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Statistical Distribution Tables

The document contains two tables related to standard normal distribution and chi-square distribution. Table 1 provides the cumulative distribution function (CDF) values for different z-values in the standard normal distribution. Table 2 gives the upper critical values for the chi-square distribution with varying degrees of freedom and probabilities of exceeding those critical values.

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0% found this document useful (0 votes)
76 views16 pages

Statistical Distribution Tables

The document contains two tables related to standard normal distribution and chi-square distribution. Table 1 provides the cumulative distribution function (CDF) values for different z-values in the standard normal distribution. Table 2 gives the upper critical values for the chi-square distribution with varying degrees of freedom and probabilities of exceeding those critical values.

Uploaded by

lysia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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A PPENDIX T ABLES

Table 1 Cumulative Distribution Function, F(z), of the Standard Normal Distribution Table

F(z)

0 z

Z 0 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
Dr. William L. Carlson, prepared using Minitab 16.

738
Table 7a Upper Critical Values of Chi-Square Distribution with n Degrees of Freedom

0 2
v,

For selected probabilities a, the table shows the values x2v,a such that P1 x2v 7 x2v,a 2 = a, where x2v is a chi-square random variable with v
degress of freedom. For example, the probability is .100 that a chi-square random variable with 10 degrees of freedom is greater than 15.987.

Probability of Exceeding the Critical Value


n 0.10 0.05 0.025 0.01 0.001
1 2.706 3.841 5.024 6.635 10.828
2 4.605 5.991 7.378 9.210 13.816
3 6.251 7.815 9.348 11.345 16.266
4 7.779 9.488 11.143 13.277 18.467
5 9.236 11.070 12.833 15.086 20.515
6 10.645 12.592 14.449 16.812 22.458
7 12.017 14.067 16.013 18.475 24.322
8 13.362 15.507 17.535 20.090 26.125
9 14.684 16.919 19.023 21.666 27.877
10 15.987 18.307 20.483 23.209 29.588
11 17.275 19.675 21.920 24.725 31.264
12 18.549 21.026 23.337 26.217 32.910
13 19.812 22.362 24.736 27.688 34.528
14 21.064 23.685 26.119 29.141 36.123
15 22.307 24.996 27.488 30.578 37.697
16 23.542 26.296 28.845 32.000 39.252
17 24.769 27.587 30.191 33.409 40.790
18 25.989 28.869 31.526 34.805 42.312
19 27.204 30.144 32.852 36.191 43.820
20 28.412 31.410 34.170 37.566 45.315
21 29.615 32.671 35.479 38.932 46.797
22 30.813 33.924 36.781 40.289 48.268
23 32.007 35.172 38.076 41.638 49.728
24 33.196 36.415 39.364 42.980 51.179
25 34.382 37.652 40.646 44.314 52.620
26 35.563 38.885 41.923 45.642 54.052
27 36.741 40.113 43.195 46.963 55.476
28 37.916 41.337 44.461 48.278 56.892
29 39.087 42.557 45.722 49.588 58.301
30 40.256 43.773 46.979 50.892 59.703
40 51.805 55.758 59.342 63.691 73.402
50 63.167 67.505 71.420 76.154 86.661
60 74.397 79.082 83.298 88.379 99.607
70 85.527 90.531 95.023 100.425 112.317
80 96.578 101.879 106.629 112.329 124.839
90 107.565 113.145 118.136 124.116 137.208
100 118.498 124.342 129.561 135.807 149.449
NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, September 2011.

768 Appendix Tables


Table 7b Lower Critical Values of Chi-Square Distribution with n Degrees of Freedom

0 2
v,

For selected probabilities a, the table shows the values x2v,a such that P1 x2v 7 x2v,a 2 = a, where x2v is a chi-square random variable with v de-
gress of freedom. For example, the probability is 0.90 that a chi-square variable with 10 degrees of freedom is greater than 4.865.

Probability of Exceeding the Critical Value


n 0.90 0.95 0.975 0.99 0.999
1 .016 .004 .001 .000 .000
2 .211 .103 .051 .020 .002
3 .584 .352 .216 .115 .024
4 1.064 .711 .484 .297 .091
5 1.610 1.145 .831 .554 .210
6 2.204 1.635 1.237 .872 .381
7 2.833 2.167 1.690 1.239 .598
8 3.490 2.733 2.180 1.646 .857
9 4.168 3.325 2.700 2.088 1.152
10 4.865 3.940 3.247 2.558 1.479
11 5.578 4.575 3.816 3.053 1.834
12 6.304 5.226 4.404 3.571 2.214
13 7.042 5.892 5.009 4.107 2.617
14 7.790 6.571 5.629 4.660 3.041
15 8.547 7.261 6.262 5.229 3.483
16 9.312 7.962 6.908 5.812 3.942
17 10.085 8.672 7.564 6.408 4.416
18 10.865 9.390 8.231 7.015 4.905
19 11.651 10.117 8.907 7.633 5.407
20 12.443 10.851 9.591 8.260 5.921
21 13.240 11.591 10.283 8.897 6.447
22 14.041 12.338 10.982 9.542 6.983
23 14.848 13.091 11.689 10.196 7.529
24 15.659 13.848 12.401 10.856 8.085
25 16.473 14.611 13.120 11.524 8.649
26 17.292 15.379 13.844 12.198 9.222
27 18.114 16.151 14.573 12.879 9.803
28 18.939 16.928 15.308 13.565 10.391
29 19.768 17.708 16.047 14.256 10.986
30 20.599 18.493 16.791 14.953 11.588
40 29.051 26.509 24.433 22.164 17.916
50 37.689 34.764 32.357 29.707 24.674
60 46.459 43.188 40.482 37.485 31.738
70 55.329 51.739 48.758 45.442 39.036
80 64.278 60.391 57.153 53.540 46.520
90 73.291 69.126 65.647 61.754 54.155
100 82.358 77.929 74.222 70.065 61.918
NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, September 2011.

Appendix Tables 769


Table 8 Upper Critical Values of Student’s t Distribution with n Degrees of Freedom

0 t ,
For selected probabilities, a, the table shows the values tn,a such that P1 tn 7 tn,a 2 = a, where tn is a Student’s t random variable with n degress
of freedom. For example, the probability is .10 that a Student’s t random variable with 10 degrees of freedom exceeds 1.372.

