.97320 0.97381 0.97441 0.97500 0.97558 0.97615 0.97670
2.0 0.97725 0.97778 0.97831 0.97882 0.97932 0.97982 0.98030 0.98077 0.98124 0.98169
2.1 0.98214 0.98257 0.98300 0.98341 0.98382 0.98422 0.98461 0.98500 0.98537 0.98574
2.2 0.98610 0.98645 0.98679 0.98713 0.98745 0.98778 0.98809 0.98840 0.98870 0.98899
2.3 0.98928 0.98956 0.98983 0.99010 0.99036 0.99061 0.99086 0.99111 0.99134 0.99158
2.4 0.99180 0.99202 0.99224 0.99245 0.99266 0.99286 0.99305 0.99324 0.99343 0.99361
2.5 0.99379 0.99396 0.99413 0.99430 0.99446 0.99461 0.99477 0.99492 0.99506 0.99520
2.6 0.99534 0.99547 0.99560 0.99573 0.99585 0.99598 0.99609 0.99621 0.99632 0.99643
2.7 0.99653 0.99664 0.99674 0.99683 0.99693 0.99702 0.99711 0.99720 0.99728 0.99736
2.8 0.99744 0.99752 0.99760 0.99767 0.99774 0.99781 0.99788 0.99795 0.99801 0.99807
2.9 0.99813 0.99819 0.99825 0.99831 0.99836 0.99841 0.99846 0.99851 0.99856 0.99861
3.0 0.99865 0.99869 0.99874 0.99878 0.99882 0.99886 0.99889 0.99893 0.99896 0.99900
3.1 0.99903 0.99906 0.99910 0.99913 0.99916 0.99918 0.99921 0.99924 0.99926 0.99929
3.2 0.99931 0.99934 0.99936 0.99938 0.99940 0.99942 0.99944 0.99946 0.99948 0.99950
3.3 0.99952 0.99953 0.99955 0.99957 0.99958 0.99960 0.99961 0.99962 0.99964 0.99965
3.4 0.99966 0.99968 0.99969 0.99970 0.99971 0.99972 0.99973 0.99974 0.99975 0.99976
3.5 0.99977 0.99978 0.99978 0.99979 0.99980 0.99981 0.99981 0.99982 0.99983 0.99983
3.6 0.99984 0.99985 0.99985 0.99986 0.99986 0.99987 0.99987 0.99988 0.99988 0.99989
3.7 0.99989 0.99990 0.99990 0.99990 0.99991 0.99991 0.99992 0.99992 0.99992 0.99992
3.8 0.99993 0.99993 0.99993 0.99994 0.99994 0.99994 0.99994 0.99995 0.99995 0.99995
3.9 0.99995 0.99995 0.99996 0.99996 0.99996 0.99996 0.99996 0.99996 0.99997 0.99997
4.0 0.99997 0.99997 0.99997 0.99997 0.99997 0.99997 0.99998 0.99998 0.99998 0.99998

11
TABLE 2. The Standard Normal Distribution
Z ∈ N(0, 1). The value of zα if P(Z > zα) = α where α is a given probability.
Also, use that P(Z ≤ -zα) = P(Z > zα).

α zα
0.25 0.6745
0.10 1.2816
P(Z > zα) = α 0.05 1.6449
0.025 1.9600
zα 0.010 2.3263
0.005 2.5758
0.0025 2.8070
0.0010 3.0902
0.0005 3.2905
0.00025 3.4808
0.00010 3.7190
0.00005 3.8906
0.000025 4.0556
0.000010 4.2649
0.000005 4.4172

12
TABLE 3. Student’s t Distribution
T ∈ t(ν) where ν = degrees of freedom.
The value of tα if P(T > tα) = α where α is a given P(T > tα) = α
probability. Also, use that P(T < -tα) = P(T > tα).
