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Introductory Econometrics 1758

The document is a question paper for a CBCS Core course with a total of 28 pages, allowing candidates to answer any five out of seven questions. It includes various statistical and econometric problems related to regression analysis, hypothesis testing, and model evaluation. The paper also provides instructions for candidates regarding the use of calculators and language for answers.

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0% found this document useful (0 votes)
24 views28 pages

Introductory Econometrics 1758

The document is a question paper for a CBCS Core course with a total of 28 pages, allowing candidates to answer any five out of seven questions. It includes various statistical and econometric problems related to regression analysis, hypothesis testing, and model evaluation. The paper also provides instructions for candidates regarding the use of calculators and language for answers.

Uploaded by

waitforit0569
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
You are on page 1/ 28

[This question paper contains 28 printed pages.

]
Your Roll No ~ .

Sr. No. of Question Paper 1758 H


Unique Paper Code

Name of the Paper

Name of the Course CBCS Core

Semester IV

Duration : 3 Hour . Maximum Marks: 75

AR
Instructions for Candidates

JJ
1. Write your Roll No. on the top immediately on receipt of this question paper.

2. Answer any Five questions out of Seven.


U
G
3. All questions carry equal marks.
H
AT

4. Use of simple non-programmable calculator is allowed. Statistical tables are attached


for your reference.
N

5. Answers may be written either in English or Hindi; but the same medium should
AV

be used throughout the paper.


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l ~ 1i!R- lN ~~-tr~~~~~ -q{ ~ 3lj,;h'llcfi ~ I


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2. ~~i~1TI"€f~~~~,
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3. ~~~31'cfiWIRtt

4. ~ ll{-~~ ~('f'n('\c< ~~<ti"~ t I ~~ ~ ~ ~u'Ro4~ll ~~


i,
~ cJURT3TT ~ ~ m c;!!l'f('fcl ~ -q{ "ffl&IT3TT cit mt'f M ~ ~ t I

5. ~1i!R-lNqiT~ ~ "lll~~ ~ ~~~ . ~N~q;r.JTU!lf~"tlir-u


~I

!
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1758 2
1. State whether the following statements are True or False. Give reasons for your
answer.

(i) The assumptions made by the classical linear regression model (CLRM) are
not necessary to compute OLS estimators.

(ii) In the model Yi, = p1 + p2x2 + P3X 3 + Bi, if X2 and X3 are negatively
correlated in the sample and p3 > 0, omitting X 3 from the model will bias
b12 downward [i.e., E(b12) < PJ where b12 is the slope coefficient in the
regression of Y on X2 alone.

(iii) In cases of high multicollinearity, it is not possible to assess the individual


significance of one or more partial regression coefficients.

AR
(iv) In the presence of heteroscedasticity, the usual OLS method always

JJ
overestimates the standard errors of estimators.

U
(v) The Durbin-Watson d test assumes that the variance of the error term BI is
homoscedastic.
G (3x5=15)
H
AT

(i) ~ ~ \.lfrj•l'l-i ~ (CLRM) 1UU ~ 7lf ~ OLS di'j'fl..fcil' cit


m
N

1JUr-:rr cfiB ~ 3tlqlt4cfi ~ ~I


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(ii) ~ Yi, = p·1 + p2x2 + p3x3 + Bi, if x2 ~. ~ x2 ~ X3 ~ "1l. -1cfiR1Mcfi


-;q ~ ijt;~i!llt@ ~ ~ p3 o, ~ ~ X3 cfi1 ~ ~ b12 ~ cit -3W 'dl'Tlffl
>
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1TI11f ~. E(b12) < PJ ~ bl2 tficffi x2 1R y ~ \.lfrj•l'l"1 ~ ~ ~


t1
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(iii) ~ 31fuc:fi 3Tifflcfi


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iils~~{qdl ~ ~ ~. ~ "lff !,lfrj•l'l-i ~ ~ ollfct~Md


~ cfiT 3Ucfiwf ~ ~ ~ t1

(iv) Fcltii'!Jf7lcfidl cit~~, ~ aTIQ('fQij ~ ffl 31j'11"1cfil. cit "'lRcfl ~


cfi1 31fuc:fi dij'IIPlct qi@ ti
1758 3

2. From the annual data for the cement sector for 1990-2022 the following regression
results were obtained for the

Model 1: In Y = 2.81 + 0.53 In K + 0.61 In L + 0.047 t


se (1.38) (0.44) (0.14) (0.006)
RSS = 332.l
Model 2: ln(Y /L) = :-0.11 + 0.18 In (KIL)+ 0.006t
(0.03) (0.05) (0.006)
RSS = 362.04 p value of F test = 0.000

AR
d= 0.86

JJ
Y = index of real output, K = index of real capital input, L = index of real labour
input, t = time or trend.

U
G
(i) Interpret the coefficient of In (K/L) in model 2.
H

(ii) What additional information will you need to conduct a goodness of fit test
AT

for model 1 and how will you use it?


(
N

(iii) Test that P2 + p3 = 1 i.e the sector faces constant returns to scale.
AV

(iv) Can we infer that model 1 is better than_ model 2 as it has a higher R2?
SH

Why?
R

(v) Test at 1 % level of significance if model 2 suffers from first order


autocorrelation. Which test will you use to check if this model suffers from
PA

second order autocorrelation? (3x5=15)

P. T.O.
1758 4

Model 1: In Y = 2.81 + 0.53 ln K + 0.61 In L + 0.047 t


se (1.38) (0.44) (0.14) (0.006)

RSS = 332.1
Model 2: ln(Y /L) = -0.1 l + 0.18 In (KIL)+ 0.006t
(0.03) (0.05) (0.006)
RSS = 362.04 p value of F test= 0.000 d= 0.86 · .
Y = cll~Fcicfi 3t<ll~'1 cfil <tlilcfiicfi,
~ K = clt~fclcfi ~
~ ~--~-
r.nr;r cfil ft'ilcfiicfi,
~ L = clt~fclcfi

= Wflf

AR
~ ~ cfiT ~'ilcfiicfi I t -qr ~I

(i) ~ 2 ~ ln (K/L) ~ ~ cir ~ ~I

JJ
(ii) ~ ~ ~ 3qgcfi'kll lRt~ cfiB ~ ~ 3fltfcfi7' ffl ~ (lffaRC:fi'l

U
ll'lli1cfit<l

cir \'.lilcll!llcfidl M 3lR 3IBf ~ ~ ~ ~?


G
m
H
(iii) ~ ~ fcfi B2 + B3 = 1 ~ ~ ~ 1R f.:rnR tfiT ~ cfi«IT
AT

ti

t
N

(iv) ~ 6lf 'll6 ~ ~ ~ fcfi ~ 1 ~ 2 ~ ~ i ~ ~


R2 3TTUcfi i? cfm?
AV

/
(v) ~ ~ 2 W-l1f W~ ~ft6Baiu ~ lJ@ i, m 1% ~ ~ 1R ~
SH

~I 'll6 ~ ~ ~ 3lN ~ ~ cfiT ffl ~ fcfi ~ 'll6 ~ ~


~ ~ "f<ra: . ~ ~ l,ffif t?
R
PA

3. Two researchers are investigating the effects of time spent studying on the
examination marks earned by students on a certain course. For a sample of 100
students, they have the examination mark, M, total hours spent studying.
H, hours on primary study. P, and hours spent on revision, R. By definition.
H = P + R. The sample means of H, P, and Rare 100 hours, 95 hours, and 5
hours, respectively and the standard deviations of the distributions of H, P, and
Rare 10.1, 10.1. and 2.1. respectively. Mean examination marks earned by-
1758 5

students are 25. Researcher A decides to regress M on P and R and fits the
following regression :

Regression A: M = 45.6 + 0.15 P + 0.21 R

Se = (2.8) (0.03) (0.14)


Researcher B decides to regress M on H and P, with regression output.
Regression B: M = 45.6 + 0.21 H - 0.06 P.

Se = (3.4) (0.07) (0.04J

(i) Give an interpretation of the coefficients of regression A.

AR
(ii) Perform t tests of the significance of the coefficients of P and R in regression

JJ
A.