Probability of Exceeding the Critical Value


n 0.10 0.05 0.025 0.01 0.005 0.001
1 3.078 6.314 12.706 31.821 63.657 318.313
2 1.886 2.920 4.303 6.965 9.925 22.327
3 1.638 2.353 3.182 4.541 5.841 10.215
4 1.533 2.132 2.776 3.747 4.604 7.173
5 1.476 2.015 2.571 3.365 4.032 5.893
6 1.440 1.943 2.447 3.143 3.707 5.208
7 1.415 1.895 2.365 2.998 3.499 4.782
8 1.397 1.860 2.306 2.896 3.355 4.499
9 1.383 1.833 2.262 2.821 3.250 4.296
10 1.372 1.812 2.228 2.764 3.169 4.143
11 1.363 1.796 2.201 2.718 3.106 4.024
12 1.356 1.782 2.179 2.681 3.055 3.929
13 1.350 1.771 2.160 2.650 3.012 3.852
14 1.345 1.761 2.145 2.624 2.977 3.787
15 1.341 1.753 2.131 2.602 2.947 3.733
16 1.337 1.746 2.120 2.583 2.921 3.686
17 1.333 1.740 2.110 2.567 2.898 3.646
18 1.330 1.734 2.101 2.552 2.878 3.610
19 1.328 1.729 2.093 2.539 2.861 3.579
20 1.325 1.725 2.086 2.528 2.845 3.552
21 1.323 1.721 2.080 2.518 2.831 3.527
22 1.321 1.717 2.074 2.508 2.819 3.505
23 1.319 1.714 2.069 2.500 2.807 3.485
24 1.318 1.711 2.064 2.492 2.797 3.467
25 1.316 1.708 2.060 2.485 2.787 3.450
26 1.315 1.706 2.056 2.479 2.779 3.435
27 1.314 1.703 2.052 2.473 2.771 3.421
28 1.313 1.701 2.048 2.467 2.763 3.408
29 1.311 1.699 2.045 2.462 2.756 3.396
30 1.310 1.697 2.042 2.457 2.750 3.385
40 1.303 1.684 2.021 2.423 2.704 3.307
60 1.296 1.671 2.000 2.390 2.660 3.232
100 1.290 1.660 1.984 2.364 2.626 3.174
` 1.282 1.645 1.960 2.326 2.576 3.090

NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, September 2011.

770 Appendix Tables


Table 9a Upper Critical Values of the F Distribution

0 F 1, 2 ,

For probabilities a = 0.5 and a = .01, the tables show the values Fn1,n2,a such that P1 Fn1,n2 7 Fn1,n2,a 2 = a, where Fn1,n2 is an F random variable,
with numerator degrees of freedom n1 and denominator degrees of freedom n2. For example, the probability is .05 that an F3,7 random vari-
ables exceeds 4.347.

For n1 Numerator Degrees of Freedom and n2 Denominator Degrees of Freedom 5% Significance Level F.051 n1, n2 2
n2 >n1 1 2 3 4 5 6 7 8 9 10
1 161.448 199.500 215.707 224.583 230.162 233.986 236.768 238.882 240.543 241.882
2 18.513 19.000 19.164 19.247 19.296 19.330 19.353 19.371 19.385 19.396
3 10.128 9.552 9.277 9.117 9.013 8.941 8.887 8.845 8.812 8.786
4 7.709 6.944 6.591 6.388 6.256 6.163 6.094 6.041 5.999 5.964
5 6.608 5.786 5.409 5.192 5.050 4.950 4.876 4.818 4.772 4.735
6 5.987 5.143 4.757 4.534 4.387 4.284 4.207 4.147 4.099 4.060
7 5.591 4.737 4.347 4.120 3.972 3.866 3.787 3.726 3.677 3.637
8 5.318 4.459 4.066 3.838 3.687 3.581 3.500 3.438 3.388 3.347
9 5.117 4.256 3.863 3.633 3.482 3.374 3.293 3.230 3.179 3.137
10 4.965 4.103 3.708 3.478 3.326 3.217 3.135 3.072 3.020 2.978
11 4.844 3.982 3.587 3.357 3.204 3.095 3.012 2.948 2.896 2.854
12 4.747 3.885 3.490 3.259 3.106 2.996 2.913 2.849 2.796 2.753
13 4.667 3.806 3.411 3.179 3.025 2.915 2.832 2.767 2.714 2.671
14 4.600 3.739 3.344 3.112 2.958 2.848 2.764 2.699 2.646 2.602
15 4.543 3.682 3.287 3.056 2.901 2.790 2.707 2.641 2.588 2.544
16 4.494 3.634 3.239 3.007 2.852 2.741 2.657 2.591 2.538 2.494
17 4.451 3.592 3.197 2.965 2.810 2.699 2.614 2.548 2.494 2.450
18 4.414 3.555 3.160 2.928 2.773 2.661 2.577 2.510 2.456 2.412
19 4.381 3.522 3.127 2.895 2.740 2.628 2.544 2.477 2.423 2.378
20 4.351 3.493 3.098 2.866 2.711 2.599 2.514 2.447 2.393 2.348
21 4.325 3.467 3.072 2.840 2.685 2.573 2.488 2.420 2.366 2.321
22 4.301 3.443 3.049 2.817 2.661 2.549 2.464 2.397 2.342 2.297
23 4.279 3.422 3.028 2.796 2.640 2.528 2.442 2.375 2.320 2.275
24 4.260 3.403 3.009 2.776 2.621 2.508 2.423 2.355 2.300 2.255
25 4.242 3.385 2.991 2.759 2.603 2.490 2.405 2.337 2.282 2.236
26 4.225 3.369 2.975 2.743 2.587 2.474 2.388 2.321 2.265 2.220
27 4.210 3.354 2.960 2.728 2.572 2.459 2.373 2.305 2.250 2.204
28 4.196 3.340 2.947 2.714 2.558 2.445 2.359 2.291 2.236 2.190
29 4.183 3.328 2.934 2.701 2.545 2.432 2.346 2.278 2.223 2.177
30 4.171 3.316 2.922 2.690 2.534 2.421 2.334 2.266 2.211 2.165
40 4.085 3.232 2.839 2.606 2.449 2.336 2.249 2.180 2.124 2.077
60 4.001 3.150 2.758 2.525 2.368 2.254 2.167 2.097 2.040 1.993
100 3.936 3.087 2.696 2.463 2.305 2.191 2.103 2.032 1.975 1.927
(continued)

Appendix Tables 771


Table 9a Upper Critical Values of the F Distribution (Continued )