tα
ν α = 0.1 0.05 0.025 0.010 0.005 0.0025 0.0010 0.0005
1 3.078 6.314 12.706 31.821 63.657 127.321 318.309 636.619
2 1.886 2.920 4.303 6.965 9.925 14.089 22.327 31.599
3 1.638 2.353 3.182 4.541 5.841 7.453 10.215 12.924
4 1.533 2.132 2.776 3.747 4.604 5.598 7.173 8.610
5 1.476 2.015 2.571 3.365 4.032 4.773 5.893 6.869
6 1.440 1.943 2.447 3.143 3.707 4.317 5.208 5.959
7 1.415 1.895 2.365 2.998 3.499 4.029 4.785 5.408
8 1.397 1.860 2.306 2.896 3.355 3.833 4.501 5.041
9 1.383 1.833 2.262 2.821 3.250 3.690 4.297 4.781
10 1.372 1.812 2.228 2.764 3.169 3.581 4.144 4.587
11 1.363 1.796 2.201 2.718 3.106 3.497 4.025 4.437
12 1.356 1.782 2.179 2.681 3.055 3.428 3.930 4.318
13 1.350 1.771 2.160 2.650 3.012 3.372 3.852 4.221
14 1.345 1.761 2.145 2.624 2.977 3.326 3.787 4.140
15 1.341 1.753 2.131 2.602 2.947 3.286 3.733 4.073
16 1.337 1.746 2.120 2.583 2.921 3.252 3.686 4.015
17 1.333 1.740 2.110 2.567 2.898 3.222 3.646 3.965
18 1.330 1.734 2.101 2.552 2.878 3.197 3.610 3.922
19 1.328 1.729 2.093 2.539 2.861 3.174 3.579 3.883
20 1.325 1.725 2.086 2.528 2.845 3.153 3.552 3.850
21 1.323 1.721 2.080 2.518 2.831 3.135 3.527 3.819
22 1.321 1.717 2.074 2.508 2.819 3.119 3.505 3.792
23 1.319 1.714 2.069 2.500 2.807 3.104 3.485 3.768
24 1.318 1.711 2.064 2.492 2.797 3.091 3.467 3.745
25 1.316 1.708 2.060 2.485 2.787 3.078 3.450 3.725
26 1.315 1.706 2.056 2.479 2.779 3.067 3.435 3.707
27 1.314 1.703 2.052 2.473 2.771 3.057 3.421 3.690
28 1.313 1.701 2.048 2.467 2.763 3.047 3.408 3.674
29 1.311 1.699 2.045 2.462 2.756 3.038 3.396 3.659
30 1.310 1.697 2.042 2.457 2.750 3.030 3.385 3.646
40 1.303 1.684 2.021 2.423 2.704 2.971 3.307 3.551
50 1.299 1.676 2.009 2.403 2.678 2.937 3.261 3.496
60 1.296 1.671 2.000 2.390 2.660 2.915 3.232 3.460
70 1.294 1.667 1.994 2.381 2.648 2.899 3.211 3.435
80 1.292 1.664 1.990 2.374 2.639 2.887 3.195 3.416
90 1.291 1.662 1.987 2.368 2.632 2.878 3.183 3.402
100 1.290 1.660 1.984 2.364 2.626 2.871 3.174 3.390
200 1.286 1.653 1.972 2.345 2.601 2.839 3.131 3.340
300 1.284 1.650 1.968 2.339 2.592 2.828 3.118 3.323
400 1.284 1.649 1.966 2.336 2.588 2.823 3.111 3.315
500 1.283 1.648 1.965 2.334 2.586 2.820 3.107 3.310
1000 1.282 1.646 1.962 2.330 2.581 2.813 3.098 3.300
13
TABLE 4. χ2-distribution

P(Q > qα) = α (e.g. 0.05)

Q∈ χ2(ν) where ν = degrees of freedom.
The value of qα if P(Q > qα) = α where
α is a given probability. qα

ν α = 0.999 0.995 0.99 0.975 0.95 0.05 0.025 0.01 0.005 0.001
1 0.000 0.000 0.000 0.001 0.004 3.841 5.024 6.635 7.879 10.828
2 0.002 0.010 0.020 0.051 0.103 5.991 7.378 9.210 10.597 13.816
3 0.024 0.072 0.115 0.216 0.352 7.815 9.348 11.345 12.838 16.266
4 0.091 0.207 0.297 0.484 0.711 9.488 11.143 13.277 14.860 18.467
5 0.210 0.412 0.554 0.831 1.145 11.070 12.833 15.086 16.750 20.515
6 0.381 0.676 0.872 1.237 1.635 12.592 14.449 16.812 18.548 22.458
7 0.598 0.989 1.239 1.690 2.167 14.067 16.013 18.475 20.278 24.322
8 0.857 1.344 1.646 2.180 2.733 15.507 17.535 20.090 21.955 26.124