U
(iii) The researcher says that the insignificant coefficient of R is to be expected
G
because the students, on average, spent much less time on revision than on
H
primary study. Explain whether this assertion is correct.
AT

(iv) Calculate elasticities of examination marks with respect to hours of primary


study for both the regressions.
N

(v) Do you think there is a problem with both the regressions? Why/why
AV

not? (3x5=15)
SH

~ ~ ~ F\~'ild 416,llsh'I 1l"{ ~ "ID"U ~ ~ ct ~ 1l"{ ~ qiR


R

"it ~ er@ ~ ct ~ ctr ~ cfi{ ~ i, 100 ~ ct ~ ~ ct ~' ~


PA

-qm~~'~' ~"it~~~.~.~ ~1R~,~. ~


~ 1l"{ ~ ~. 3W i1 ~ ct ~. H = P + R. H, P, ~ R r.fiT ~
~ sfi1ffi: 100 ~' 95 ~ ~ 5 ~ i ~ H, P, ~ R ~ ~ ~ '1{Rqi
!4'-clcl-1 sfi1ffi: 10.1, 10.1 ~ 2.1 i1 ~ ~ ~ R ~ 3lcfi 25 i, .

~ A ~ ~ ~ 3W 1l"{ ~ cfil MRH1+1-1 r.fiT ~ ~ ~ f.:l+.-iR.lf(tla MRl~i'i-1


cffi"fqjz~;

PTO.
.,
1758 6
Regression A: M = 45.6 + 0.15 P + 0.21 R

Se = (2.8) (0.03) (0.14)

~ B ~ Slffi•l•H 311Jc4c ~ ~ ~ 31\'{ 11)" "CR ~ cfiT Slffi•l'l.:t cfiT ~ ~I


"'

Regression B: M = 45.6 + 0.21 H - 0.06 P.


Se = (3.4) (0.07) (0.04)

AR
(iii) ~ cfiT ~ t fcfi 3lR ~ ~ ~ ctr ~ ctr ~ ~ ~

JJ
~ ~ ~ 3fUltFf ctr ~ ~ ~ "CR ~ ~ cfi1f ~ ~I

U
ffi fcfi- cfllT ~ GJqT ~ ti G
(iv) c$U S1ffi•1'1-1 ~ ~ ~ m ~ 'e1if ~ ~ ~ ~ ~ 3l'cfiT ctr ~
H

ctr lTURf ~ I
AT
N
AV

4. Dependent Variable- Y: Life Expectancy


SH

Explanatory Variables-
R

X2: Number of Under Five Deaths,


PA

X3: Polio Immunization Coverage,

X4: Per capita Govt. Expenditure on Health Care,

X5: Per Capita GNI (in Rs.),

X6: Dummy for Democracy= 1 if the country is a democracy and 0 otherwise

No. of observations: n = 180 countries for the year 2017


1758
7

MODEL 1: Y, -23.659 + .982X2 - 0.657X3 + .000472X + .00033X + 782X


4 5 6
MODEL 2: Y, = -99.02 + .445X
4

Se (42.33) (0.127)

(i) How will you test the hypothesis that the impact of an additional Rupee of
Per capita Govt. Expenditure on Health Care is same as the impact of an
additional Rupee of Per Capita GNI on Life expectancy in MODEL 1?

(ii) Show that for MODEL 2 the coefficient of X4 is an unbiased estimator of the
true impact of X4 on Y.

(iii) What are the consequences on the quality of OLS estimates if being a
Democracy or not is an irrelevant variable?

(iv) Which of the parts (i) and (ii) above will you not be able to answer if it was
known -th at the errors are not normally distributed for both MODEL 1 and

AR
MODEL 2?

(v) How will you construct a 95% confidence interval for the mean predicted

JJ
life expectancy? What determines the width of this interval? (3 x5=15)

U
G
H
AT

x4 : ~ ~ ~• ~ ~ "q"{ "&J?:J ,
N

XS: ~ ~ ;;ll(?-1311{ (~ ~),

X6: ~ 1l>'k ~.f)~,io = 1 ~ mn- ~ M'!cfi~·i-=t ~ ~ o ~


AV

Ra:if<J1<-ir <tt m.a:rr: q,f 2011 ~ ~

n = 180 mlT
SH
R

P. T. 0.
PA
8
1758
-23.659 + .982X - 0.657X3 + .000472X4 + .00033X5 + 782X6
2

~ 2: Y,= -99.02 + .445X4

Se (42.33) (0.127)

(i) 3lN ~ 4Rcti<A--lt cfiT ~ cITTJ ~ ~ m ~ ~ ~~ 61RtRcro


~ cfiT~ ~ ~ "CR ciQ'l:f ~ 1 it~~ "CR ffl~ GNI
~ 01RtR<Ri ~ ~ ~ ~ ~ ~?

(ii)~~~ 2 ~ ~ X4 q;r ~ Y "CR X4 ~ c11ttifclcti ~ <fiT ~

~el 61~+11--lcfi ~.

(iii) Mlctia"-:4 m--lT ~ .:f" m--iT ~ 61S41~1'Tlcfi ~ ~ ~ 3fl~\•N./:I ~ cfit ~Olcl'ctl

"CR~~ ~~?

(iv) ~ ~ ~ (i) ~ (ii) it ~ ~ m ~ 3lN ~ ~ it ~ ~ ~

AR
~.:rn--ma- ~~~~-m~~ 1 ~~ 2 ~~~-Fc«lfra
~ cfit '3l@t ~?

aram:r

JJ
(v) 3lN ~ ~ ~ 61~4'1Fk, .....-im ~ ~ 95% Fcl:1c11~a1 cfit ~ cITTJ
~? ~ aram:r cfit ~ ~ ~ ~ ~?

U
5. The following model was estimated for United States from 1998 to 2021:
G
H
Yi:= 10.078 - 10.337Dr - 17.549 ( __!) +
\xt 38.173Dr(2_)
Xe
AT

se = (l .4204) (1.6859) (8.3373) (9.399)


R.2 = 0.8787 d=0.64
N

where Y = year-to-year percentage change in the index of hourly earnings


X = percent unemployment rate
AV

D = 1 for 1998-2005

= 0 if otherwise
SH
R
PA
1758 9

(i) What are the estimated equations of the Phillips curve for two periods 1998-
2005 & 2006-2021?

(ii) Are differential intercept and slope coefficients individually statistically


significant?

(iii) Suppose the error component of the model is distributed as an AR(l) scheme.
How would you test for the presence of serial correlation in the model?

(iv) One of the researchers thinks that the following model would be appropriate
for the relation between Y and X.

Yt = P1 + P2Dt + fl3 c:J -f- fl4Dt (:J + Ps Yt-1 + Et

How can a test for the presence of serial correlation be performed for this
model?

(v) If the regression function is given as

AR
Yi_- = P1 + P2 (;J + Et

and tests have concluded that 1;;. suffers from AR(l ). How would you

JJ
use Generalized Least Squares (GLS) to · correct for the problem of
autocorrelation? (3x5=15)

U
1998 ~ 2021 ~ ~ ~ 314'1Rcfi1 ~
G
~ A ....... !B~a ~ q;r ~ ~
~~=
H

G) + 38.173Dt(;t)
AT

Ye= 10.078 - 10.337Dt - 17.549


se = (1.4204) (1.6859) (8.3373) (9.399)
R2 = 0.8787 d=0.64
N

~ Y = ,;mt ~ ~ ~ ~"q<hlcfi ~ cftlf-~-cftlf ~ 4R'cltl--t


AV

~ = ~ dl<l\l'l•ll{I ~
1998-2005 ~ ~ ~
SH

P.TO.
R
PA
1758 10

(i) 1998 - 2005 3lt{ 2006 - 2021 cfit <TT ~ <:Ti" ~ fq:,~lkl qs'fi <:Ti" ~j"'tlf.:h-1
,e'4lcfi(OI ~ -~?

(iii) ~ ~ ~ ~ <:Ti" ~ ~ ctTI" AR(l) ~ <:Ti" ~ if ~ ~ ~


~. 3U'l ~ if ~ ~ ctt ~ "cfiT ~ cITTJ ~?