For n1 Numerator Degrees of Freedom and n2 Denominator Degrees of Freedom 5% Significance Level F.051 n1, n2 2
n2 >n1 11 12 13 14 15 16 17 18 19 20
1 242.983 243.906 244.690 245.364 245.950 246.464 246.918 247.323 247.686 248.013
2 19.405 19.413 19.419 19.424 19.429 19.433 19.437 19.440 19.443 19.446
3 8.763 8.745 8.729 8.715 8.703 8.692 8.683 8.675 8.667 8.660
4 5.936 5.912 5.891 5.873 5.858 5.844 5.832 5.821 5.811 5.803
5 4.704 4.678 4.655 4.636 4.619 4.604 4.590 4.579 4.568 4.558
6 4.027 4.000 3.976 3.956 3.938 3.922 3.908 3.896 3.884 3.874
7 3.603 3.575 3.550 3.529 3.511 3.494 3.480 3.467 3.455 3.445
8 3.313 3.284 3.259 3.237 3.218 3.202 3.187 3.173 3.161 3.150
9 3.102 3.073 3.048 3.025 3.006 2.989 2.974 2.960 2.948 2.936
10 2.943 2.913 2.887 2.865 2.845 2.828 2.812 2.798 2.785 2.774
11 2.818 2.788 2.761 2.739 2.719 2.701 2.685 2.671 2.658 2.646
12 2.717 2.687 2.660 2.637 2.617 2.599 2.583 2.568 2.555 2.544
13 2.635 2.604 2.577 2.554 2.533 2.515 2.499 2.484 2.471 2.459
14 2.565 2.534 2.507 2.484 2.463 2.445 2.428 2.413 2.400 2.388
15 2.507 2.475 2.448 2.424 2.403 2.385 2.368 2.353 2.340 2.328
16 2.456 2.425 2.397 2.373 2.352 2.333 2.317 2.302 2.288 2.276
17 2.413 2.381 2.353 2.329 2.308 2.289 2.272 2.257 2.243 2.230
18 2.374 2.342 2.314 2.290 2.269 2.250 2.233 2.217 2.203 2.191
19 2.340 2.308 2.280 2.256 2.234 2.215 2.198 2.182 2.168 2.155
20 2.310 2.278 2.250 2.225 2.203 2.184 2.167 2.151 2.137 2.124
21 2.283 2.250 2.222 2.197 2.176 2.156 2.139 2.123 2.109 2.096
22 2.259 2.226 2.198 2.173 2.151 2.131 2.114 2.098 2.084 2.071
23 2.236 2.204 2.175 2.150 2.128 2.109 2.091 2.075 2.061 2.048
24 2.216 2.183 2.155 2.130 2.108 2.088 2.070 2.054 2.040 2.027
25 2.198 2.165 2.136 2.111 2.089 2.069 2.051 2.035 2.021 2.007
26 2.181 2.148 2.119 2.094 2.072 2.052 2.034 2.018 2.003 1.990
27 2.166 2.132 2.103 2.078 2.056 2.036 2.018 2.002 1.987 1.974
28 2.151 2.118 2.089 2.064 2.041 2.021 2.003 1.987 1.972 1.959
29 2.138 2.104 2.075 2.050 2.027 2.007 1.989 1.973 1.958 1.945
30 2.126 2.092 2.063 2.037 2.015 1.995 1.976 1.960 1.945 1.932
40 2.038 2.003 1.974 1.948 1.924 1.904 1.885 1.868 1.853 1.839
60 1.952 1.917 1.887 1.860 1.836 1.815 1.796 1.778 1.763 1.748
100 1.886 1.850 1.819 1.792 1.768 1.746 1.726 1.708 1.691 1.676

NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, September 2011.

772 Appendix Tables


Table 9b Upper Critical Values of the F Distribution

For n1 Numerator Degrees of Freedom and n2 Denominator Degrees of Freedom 1% Significance Level F.01(n1, n2)
n2 >n1 1 2 3 4 5 6 7 8 9 10
1 4052.19 4999.52 5403.34 5624.62 5763.65 5858.97 5928.33 5981.10 6022.50 6055.85
2 98.502 99.000 99.166 99.249 99.300 99.333 99.356 99.374 99.388 99.399
3 34.116 30.816 29.457 28.710 28.237 27.911 27.672 27.489 27.345 27.229
4 21.198 18.000 16.694 15.977 15.522 15.207 14.976 14.799 14.659 14.546
5 16.258 13.274 12.060 11.392 10.967 10.672 10.456 10.289 10.158 10.051
6 13.745 10.925 9.780 9.148 8.746 8.466 8.260 8.102 7.976 7.874
7 12.246 9.547 8.451 7.847 7.460 7.191 6.993 6.840 6.719 6.620
8 11.259 8.649 7.591 7.006 6.632 6.371 6.178 6.029 5.911 5.814
9 10.561 8.022 6.992 6.422 6.057 5.802 5.613 5.467 5.351 5.257
10 10.044 7.559 6.552 5.994 5.636 5.386 5.200 5.057 4.942 4.849
11 9.646 7.206 6.217 5.668 5.316 5.069 4.886 4.744 4.632 4.539
12 9.330 6.927 5.953 5.412 5.064 4.821 4.640 4.499 4.388 4.296
13 9.074 6.701 5.739 5.205 4.862 4.620 4.441 4.302 4.191 4.100
14 8.862 6.515 5.564 5.035 4.695 4.456 4.278 4.140 4.030 3.939
15 8.683 6.359 5.417 4.893 4.556 4.318 4.142 4.004 3.895 3.805
16 8.531 6.226 5.292 4.773 4.437 4.202 4.026 3.890 3.780 3.691
17 8.400 6.112 5.185 4.669 4.336 4.102 3.927 3.791 3.682 3.593
18 8.285 6.013 5.092 4.579 4.248 4.015 3.841 3.705 3.597 3.508
19 8.185 5.926 5.010 4.500 4.171 3.939 3.765 3.631 3.523 3.434
20 8.096 5.849 4.938 4.431 4.103 3.871 3.699 3.564 3.457 3.368
21 8.017 5.780 4.874 4.369 4.042 3.812 3.640 3.506 3.398 3.310
22 7.945 5.719 4.817 4.313 3.988 3.758 3.587 3.453 3.346 3.258
23 7.881 5.664 4.765 4.264 3.939 3.710 3.539 3.406 3.299 3.211
24 7.823 5.614 4.718 4.218 3.895 3.667 3.496 3.363 3.256 3.168
25 7.770 5.568 4.675 4.177 3.855 3.627 3.457 3.324 3.217 3.129
26 7.721 5.526 4.637 4.140 3.818 3.591 3.421 3.288 3.182 3.094
27 7.677 5.488 4.601 4.106 3.785 3.558 3.388 3.256 3.149 3.062
28 7.636 5.453 4.568 4.074 3.754 3.528 3.358 3.226 3.120 3.032
29 7.598 5.420 4.538 4.045 3.725 3.499 3.330 3.198 3.092 3.005
30 7.562 5.390 4.510 4.018 3.699 3.473 3.305 3.173 3.067 2.979
40 7.314 5.179 4.313 3.828 3.514 3.291 3.124 2.993 2.888 2.801
60 7.077 4.977 4.126 3.649 3.339 3.119 2.953 2.823 2.718 2.632
100 6.895 4.824 3.984 3.513 3.206 2.988 2.823 2.694 2.590 2.503

(continued)

Appendix Tables 773


Table 9b Upper Critical Values of the F Distribution (Continued)

