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,
justifying your answer.
i. For two mutually exclusive events A and B such that P (A) > 0 and
P (B) > 0, we have:

P (A ∪ B) > P (A | B) + P (B | A).

ii. If two events A and B are independent, then Ac and B are independent.
iii. If B ⊂ A with P (B) > 0 then A and B can be independent.
iv. Let X be a random variable with a Poisson distribution. We have that:

E(X) > Var(X).

v. If Corr(X, Y ) = 0 then:

Var(X − Y ) = Var(X) + Var(Y ).

(10 marks)

(b) A random variable X can take the values 0, 1 and 2 with P (X = 0) = 1−3α/4,
P (X = 1) = α/2 and P (X = 2) = α/4 for some parameter α > 0. One
observation is taken and we would like to estimate α.

i. Consider the estimators T1 = X and T2 = 2X 2 /3. Show that they are

both unbiased estimators of α.
(4 marks)
ii. Which of these estimators do you prefer and why?
(6 marks)

(c) The random variable X has the probability density function given by:
!
ax + b for 0 < x < 1
f (x) =
0 otherwise

where a and b are constants. Suppose that E(X) = 1/3.

i. Show that a = −2 and b = 2.

(4 marks)
ii. Compute Var(X).
(4 marks)

Page 3 of 28
 (d) Consider two random variables X and Y . They both take the values −1, 0 and
1. The joint probabilities for each pair are given by the following table:

X = −1 X=0 X=1
Y = −1 0.2 0.05 0.15
Y =0 0.1 0.1 0.1
Y =1 0.1 0.05 0.15

i. Calculate P (Y = 1).
(2 marks)
ii. Calculate P (Y = 0 | X + Y = 0).
(4 marks)

(e) In a game two fair dice are thrown. If the sum of the two dice is odd they are
thrown once more. What is the probability that the dice in any final throw in
the game show the same number?
(6 marks)

SECTION B

Answer all three questions from this section (60 marks).

2. (a) A man suffering from headaches is trying two different pills. Every morning he
decides on the pill he will take (if any). The probability that he takes no pill
is 0.4, the probability that he will take pill A only is 0.3, the probability that
he will take pill B only is 0.2 and the probability that he will take both pills
is 0.1. If he takes no pill he will develop a headache with probability 0.5, if he
takes pill A only, he will develop a headache with probability 0.4, if he takes
B only, he will develop a headache with probability 0.3 and if he takes
both pills, he will develop a headache with probability 0.2.

i. Calculate the probability that he develops a headache on any given day.

(2 marks)
ii. Given that he developed a headache yesterday, what is the probability he
took pill A (alone or together with pill B)?
(4 marks)
iii. Are the events ‘he took pill A only’ and ‘he did not develop a headache’
independent?
(4 marks)

Page 4 of 28
 (b) Suppose Xi ∼ N (0, 9), for i = 1, 2, 3, 4. Assume all these random variables are
independent. Derive the value of k in each of the following.
i. P (X1 + 5X2 > 8) = k.
(3 marks)
ii. P (X12 + X22 + X32 + X42 < k) = 0.95.
(3 marks)
"
iii. P (X1 < k X22 + X32 ) = 0.025.
(4 marks)

3. (a) A random sample {X1 , X2 , . . . , Xn } is drawn from the following probability

distribution:
!
2x/(1 − θ2 ) for θ ≤ x ≤ 1
f (x; θ) =
0 otherwise.

i. Derive the maximum likelihood estimator of θ and explain why this is a

maximum.
(6 marks)
ii. If n = 4, such that x1 = 0.70, x2 = 0.92, x3 = 0.21 and x4 = 0.34,
determine the maximum likelihood estimate of θ.
(2 marks)
iii. As n → ∞, would you expect the maximum likelihood estimate of θ to get
closer to θ? Briefly explain your answer.
(2 marks)

(b) A random sample of size n = 9 drawn from a normal distribution had a sample
variance of s2 = 72.76. Construct a 90% confidence interval for σ 2 .
(5 marks)

(c) Let X be a random variable such that X ∼ Exp(λ). Suppose we wish to test
the null hypothesis H0 : λ = 2 vs. H1 : λ > 2. Consider the test procedure
which rejects H0 if X ≤ 0.75.
i. Compute the probability of a Type I error, expressing your answer in terms
of the exponential constant e.
(2 marks)
ii. Determine the power function of the test, expressing your answer in terms
of the exponential constant e.
(3 marks)

Page 5 of 28
4. (a) Suppose that you are given independent observations y1 , y2 and y3 such that:

y1 = 3α + β + ε1

y2 = α − 2β + ε2

y3 = −α + 2β + ε3 .

The random variables εi , for i = 1, 2, 3, are normally distributed with a mean

of 0 and a variance of 4.
i. Find the least squares estimators of the parameters α and β, and verify
that they are unbiased estimators.
(7 marks)
ii. Calculate the variance of the estimator of α.
(3 marks)

(b) A supermarket chain investigated its profit margins over a period of 4 years.
It splits its merchandise into 6 categories and recorded the profit margin for
each category for each year. The investigators constructed an ANOVA table,
which is given below (some entries are missing).

Source DF SS MS F
Category 62.10
Year 3.31
Error 3.14
Total

i. Complete the table in your answer booklet.

(6 marks)
ii. Is there a significant difference between the profit margins of different
categories? Use a 5% significance level.
(4 marks)

[END OF PAPER]

Page 6 of 28
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, . . . , n nπ n π (1 − π)

1 1−π
Geometric (1 − π)x−1 π for x = 1, 2, 3, . . .
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 λ e−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 7 of 28
Sample quantities
n n
2 1 % 1 % 2
Sample variance s = (xi − x̄)2 = x − nx̄2
n − 1 i=1 n − 1 i=1 i

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

n
&
xi yi − nx̄ȳ
i=1
Sample correlation '(
n
)( n
)
x2i − nx̄2 yi2 − nȳ 2
& &
i=1 i=1

Inference

σ2
Variance of sample mean
n

X̄ − µ
One-sample t statistic √
S/ n
'
n+m−2 X̄ − Ȳ − δ0
Two-sample t statistic ×"
1/n + 1/m 2
(n − 1)SX + (m − 1)SY2

Page 8 of 28
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

© o erty 200 2002 do erty se ese t es ve een o ted to o ny t e te t o erty Introduction to

Econometrics se ond edition 2002 ford University ress ford ey y e re rod ed free y rovided t t t is ttri tion is ret ined

Page 9 of 28
 L L 1

TABLE A.1

Cumulative Standardized Normal Distribution

A(z) is the integral of the standardized normal

distribution from 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
Az 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
2 0 z 2

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

Page 10 of 28
 L L 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
1.645 1.960 2.326 2.576 3.090 3.291

Page 11 of 28
 L L 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

Page 12 of 28
 L L 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

Page 13 of 28
 L L 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

Page 14 of 28
 L L 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

Page 15 of 28
 L L 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

Page 16 of 28
 L L 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

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TABLE A.4
2 2
(Chi-Squared) Distribution: Critical Values of

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

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