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Percentage Points, Student'S T-Distribution: F (T) N X N N DX

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0% found this document useful (0 votes)
146 views2 pages

Percentage Points, Student'S T-Distribution: F (T) N X N N DX

Uploaded by

ndour
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PERCENTAGE POINTS, STUDENT’S t-DISTRIBUTION

This table gives values of t such that


 n+1   
t
x2 n+1
F (t) = √ 2
n 1 + − dx
−∞ nπ 2
n 2

for n, the number of degrees of freedom, equal to 1, 2, . . . , 30, 40, 60, 120, ∞; and for F (t) = 0.60, 0.75, 0.90, 0.95, 0.975, 0.99,
0.995, and 0.9995. The t-distribution is symmetrical, so that F (−t) = 1 − F (t)

n/F .60 .75 .90 .95 .975 .99 .995 .9995


1 .325 1.000 3.078 6.314 12.706 31.821 63.657 636.619
2 .289 .816 1.886 2.920 4.303 6.965 9.925 31.598
3 .277 .765 1.638 2.353 3.182 4.541 5.841 12.924
4 .271 .741 1.533 2.132 2.776 3.747 4.604 8.610
5 .267 .727 1.476 2.015 2.571 3.365 4.032 6.869
6 .265 .718 1.440 1.943 2.447 3.143 3.707 5.959
7 .263 .711 1.415 1.895 2.365 2.998 3.499 5.408
8 .262 .706 1.397 1.860 2.306 2.896 3.355 5.041
9 .261 .703 1.383 1.833 2.262 2.821 3.250 4.781
10 .260 .700 1.372 1.812 2.228 2.764 3.169 4.587
11 .260 .697 1.363 1.796 2.201 2.718 3.106 4.437
12 .259 .695 1.356 1.782 2.179 2.681 3.055 4.318
13 .259 .694 1.350 1.771 2.160 2.650 3.012 4.221
14 .258 .692 1.345 1.761 2.145 2.624 2.977 4.140
15 .258 .691 1.341 1.753 2.131 2.602 2.947 4.073
16 .258 .690 1.337 1.746 2.120 2.583 2.921 4.015
17 .257 .689 1.333 1.740 2.110 2.567 2.898 3.965
18 .257 .688 1.330 1.734 2.101 2.552 2.878 3.922
19 .257 .688 1.328 1.729 2.093 2.539 2.861 3.883
20 .257 .687 1.325 1.725 2.086 2.528 2.845 3.850
21 .257 .686 1.323 1.721 2.080 2.518 2.831 3.819
22 .256 .686 1.321 1.717 2.074 2.508 2.819 3.792
23 .256 .685 1.319 1.714 2.069 2.500 2.807 3.767
24 .256 .685 1.318 1.711 2.064 2.492 2.797 3.745
25 .256 .684 1.316 1.708 2.060 2.485 2.787 3.725
26 .256 .684 1.315 1.706 2.056 2.479 2.779 3.707
27 .256 .684 1.314 1.703 2.052 2.473 2.771 3.690
28 .256 .683 1.313 1.701 2.048 2.467 2.763 3.674
29 .256 .683 1.311 1.699 2.045 2.462 2.756 3.659
30 .256 .683 1.310 1.697 2.042 2.457 2.750 3.646
40 .255 .681 1.303 1.684 2.021 2.423 2.704 3.551
60 .254 .679 1.296 1.671 2.000 2.390 2.660 3.460
120 .254 .677 1.289 1.658 1.980 2.358 2.617 3.373
∞ .253 .674 1.282 1.645 1.960 2.326 2.576 3.291
*This table is abridged from the “Statistical Tables” of R. A. Fisher and Frank Yates published
by Oliver & Boyd. Ltd., Edinburgh and London, 1938. It is here published with the kind
permission of the authors and their publishers.

PERCENTAGE POINTS, CHI-SQUARE DISTRIBUTION


This table gives values of χ 2 such that

χ2
1
F (χ ) 2 =  n  x(n−2)/2 e−x/2 dx
0 2n/2 2

for √number of degrees of freedom, equal to 1, 2, . . ., 30. For n > 30, a normal approximation is quite accurate. The expression
√ n, the
2x2 − 2n − 1 is approximately normally distributed as the standard normal distribution. Thus χα2 , the α-point of the distribution,

A-92
Percentage Points, Chi-Square Distribution A-93

may be computed by the formula

1 √
χα2 = [xα + 2n − 1]2 ,
2

where xα is the α-point of the cumulative normal distribution. For even values of n, F (χ 2 ) can be written as


x −1 −λ x
e λ
1 − F (χ ) = 2

x=0
x!

with λ = 12 χ 2 and x = 12 n. Thus the cumulative Chi-Square distribution is related to the cumulative Poisson distribution.
Another approximate formula for large n
  3
2 2
χα2 =n 1− + zα
9n 9n

n = degrees of freedom
zα = the normal deviate (the value of x for which F (x) = the desired percentile).

x 1.282 1.645 1.960 2.326 2.576 3.090


F (x) .90 .95 .975 .99 .995 .999
χ.99
2
= 60[1 − 0.00370 + 2.326(0.06086)]3 = 88.4 is the 99th percentile for 60 degrees of freedom.