9 1.152 1.735 2.088 2.700 3.325 16.919 19.023 21.666 23.589 27.877
10 1.479 2.156 2.558 3.247 3.940 18.307 20.483 23.209 25.188 29.588
11 1.834 2.603 3.053 3.816 4.575 19.675 21.920 24.725 26.757 31.264
12 2.214 3.074 3.571 4.404 5.226 21.026 23.337 26.217 28.300 32.909
13 2.617 3.565 4.107 5.009 5.892 22.362 24.736 27.688 29.819 34.528
14 3.041 4.075 4.660 5.629 6.571 23.685 26.119 29.141 31.319 36.123
15 3.483 4.601 5.229 6.262 7.261 24.996 27.488 30.578 32.801 37.697
16 3.942 5.142 5.812 6.908 7.962 26.296 28.845 32.000 34.267 39.252
17 4.416 5.697 6.408 7.564 8.672 27.587 30.191 33.409 35.718 40.790
18 4.905 6.265 7.015 8.231 9.390 28.869 31.526 34.805 37.156 42.312
19 5.407 6.844 7.633 8.907 10.117 30.144 32.852 36.191 38.582 43.820
20 5.921 7.434 8.260 9.591 10.851 31.410 34.170 37.566 39.997 45.315
21 6.447 8.034 8.897 10.283 11.591 32.671 35.479 38.932 41.401 46.797
22 6.983 8.643 9.542 10.982 12.338 33.924 36.781 40.289 42.796 48.268
23 7.529 9.260 10.196 11.689 13.091 35.172 38.076 41.638 44.181 49.728
24 8.085 9.886 10.856 12.401 13.848 36.415 39.364 42.980 45.559 51.179
25 8.649 10.520 11.524 13.120 14.611 37.652 40.646 44.314 46.928 52.620
26 9.222 11.160 12.198 13.844 15.379 38.885 41.923 45.642 48.290 54.052
27 9.803 11.808 12.879 14.573 16.151 40.113 43.195 46.963 49.645 55.476
28 10.391 12.461 13.565 15.308 16.928 41.337 44.461 48.278 50.993 56.892
29 10.986 13.121 14.256 16.047 17.708 42.557 45.722 49.588 52.336 58.301
30 11.588 13.787 14.953 16.791 18.493 43.773 46.979 50.892 53.672 59.703
32 12.811 15.134 16.362 18.291 20.072 46.194 49.480 53.486 56.328 62.487
34 14.057 16.501 17.789 19.806 21.664 48.602 51.966 56.061 58.964 65.247
36 15.324 17.887 19.233 21.336 23.269 50.998 54.437 58.619 61.581 67.985
38 16.611 19.289 20.691 22.878 24.884 53.384 56.896 61.162 64.181 70.703
40 17.916 20.707 22.164 24.433 26.509 55.758 59.342 63.691 66.766 73.402
42 19.239 22.138 23.650 25.999 28.144 58.124 61.777 66.206 69.336 76.084
44 20.576 23.584 25.148 27.575 29.787 60.481 64.201 68.710 71.893 78.750
46 21.929 25.041 26.657 29.160 31.439 62.830 66.617 71.201 74.437 81.400
48 23.295 26.511 28.177 30.755 33.098 65.171 69.023 73.683 76.969 84.037
50 24.674 27.991 29.707 32.357 34.764 67.505 71.420 76.154 79.490 86.661

14
TABLE 5. Binomial Distribution; n = 2,3, …, 9
P(X ≤ x) where X ∈ Bin(n, p). For p > 0.5 use that P(X ≤ x) = P(Y ≥ n-x) where Y ∈ Bin(n, 1-p)

n x p = 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
2 0 0.90250 0.81000 0.72250 0.64000 0.56250 0.49000 0.42250 0.36000 0.30250 0.25000
1 0.99750 0.99000 0.97750 0.96000 0.93750 0.91000 0.87750 0.84000 0.79750 0.75000
3 0 0.85738 0.72900 0.61413 0.51200 0.42188 0.34300 0.27463 0.21600 0.16638 0.12500
1 0.99275 0.97200 0.93925 0.89600 0.84375 0.78400 0.71825 0.64800 0.57475 0.50000
2 0.99988 0.99900 0.99663 0.99200 0.98438 0.97300 0.95713 0.93600 0.90888 0.87500
4 0 0.81451 0.65610 0.52201 0.40960 0.31641 0.24010 0.17851 0.12960 0.09151 0.06250