(iv) ~ ~ ~ -g ~ ~.:.-i~~a ~ Y 3lk X <:Ti" ~ ~ <:Ti" ~ 349,cffi

mm

~~<:Ti"~~~ ctt ~<:Ti"~~ cITTf ~ -;jff ~

-g,

AR
JJ
3lk ~ ~ ~ ~cfilii-11 -g ~ i::, AR(l) ~~~I ~:~ cfit ~
ctTI" <51cf> ~ <:Ti" ~ 3Wl <01+11;:;ql'l'a ~ ~ (GLS) q;r ~ cITTr ~?

U
G
6; The wage rate per month (in$) for 50 employees (25 males and 25 females) was
H
regressed on education (in years), experience (in years), Age (in years) and a
dummy variable which takes value 1 for males and 0 otherwise.
AT

WAGE= 648 + 132*EDUC + 38.0*EXPER - 5.83* AGE+ 488*DUMMY MALE + er


(383) (31.7) (13.0) (7.69) (147)
N

(standard errors in parentheses)


AV

(i) Test for equality of variances of male and female wages if the sample variance
of wages for males is 23,589 $2 and females is 19,382 $2•
SH

(ii) Do wages of male and female employees differ statistically?


R
PA
1758 11
(iii) Describe the specification that can be used to model that impact of education
on wages is sensitive to gender? How will you test the statistical significance
of this ·sensitivity?

(iv) Describe a specification that can be used to model a conjecture that increase
in age from 25 to 26 years will have more impact on wages than if the age
increased from 50 to 51. How will you test this conjecture?

(v) How will the estimates of the regression coefficients change if another
researcher using the same data takes a dumm.y for females DUMMY_ FEM
which is 1 for females and O otherwise? (3x5=15)

5o cti4-il1fNr (25 ~ 3ffi 25 ~3TI') cfi" ~ >lfu ~ ~ ~ (~ "if) fmlID


(cf!U "if), ~ (qq'f' "if), 3lTg (cf!U ~) 3ffi ~- ~ "'<r{ -;;it ~"11TT cfi" ~ +JR"
~ t 3ffi O ~I

WAGE= 648 + 132*EDUC + 38.0*EXPER- 5.83*AGE + 488*DUMMY_MALE·+ e,

AR
(383) (31.7) (13.0) (7.69) (147)

( chl<>c cfi -if ~ ~)

JJ
(i) ~ 3ffi ~aTT cfi" _i@., cfi" 3@< ~ ,(-14fl•·k11 cfi" ~ ~ ~ ~ ~

U
cfi" ~ ~ "cfiT ~ 3@< 23,589 $ 2
3ffi ~aTT cfi" ~ 19,382 $2 ~I
(ii) ~ ~ 3ffi ~ cfi4-i11Rm· cfi" iRFf ~-u'Ra:lcfilq ~ ~ ~ ~?
G
(iii) 7ffi k!Pl<ntl cfiT cfUR" ~ ~ "3-q"~ ~ cfi" ~ ~ '1JT ~ t Ffi"
H
iRFf 'qz fm&lT "cfiT ~ &... cfi" >ITTf '(-lelG-il!Tlcl. t?. 3tfq ml '(-lelG-1:filclctl ~ ~r'Ra:lcfilq
AT

~ "cfiT ~ ~ ~?

(iv) '[q) k!Pl<f:11 cnTcfUR" ~ ~ ~ -~ ~ cfi" ~ ~- '1fT ~


N

t~ 25 ~ 26 ~ cfit olTg_-ir ~ "cfiT ~ ~ 3ITTrcf> ,;Mfq ~ ~ ~


50 jt 51 ocn ~ ~ ~I 3tfq ~ ~ cfiT ~~ ~ ~?
AV

(~) ~ ~ w cfiT ~ ~3TI' cfi" ~ '[q)


~ cfTclT '[q) 3FQ" ~ ~

~ ~. ·-;m ~3TI' cfi" ~ DUMMY_ FEM ~. -;;it ~3TI' cfi" ~ 1 _t ~


SH

~ 0 t, "ffi" 1,fffi•l4f-i ~ cfi" ~ ~ ~?


R

PTO.
PA
1758 12
7. Two individuals fit earnings functions relating EARNINGS (Salary earned per
year) to S (number of years of school education). The first individual does it
correctly and obtains the result :

Earning s; = -13.93 +. 2.46S; + t:\

The second individual mak es a mistake and regresses S on EARNINGS, obtaining


the following result :

S; = I 2.29 + o:070EARNINGS; + Wi
p- value (.025) (.028)

(i) Frorntb is result the second individual derives

EARNING S.1 = -175.57 . + 14.29 S. + e I, I

AR
Explain why this equation is different from that fitted by the first individuals.

(ii) Prove that the r2 obtained from these two regressions will be the same.

JJ
(iii) Find the value of r2•

U
(iv) An expert suggests to the first individual that by excluding experience (EX)
G
from her regression, she will not obtain unbiased estimator of the coe_fficient
of S. Explain with proof that the expert is correct.
H

(v) An expert recommends that the researchers should test for heteroscedasticity
AT

using the White's General test for a model with Earnings as the dependent
variable and both S (number of years of school education) and EX (number
N

of years of experience) as regressors. List the steps involved in conducting


this test. The first· individual found the p value of the White's Gen_eral test
AV

to be 0.003. She also found using Park's test that the p value of the coefficient
of In Si) was 0.00042. How can she use this information to run a Weighted
Least Square model? (3x5=15)
SH
R
PA
1758
13

3Wl (m tflt ~ ~) ~ s (~ fmlT cfi ~ ctr ~) t ~ ~ cfiTlH


~ GT cZim ~ ~ t, . ~ cZ1m ~ -m ~ t cJrnU t ~ ~ ~. <Rm
t:
Earning s. = -13.93 + 2.46S. + s
I I I

~ ~ ~ ~ cITT"ffl t am-~ 'tI"{ s· cfit W- qi{~ t ~ qf<o11'1~t\q


f.:\+;:iR1R9a ~ ~ ~ -g : .

Si= 12.29 + 0.070EARNINGS; + w,

AR
p- value (.025) (.028)

JJ
(i) ~ ~ ~ ~ ~ oljf<i-i-i qi'{ffl -g

U
EARNING S. = -175.57 + 14.29 S + s.
I G I I

~ ~ fcti' (fg ij41lcfi(Of ~ ~ ID(T ~ ~ ij41lcfi(Of *~~


t?
H
AT
N

(iii) r2 cfiT ~ :nra ~,


AV

(iv) ~ ~~~#I ~ ~ cfit ~ ~ t rct\ ~ i,iRfJr'1-1 ~ ~ (EX) cm


~, ~ S cfi ~ cJiT ~al 31j'1Hcf.i ~ .:rtf cfRlrrl ~ cfi ~ ~
SH

fcfi-.~~~#1 -mt,
R

(v) ~·~~l:f.il qTI" Rf'hr~, t fcfi' ~3IT cfit ~ ~ .·~ ~ ~ cfi ~


PA

~ qif ~ cfim ~ ~l:f'1Jflicfittf ~ ·~ ~ ~ ~, ~ 3'fm


~ cfi ~ ~ ~ 3m- ~ S (~ fmlT ~ q'U qTI" ~) am- EX (~
~ q,ij q,l" ~) 1,1RlJ11'Jl ~ ~ ~ m, ~ ~ cfi) ~~~~ctr
~ ~I ~ '&!fc@ ~ ~ cfi ~ ~ 'cfiT p ~ 0.003 'W:rrl ~
l:Jlctf ~ ~ cJiT ~ 'cfim ~ (fg ~ 'W:rr fcfi- In Si~.~ cJiT p ~
0.00042 ~I ~ ~ ~ill< (WLS) ~ cfit ~ cfi ~ ~ ~ ;jjl'1cfi1€l
. qif ~ .~ qi{ ~ ·t?