χ2
1
F (χ 2 ) =  n  xn−2/2 e−x/2 dx
0 2n/2 2

&
n F .005 .010 .025 .050 .100 .250 .500 .750 .900 .950 .975 .990 .995
1 .0000393 .000157 .000982 .00393 .0158 .102 .455 1.32 2.71 3.84 5.02 6.63 7.88
2 .0100 .0201 .0506 .103 .211 .575 1.39 2.77 4.61 5.99 7.38 9.21 10.6
3 .0717 .115 .216 .352 .584 1.21 2.37 4.11 6.25 7.81 9.35 11.3 12.8
4 .207 .297 .484 .711 1.06 1.92 3.36 5.39 7.78 9.49 11.1 13.3 14.9
5 .412 .554 .831 1.15 1.61 2.67 4.35 6.63 9.24 11.1 12.8 15.1 16.7
6 .676 .872 1.24 1.64 2.20 3.45 5.35 7.84 10.6 12.6 14.4 16.8 18.5
7 .989 1.24 1.69 2.17 2.83 4.25 6.35 9.04 12.0 14.1 16.0 18.5 20.3
8 1.34 1.65 2.18 2.73 3.49 5.07 7.34 10.2 13.4 15.5 17.5 20.1 22.0
9 1.73 2.09 2.70 3.33 4.17 5.90 8.34 11.4 14.7 16.9 19.0 21.7 23.6
10 2.16 2.56 3.25 3.94 4.87 6.74 9.34 12.5 16.0 18.3 20.5 23.2 25.2
11 2.60 3.05 3.82 4.57 5.58 7.58 10.3 13.7 17.3 19.7 21.9 24.7 26.8
12 3.07 3.57 4.40 5.23 6.30 8.44 11.3 14.8 18.5 21.0 23.3 26.2 28.3
13 3.57 4.11 5.01 5.89 7.04 9.30 12.3 16.0 19.8 22.4 24.7 27.7 29.8
14 4.07 4.66 5.63 6.57 7.79 10.2 13.3 17.1 21.1 23.7 26.1 29.1 31.3
15 4.60 5.23 6.26 7.26 8.55 11.0 14.3 18.2 22.3 25.0 27.5 30.6 32.8
16 5.14 5.81 6.91 7.96 9.31 11.9 15.3 19.4 23.5 26.3 28.8 32.0 34.3
17 5.70 6.41 7.56 8.67 10.1 12.8 16.3 20.5 24.8 27.6 30.2 33.4 35.7
18 6.26 7.01 8.23 9.39 10.9 13.7 17.3 21.6 26.0 28.9 31.5 34.8 37.2
19 6.84 7.63 8.91 10.1 11.7 14.6 18.3 22.7 27.2 30.1 32.9 36.2 38.6
20 7.43 8.26 9.59 10.9 12.4 15.5 19.3 23.8 28.4 31.4 34.2 37.6 40.0
21 8.03 8.90 10.3 11.6 13.2 16.3 20.3 24.9 29.6 32.7 35.5 38.9 41.4
22 8.64 9.54 11.0 12.3 14.0 17.2 21.3 26.0 30.8 33.9 36.8 40.3 42.8
23 9.26 10.2 11.7 13.1 14.8 18.1 22.3 27.1 32.0 35.2 38.1 41.6 44.2
24 9.89 10.9 12.4 13.8 15.7 19.0 23.3 28.2 33.2 36.4 39.4 43.0 45.6
25 10.5 11.5 13.1 14.6 16.5 19.9 24.3 29.3 34.4 37.7 40.6 44.3 46.9
26 11.2 12.2 13.8 15.4 17.3 20.8 25.3 30.4 35.6 38.9 41.9 45.6 48.3
27 11.8 12.9 14.6 16.2 18.1 21.7 26.3 31.5 36.7 40.1 43.2 47.0 49.6
28 12.5 12.6 15.3 16.9 18.9 22.7 27.3 32.6 37.9 41.3 44.5 48.3 51.0
29 13.1 14.3 16.0 17.7 19.8 23.6 28.3 33.7 39.1 42.6 45.7 49.6 52.3
30 13.8 15.0 16.8 18.5 20.6 24.5 29.3 34.8 40.3 43.8 47.0 50.9 53.7

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