For n1 Numerator Degrees of Freedom and n2 Denominator Degrees of Freedom 1% Significance Level F.01(n1, n2)
n2 >n 11 12 13 14 15 16 17 18 19 20
1 6083.35 6106.35 6125.86 6142.70 6157.28 6170.12 6181.42 6191.52 6200.58 6208.74
2 99.408 99.416 99.422 99.428 99.432 99.437 99.440 99.444 99.447 99.449
3 27.133 27.052 26.983 26.924 26.872 26.827 26.787 26.751 26.719 26.690
4 14.452 14.374 14.307 14.249 14.198 14.154 14.115 14.080 14.048 14.020
5 9.963 9.888 9.825 9.770 9.722 9.680 9.643 9.610 9.580 9.553
6 7.790 7.718 7.657 7.605 7.559 7.519 7.483 7.451 7.422 7.396
7 6.538 6.469 6.410 6.359 6.314 6.275 6.240 6.209 6.181 6.155
8 5.734 5.667 5.609 5.559 5.515 5.477 5.442 5.412 5.384 5.359
9 5.178 5.111 5.055 5.005 4.962 4.924 4.890 4.860 4.833 4.808
10 4.772 4.706 4.650 4.601 4.558 4.520 4.487 4.457 4.430 4.405
11 4.462 4.397 4.342 4.293 4.251 4.213 4.180 4.150 4.123 4.099
12 4.220 4.155 4.100 4.052 4.010 3.972 3.939 3.909 3.883 3.858
13 4.025 3.960 3.905 3.857 3.815 3.778 3.745 3.716 3.689 3.665
14 3.864 3.800 3.745 3.698 3.656 3.619 3.586 3.556 3.529 3.505
15 3.730 3.666 3.612 3.564 3.522 3.485 3.452 3.423 3.396 3.372
16 3.616 3.553 3.498 3.451 3.409 3.372 3.339 3.310 3.283 3.259
17 3.519 3.455 3.401 3.353 3.312 3.275 3.242 3.212 3.186 3.162
18 3.434 3.371 3.316 3.269 3.227 3.190 3.158 3.128 3.101 3.077
19 3.360 3.297 3.242 3.195 3.153 3.116 3.084 3.054 3.027 3.003
20 3.294 3.231 3.177 3.130 3.088 3.051 3.018 2.989 2.962 2.938
21 3.236 3.173 3.119 3.072 3.030 2.993 2.960 2.931 2.904 2.880
22 3.184 3.121 3.067 3.019 2.978 2.941 2.908 2.879 2.852 2.827
23 3.137 3.074 3.020 2.973 2.931 2.894 2.861 2.832 2.805 2.781
24 3.094 3.032 2.977 2.930 2.889 2.852 2.819 2.789 2.762 2.738
25 3.056 2.993 2.939 2.892 2.850 2.813 2.780 2.751 2.724 2.699
26 3.021 2.958 2.904 2.857 2.815 2.778 2.745 2.715 2.688 2.664
27 2.988 2.926 2.871 2.824 2.783 2.746 2.713 2.683 2.656 2.632
28 2.959 2.896 2.842 2.795 2.753 2.716 2.683 2.653 2.626 2.602
29 2.931 2.868 2.814 2.767 2.726 2.689 2.656 2.626 2.599 2.574
30 2.906 2.843 2.789 2.742 2.700 2.663 2.630 2.600 2.573 2.549
40 2.727 2.665 2.611 2.563 2.522 2.484 2.451 2.421 2.394 2.369
60 2.559 2.496 2.442 2.394 2.352 2.315 2.281 2.251 2.223 2.198
100 2.430 2.368 2.313 2.265 2.223 2.185 2.151 2.120 2.092 2.067
NIST/SEMATECH e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/, September 2011.

774 Appendix Tables


Table 10 Cutoff Points for the Distribution of the Wilcoxon Test Statistic
For sample size n, the table shows, for selected probabilities a, the numbers Ta such that
P1 T 6 Ta 2 = a, where the distribution of the random variable T is that of the Wilcoxon test
statistic under the null hypothesis.

n a
.005 .010 .025 .050 .100
4 0 0 0 0 1
5 0 0 0 1 3
6 0 0 1 3 4
7 0 1 3 4 6
8 1 2 4 6 9
9 2 4 6 9 11
10 4 6 9 11 15
11 6 8 11 14 18
12 8 10 14 18 22
13 10 13 18 22 27
14 13 16 22 26 32
15 16 20 26 31 37
16 20 24 30 36 43
17 24 28 35 42 49
18 28 33 41 48 56
19 33 38 47 54 63
20 38 44 53 61 70
Reproduced with permission from R. L. McCormack, “Extended tables of the Wilcoxon
matched pairs signed rank statistics,” Journal of the American Statistical Association 60
(1965).

Appendix Tables 775


Table 11 Cutoff Points for the Distribution of Spearman Rank
Correlation Coefficient
For sample size n, the table shows, for selected probabilities a, the numbers rs,a such
that P1 rs 7 rs, a 2 = a, where the distribution of the random variable rs is that of
Spearman rank correlation coefficient under the null hypothesis of no association.

n a
.050 .025 .010 .005
5 .900 — — —
6 .829 .886 .943 —
7 .714 .786 .893 —
8 .643 .738 .833 .881
9 .600 .683 .783 .833
10 .564 .648 .745 .794
11 .523 .623 .736 .818
12 .497 .591 .703 .780
13 .475 .566 .673 .745
14 .457 .545 .646 .716
15 .441 .525 .623 .689
16 .425 .507 .601 .666
17 .412 .490 .582 .645
18 .399 .476 .564 .625
19 .388 .462 .549 .608
20 .377 .450 .534 .591
21 .368 .438 .521 .576
22 .359 .428 .508 .562
23 .351 .418 .496 .549
24 .343 .409 .485 .537
25 .336 .400 .475 .526
26 .329 .392 .465 .515
27 .323 .385 .456 .505
28 .317 .377 .448 .496
29 .311 .370 .440 .487
30 .305 .364 .432 .478
Reproduced with permission from E. G. Olds, “Distribution of sums of squares of
rank differences for small samples,” Annals of Mathematical Statistics 9 (1938).