1 0.98598 0.94770 0.89048 0.81920 0.73828 0.65170 0.56298 0.47520 0.39098 0.31250
2 0.99952 0.99630 0.98802 0.97280 0.94922 0.91630 0.87352 0.82080 0.75852 0.68750
3 0.99999 0.99990 0.99949 0.99840 0.99609 0.99190 0.98499 0.97440 0.95899 0.93750
5 0 0.77378 0.59049 0.44371 0.32768 0.23730 0.16807 0.11603 0.07776 0.05033 0.03125
1 0.97741 0.91854 0.83521 0.73728 0.63281 0.52822 0.42842 0.33696 0.25622 0.18750
2 0.99884 0.99144 0.97339 0.94208 0.89648 0.83692 0.76483 0.68256 0.59313 0.50000
3 0.99997 0.99954 0.99777 0.99328 0.98438 0.96922 0.94598 0.91296 0.86878 0.81250
4 1.00000 0.99999 0.99992 0.99968 0.99902 0.99757 0.99475 0.98976 0.98155 0.96875
6 0 0.73509 0.53144 0.37715 0.26214 0.17798 0.11765 0.07542 0.04666 0.02768 0.01563
1 0.96723 0.88574 0.77648 0.65536 0.53394 0.42018 0.31908 0.23328 0.16357 0.10938
2 0.99777 0.98415 0.95266 0.90112 0.83057 0.74431 0.64709 0.54432 0.44152 0.34375
3 0.99991 0.99873 0.99411 0.98304 0.96240 0.92953 0.88258 0.82080 0.74474 0.65625
4 1.00000 0.99995 0.99960 0.99840 0.99536 0.98906 0.97768 0.95904 0.93080 0.89063
5 1.00000 0.99999 0.99994 0.99976 0.99927 0.99816 0.99590 0.99170 0.98438
7 0 0.69834 0.47830 0.32058 0.20972 0.13348 0.08235 0.04902 0.02799 0.01522 0.00781
1 0.95562 0.85031 0.71658 0.57672 0.44495 0.32942 0.23380 0.15863 0.10242 0.06250
2 0.99624 0.97431 0.92623 0.85197 0.75641 0.64707 0.53228 0.41990 0.31644 0.22656
3 0.99981 0.99727 0.98790 0.96666 0.92944 0.87396 0.80015 0.71021 0.60829 0.50000
4 0.99999 0.99982 0.99878 0.99533 0.98712 0.97120 0.94439 0.90374 0.84707 0.77344
5 1.00000 0.99999 0.99993 0.99963 0.99866 0.99621 0.99099 0.98116 0.96429 0.93750
6 1.00000 1.00000 0.99999 0.99994 0.99978 0.99936 0.99836 0.99626 0.99219
8 0 0.66342 0.43047 0.27249 0.16777 0.10011 0.05765 0.03186 0.01680 0.00837 0.00391
1 0.94276 0.81310 0.65718 0.50332 0.36708 0.25530 0.16913 0.10638 0.06318 0.03516
2 0.99421 0.96191 0.89479 0.79692 0.67854 0.55177 0.42781 0.31539 0.22013 0.14453
3 0.99963 0.99498 0.97865 0.94372 0.88618 0.80590 0.70640 0.59409 0.47696 0.36328
4 0.99998 0.99957 0.99715 0.98959 0.97270 0.94203 0.89391 0.82633 0.73962 0.63672
5 1.00000 0.99998 0.99976 0.99877 0.99577 0.98871 0.97468 0.95019 0.91154 0.85547
6 1.00000 0.99999 0.99992 0.99962 0.99871 0.99643 0.99148 0.98188 0.96484
7 1.00000 1.00000 0.99998 0.99993 0.99977 0.99934 0.99832 0.99609
9 0 0.63025 0.38742 0.23162 0.13422 0.07508 0.04035 0.02071 0.01008 0.00461 0.00195
1 0.92879 0.77484 0.59948 0.43621 0.30034 0.19600 0.12109 0.07054 0.03852 0.01953
2 0.99164 0.94703 0.85915 0.73820 0.60068 0.46283 0.33727 0.23179 0.14950 0.08984
3 0.99936 0.99167 0.96607 0.91436 0.83427 0.72966 0.60889 0.48261 0.36138 0.25391
4 0.99997 0.99911 0.99437 0.98042 0.95107 0.90119 0.82828 0.73343 0.62142 0.50000
5 1.00000 0.99994 0.99937 0.99693 0.99001 0.97471 0.94641 0.90065 0.83418 0.74609
6 1.00000 0.99995 0.99969 0.99866 0.99571 0.98882 0.97497 0.95023 0.91016
7 1.00000 0.99998 0.99989 0.99957 0.99860 0.99620 0.99092 0.98047