PTO.
..
14
1758

APPENDIX E: STATISTICAL TABLES 517

TABLE E-1 a AREAS UNDER THE STANDARDIZED NORMAL DISTRIBUTION

Example
Pr(O :S Z :S 1.96) = 0.4750
Pr(Z :2: 1.96) = 0.5 -·0.4750 ""0.025
z
0 .1.%

AR
.07 .08 ..09
.02 .03 .04 .05 .06
z .00 .01
.0199 .0239 .0279 .0319 .0359
.0000 .0040 .0080 .0120 .0160
.0753

JJ
0.0 .0557 .0596 .0636 .0675 .0714
.0398 .0438 .0478 .0517 ,1103 .1141
0.1 .0948 .0987 .1026 .1064
.0793 .0832 .0871 .0910 .1517
0.2 .1331 .1368 .1406 .1443 .1480
-.1217 .1255 .1293

U
0.3 .1179 .1772 .•1808 .1844 .1879
.1591 .1628 .1664 .1700 .1736
0.4 .1554 .2088 .2123 .2157 .2190 .2224
.1950 .1985 .2019 .2054
0.5 .1915
.2324 .2357 .2389
G
.2422 .2454 .2486 .2517 .2549
0.6 .2257 .2291 .2764 .2794 .2823 .2852
.2611 .2642 .2673 .2704 .2734
0.1· .2580 .3051 .3078 .3106 .3133
.2995 .3023
H
.2881 .2910 ;2939 .2967 .3389
0.8 .3264 .3289 .3315 .3340 .3365
.3159 .3186 .3212 .3238 .3621
0.9 .3508 .3531 ,3554· .3577 .3599
.3485
AT

1.0 .3413 .3438 .3461


.3749 .3770 .3790 .3810 .3830
.3643 .3665 .3686 .3708 .3729 .4015
1.1 .3944 .3962 .3980 .3997
,3849 .3869 .3888 .3907 .3925 .4177
1.2 .4099 .4115 .4131 ..4147 .4162
.4032 .4049 .4066 .4082 .4319
N

1.3 .4265 .4279 .4292 .4306


.4192 .4207 .4222 .4236 .4251 .4441
1.4 . .4370 .4382 .4394 .4406 .4418 .4429
1.5 .4332 .4345 .4357
.4505 .4515 .4525 .4535 .4545
.4495
AV

1.6 .4452 .4463 .4474 · .44.84


.4625 .4633
.4582 .4591 .4599 .4608 .4616
1.7. .4454 .4564 .4573 .4693 .4699 .4706
.4656 .4664 .4671 .4678 .468~
1.8 .4641 .4649 .4756 .4761 .4767
.4726 .4732 .4738 .4744 .4750
1.9 .4713 .4719 .4808 .4812 .4817
.4803
SH

.4783 .4788 .4793 .4798


2.0 .4772 .4778 .4857
.4838 .4842 .4846 .4850 ..4854
2.1 .4821 .4826 .4830 · .4834 .4890
.4875 .4878 .4881 .4884 .4887
. .4861 .4864 .4868 .4871 - .4916
2.2 .4904 .4906 .4909 .4911 .4913
.4893 .4896 · .4898 .4901 .4936
R

2.3 .4927 .4929 .4931 .4932 .4934


.4918 .4920 .4922 .4925 .4952
2.4 .4945 .4946 .4948 .4949 .4951
2.5: .4938 .4940 .4941 .4943
PA

.4960 .4961 .4962 .4963 .4964


.4955 .4956 .4957 .4959
2.6 .4953 .4971 .4972 .4973 .4974
.4966 .4967 .4968 .4969 · .4970
2.7 .4965 .4979 .4979 .4980 .4981
.4975 .4976 .4977 .4977 .4978
2.8 .4974 A984 .4985 .4985 .4986 .4986
. .4981 .4982 .4982 .4983 .4984
2.9 .4989 .4989 .4989 .4990 .4990
.4987 .4987 .4987 .4988 .4988
3.0
Nore:Thls table gives the area In the right-hand taH of the distribution (i.e., Z;;, 0). But since the normal dislribution Is symme trical about
Z= 0, the area in the left-hand tail is the sam e as the area in the correspond ing right-hand tail. For example, P(-1.96 s Z s 0) = 0.4750.
Therefore, Pl:-1.96 s Zs 1.96) • 2(0.4750) = 0.95.
1758 15

518 APPENDIXES

TABLE E•1 b CUMULATIVE PROBABILITIES OF THE STANDARD NORMAL DISTRIBUTION

Entry Is area A under the standard normal curve from _,., to Z(A)

=<-")

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09

.0. .5000 .5040 .5080 .5120 .5160 , .5199 .5239 .5279 .5319 .5359
.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753

AR
.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
.3 .6179 .6217 .6255 ;6293 .6331 .6368 .6406 .6443 .6480 .6517
..4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
.6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224

JJ
.5
.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852

U
.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
.9 .8159 .8186 .8212 .8238 .8264 G .8289 .8315 .8.'340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 · .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .872_9 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
H
1;3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9279 .9292 .9306 .9319
AT

1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
N

1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
AV

2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 · .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
SH

2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2:8 .9974 .9975 .9976 .9977 .9977 .9978. .9979 .9979 .9980 .9981
R

2.9 .9981 .9982 .9982 .9983. .9984 .99_8 4 .9985 .9985 .9986 .9986
.9990
PA

3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990
3.1 .9990 .9991 .99~1 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996. .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998

Selected Percentiles
Cumulative probability A: .90 .95 .975 .98 .99 .995 .999
Z(A): 1.282 1.645 1.960 2.054 2.326 2.576 3.090

PTO.
1758 16

APPENDIX E: STATISTICAL TABLES 519

TABLE E-2 PERCENTAGE POINTS OF THE t DISTRIBUTION

Example
Pr(t > 2.086) .,. 0.025

Pr(t > 1.725) = 0.05 for d.f. = 20


o 1.ns
Pr(ltl > 1.725) = 0.10

0.25 0.10 0.05 0.025 0.01 0.005 0.001


.
~
0.50 0.20 0.10 0.05 0:02 0.010 0.002

AR
1 1.000 3.078. 6.314 12.706 · 31.821 63.657 318.31
2 0.816 1.886 2.920 4.303 6.965 9.925 22.327
3 0.765 1.638 2.353 3.182 4.541 5.841 10.214
4 0.741 1.533 2.132 2.776 3.747 4.604 7.173

JJ
5 0.727 1.476 2.015 2.571 3.365 4.032 5.893
6 0.718 1.440 1.943 2.447 3.143 3.707 5.208

U
7 0.711 1.415 1_.895 2.365 2.998 3,499 4.785
8 0.706 1.397 1.860 2.306
G 2.896 3.355 -4.501
9 0.703 1.38;3 1.833 2.262 2.821 3.250 4.297
10 0.700 1.372 1.812 2.228 2.764 3.169 4.144
H
11 0.697 1.363 1.796 2.201 2.718 3.106 4.025
12 0.695 1.356 1.782 2.179 2.681 3.055 . 3,930
AT

13 0.694 1.350 1.771 2.160 2.650 3.012 3.852


14 0.692 1.345 1.761 2.145 2.624 2.977 3.787
15 0.691 1.341 1.753 2.131 2.602 2.947 3.733
N

16 0.690 1.337 1.746 2.120 2.583 2.921 3.686


17 0.689 ·1.333 1.740 2.110 2.567 2.898 3.646
18 0.688 1.330 1.734 2.101 2.552 2.878 3.610
AV

19 0.688 1.328 1.729 2.093 2.539 2.861 · 3.579


20 0.687 1.325 · 1.725 2.086 2.528 2.845 3.552
21 0.686 1.323 1.721 2.080 2.518 2.831 3.527
SH

22 0.686 1.321 1;717 2.074 2.508 2.819 3.505


23 0.685 1.319 1.714 2.069 2.500 2.807 3.485
24 0.685 1.318 1.711 '2.064 2.492 2.797 3.467
25 0.684 1.316 1.708 2.060. 2.485 2.787 3.450
R