776 Appendix Tables


Table 12 Cutoff Points for the Distribution of the Durbin-Watson Test Statistic
Let da be the number such that P1 d 6 da 2 = a, where the random variable d has the distribution of the Durbin-Watson statistic under the null
hypothesis of no autocorrelation in the regression errors. For probabilities a = .05 and a = .01, the tables show, for numbers of independent
variables, K, values dL and dU such that dL 6 da 6 dU, for numbers n of observations.

a = 0.05
n K
1 2 3 4 5
dL dU dL dU dL dU dL dU dL dU
15 1.08 1.36 0.95 1.54 0.82 1.75 0.69 1.97 0.56 2.21
16 1.10 1.37 0.98 1.54 0.86 1.73 0.74 1.93 0.62 2.15
17 1.13 1.38 1.02 1.54 0.90 1.71 0.78 1.90 0.67 2.10
18 1.16 1.39 1.05 1.53 0.93 1.69 1.82 1.87 0.71 2.06
19 1.18 1.40 1.08 1.53 0.97 1.68 0.86 1.85 0.75 2.02
20 1.20 1.41 1.10 1.54 1.00 1.68 0.90 1.83 0.79 1.99
21 1.22 1.42 1.13 1.54 1.03 1.67 0.93 1.81 0.83 1.96
22 1.24 1.43 1.15 1.54 1.05 1.66 0.96 1.80 0.86 1.94
23 1.26 1.44 1.17 1.54 1.08 1.66 0.99 1.79 0.90 1.92
24 1.27 1.45 1.19 1.55 1.10 1.66 1.01 1.78 0.93 1.90
25 1.29 1.45 1.21 1.55 1.12 1.66 1.04 1.77 0.95 1.89
26 1.30 1.46 1.22 1.55 1.14 1.65 1.06 1.76 0.98 1.88
27 1.32 1.47 1.24 1.56 1.16 1.65 1.08 1.76 1.01 1.86
28 1.33 1.48 1.26 1.56 1.18 1.65 1.10 1.75 1.03 1.85
29 1.34 1.48 1.27 1.56 1.20 1.65 1.12 1.74 1.05 1.84
30 1.35 1.49 1.28 1.57 1.21 1.65 1.14 1.74 1.07 1.83
31 1.36 1.50 1.30 1.57 1.23 1.65 1.16 1.74 1.09 1.83
32 1.37 1.50 1.31 1.57 1.24 1.65 1.18 1.73 1.11 1.82
33 1.38 1.51 1.32 1.58 1.26 1.65 1.19 1.73 1.13 1.81
34 1.39 1.51 1.33 1.58 1.27 1.65 1.21 1.73 1.15 1.81
35 1.40 1.52 1.34 1.58 1.28 1.65 1.22 1.73 1.16 1.80
36 1.41 1.52 1.35 1.59 1.29 1.65 1.24 1.73 1.18 1.80
37 1.42 1.53 1.36 1.59 1.31 1.66 1.25 1.72 1.19 1.80
38 1.43 1.54 1.37 1.59 1.32 1.66 1.26 1.72 1.21 1.79
39 1.43 1.54 1.38 1.60 1.33 1.66 1.27 1.72 1.22 1.79
40 1.44 1.54 1.39 1.60 1.34 1.66 1.29 1.72 1.23 1.79
45 1.48 1.57 1.43 1.62 1.38 1.67 1.34 1.72 1.29 1.78
50 1.50 1.59 1.46 1.63 1.42 1.67 1.38 1.72 1.34 1.77
55 1.53 1.60 1.49 1.64 1.45 1.68 1.41 1.72 1.38 1.77
60 1.55 1.62 1.51 1.65 1.48 1.69 1.44 1.73 1.41 1.77
65 1.57 1.63 1.54 1.66 1.50 1.70 1.47 1.73 1.44 1.77
70 1.58 1.64 1.55 1.67 1.52 1.70 1.49 1.74 1.46 1.77
75 1.60 1.65 1.57 1.68 1.54 1.71 1.51 1.74 1.49 1.77
80 1.61 1.66 1.59 1.69 1.56 1.72 1.53 1.74 1.51 1.77
85 1.62 1.67 1.60 1.70 1.57 1.72 1.55 1.75 1.52 1.77
90 1.63 1.68 1.61 1.70 1.59 1.73 1.57 1.75 1.54 1.78
95 1.64 1.69 1.62 1.71 1.60 1.73 1.58 1.75 1.56 1.78
100 1.65 1.69 1.63 1.72 1.61 1.74 1.59 1.76 1.57 1.78

(continued)

Appendix Tables 777


Table 12 Cutoff Points for the Distribution of the Durbin-Watson Test Statistic (Continued )

a = 0.05
n K
1 2 3 4 5
dL dU dL dU dL dU dL dU dL dU
15 0.81 1.07 0.70 1.25 0.59 1.46 0.49 1.70 0.39 1.96
16 0.84 1.09 0.74 1.25 0.63 1.44 0.53 1.66 0.44 1.90
17 0.87 1.10 0.77 1.25 0.67 1.43 0.57 1.63 0.48 1.85
18 0.90 1.12 0.80 1.26 0.71 1.42 0.61 1.60 0.52 1.80
19 0.93 1.13 0.83 1.26 0.74 1.41 0.65 1.58 0.56 1.77
20 0.95 1.15 0.86 1.27 0.77 1.41 0.68 1.57 0.60 1.74
21 0.97 1.16 0.89 1.27 0.80 1.41 0.72 1.55 0.63 1.71
22 1.00 1.17 0.91 1.28 0.83 1.40 0.75 1.54 0.66 1.69
23 1.02 1.19 0.94 1.29 0.86 1.40 0.77 1.53 0.70 1.67
24 1.04 1.20 0.96 1.30 0.88 1.41 0.80 1.53 0.72 1.66
25 1.05 1.21 0.98 1.30 0.90 1.41 0.83 1.52 0.75 1.65
26 1.07 1.22 1.00 1.31 0.93 1.41 0.85 1.52 0.78 1.64
27 1.09 1.23 1.02 1.32 0.95 1.41 0.88 1.51 0.81 1.63
28 1.10 1.24 1.04 1.32 0.97 1.41 0.90 1.51 0.83 1.62
29 1.12 1.25 1.05 1.33 0.99 1.42 0.92 1.51 0.85 1.61
30 1.13 1.26 1.07 1.34 1.01 1.42 0.94 1.51 0.88 1.61
31 1.15 1.27 1.08 1.34 1.02 1.42 0.96 1.51 0.90 1.60
32 1.16 1.28 1.10 1.35 1.04 1.43 0.98 1.51 0.92 1.60
33 1.17 1.29 1.11 1.36 1.05 1.43 1.00 1.51 0.94 1.59
34 1.18 1.30 1.13 1.36 1.07 1.43 1.01 1.51 0.95 1.59
35 1.19 1.31 1.14 1.37 1.08 1.44 1.03 1.51 0.97 1.59
36 1.21 1.32 1.15 1.38 1.10 1.44 1.04 1.51 0.99 1.59
37 1.22 1.32 1.16 1.38 1.11 1.45 1.06 1.51 1.00 1.59
38 1.23 1.33 1.18 1.39 1.12 1.45 1.07 1.52 1.02 1.58
39 1.24 1.34 1.19 1.39 1.14 1.45 1.09 1.52 1.03 1.58
40 1.25 1.34 1.20 1.40 1.15 1.46 1.10 1.52 1.05 1.58
45 1.29 1.38 1.24 1.42 1.20 1.48 1.16 1.53 1.11 1.58
50 1.32 1.40 1.28 1.45 1.24 1.49 1.20 1.54 1.16 1.59
55 1.36 1.43 1.32 1.47 1.28 1.51 1.25 1.55 1.21 1.59
60 1.38 1.45 1.35 1.48 1.32 1.52 1.28 1.56 1.25 1.60
65 1.41 1.47 1.38 1.50 1.35 1.53 1.31 1.57 1.28 1.61
70 1.43 1.49 1.40 1.52 1.37 1.55 1.34 1.58 1.31 1.61
75 1.45 1.50 1.42 1.53 1.39 1.56 1.37 1.59 1.34 1.62
80 1.47 1.52 1.44 1.54 1.42 1.57 1.39 1.60 1.36 1.62
85 1.48 1.53 1.46 1.55 1.43 1.58 1.41 1.60 1.39 1.63
90 1.50 1.54 1.47 1.56 1.45 1.59 1.43 1.61 1.41 1.64
95 1.51 1.55 1.49 1.57 1.47 1.60 1.45 1.62 1.42 1.64
100 1.52 1.56 1.50 1.58 1.48 1.60 1.46 1.63 1.44 1.65
Computed from TSP 4.5 based on R. W. Farebrother, “A Remark on Algorithms AS106, AS153, and AS155: The Distribution of a Linear
Combination of Chi-Square Random Variables”, Journal of the Royal Statistical Society, Series C (Applied Statistics), 1984, 29, pp. 323–333.