8 1.00000 1.00000 0.99998 0.99992 0.99974 0.99924 0.99805

15
TABLE 5 continued Binomial Distribution; n = 10, …, 13
n x p = 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
10 0 0.59874 0.34868 0.19687 0.10737 0.05631 0.02825 0.01346 0.00605 0.00253 0.00098
1 0.91386 0.73610 0.54430 0.37581 0.24403 0.14931 0.08595 0.04636 0.02326 0.01074
2 0.98850 0.92981 0.82020 0.67780 0.52559 0.38278 0.26161 0.16729 0.09956 0.05469
3 0.99897 0.98720 0.95003 0.87913 0.77588 0.64961 0.51383 0.38228 0.26604 0.17188
4 0.99994 0.99837 0.99013 0.96721 0.92187 0.84973 0.75150 0.63310 0.50440 0.37695
5 1.00000 0.99985 0.99862 0.99363 0.98027 0.95265 0.90507 0.83376 0.73844 0.62305
6 0.99999 0.99987 0.99914 0.99649 0.98941 0.97398 0.94524 0.89801 0.82813
7 1.00000 0.99999 0.99992 0.99958 0.99841 0.99518 0.98771 0.97261 0.94531
8 1.00000 1.00000 0.99997 0.99986 0.99946 0.99832 0.99550 0.98926
9 1.00000 0.99999 0.99997 0.99990 0.99966 0.99902
11 0 0.56880 0.31381 0.16734 0.08590 0.04224 0.01977 0.00875 0.00363 0.00139 0.00049
1 0.89811 0.69736 0.49219 0.32212 0.19710 0.11299 0.06058 0.03023 0.01393 0.00586
2 0.98476 0.91044 0.77881 0.61740 0.45520 0.31274 0.20013 0.11892 0.06522 0.03271
3 0.99845 0.98147 0.93056 0.83886 0.71330 0.56956 0.42555 0.29628 0.19112 0.11328
4 0.99989 0.99725 0.98411 0.94959 0.88537 0.78970 0.66831 0.53277 0.39714 0.27441
5 0.99999 0.99970 0.99734 0.98835 0.96567 0.92178 0.85132 0.75350 0.63312 0.50000
6 1.00000 0.99998 0.99968 0.99803 0.99244 0.97838 0.94986 0.90065 0.82620 0.72559
7 1.00000 0.99997 0.99976 0.99881 0.99571 0.98776 0.97072 0.93904 0.88672
8 1.00000 0.99998 0.99987 0.99942 0.99796 0.99408 0.98520 0.96729
9 1.00000 0.99999 0.99995 0.99979 0.99927 0.99779 0.99414
10 1.00000 1.00000 0.99999 0.99996 0.99985 0.99951
12 0 0.54036 0.28243 0.14224 0.06872 0.03168 0.01384 0.00569 0.00218 0.00077 0.00024
1 0.88164 0.65900 0.44346 0.27488 0.15838 0.08503 0.04244 0.01959 0.00829 0.00317
2 0.98043 0.88913 0.73582 0.55835 0.39068 0.25282 0.15129 0.08344 0.04214 0.01929
3 0.99776 0.97436 0.90779 0.79457 0.64878 0.49252 0.34665 0.22534 0.13447 0.07300
4 0.99982 0.99567 0.97608 0.92744 0.84236 0.72366 0.58335 0.43818 0.30443 0.19385
5 0.99999 0.99946 0.99536 0.98059 0.94560 0.88215 0.78726 0.66521 0.52693 0.38721
6 1.00000 0.99995 0.99933 0.99610 0.98575 0.96140 0.91537 0.84179 0.73931 0.61279
7 1.00000 0.99993 0.99942 0.99722 0.99051 0.97449 0.94269 0.88826 0.80615
8 0.99999 0.99994 0.99961 0.99831 0.99439 0.98473 0.96443 0.92700
9 1.00000 1.00000 0.99996 0.99979 0.99915 0.99719 0.99212 0.98071
10 1.00000 0.99998 0.99992 0.99968 0.99892 0.99683
11 1.00000 1.00000 0.99998 0.99993 0.99976
13 0 0.51334 0.25419 0.12091 0.05498 0.02376 0.00969 0.00370 0.00131 0.00042 0.00012
1 0.86458 0.62134 0.39828 0.23365 0.12671 0.06367 0.02958 0.01263 0.00490 0.00171
2 0.97549 0.86612 0.69196 0.50165 0.33260 0.20248 0.11319 0.05790 0.02691 0.01123
3 0.99690 0.96584 0.88200 0.74732 0.58425 0.42061 0.27827 0.16858 0.09292 0.04614