26 0.684 1.315 1.706 2.056 2.479 2:779 3.435


27 0.684 1.314 1.703 2.052 2.473 2.771 3.421
PA

28 0.683 1.313 1.701 2.048 2.467 2.763 · 3.408


29 0.683 1.311 1.699 2.045 2.462 2.756 3.396
30 0.683 1.310 1.697 2.042 2.457 2.750 3.385
40 0.681 1.303 1.684 2.021 2.423 2.704 3.307
60 0.679 1.296 1.671 2.000 2.390 2.660 3.232
120 0.677 1.289 1.658 1.9~0 2.358 2.617 3.160
00 0.674 1.282 1.645 1.960 2.326 2.576 3.090
Note: The smaller probability shown at .the head of each column ls the area In one tail; tho larger probability
Is the area in both tails.
Source: From E. S. Pearson and H. O. Hartley, eds., 8iometn1ca Tables for Statisticians, vol. 1, 3rd ed.,
Table 12, Cambridge University Press, New York, 1966. Reproduced by permission of the editors and .trustees
of Biometrika.
1758 17

520 APPENDIXES

TABLE E-3 UPPER PERCENTAGE POINTS OF THE FDISTRIBUTION

Example
Pr(F > 1.59) • 0.25
Pr(F > 2.42) = 0.10 for d.f. Nj = 10
Pr(F > 3.14) -0.05 andN2 =9
Pr(F > 5.26) = 0.01

d.f. for
denom- d.f. for numerator N1
inator

AR
~ Pr 1 2 3 4 5 6 7 8 9 10 11 12

·.25 5.83 7.50 8.20 8.58 8.82 8.98 9.10 9.19 9.26 9.32 9.36 9.41
1 .10 39.90 49.50 53.60 55.80 57.20 58.20 58.90 59.40 59.90 60.20 60.50 60.70

JJ
.05 161.00 200.00 216.00 225.00 230.00 234.00 237.00 239.00 241.00 242.00 243.00 244.00
.25 2.57 3.00. 3.15 3.23 3.28 3.31 3.34 3.35 3.37. 3.38 3.39 3.39
2 .10 8.53 9.00 9.16 9.24 9.29 . 9.33 9.35 9.37 9.38 9.39 9,40 9.41

U
.05 18.50 19.00 19.20 19.20 19.30 19.30 · 19.40 19.40 19.40 19.40 19.40 19.40
.01 98.50 99.00 99.20 99.20 99.30 99.30 G 99.40 99.40 99.40 99.40 99.40 99.40
.25 2.02 2.28 2.36 2.39 2.41 2.42 2.43 · 2.44 2.44 2.44 2.45 2.45
3 .10 5.54 5.46 5.39 5.34 5.31 5.28 · 5.27 5.25 5.24 5.23 5.22 5.22
.05 10.10 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.76 8.74
H
.01 34.10 30.80 29.50 28.70 28.20 27.90 27.70 27.50 27.30 27.20 27.10 27.10
aoa
AT

.25 1.81 2.00 2.05 2.06 2.07 2.08 2.08 2.08 2.08 2.08 2.08
4 .10 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94 3.92 3.91 3.90
.05 7.71 6.94 6.59 6.39 8.26 6.16 6.09 6.04 6.00 5.96 5.94 S.91
.01 21.20 18.00 16.70 16.00 15.50 15.20 15.00 14.80 14.70 14.50 14.40 14.40
N

.25 1.69 1.85 1.88 1.89 1.89. 1.89 1.89. 1.89 1.89 1.89 U9 1.89
5 .10 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32 . 3.30 3.28 3.27
.OS
AV

6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.71 4.68
.01 16.30 13.30 12.10 11.40 11.00 10.70 10.50 10.30 10.20 10.10 9.96 9.89
.25 1.62 1.76 1.78 1.79 1.79 1.78 1.78 1.78 1.77 1.77 1.77 1.77
·a .10 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96 2.94 2.92 2.90
SH

.05 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.03 · 4.00
.01 13.70 10.90 9.78 9.15 8.75 8.47 8.28 8.10 7.98 7.87 7.79 7.72
.25 1.57 1.70 1.72 1.72 1.71 1.71 1.70 1.70 1,69 1.69 1.69 1.68
7 .10 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72 2.70 2.68 2.67
R

.05 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.60 3.57
.01 12.20 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.54 6.47
PA

.25 1.54 1.66 · 1.67 1.66 1.66 1.65 1.64 1.64 1.~ 1.63 1.63 1.62
8 .10 3.46 3.t1 2.92 2.81 2,73· 2.67 2.62 2.59 2.56· 2.54 2.52 . 2.50
.05 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.31 .3.28
.01 11.30 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 . 5.81 5.73 5.67
..
.25 1.51 1.62 1.63 1.63 1.62 1.61 1.60 1.60 1.59 1.59 1.58 1.58
9 .10 3.36 3.01 2.81 2.69 2.61 2.55 . 2.51 2.47 2.44 2.42 2.40 2.38
.05 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.10 3.07
.01 10.60 8.02 6.99 6_.42 6.06 5.80 5.61 5.47 5.35 5.26 5.18 5.11

Source: From E. S. Pearson .and H. O. Hartley, eds., Biometrika Tables for StatisticisM, vol. 1, 3rd ed., Table 1 a, Cambridge University .
Press, NewYOik. 1966. Reproducedi:;,J permission ot the editors and trustees ol Bk>mcll1ika.

PTO.
1758 18

APPENDIX E: STATISTICAL TABLES 521

d.l. for
d.l. for numerator N1 denom-
inator
15 20 24 30 40 50 60 100 120 200 500 oc Pr Ni
9.49 9.58 9.63 9.67 9.71 9.74 9.76 9.78 9.80 9.82 9.84 9.85 ·.25
61.20 61.70 62.00 . 62.30 62.50 62.70 62.80 63.00 63.10 63.20 63.30 63.30 .10 1
246.00 248.00 249.00 250.00 251.00 252.00 252.00 253.00 253.00 254.00 254.00 254.00 .05

AR
3.41 3.43 3.43 3.44 3.45 3.45 3.46 3.47 3.47 3.48 3.48 3.48 .25
9.42 9.44 9.45 9.46 9.47 9.47 9.47 9.48 ·9.48 9.49 9.49 9.49 .10 2
19.40 19.40 19.50 19.50 19.50 19.50 19.50 · 19.50 19.50 19.50 19.50 19.50 .05

JJ
99.40 99.40 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 99.50 .01
2.46 2.46 2.46 2.47 2.47 2.47 2.47 2.47 2.47 2.47 2.47 2.47 .25
5.20 5.18 5.18 5.17 5.16 5.15 5.15 · 5.14 5.14 5.14 5.14 5.13 .10 3

U
8.70 8.66 8.64 8.62 8.59 8.58 8.57 8.55 8.55 8.54 8.53 8.53 .05
26.90 26.70 26.60 26.50 26.40 26.40 26.30 26.20 26.20
G 26.20 26.10 26.10 .01
2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 2.08 .25
3.87 3.84 3.83 3.82 3.80' 3.80 3.79 3.i'8 3.78 3.77 3.76 3.76 .10 4
5.86 5.80 5.n 5.75 5.72 5.70 5.69 5.66 5.66 5.65 5.64 5.63 .OS
H
14.20 14.00 13.90 13.80 13.70 13.70 13.70 13.60 13.60 13.50 13.50 13.50 .01
AT

1.89 1.88 1.88 1.88 1.88 1.88 1.87 1.87 1.87 1.87 1.87 1.87 .25
3.24 3.21 3.19. 3.17 3.16 3.15 3.14 3.13 3.12 3.12 3.11 3.10 .10 5
4.62 4.56 4.53 4.50 4.46 4.44 4.43 4.41 4.40 4.39 4.37 4.36 .05
9.72 9.55 9.47 9.38 9.29 9.24 9.20 9.13 9.11 9.08 9.04 9.02 .01
N

1.76 1.76 1.75 1.75 1.75 1.75 1.74 1.74 1.74 1.74 1.74 - 1.74 .25
2.87 2.84 2.82 2.80 2.78 2.77 2.76 ?,75 2.74 2.73 2.73 2.72 .10 6
3.94 3.87 3.84 3.81 3.77 3.75 3.74 3.71 3.70 3.69 3.68 3.67
AV

.05
7.56 7.40 7.31 7.23 7.14 7.09 7.06 6.99 6.97 6.93 6.90 6.88 .01
1.68 · 1.67 1.67 1.66 1.66 · 1.66 1.65 1.65 1.65 1.65 1.65 1.65 .25
2.63. 2.59 2.58 2.56 2.54 2.52 2.51 2.50 2.49 2.48 2.48 2.47 .10 7
SH