778 Appendix Tables


Table 13 Critical Values of Studentized Range Q 1 a = 0.05 2
The Studentized Range Upper Quantiles Q(k, df; 0.05)
df k-> 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
1 17.969 26.976 32.819 37.082 40.408 43.119 45.397 47.357 49.071 50.592 51.957 53.194 54.323 55.361 56.320 57.212 58.044 58.824 59.558
2 6.085 8.331 9.798 10.881 11.734 12.435 13.027 13.539 13.988 14.389 14.749 15.076 15.375 15.650 15.905 16.143 16.365 16.573 16.769
3 4.501 5.910 6.825 7.502 8.037 8.478 8.852 9.177 9.462 9.717 9.946 10.155 10.346 10.522 10.686 10.838 10.980 11.114 11.240
4 3.926 5.040 5.757 6.287 6.706 7.053 7.347 7.602 7.826 8.027 8.208 8.373 8.524 8.664 8.793 8.914 9.027 9.133 9.233
5 3.635 4.602 5.218 5.673 6.033 6.330 6.582 6.801 6.995 7.167 7.323 7.466 7.596 7.716 7.828 7.932 8.030 8.122 8.208
6 3.460 4.339 4.896 5.305 5.628 5.895 6.122 6.319 6.493 6.649 6.789 6.917 7.034 7.143 7.244 7.338 7.426 7.508 7.586
7 3.344 4.165 4.681 5.060 5.359 5.606 5.815 5.997 6.158 6.302 6.431 6.550 6.658 6.759 6.852 6.939 7.020 7.097 7.169
8 3.261 4.041 4.529 4.886 5.167 5.399 5.596 5.767 5.918 6.053 6.175 6.287 6.389 6.483 6.571 6.653 6.729 6.801 6.869
9 3.199 3.948 4.415 4.755 5.024 5.244 5.432 5.595 5.738 5.867 5.983 6.089 6.186 6.276 6.359 6.437 6.510 6.579 6.643
10 3.151 3.877 4.327 4.654 4.912 5.124 5.304 5.460 5.598 5.722 5.833 5.935 6.028 6.114 6.194 6.269 6.339 6.405 6.467
11 3.113 3.820 4.256 4.574 4.823 5.028 5.202 5.353 5.486 5.605 5.713 5.811 5.901 5.984 6.062 6.134 6.202 6.265 6.325
12 3.081 3.773 4.199 4.508 4.750 4.950 5.119 5.265 5.395 5.510 5.615 5.710 5.797 5.878 5.953 6.023 6.089 6.151 6.209
13 3.055 3.734 4.151 4.453 4.690 4.884 5.049 5.192 5.318 5.431 5.533 5.625 5.711 5.789 5.862 5.931 5.995 6.055 6.112
14 3.033 3.701 4.111 4.407 4.639 4.829 4.990 5.130 5.253 5.364 5.463 5.554 5.637 5.714 5.785 5.852 5.915 5.973 6.029
15 3.014 3.673 4.076 4.367 4.595 4.782 4.940 5.077 5.198 5.306 5.403 5.492 5.574 5.649 5.719 5.785 5.846 5.904 5.958
16 2.998 3.649 4.046 4.333 4.557 4.741 4.896 5.031 5.150 5.256 5.352 5.439 5.519 5.593 5.662 5.726 5.786 5.843 5.896
17 2.984 3.628 4.020 4.303 4.524 4.705 4.858 4.991 5.108 5.212 5.306 5.392 5.471 5.544 5.612 5.675 5.734 5.790 5.842
18 2.971 3.609 3.997 4.276 4.494 4.673 4.824 4.955 5.071 5.173 5.266 5.351 5.429 5.501 5.567 5.629 5.688 5.743 5.794
19 2.960 3.593 3.977 4.253 4.468 4.645 4.794 4.924 5.037 5.139 5.231 5.314 5.391 5.462 5.528 5.589 5.647 5.701 5.752
20 2.950 3.578 3.958 4.232 4.445 4.620 4.768 4.895 5.008 5.108 5.199 5.282 5.357 5.427 5.492 5.553 5.610 5.663 5.714
21 2.941 3.565 3.942 4.213 4.424 4.597 4.743 4.870 4.981 5.081 5.170 5.252 5.327 5.396 5.460 5.520 5.576 5.629 5.679
22 2.933 3.553 3.927 4.196 4.405 4.577 4.722 4.847 4.957 5.056 5.144 5.225 5.299 5.368 5.431 5.491 5.546 5.599 5.648
23 2.926 3.542 3.914 4.180 4.388 4.558 4.702 4.826 4.935 5.033 5.121 5.201 5.274 5.342 5.405 5.464 5.519 5.571 5.620
24 2.919 3.532 3.901 4.166 4.373 4.541 4.684 4.807 4.915 5.012 5.099 5.179 5.251 5.319 5.381 5.439 5.494 5.545 5.594
25 2.913 3.523 3.890 4.153 4.358 4.526 4.667 4.789 4.897 4.993 5.079 5.158 5.230 5.297 5.359 5.417 5.471 5.522 5.570
26 2.907 3.514 3.880 4.141 4.345 4.511 4.652 4.773 4.880 4.975 5.061 5.139 5.211 5.277 5.339 5.396 5.450 5.500 5.548
27 2.902 3.506 3.870 4.130 4.333 4.498 4.638 4.758 4.864 4.959 5.044 5.122 5.193 5.259 5.320 5.377 5.430 5.480 5.528
28 2.897 3.499 3.861 4.120 4.322 4.486 4.625 4.745 4.850 4.944 5.029 5.106 5.177 5.242 5.302 5.359 5.412 5.462 5.509
29 2.892 3.493 3.853 4.111 4.311 4.475 4.613 4.732 4.837 4.930 5.014 5.091 5.161 5.226 5.286 5.342 5.395 5.445 5.491
30 2.888 3.486 3.845 4.102 4.301 4.464 4.601 4.720 4.824 4.917 5.001 5.077 5.147 5.211 5.271 5.327 5.379 5.429 5.475