4 0.99971 0.99354 0.96584 0.90087 0.79396 0.65431 0.50050 0.35304 0.22795 0.13342
5 0.99998 0.99908 0.99247 0.96996 0.91979 0.83460 0.71589 0.57440 0.42681 0.29053
6 1.00000 0.99990 0.99873 0.99300 0.97571 0.93762 0.87053 0.77116 0.64374 0.50000
7 0.99999 0.99984 0.99875 0.99435 0.98178 0.95380 0.90233 0.82123 0.70947
8 1.00000 0.99998 0.99983 0.99901 0.99597 0.98743 0.96792 0.93015 0.86658
9 1.00000 0.99998 0.99987 0.99935 0.99749 0.99221 0.97966 0.95386
10 1.00000 0.99999 0.99993 0.99965 0.99868 0.99586 0.98877
11 1.00000 1.00000 0.99997 0.99986 0.99948 0.99829
12 1.00000 0.99999 0.99997 0.99988

16
TABLE 5 continued Binomial Distribution; n = 14, 15, 16
n x p = 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
14 0 0.48767 0.22877 0.10277 0.04398 0.01782 0.00678 0.00240 0.00078 0.00023 0.00006
1 0.84701 0.58463 0.35667 0.19791 0.10097 0.04748 0.02052 0.00810 0.00289 0.00092
2 0.96995 0.84164 0.64791 0.44805 0.28113 0.16084 0.08393 0.03979 0.01701 0.00647
3 0.99583 0.95587 0.85349 0.69819 0.52134 0.35517 0.22050 0.12431 0.06322 0.02869
4 0.99957 0.99077 0.95326 0.87016 0.74153 0.58420 0.42272 0.27926 0.16719 0.08978
5 0.99997 0.99853 0.98847 0.95615 0.88833 0.78052 0.64051 0.48585 0.33732 0.21198
6 1.00000 0.99982 0.99779 0.98839 0.96173 0.90672 0.81641 0.69245 0.54612 0.39526
7 0.99998 0.99967 0.99760 0.98969 0.96853 0.92466 0.84986 0.74136 0.60474
8 1.00000 0.99996 0.99962 0.99785 0.99171 0.97566 0.94168 0.88114 0.78802
9 1.00000 0.99995 0.99966 0.99833 0.99396 0.98249 0.95738 0.91022
10 1.00000 0.99996 0.99975 0.99889 0.99609 0.98857 0.97131
11 1.00000 0.99997 0.99986 0.99939 0.99785 0.99353
12 1.00000 0.99999 0.99994 0.99975 0.99908
13 1.00000 1.00000 0.99999 0.99994
15 0 0.46329 0.20589 0.08735 0.03518 0.01336 0.00475 0.00156 0.00047 0.00013 0.00003
1 0.82905 0.54904 0.31859 0.16713 0.08018 0.03527 0.01418 0.00517 0.00169 0.00049
2 0.96380 0.81594 0.60423 0.39802 0.23609 0.12683 0.06173 0.02711 0.01065 0.00369
3 0.99453 0.94444 0.82266 0.64816 0.46129 0.29687 0.17270 0.09050 0.04242 0.01758
4 0.99939 0.98728 0.93829 0.83577 0.68649 0.51549 0.35194 0.21728 0.12040 0.05923
5 0.99995 0.99775 0.98319 0.93895 0.85163 0.72162 0.56428 0.40322 0.26076 0.15088
6 1.00000 0.99969 0.99639 0.98194 0.94338 0.86886 0.75484 0.60981 0.45216 0.30362
7 0.99997 0.99939 0.99576 0.98270 0.94999 0.88677 0.78690 0.65350 0.50000
8 1.00000 0.99992 0.99922 0.99581 0.98476 0.95781 0.90495 0.81824 0.69638
9 0.99999 0.99989 0.99921 0.99635 0.98756 0.96617 0.92307 0.84912
10 1.00000 0.99999 0.99988 0.99933 0.99717 0.99065 0.97453 0.94077
11 1.00000 0.99999 0.99991 0.99952 0.99807 0.99367 0.98242
12 1.00000 0.99999 0.99994 0.99972 0.99889 0.99631
13 1.00000 1.00000 0.99997 0.99988 0.99951
14 1.00000 0.99999 0.99997
16 0 0.44013 0.18530 0.07425 0.02815 0.01002 0.00332 0.00102 0.00028 0.00007 0.00002
1 0.81076 0.51473 0.28390 0.14074 0.06348 0.02611 0.00976 0.00329 0.00099 0.00026
2 0.95706 0.78925 0.56138 0.35184 0.19711 0.09936 0.04509 0.01834 0.00662 0.00209