3.51 3.44 3.41 3.38 3.34 3.32 3.30 3.27 3.27 3.25 3.24 3.23 .05
6.31 6.16 6.07 5.99 • 5.91 5.86 5.82 5.75 5.74 5.70 5.67 5.65 .01
1.62 1.61 1.60 1.60 1.59 1.59 1.59 1.58 1.58 1.58 1.58 1.58 .25
2.46 2.42 2.40 2.38 2.36 2.35 2.34 2.32 2.32 2.31 2.30 · 2.29 .10 8
R

3.22 3.15 3.12 3.08 3.04 2.02 3.01 2.97 2.97 2.95 2.94 2.93 .OS
5.52 5.36 5.28 5.20 5.12 5.07. 5.03 4.96 4.95 4.91 4.88 4.86 .01
PA

1.57 1.56 1.56 1.55 1.55 1.54 1.54 1.53 1.53 1.53 1.53 1.53 .25
2.34 2.30 . 2.28 2.25 2.23 2.22 2.21 2.19 2.18 2.17 2.17 2.16 .10 9
3.01 2.94 2.90 2.86 2.83 2.80 2.79 2.76 2.75 2.73 2.72 2.71 .OS
4.96 4.81 4.73 4.65 4.57 4.52 4.48 4.42 4.40 4.36 4.33 4.31 .01
1758 19

522 APPENDIXES

TABLE E-3 UPPER PERCENTAGE POINTS OF THE FDISTRIBUTION (CONTINUED)

d.f.for
denom- d.f. for numerator N1
inator
N.i Pr 1 2 3 4 5 6 7 8 9 10 11 12

.25 1.49 1.60 1.60 1.59 1.59 1.58 1.57 1.56 1.56 1.55 1.55 1.54
10 .10 3.29 2.92 2.73 2.61 2.52 2.48 2.41 2.38 2.35 2.~ 2.30 2.28
.05 4.98 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.94 2.91
.01 10.00 7.58 6.55 5.99 5.84 5.39 5.20 5.06 4.94 4.85 4.n 4.71
,, .25
.10
1A7
3.23
1.58
2.86
1.58
2.66
1.57
2.54
1.56
2.45
1.55
2.39
1.54
2.34
1.53
2.30
1.53
2.27
1.52
2.25
1.52
2.23
1.51
2.21
.05 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95

AR
2.90 2.85 2.82 2.79
.01 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.46 4.40
.25 1.46 1.56 1.56 1.55 1.54 · 1.53 1.52 1.51 1.51 1.50 1.50 1.49
12 .10 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21 2.19 2.17 2.15
.95

JJ
4.75 3.89 3.49 3.28 3.11 3.00 2.91 2.85 2.80 2.75 2.72 2.69
.01 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.22 4.16
.25 1.45 1.55 1.55 1.53 1.52 1.51 1.50 1.49 1.49 1.48 1.47 1.47

U
13 .10 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16 2.14 2.12 2.10
.05 4.67 3.81 3.41 3.18 3.03 2.92G 2.83 2.n 2.71 2.67 2.63 2.60
.01 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 4.02 3.96
.25 1.44 1.53 1.53 1.52 . 1.51 1.50 1.49 1.48 1.47 1.46 1.46 1.45
14 .10 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2,15 2.12 2.10 2.08
H
2.05
.05 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.57 2.53
.01 &.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.86 3.80
AT

.25 1.43 1.52 1.52 1.51 1.49 1.48 1.47 1.46 1.46 1.45 1.44 1.44
15 .10 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09 2.06 2.04 2.02
.05 4.54 3.68 3.29 .3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.51 2.48
N

.01 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.73 3.67
.25 1.42 1.51' 1.51 1.50 1.48 1.47 1.46 1.45 1.44 1.44 ~-44 1.43
16 .10 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06 2.03 2.01 1.99
AV

.05 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.46 2.42
.01 8.53 6.23 5.29 4.n 4.44 4.20 4.03 3.89 3.78 3.69 3.62 3,55
.25 1.42 1.51 1.50 1.49 1.47 · 1.48 1.45 1.44 1.43 1.43 1.42 1.41
SH

17 .10 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03 2.00 t.98 1.98
.05 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.41 2.38
.0t 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59 3.52 3.46
.25 1.41 1.50 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.42 1.41 1.40
R

18 .10 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00 · 1.98 1.96 1.93
.05 4.41 3.55 3.16 2.93 2.n 2.66 2.58 2.51 2.46 2.41 2.37 2.34
PA

.01 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51 3.43 3.37
.25 1.41 1.49 1.49 1.47 1.46 1.44 1.43 1.42 1.41 1.41 1.40 1.40
19 .10 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02. 1.98 1.96 1.94 1.91
.05 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.34 2.31
.Qt 8.18 5.93 S.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43 3.36 3.30
.25 1.40 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.41 1.40 1.39 1.39
20 .10 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96 1.94 1.92 1.89
.05 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.31 2.28
.01 8.10 5.8S 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.29 3.23

P.TO.
20
...
1758

APPENDIX E: STATISTICAL TABLES 523

d.f. for
d.f. for numerator N1 denom-
inator
15 20 24 30 40 50 60 100 120 200 500 00 Pr N-l

1.53 1.52 1.52 1.51 1.51 1.50 1.50 1.49 1.49 1.49 1.48 1.48 .25
2.24 2.20 2.18 2.16 2.13 · 2.12 2.11 2.09 2.08 2.07 2.06 2.06 .10 10
2.85 2.77 2.74 2.70 2.66 2.64 2.62 2.59 2.58 2.56 2.55 2.54 .OS
4.56 4.41 4.33 4.25 4.17 4.12 4.08 4.01 4.00 3.96 3.93 3.91 .01
1.50 1.49 1.49 1.48 1.47 1.47 1.47 1.46 1.46 1.46 1.45 1.45 .25
2.17 2.12 2.10 2.08 2.05 2.04 2.03 2.00 2.00 1.99 1.98 1.97 .10 11
2.72 2.65 2.61 2.57 2.53 2.51 2.49 2.46 2.45 2.43 2.42 2.40 .05

AR
4.25 4;10 4.02 3.94 3.86 3.81 3.78 3.71 3.69 3.66 3.62 3.60 .01
1.48 1.47 1.46 · 1.45 1.45 1.44 1.44 1.43 1.43 1.43 1.42 1.42 .25
2.10 2.06 2.04 2.01 1.99 1.97 1.96 1.94 1.93 1.92 1.91' 1.90 .10 12

JJ
2.62 2.54 2.51 2.47 2.43 2.40 2.38 2.35 2.34 2.32 2.31 2.30 .05
4.01 3.86 3.78 3.70 3.62 3.57 3.54 3.47 3.45 3.41 3.38 3.36 .01
1.46 1.45 1.44 1.43 1.42 1.42 1.42 1.41 1.41 1.40 1.40 1.40 .25

U
2.05 2.01 1.98 1.96 ' 1.93 1.92 1.90 1.88 1.88 1.86 1.85 1.85 .10 13
2.53 2.46 2.42 2.38 2.34 2.31 2.30 2.26 2.25 G 2.23 2.22 2.21 .05
3.82 3.66 3.59 3.51 3.43 3.38 3.34 3.27 3.25 3.22 3.19 3.17 .01
1.44 1.43 1.42 1.41 1.41 1.40 1.40 1.39 1.39 1.39 1.38 1.38 .25
2.01 1.96 1.94 1.91 1.89 1.87 1.86 1.83 1.83 1.82 1.80 1.80 .10 14 ·
H
2.46 2.39 2.35 2.31 2.27 2.24 2.22 2.19 . 2.18 2.16 2.14 2.13 .05
3.66 3.51 3.43 3.35 3.27 3.22 3.18 3.11 3.09 3.06 3.03 3.00 .01
AT

1.43 1.41 1.41 1.40 1.39 1.39 1.38 1.38 1.37 1.37 1.36 1.36 .25
1.97 1.92 1.90 1.87 1.85 1.83 1.82 1.79 1.79 1.77 1.76 1.76 .10 15
2.40 2.33 2.29 2.25 2.20 2.18 2.16 2.12 2.11 2.10 2.08 2.07 .05
N