(continued)
779
780

Table 13 Critical Values of Studentized Range Q 1 a = 0.05 2 (Continued)


df k-> 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
31 2.884 3.481 3.838 4.094 4.292 4.454 4.591 4.709 4.812 4.905 4.988 5.064 5.134 5.198 5.257 5.313 5.365 5.414 5.460
32 2.881 3.475 3.832 4.086 4.284 4.445 4.581 4.698 4.802 4.894 4.976 5.052 5.121 5.185 5.244 5.299 5.351 5.400 5.445
33 2.877 3.470 3.825 4.079 4.276 4.436 4.572 4.689 4.791 4.883 4.965 5.040 5.109 5.173 5.232 5.287 5.338 5.386 5.432
34 2.874 3.465 3.820 4.072 4.268 4.428 4.563 4.680 4.782 4.873 4.955 5.030 5.098 5.161 5.220 5.275 5.326 5.374 5.420
35 2.871 3.461 3.814 4.066 4.261 4.421 4.555 4.671 4.773 4.863 4.945 5.020 5.088 5.151 5.209 5.264 5.315 5.362 5.408
36 2.868 3.457 3.809 4.060 4.255 4.414 4.547 4.663 4.764 4.855 4.936 5.010 5.078 5.141 5.199 5.253 5.304 5.352 5.397
37 2.865 3.453 3.804 4.054 4.249 4.407 4.540 4.655 4.756 4.846 4.927 5.001 5.069 5.131 5.189 5.243 5.294 5.341 5.386
38 2.863 3.449 3.799 4.049 4.243 4.400 4.533 4.648 4.749 4.838 4.919 4.993 5.060 5.122 5.180 5.234 5.284 5.331 5.376
39 2.861 3.445 3.795 4.044 4.237 4.394 4.527 4.641 4.741 4.831 4.911 4.985 5.052 5.114 5.171 5.225 5.275 5.322 5.367
40 2.858 3.442 3.791 4.039 4.232 4.388 4.521 4.634 4.735 4.824 4.904 4.977 5.044 5.106 5.163 5.216 5.266 5.313 5.358
48 2.843 3.420 3.764 4.008 4.197 4.351 4.481 4.592 4.690 4.777 4.856 4.927 4.993 5.053 5.109 5.161 5.210 5.256 5.299
60 2.829 3.399 3.737 3.977 4.163 4.314 4.441 4.550 4.646 4.732 4.808 4.878 4.942 5.001 5.056 5.107 5.154 5.199 5.241
80 2.814 3.377 3.711 3.947 4.129 4.277 4.402 4.509 4.603 4.686 4.761 4.829 4.892 4.949 5.003 5.052 5.099 5.142 5.183
120 2.800 3.356 3.685 3.917 4.096 4.241 4.363 4.468 4.560 4.641 4.714 4.781 4.842 4.898 4.950 4.998 5.043 5.086 5.126
240 2.786 3.335 3.659 3.887 4.063 4.205 4.324 4.427 4.517 4.596 4.668 4.733 4.792 4.847 4.897 4.944 4.988 5.030 5.069
Inf 2.772 3.314 3.633 3.858 4.030 4.170 4.286 4.387 4.474 4.552 4.622 4.685 4.743 4.796 4.845 4.891 4.934 4.974 5.012

The Studentized Range Upper Quantiles Q(k, df; 0.01)