3 0.99300 0.93159 0.78989 0.59813 0.40499 0.24586 0.13386 0.06515 0.02813 0.01064
4 0.99914 0.98300 0.92095 0.79825 0.63019 0.44990 0.28921 0.16657 0.08531 0.03841
5 0.99992 0.99670 0.97646 0.91831 0.81035 0.65978 0.48996 0.32884 0.19760 0.10506
6 0.99999 0.99950 0.99441 0.97334 0.92044 0.82469 0.68815 0.52717 0.36603 0.22725
7 1.00000 0.99994 0.99894 0.99300 0.97287 0.92565 0.84059 0.71606 0.56290 0.40181
8 0.99999 0.99984 0.99852 0.99253 0.97433 0.93294 0.85773 0.74411 0.59819
9 1.00000 0.99998 0.99975 0.99836 0.99287 0.97714 0.94168 0.87590 0.77275
10 1.00000 0.99997 0.99971 0.99843 0.99380 0.98086 0.95138 0.89494
11 1.00000 0.99996 0.99973 0.99870 0.99510 0.98506 0.96159
12 1.00000 0.99997 0.99980 0.99906 0.99654 0.98936
13 1.00000 0.99998 0.99987 0.99944 0.99791
14 1.00000 0.99999 0.99994 0.99974
15 1.00000 1.00000 0.99998

17
TABLE 5 continued Binomial Distribution; n = 17, 18, 19
n x p = 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
17 0 0.41812 0.16677 0.06311 0.02252 0.00752 0.00233 0.00066 0.00017 0.00004 0.00001
1 0.79223 0.48179 0.25245 0.11822 0.05011 0.01928 0.00670 0.00209 0.00057 0.00014
2 0.94975 0.76180 0.51976 0.30962 0.16370 0.07739 0.03273 0.01232 0.00409 0.00117
3 0.99120 0.91736 0.75561 0.54888 0.35302 0.20191 0.10279 0.04642 0.01845 0.00636
4 0.99884 0.97786 0.90129 0.75822 0.57389 0.38869 0.23484 0.12600 0.05958 0.02452
5 0.99988 0.99533 0.96813 0.89430 0.76531 0.59682 0.41970 0.26393 0.14707 0.07173
6 0.99999 0.99922 0.99172 0.96234 0.89292 0.77522 0.61878 0.44784 0.29024 0.16615
7 1.00000 0.99989 0.99826 0.98907 0.95976 0.89536 0.78724 0.64051 0.47431 0.31453
8 0.99999 0.99970 0.99742 0.98762 0.95972 0.90062 0.80106 0.66256 0.50000
9 1.00000 0.99996 0.99951 0.99690 0.98731 0.96167 0.90810 0.81659 0.68547
10 1.00000 0.99992 0.99937 0.99676 0.98797 0.96519 0.91741 0.83385
11 0.99999 0.99990 0.99934 0.99699 0.98941 0.96990 0.92827
12 1.00000 0.99999 0.99990 0.99941 0.99748 0.99138 0.97548
13 1.00000 0.99999 0.99991 0.99955 0.99813 0.99364
14 1.00000 0.99999 0.99994 0.99971 0.99883
15 1.00000 1.00000 0.99997 0.99986
16 1.00000 0.99999
18 0 0.39721 0.15009 0.05365 0.01801 0.00564 0.00163 0.00043 0.00010 0.00002 0.00000
1 0.77352 0.45028 0.22405 0.09908 0.03946 0.01419 0.00459 0.00132 0.00033 0.00007
2 0.94187 0.73380 0.47966 0.27134 0.13531 0.05995 0.02362 0.00823 0.00251 0.00066
3 0.98913 0.90180 0.72024 0.50103 0.30569 0.16455 0.07827 0.03278 0.01198 0.00377
4 0.99845 0.97181 0.87944 0.71635 0.51867 0.33265 0.18862 0.09417 0.04107 0.01544
5 0.99983 0.99358 0.95810 0.86708 0.71745 0.53438 0.35500 0.20876 0.10770 0.04813
6 0.99998 0.99883 0.98818 0.94873 0.86102 0.72170 0.54910 0.37428 0.22581 0.11894
7 1.00000 0.99983 0.99728 0.98372 0.94305 0.85932 0.72828 0.56344 0.39148 0.24034
8 0.99998 0.99949 0.99575 0.98065 0.94041 0.86094 0.73684 0.57785 0.40726
9 1.00000 0.99992 0.99909 0.99458 0.97903 0.94031 0.86529 0.74728 0.59274
10 0.99999 0.99984 0.99876 0.99393 0.97877 0.94235 0.87204 0.75966