3.52 3.37 3.29 3.21 3.13 3.08 3.05 2.98 2.96 2.92 2.89 2.87 .01
1.41 1.40 1.39 1.38 1.37 1.37 1.36 1.36 1.35 1.35 1.34 1.34 .25
1.94 1.89 1.87 1.84 1.81 1.79 1.78 1.76 1.75 1.74 1.73 1.72 .10 16
AV

2.35 2.28 2.24 2.19 2.15 . 2.12 2.11 2.07 2.06 2.04 2.02 2.01 .05
3.41 3.26 3.18 3.10 3.02 2.97 2.93 2.86 2.84 _2.81 2.78 2.75 .01
1.40 1.39 1.38 1.37 1.36 1.35 1.35 1.34 1.34 1.34 1.33 1.33 .25
1.84 1.81 1.78 1.76 1.75 1.73 · 1.72 1.71 1.69 1.69 .10 17
SH

1.91 1.86
2.31 2.23 2.19 2.15 2.10 2.08 2.06 2.02 2.01 1.99 1.97 1.96 .05
3.31 3.16 3.08 3.00 2.92 2.87 2.83 2.76 2.75 2.71 2.68 2.65 .01
1.39 1.38 1.37 1.36 1.35 1.34 1.34 1.33 1.33 1.32 1.32 1.32 .25
R

1.89 1.84 1.81 1.78 1.75 1.74 1.72 1.70 1.69 1.68 1.67 1.66 .10 18
2.27 2.19 2.15 2.11 2.06 2.04 2.02 1.98 1.97 1.95 1.93 1.92 .05
2.62 2.59 2.57 .01
PA

3.23 3.08 3.00 2.92 2.84 2.78 2.75 2.68 2.66


1.38 1.37 1.36 1.35 1.34 1.33 1.33 1.32 1.32 1.31 1.31 1.30 .25
1.86 1.81 1.79 1.76 1.73 1.71 1.70 1.67 1.67 1.65 1.64 1.63 .10 19
2.23 2.16 2.11 2.07 2.03 2.00 1.98 1.94 1.93 1.91 1.89 1.88 .05
3.15 3.00 2.92 2.84 2.76 2.71 2.67 2.60 2.58 2.55 2.51 2.49 .01
1.37 1.36 1.35 1.34 1.33 1.33 1.32 1.31 1.31 1.30 1.30 1.29 .25
1.84 1.79 1.77 1.74 1.71 1.69 1.68 1.65 1.64 1.63 1.62 1.61 .10 20
2.20 2.12 2.08 2.04 1.99 1.97 1.95 1.91 1.90 1.88 1.86 1.84 .05
3.09 2.94 2.86 2.78 2.69 2.64 2.61 2.54 2.52 2.48 2.44 2.42 .01
1758 21

524 APPENDIXES

TABLE E·3 UPPER PERCENTAGE POINTS OF THE FDISTRIBUTION (CONTINUED)


d.f. for
denom-
lnator d.f. for numerator N,
Pr 1 2'
"" .25 1.40 1.48
3

1.47
4

1.45
5

1.44
6

1.42 1.41
7 8

1.40
9

1.39
10

1.39
11

1.38
12

22 .10 2.95 2.56 2.35 2.22 1.37


2.13 2.06 2.01 1.97 1.93 1.90
.05 4.30 3.44 3.05
1.88 1.86
2.82 2.66 2.55 2.46 2.40 2.34
.Ot 7.95 5.72 2.30 2.26 2.23
4.82 4.31 3.99 3.76 3.59 3.45 3.35 3.26 3.18 3.12
.25 1.39 1.47 1.46 1.44 1.43 1.41
24 1.40 1.39 1.38 1.38 1.37 1.36
.10 2.93 2.54 2.33 2.19 2.10

AR
2.04 1.98 1.94 1.91 1.88 1.85
.OS 4.26 3.40 3.01 2.78 1.83
2.62 2.51 2.42 2.36 2.30 2.25 2.21
.01 7.82 5.61 4.72 2.18
4.22 3.90 3.67 3.50 3.36 3.26 3.17 3.09 3.03
.25 1.38 1.46 1.45 1.44 1.42 1.41 1.39 1.38 1.37 1.37 1.36 1.35
26 .10 2.91

JJ
2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88 1.86 1.84 1.81
.05 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.18 2.15
.01 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09 3.02 2.96

U
.25 1.38 1.46 1.45 1.43 1.41 1.40 1.39 1.38 1.37 1.36 1.35 1.34
28 .10 2.89 2.50 2.29 2.16 2.06 2.00
G 1.94 1.90 1.87 1.84 1.81 1.79
.05 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.15 2.12
.01 7.64 5.45 4.57 4.07 3.75 · 3.53 3.36 3.23 3.12 3.03 2.96 2.90
.25 1.38 1.45 1.44 1.42 1.41 1.39 1.38 1.37
H
30 1.36 1.35 1.35 1.34
.10 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85 1.82 1.79 1.n
.05 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16
AT

.Ot 7.56 2.13 2.09


5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.91 2.84
.25 1.36 1.44 1.42 1_.40 1.39 1.37 1.38 1.35 1.34 1.33 . 1.32 1.31
40 .10 2.84 2.44 2.23 2.09 2.00 1.93 1.87 . 1.83 1.79 1.76 1.73 1.71
N

.05 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.04 2.00
.01 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.73 2.66
.25 1.35 1.42 1.41 1.38 ·1.37 1.35 1.33 1.32 1.31
AV

60 ,10 1.30 1.29 1.29


2.79 2.39 2.18 2.04 1.95 1.87 1.82 1.n 1.74 1.71 1.68 1.66
.05 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.95 1.92
.01 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63 2.56 2.50
.25 .1.34 1.40 1.39 1.37
SH

1.35 1.33 1.31 1.30 1.29 1.28 1.27 1.26


120 .10 2.75 2.35 2.13 1.99 1.90 1.82 1.n 1.72 1.68 1.65 1.62 1.60
.05 3.92 3.07 2.68 2.45 2.29 2.17 2.09 2.02 1.96 1.91 1.87 1.83
.01 6.85 4.79 3.95 3.48 3.17 2.96 2.79 2.66 2.56 2.47 2.40 2.34
R

.25 1.33 1.39 1.38 1.36 1.34 1.31


~-32 1.29 1.28 1.27 1.26 1.25
200 .10 2.73 2.33 2.11 1.97 1.88 1.80 1.75 1.70 1.66 1.63 1.60 1.57
.05
PA

3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93 1.88 1.84 1.80
.01 6.76 4.71 3.88 3.41 3.11 2.89 2.73 2.60 2.50 2.41 2.34 2.27
.25 1.32 1.39 1.37 1.35 1.33 1.31 1.29 1.28 1.27 1.25 1.24 1.24
00 .10 2.71 2.30 2.08 1.94 1.85 1.n 1.72 1.67 1.63 1.60 1.57 1.55
.05 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.79 1.75
.01 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32 2.25 2.18

PT.O.
1758 22

APPENDIX E: STATISTICAL TABLES 525

d.l. lor
d.f. for numerator N1 denom-
lnator
50 60 100 120 200 500 co Pr ~
15 20 24 30 40

1.30 1.30 1.29 1.29 1.28 .25


1.36 1.34 1.33 1.32 1.31 1.31 1.30
1.61 1.60 1.59 1.58 1.57 .10 22
1.81 1.76 1.73 1.70 1.67 1.65 1.64
1.89 1.85 1.84 1.82 1.80 1.78 .05
2.15 2.07 2.03 1.98 1.94 1.91
2.50 2.42 2.40 2.36 2.33. 2.31 .01
2.98 2.83 2.75 2.67 2.58 2.53

AR
1.29 1.28 1.28 1.27 1.27 1.26 .25
1.35 1.33 1.32 1.31 1.30 1.29
1.57 1.56 1.54 1.53 .10 24
1.78 1.73 1.70 1.67 1.64 1.62 1.61 1.58
1.84 1.80 1.79 1.77 1.75 1.73 .05
2.11 2.03 1.98 1.94- 1.89 1.86
2.40 2.33 2.31 2.27 2.24 2.21 .01
2.89 2.74 2.66 2.58 2.49 2.44

