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Test Student Statistics

The document contains tables of values from the standard normal distribution, t-distribution, and chi-square distribution. The standard normal distribution table provides z-score values corresponding to cumulative probabilities. The t-distribution table provides t-values for various degrees of freedom and probabilities. Similarly, the chi-square distribution table lists chi-square values corresponding to degrees of freedom and probabilities.

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0% found this document useful (0 votes)
58 views6 pages

Test Student Statistics

The document contains tables of values from the standard normal distribution, t-distribution, and chi-square distribution. The standard normal distribution table provides z-score values corresponding to cumulative probabilities. The t-distribution table provides t-values for various degrees of freedom and probabilities. Similarly, the chi-square distribution table lists chi-square values corresponding to degrees of freedom and probabilities.

Uploaded by

khadidja
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
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Standard Normal Distribution Table

0 z

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .0000 .0040 .0080 .0120 .0160 .0199 .0239 .0279 .0319 .0359
0.1 .0398 .0438 .0478 .0517 .0557 .0596 .0636 .0675 .0714 .0753
0.2 .0793 .0832 .0871 .0910 .0948 .0987 .1026 .1064 .1103 .1141
0.3 .1179 .1217 .1255 .1293 .1331 .1368 .1406 .1443 .1480 .1517
0.4 .1554 .1591 .1628 .1664 .1700 .1736 .1772 .1808 .1844 .1879
0.5 .1915 .1950 .1985 .2019 .2054 .2088 .2123 .2157 .2190 .2224
0.6 .2257 .2291 .2324 .2357 .2389 .2422 .2454 .2486 .2517 .2549
0.7 .2580 .2611 .2642 .2673 .2704 .2734 .2764 .2794 .2823 .2852
0.8 .2881 .2910 .2939 .2967 .2995 .3023 .3051 .3078 .3106 .3133
0.9 .3159 .3186 .3212 .3238 .3264 .3289 .3315 .3340 .3365 .3389
1.0 .3413 .3438 .3461 .3485 .3508 .3531 .3554 .3577 .3599 .3621
1.1 .3643 .3665 .3686 .3708 .3729 .3749 .3770 .3790 .3810 .3830
1.2 .3849 .3869 .3888 .3907 .3925 .3944 .3962 .3980 .3997 .4015
1.3 .4032 .4049 .4066 .4082 .4099 .4115 .4131 .4147 .4162 .4177
1.4 .4192 .4207 .4222 .4236 .4251 .4265 .4279 .4292 .4306 .4319
1.5 .4332 .4345 .4357 .4370 .4382 .4394 .4406 .4418 .4429 .4441
1.6 .4452 .4463 .4474 .4484 .4495 .4505 .4515 .4525 .4535 .4545
1.7 .4554 .4564 .4573 .4582 .4591 .4599 .4608 .4616 .4625 .4633
1.8 .4641 .4649 .4656 .4664 .4671 .4678 .4686 .4693 .4699 .4706
1.9 .4713 .4719 .4726 .4732 .4738 .4744 .4750 .4756 .4761 .4767
2.0 .4772 .4778 .4783 .4788 .4793 .4798 .4803 .4808 .4812 .4817
2.1 .4821 .4826 .4830 .4834 .4838 .4842 .4846 .4850 .4854 .4857
2.2 .4861 .4864 .4868 .4871 .4875 .4878 .4881 .4884 .4887 .4890
2.3 .4893 .4896 .4898 .4901 .4904 .4906 .4909 .4911 .4913 .4916
2.4 .4918 .4920 .4922 .4925 .4927 .4929 .4931 .4932 .4934 .4936
2.5 .4938 .4940 .4941 .4943 .4945 .4946 .4948 .4949 .4951 .4952
2.6 .4953 .4955 .4956 .4957 .4959 .4960 .4961 .4962 .4963 .4964
2.7 .4965 .4966 .4967 .4968 .4969 .4970 .4971 .4972 .4973 .4974
2.8 .4974 .4975 .4976 .4977 .4977 .4978 .4979 .4979 .4980 .4981
2.9 .4981 .4982 .4982 .4983 .4984 .4984 .4985 .4985 .4986 .4986
3.0 .4987 .4987 .4987 .4988 .4988 .4989 .4989 .4989 .4990 .4990
3.1 .4990 .4991 .4991 .4991 .4992 .4992 .4992 .4992 .4993 .4993
3.2 .4993 .4993 .4994 .4994 .4994 .4994 .4994 .4995 .4995 .4995
3.3 .4995 .4995 .4995 .4996 .4996 .4996 .4996 .4996 .4996 .4997
3.4 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4997 .4998
3.5 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998 .4998
t-Distribution Table