df k-> 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
1 90.024 135.041 164.258 185.575 202.210 215.769 227.166 236.966 245.542 253.151 259.979 266.165 271.812 277.003 281.803 286.263 290.426 294.328 297.997
2 14.036 19.019 22.294 24.717 26.629 28.201 29.530 30.679 31.689 32.589 33.398 34.134 34.806 35.426 36.000 36.534 37.034 37.502 37.943
3 8.260 10.619 12.170 13.324 14.241 14.998 15.641 16.199 16.691 17.130 17.526 17.887 18.217 18.522 18.805 19.068 19.315 19.546 19.765
4 6.511 8.120 9.173 9.958 10.583 11.101 11.542 11.925 12.264 12.567 12.840 13.090 13.318 13.530 13.726 13.909 14.081 14.242 14.394
5 5.702 6.976 7.804 8.421 8.913 9.321 9.669 9.971 10.239 10.479 10.696 10.894 11.076 11.244 11.400 11.545 11.682 11.811 11.932
6 5.243 6.331 7.033 7.556 7.972 8.318 8.612 8.869 9.097 9.300 9.485 9.653 9.808 9.951 10.084 10.208 10.325 10.434 10.538
7 4.949 5.919 6.542 7.005 7.373 7.678 7.939 8.166 8.367 8.548 8.711 8.860 8.997 9.124 9.242 9.353 9.456 9.553 9.645
8 4.745 5.635 6.204 6.625 6.959 7.237 7.474 7.680 7.863 8.027 8.176 8.311 8.436 8.552 8.659 8.760 8.854 8.943 9.027
9 4.596 5.428 5.957 6.347 6.657 6.915 7.134 7.325 7.494 7.646 7.784 7.910 8.025 8.132 8.232 8.325 8.412 8.495 8.573
10 4.482 5.270 5.769 6.136 6.428 6.669 6.875 7.054 7.213 7.356 7.485 7.603 7.712 7.812 7.906 7.993 8.075 8.153 8.226
11 4.392 5.146 5.621 5.970 6.247 6.476 6.671 6.841 6.992 7.127 7.250 7.362 7.464 7.560 7.648 7.731 7.809 7.883 7.952
12 4.320 5.046 5.502 5.836 6.101 6.320 6.507 6.670 6.814 6.943 7.060 7.166 7.265 7.356 7.441 7.520 7.594 7.664 7.730
13 4.260 4.964 5.404 5.726 5.981 6.192 6.372 6.528 6.666 6.791 6.903 7.006 7.100 7.188 7.269 7.345 7.417 7.484 7.548
14 4.210 4.895 5.322 5.634 5.881 6.085 6.258 6.409 6.543 6.663 6.772 6.871 6.962 7.047 7.125 7.199 7.268 7.333 7.394
15 4.167 4.836 5.252 5.556 5.796 5.994 6.162 6.309 6.438 6.555 6.660 6.756 6.845 6.927 7.003 7.074 7.141 7.204 7.264
16 4.131 4.786 5.192 5.489 5.722 5.915 6.079 6.222 6.348 6.461 6.564 6.658 6.744 6.823 6.897 6.967 7.032 7.093 7.151
17 4.099 4.742 5.140 5.430 5.659 5.847 6.007 6.147 6.270 6.380 6.480 6.572 6.656 6.733 6.806 6.873 6.937 6.997 7.053
18 4.071 4.703 5.094 5.379 5.603 5.787 5.944 6.081 6.201 6.309 6.407 6.496 6.579 6.655 6.725 6.791 6.854 6.912 6.967
19 4.046 4.669 5.054 5.334 5.553 5.735 5.889 6.022 6.141 6.246 6.342 6.430 6.510 6.585 6.654 6.719 6.780 6.837 6.891
20 4.024 4.639 5.018 5.293 5.510 5.688 5.839 5.970 6.086 6.190 6.285 6.370 6.449 6.523 6.591 6.654 6.714 6.770 6.823
21 4.004 4.612 4.986 5.257 5.470 5.646 5.794 5.924 6.038 6.140 6.233 6.317 6.395 6.467 6.534 6.596 6.655 6.710 6.762
22 3.986 4.588 4.957 5.225 5.435 5.608 5.754 5.882 5.994 6.095 6.186 6.269 6.346 6.417 6.482 6.544 6.602 6.656 6.707
23 3.970 4.566 4.931 5.195 5.403 5.573 5.718 5.844 5.955 6.054 6.144 6.226 6.301 6.371 6.436 6.497 6.553 6.607 6.658
24 3.955 4.546 4.907 5.168 5.373 5.542 5.685 5.809 5.919 6.017 6.105 6.186 6.261 6.330 6.394 6.453 6.510 6.562 6.612
25 3.942 4.527 4.885 5.144 5.347 5.513 5.655 5.778 5.886 5.983 6.070 6.150 6.224 6.292 6.355 6.414 6.469 6.522 6.571
26 3.930 4.510 4.865 5.121 5.322 5.487 5.627 5.749 5.856 5.951 6.038 6.117 6.190 6.257 6.319 6.378 6.432 6.484 6.533
27 3.918 4.495 4.847 5.101 5.300 5.463 5.602 5.722 5.828 5.923 6.008 6.087 6.158 6.225 6.287 6.344 6.399 6.450 6.498
28 3.908 4.481 4.830 5.082 5.279 5.441 5.578 5.697 5.802 5.896 5.981 6.058 6.129 6.195 6.256 6.314 6.367 6.418 6.465
29 3.898 4.467 4.814 5.064 5.260 5.420 5.556 5.674 5.778 5.871 5.955 6.032 6.103 6.168 6.228 6.285 6.338 6.388 6.435
30 3.889 4.455 4.799 5.048 5.242 5.401 5.536 5.653 5.756 5.848 5.932 6.008 6.078 6.142 6.202 6.258 6.311 6.361 6.407
31 3.881 4.443 4.786 5.032 5.225 5.383 5.517 5.633 5.736 5.827 5.910 5.985 6.055 6.119 6.178 6.234 6.286 6.335 6.381
32 3.873 4.433 4.773 5.018 5.210 5.367 5.500 5.615 5.716 5.807 5.889 5.964 6.033 6.096 6.155 6.211 6.262 6.311 6.357
33 3.865 4.423 4.761 5.005 5.195 5.351 5.483 5.598 5.698 5.789 5.870 5.944 6.013 6.076 6.134 6.189 6.240 6.289 6.334
34 3.859 4.413 4.750 4.992 5.181 5.336 5.468 5.581 5.682 5.771 5.852 5.926 5.994 6.056 6.114 6.169 6.220 6.268 6.313
35 3.852 4.404 4.739 4.980 5.169 5.323 5.453 5.566 5.666 5.755 5.835 5.908 5.976 6.038 6.096 6.150 6.200 6.248 6.293
36 3.846 4.396 4.729 4.969 5.156 5.310 5.439 5.552 5.651 5.739 5.819 5.892 5.959 6.021 6.078 6.132 6.182 6.229 6.274
37 3.840 4.388 4.720 4.959 5.145 5.298 5.427 5.538 5.637 5.725 5.804 5.876 5.943 6.004 6.061 6.115 6.165 6.212 6.256
38 3.835 4.381 4.711 4.949 5.134 5.286 5.414 5.526 5.623 5.711 5.790 5.862 5.928 5.989 6.046 6.099 6.148 6.195 6.239
39 3.830 4.374 4.703 4.940 5.124 5.275 5.403 5.513 5.611 5.698 5.776 5.848 5.914 5.974 6.031 6.084 6.133 6.179 6.223
40 3.825 4.367 4.695 4.931 5.114 5.265 5.392 5.502 5.599 5.685 5.764 5.835 5.900 5.961 6.017 6.069 6.118 6.165 6.208
48 3.793 4.324 4.644 4.874 5.052 5.198 5.322 5.428 5.522 5.606 5.681 5.750 5.814 5.872 5.926 5.977 6.024 6.069 6.111
60 3.762 4.282 4.594 4.818 4.991 5.133 5.253 5.356 5.447 5.528 5.601 5.667 5.728 5.784 5.837 5.886 5.931 5.974 6.015
80 3.732 4.241 4.545 4.763 4.931 5.069 5.185 5.284 5.372 5.451 5.521 5.585 5.644 5.698 5.749 5.796 5.840 5.881 5.920
120 3.702 4.200 4.497 4.709 4.872 5.005 5.118 5.214 5.299 5.375 5.443 5.505 5.561 5.614 5.662 5.708 5.750 5.790 5.827
240 3.672 4.160 4.450 4.655 4.814 4.943 5.052 5.145 5.227 5.300 5.366 5.426 5.480 5.530 5.577 5.621 5.661 5.699 5.735
Inf 3.643 4.120 4.403 4.603 4.757 4.882 4.987 5.078 5.157 5.227 5.290 5.348 5.400 5.448 5.493 5.535 5.574 5.611 5.645
Source: cse.niaes.affrc.go.jp/miwa/probcalc/s-range/srng_tbl.html
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782

Table 14 Cumulative Distribution Function of the Runs Test Statistic


For a given number n of observations, the table shows the probability, for a random time series, that the number of runs will not exceed K.

n K
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
6 .100 .300 .700 .900 1.000
8 .029 .114 .371 .629 .886 .971 1.000
10 .008 .040 .167 .357 .643 .833 .960 .992 1.000
12 .002 .013 .067 .175 .392 .608 .825 .933 .987 .998 1.000
14 .001 .004 .025 .078 .209 .383 .617 .791 .922 .975 .996 .999 1.000
16 .000 .001 .009 .032 .100 .214 .405 .595 .786 .900 .968 .991 .999 1.000 1.000
18 .000 .000 .003 .012 .044 .109 .238 .399 .601 .762 .891 .956 .988 .997 1.000 1.000 1.000
20 .000 .000 .001 .004 .019 .051 .128 .242 .414 .586 .758 .872 .949 .981 .996 .999 1.000 1.000 1.000
Reproduced with permission from F. Swed and C. Eisenhart, “Tables for testing randomness of grouping in a sequence of alternatives,” Annals of Mathematical Statistics 14 (1943).

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