11 1.00000 0.99998 0.99977 0.99857 0.99383 0.97972 0.94628 0.88106
12 1.00000 0.99997 0.99973 0.99856 0.99425 0.98171 0.95187
13 1.00000 0.99996 0.99974 0.99872 0.99509 0.98456
14 1.00000 0.99996 0.99979 0.99900 0.99623
15 1.00000 0.99997 0.99986 0.99934
16 1.00000 0.99999 0.99993
17 1.00000 1.00000
19 0 0.37735 0.13509 0.04560 0.01441 0.00423 0.00114 0.00028 0.00006 0.00001 0.00000
1 0.75471 0.42026 0.19849 0.08287 0.03101 0.01042 0.00313 0.00083 0.00019 0.00004
2 0.93345 0.70544 0.44132 0.23689 0.11134 0.04622 0.01696 0.00546 0.00153 0.00036
3 0.98676 0.88500 0.68415 0.45509 0.26309 0.13317 0.05914 0.02296 0.00772 0.00221
4 0.99799 0.96481 0.85556 0.67329 0.46542 0.28222 0.15000 0.06961 0.02798 0.00961
5 0.99976 0.99141 0.94630 0.83694 0.66776 0.47386 0.29676 0.16292 0.07771 0.03178
6 0.99998 0.99830 0.98367 0.93240 0.82512 0.66550 0.48117 0.30807 0.17266 0.08353
7 1.00000 0.99973 0.99592 0.97672 0.92254 0.81803 0.66557 0.48778 0.31693 0.17964
8 0.99996 0.99916 0.99334 0.97125 0.91608 0.81451 0.66748 0.49398 0.32380
Continued on next page

18
TABLE 5 Continued Binomial Distribution; n = 19 (continued) and 20
n x p = 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
19 9 1.00000 1.00000 0.99986 0.99842 0.99110 0.96745 0.91253 0.81391 0.67104 0.50000
10 0.99998 0.99969 0.99771 0.98946 0.96531 0.91153 0.81590 0.67620
11 1.00000 0.99995 0.99952 0.99718 0.98856 0.96477 0.91287 0.82036
12 0.99999 0.99992 0.99938 0.99691 0.98844 0.96577 0.91647
13 1.00000 0.99999 0.99989 0.99933 0.99693 0.98907 0.96822
14 1.00000 0.99999 0.99988 0.99936 0.99724 0.99039
15 1.00000 0.99999 0.99990 0.99947 0.99779
16 1.00000 0.99999 0.99993 0.99964
17 1.00000 0.99999 0.99996
18 1.00000 1.00000
20 0 0.35849 0.12158 0.03876 0.01153 0.00317 0.00080 0.00018 0.00004 0.00001 0.00000
1 0.73584 0.39175 0.17556 0.06918 0.02431 0.00764 0.00213 0.00052 0.00011 0.00002
2 0.92452 0.67693 0.40490 0.20608 0.09126 0.03548 0.01212 0.00361 0.00093 0.00020
3 0.98410 0.86705 0.64773 0.41145 0.22516 0.10709 0.04438 0.01596 0.00493 0.00129
4 0.99743 0.95683 0.82985 0.62965 0.41484 0.23751 0.11820 0.05095 0.01886 0.00591
5 0.99967 0.98875 0.93269 0.80421 0.61717 0.41637 0.24540 0.12560 0.05533 0.02069
6 0.99997 0.99761 0.97806 0.91331 0.78578 0.60801 0.41663 0.25001 0.12993 0.05766
7 1.00000 0.99958 0.99408 0.96786 0.89819 0.77227 0.60103 0.41589 0.25201 0.13159
8 0.99994 0.99867 0.99002 0.95907 0.88667 0.76238 0.59560 0.41431 0.25172
9 0.99999 0.99975 0.99741 0.98614 0.95204 0.87822 0.75534 0.59136 0.41190
10 1.00000 0.99996 0.99944 0.99606 0.98286 0.94683 0.87248 0.75071 0.58810
11 1.00000 0.99990 0.99906 0.99486 0.98042 0.94347 0.86924 0.74828
12 0.99998 0.99982 0.99872 0.99398 0.97897 0.94197 0.86841
13 1.00000 0.99997 0.99974 0.99848 0.99353 0.97859 0.94234
14 1.00000 0.99996 0.99969 0.99839 0.99357 0.97931
15 0.99999 0.99995 0.99968 0.99847 0.99409
16 1.00000 0.99999 0.99995 0.99972 0.99871
17 1.00000 0.99999 0.99996 0.99980
18 1.00000 1.00000 0.99998
19 1.00000

19