The shaded area is equal to α for t = tα .

df t.100 t.050 t.025 t.010 t.005


1 3.078 6.314 12.706 31.821 63.657
2 1.886 2.920 4.303 6.965 9.925
3 1.638 2.353 3.182 4.541 5.841
4 1.533 2.132 2.776 3.747 4.604
5 1.476 2.015 2.571 3.365 4.032
6 1.440 1.943 2.447 3.143 3.707
7 1.415 1.895 2.365 2.998 3.499
8 1.397 1.860 2.306 2.896 3.355
9 1.383 1.833 2.262 2.821 3.250
10 1.372 1.812 2.228 2.764 3.169
11 1.363 1.796 2.201 2.718 3.106
12 1.356 1.782 2.179 2.681 3.055
13 1.350 1.771 2.160 2.650 3.012
14 1.345 1.761 2.145 2.624 2.977
15 1.341 1.753 2.131 2.602 2.947
16 1.337 1.746 2.120 2.583 2.921
17 1.333 1.740 2.110 2.567 2.898
18 1.330 1.734 2.101 2.552 2.878
19 1.328 1.729 2.093 2.539 2.861
20 1.325 1.725 2.086 2.528 2.845
21 1.323 1.721 2.080 2.518 2.831
22 1.321 1.717 2.074 2.508 2.819
23 1.319 1.714 2.069 2.500 2.807
24 1.318 1.711 2.064 2.492 2.797
25 1.316 1.708 2.060 2.485 2.787
26 1.315 1.706 2.056 2.479 2.779
27 1.314 1.703 2.052 2.473 2.771
28 1.313 1.701 2.048 2.467 2.763
29 1.311 1.699 2.045 2.462 2.756
30 1.310 1.697 2.042 2.457 2.750
32 1.309 1.694 2.037 2.449 2.738
34 1.307 1.691 2.032 2.441 2.728
36 1.306 1.688 2.028 2.434 2.719
38 1.304 1.686 2.024 2.429 2.712
∞ 1.282 1.645 1.960 2.326 2.576
Chi-Square Distribution Table

0 χ2

The shaded area is equal to α for χ2 = χ2α .

df χ2.995 χ2.990 χ2.975 χ2.950 χ2.900 χ2.100 χ2.050 χ2.025 χ2.010 χ2.005
1 0.000 0.000 0.001 0.004 0.016 2.706 3.841 5.024 6.635 7.879
2 0.010 0.020 0.051 0.103 0.211 4.605 5.991 7.378 9.210 10.597
3 0.072 0.115 0.216 0.352 0.584 6.251 7.815 9.348 11.345 12.838
4 0.207 0.297 0.484 0.711 1.064 7.779 9.488 11.143 13.277 14.860
5 0.412 0.554 0.831 1.145 1.610 9.236 11.070 12.833 15.086 16.750
6 0.676 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 18.548
7 0.989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 20.278
8 1.344 1.646 2.180 2.733 3.490 13.362 15.507 17.535 20.090 21.955
9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 23.589
10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 25.188
11 2.603 3.053 3.816 4.575 5.578 17.275 19.675 21.920 24.725 26.757
12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 28.300
13 3.565 4.107 5.009 5.892 7.042 19.812 22.362 24.736 27.688 29.819
14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 31.319
15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 32.801
16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 34.267
17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 35.718
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 37.156
19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 38.582
20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 39.997
21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 41.401
22 8.643 9.542 10.982 12.338 14.041 30.813 33.924 36.781 40.289 42.796
23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 44.181
24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 45.559
25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 46.928
26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 48.290
27 11.808 12.879 14.573 16.151 18.114 36.741 40.113 43.195 46.963 49.645
28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 50.993
29 13.121 14.256 16.047 17.708 19.768 39.087 42.557 45.722 49.588 52.336
30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 53.672
40 20.707 22.164 24.433 26.509 29.051 51.805 55.758 59.342 63.691 66.766
50 27.991 29.707 32.357 34.764 37.689 63.167 67.505 71.420 76.154 79.490
60 35.534 37.485 40.482 43.188 46.459 74.397 79.082 83.298 88.379 91.952
70 43.275 45.442 48.758 51.739 55.329 85.527 90.531 95.023 100.425 104.215
80 51.172 53.540 57.153 60.391 64.278 96.578 101.879 106.629 112.329 116.321
90 59.196 61.754 65.647 69.126 73.291 107.565 113.145 118.136 124.116 128.299
100 67.328 70.065 74.222 77.929 82.358 118.498 124.342 129.561 135.807 140.169
Tests of Hypotheses

1. Test a Population Mean


Null Hypothesis: H0 : µ = µ0
x̄ − µ0
Test Statistic: z = √
σ/ n
Alternative Hypothesis Rejection region at the significance level α
Ha : µ > µ0 z > zα (upper-tailed test)
Ha : µ < µ0 z < −zα (lower-tailed test)
Ha : µ 6= µ0 z > zα/2 or z < −zα/2 (two-tailed test)
If we don’t have a normal population, the sample size should be large i.e., n ≥ 30. If the
population standard deviation σ is not known, we use the sample standard deviation s, in this
case we need n ≥ 30 even if the population is normal.
2. Test a Population Proportion
Null Hypothesis: H0 : p = p0
p̂ − p0
Test Statistic: z = p
p0 (1 − p0 )/n
Alternative Hypothesis Rejection region at the significance level α
Ha : p > p 0 z > zα (upper-tailed test)
Ha : p < p 0 z < −zα (lower-tailed test)
Ha : p 6= p0 z > zα/2 or z < −zα/2 (two-tailed test)
The sample size should be large i.e., np0 > 5 and nq0 > 5.
3. Test a Difference Between two Population Means
Null Hypothesis: H0 : µ1 − µ2 = D0
x̄1 − x̄2 − D0
Test Statistic: z = s
σ12 σ2
+ 2
n1 n2
Alternative Hypothesis Rejection region at the significance level α
Ha : µ1 − µ2 > D0 z > zα (upper-tailed test)
Ha : µ1 − µ2 < D0 z < −zα (lower-tailed test)
Ha : µ1 − µ2 6= D0 z > zα/2 or z < −zα/2 (two-tailed test)
If we don’t have normal populations, the sample sizes should be large i.e., n1 ≥ 30 and n2 ≥ 30,
and the two samples should be independently randomly selected. If σ1 and σ2 are not known,
we use s1 and s2 , in this case we need n1 ≥ 30 and n2 ≥ 30.
4. Test a Difference Between two Population Proportions
Null Hypothesis: H0 : p1 − p2 = 0
p̂1 − p̂2 x1 + x2
Test Statistic: z = p , where p̂ = .
p̂q̂(1/n1 + 1/n2 ) n1 + n2
Alternative Hypothesis Rejection region at the significance level α
Ha : p1 − p2 > 0 z > zα (upper-tailed test)
Ha : p1 − p2 < 0 z < −zα (lower-tailed test)
Ha : p1 − p2 6= 0 z > zα/2 or z < −zα/2 (two-tailed test)
The sample sizes should be large i.e., n1 p̂1 , n1 q̂1 , n2 p̂2 , and n2 q̂2 should all be greater than 5,
and the two samples should be independently randomly selected.
5. p-value
The p-value is the smallest value of α for which H0 could be rejected. It is the probability that
the null hypothesis could produce an observed sample at least as extreme as the one that was
observed. The smaller the p-value, the stronger the evidence against H0 .
For an upper-tailed test, the p-value is P (Z > zobs ).
For a lower-tailed test, the p-value is P (Z < zobs ).
For a two-tailed test, the p-value is P (Z > |zobs |) + P (Z < −|zobs |) = 2 P (Z > |zobs |).

Gilles Cazelais. Typeset with LATEX on February 28, 2011.


Inference from Small Samples
The t-distribution is used to make inference about a population mean µ if
1. The population from which the sample is drawn is (approximately) normally dis-
tributed.
2. The sample size is small (i.e., n < 40).
3. The population standard deviation σ is not known.
The degrees of freedom are df = n − 1.

A (1 − α )100% Small-Sample Confidence Interval for µ is of the form


s
x ± tα/2 √ .
n

Small-Sample Test about a Population Mean


Null Hypothesis: H0 : µ = µ0
x − µ0
Test Statistic: t = √
s/ n
Alternative Hypothesis Rejection region at the significance level α
Ha : µ > µ0 t > tα (upper-tailed test)
Ha : µ < µ0 t < −tα (lower-tailed test)
Ha : µ 6= µ0 t > tα/2 or t < −tα/2 (two-tailed test)

The t-distribution is used to make inference about µ1 − µ2 if


1. The two populations from which the samples are drawn are (approximately) normally
distributed.
2. The samples are small (i.e., n1 < 40 and n2 < 40) and independent.
3. The standard deviation σ1 and σ2 of the two populations are unknown but are equal.
The degrees of freedom are df = n1 + n2 − 2.

A (1 − α )100% Small-Sample Confidence Interval for µ 1 − µ 2 is of the form


s  
1 1
(x1 − x2 ) ± tα/2 s2 +
n1 n2
(n1 − 1)s21 + (n2 − 1)s22
where s2 = is the pooled variance for the two samples.
n1 + n2 − 2

Small-Sample Test about a Difference Between two Population Means


Null Hypothesis: H0 : µ1 − µ2 = D0
x1 − x2 − D 0 2
Test Statistic: t = s   , where s is the pooled variance.
1 1
s2 +
n1 n2
Alternative Hypothesis Rejection region at the significance level α
Ha : µ1 − µ2 > D0 t > tα (upper-tailed test)
Ha : µ1 − µ2 < D0 t < −tα (lower-tailed test)
Ha : µ1 − µ2 6= D0 t > tα/2 or t < −tα/2 (two-tailed test)

If the two populations do not have equal standard deviations, we do not use the pooled
variance. Instead we use the following formulas for standard error and degrees of freedom.
 2 2
s s1 s22
2
s1 s2 n1 + n2
+ 2 and df = (s2 /n )2 (s2 /n )2
n1 n2 1 1
+ 2 2
n1 −1 n2 −1
Chi-Square Distribution
Inference about a Population Variance
If the population from which the sample is selected is (approximately) normally distributed,
then
(n − 1)s2
σ2
has a chi-square distribution with n − 1 degrees of freedom.

A (1 − α )100% Confidence Interval for σ 2 is of the form

(n − 1)s2 (n − 1)s2
2 < σ2 < 2 .
χα/2 χ(1−α/2)

The confidence interval for σ can be obtained by taking the square root of the two limits of
the above interval.

Test about a Population Variance


Null Hypothesis: H0 : σ 2 = σ02

(n − 1)s2
Test Statistic: χ2 =
σ02
Alternative Hypothesis Rejection region at the significance level α
Ha : σ 2 > σ02 χ2 > χ2α (upper-tailed test)
Ha : σ 2 < σ02 χ2 < χ2α (lower-tailed test)
Ha : σ 2 6= σ02 χ2 > χ2α/2 or χ2 < χ2(1−α/2) (two-tailed test)

Goodness-of-fit Test
A Multinomial Experiment is an experiment with the following properties.
1. It consists of n identical independent trials.
2. Each trial results in one of k possible outcomes.
3. The probabilities pi of the possible outcomes remain constant for each trial.
The test statistic for a goodness-of-fit test of a multinomial experiment is
k
X (Oi − Ei )2
χ2 =
i=1
Ei

where:

Oi = observed frequency of category i, and Ei = expected frequency of category i = npi .

In a goodness-of-fit test, the degrees of freedom are df = k − 1. It is always an upper-tailed


test. The number of trials n should be large enough so that npi > 5 for all i.

The p-value is P (χ2 > χ2obs ).

Gilles Cazelais. Typeset with LATEX on February 25, 2010.

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