JJ
1.28 1.26 1.26 126 1.25 1.25 .25
1.34 1.32 1.31 1.30 1.29 1.28
1.55 1.54 1.53 1.51 1.50 .10 26
1.76 1.71 1.68 1.65 1.61 1.59 1.58
1.80 1.76 1.75 1.73 1.71 1".~9 .05
1.82

U
2.07 1.99 1.95 1.90 1.85
'2.36 2.33 2.25 2.23 2.19 2.16 2.13 .o1
2.81 2.66 2.58 2.50 2.42
1.25 1.25 1.24 1.24 .25
1.33 1.31 1.30 1.29 1.28
1.59
1.27
1.57
1.27
1.56
1.26
1.53 1.52
G
1.50 1.49 1.48 .10 28
1.74 1.69 1.68 1.63
1.79 1.77 1.73 1.71 1.69 1.67 1.65 .05
2.04 1.96 1.91 1.87 1.82
2.19 2.17 2.13 2.09 2.06 .01
H
2.75 2.60 2.52 2.44 2.35 2.30 2.26
1.26 1.25 1.24 1.24 1.23 1.23 .25
1.32 1.30 1.29 1.28 1.27 1.26
1.46 .10 30
AT

1.57 1.55 1.54 1.51 1.50 1.48 1.47


1.72 1.67 1.64 1.61
1.78 1.74 1.70 1.68 1.66 1.64 1.62 .05
2.01 1.93 1.89 1.84 1.79
2.25 2.21 2.13 2.11 2.07 2.03 2.01 .01
2.70 2.55 2.47 2.39 2.30
1.23 1.22 1.21 1.21 1.20 1.19 1.19 .25
N

1.30 1.28 1.26 · 1.25 1.24


1.43 1.42 1.41 1.39 1.38 .10 40
1.66 1.61 1.57 1.54 '1.51 1.48 1.47
1.69 1.66 1.64 1.59 1.58 1.55 1.53 1.51 .05
1.92 1.84 1.79 1.74
2.02 1.94 1.92 1.87 1.83 1.80 .01
AV

2.52 2.37 2.29 2.20 2.11 2.06


1.20 1.19 1.17 1.17 1.16 1.15 1.15 .25
1.27 1.25 1.24 1.22 1.21
1.40 1.36 1.35 1.33 1.31 1.29 ;(O 60
1.60 1.54 1.51 1.48 1.44 1.41
1.56 1.53 1.48 1.47 1.44 1.41 1.39 .05
1.84 1.75 1.70 1.65 1.59
SH

1.88 1.84 1.75 1.73 1.68 1.63 1.60 .01


2.35 2.20 2.12 2.03 1.94
1.17 1.16 1.14 1.13 1.12 1.11 1.10 .25
1.24 1.22 1.21 1.19 1.18
1.27 1.26 1.24 1.21 1.19 .10 120
1.55 1.48 1.45 1.41 1.37 1.34 1.32
1.46 1.43 1.37 1.35 1.32 1.28 1.25 .05
1.61 1.55 1.50
R

1.75 1.66 1.38 .01


1,95 1.86 1.76 1.70 1.66 1.56 1.53 1.48 1.42
2.19 2.03
1.14 1.12 1.11. 1.10 1.09 1.08 1.06 .25
PA

1.23 1.21 1.20 1.18 1.18


1.31 1.28 1.24 1.22 1.20 1.17 1.14 .10 200
1.52 1.46 1.42 1.38 1.34
1.41 1.39 1.32 1.29 1.26 1.22 1.19 .05
1.72 1.62 1.57 1.52 1.46
1.69 1.63 1.58 1.48 1.44 1.39 1.33 1.28 .01
2.13 1.97 1.89 1.79
1.14, 1.13 1.12 1.09 1.08 1.07 1.04 1.00 .25
1.22 1.19 1.18 1.16 oo
1.26 1.24 1.18 1.17 . 1.13 1.08 1.00 .10
1.49 1.42 1.38 1.34 1.30
1.35 1.32 124 1.22 1.17 1.11 1.00 .05
1.67 1.57 1.52 1.46 1.39
1.52 1.47 1.36 1.32 1.25 1.t5 1.00 .01
2.04 1.88 1.79 1.70 1.59
1758
23

526 APPENDIXES

TABLE E-4 UPPER PERCENTAGE POINTS OFTl-f E ,c- DISTRIBUTION

Example
Pr{,c- > 10.85) = 0.95
Pr{,c- > 23.83) - 0.25 ford.f. = 20
Prfa,2 > 31.41) - 0.05
0 x'
.995 .990 .975 .950 .900
1 392704 X 10-10 157088 X 10-9 982069 X 10-9
2 .0100 393214 X 10-8 .0158
3 .0201 .0506
.0717 .1026 .2107
4 .1148 .2158
.2070 .2971 .3518 .5844
.4844 .7107
5 .4117 1.0636
.5543 .8312
6 .6757 1.1455 1.6103
7 .8721 1.2373
.9893 1.6354 2.2041
1.2390 1.6899
8 1.3444 2.1674 2.8331
1.6465 2.1797
9 2.7326

AR
1.7349 2.0879 3.4895
2.7004 3.3251
10 2.1559 4.1682
2.5582 3.2470
11 2.6032 3.9403 4.8652
3.0535 3.8158
12 3.0738 4.5748 5.5778
3.5706 4.4038
13 3.5650 5.2260 6.3038
4.1069 5.0087
14 5.8919

JJ
4.0747 4.6604 7.0415
5.6287 6.5706 7.7895
15 4.6009 5.2294 6.2621
16 5.1422 7.2609 8.5468
5.8122 6.9077 7.9616
17 5.6972 9.3122
6.4078

U
18 7.5642 8.6718
6.2648 7.0149 10.0852
19 8.2308 9.3905
6.8440 7.6327 10.8649
8.9066 10.1170
20 11.6509
21
7.4339
8.0337
8.2604
8.8972
G 9.5908
10.2829
10.8508
11.5913
12.4426
22 8.6427 13.2396
9.5425 10.9823 12.3380
23 9.2604 14.0415
10.1957 11.6885
24 13.0905 14.8479
H
9.8862 10.8564 12.4011
25 13.8484 15.6587
10.5197 11.5240 13.1197
26 11.1603 14.6114 16.4734
12.1981 13.8439
AT

27 11.8076 15.3791 .17.2919


12.8786 14.5733 16.1513
28 12.4613 13.5648 18.1138
29 15.3079 16.9279
13.1211 14.2565 18.9392
16.0471 17.7083
30 13.7867 19.7677
14.9535 16.7908
40 20.7065 18.4926 20.5992
N

22.1643 24.4331
so 27.9907 29.7067
26.5093 29.0505
60 32.3574 34.7642 37.6886
35.5346 37.4848 40.4817
70 43.1879 46.4589
43.2752 45.4418 48.7576
AV

80 51.1720 51.7393 55.3290


53.5400 57.1532
90 59.1963 60.3915 64.2778
61.7541 65.6466 69.1260
100· 67.3276 73.2912
70.0648 74.2219 77.9295 82.3581
1
•For of
degrees greater than
d.f.freedom. · 100 the expression V2x'l - V (2k - 1)-. Ztollows the stand ardized no rmat_dfstribulion, whc ro krcprcscnts tho
SH
R

P.TO.
PA
1758
24 -
APPENDIX E: STATISTICAL TABLES 527

.025 .010 .005


.250 .100 .050
.750 .500
5.0239 6.6349 7.8794
1.3233 2.7055 3.8415 10.5966
.1015 .4549 5.9915 7.3778 9.2103
1.3863 2.7726 4.6052 11.3449 12.8381
.5754 6.2514 7.8147 9.3484
1.2125 2.3660 4.1084 11.1433 13.2767 14.8602
5.3853 7.7794 9.487.7
1.9226 3.3567 15.0863 16.7496
9.2364 11.0705 12.8325
2.6746 4.3515 6.6257 14.4494 16.8119 18.5476
7.8408 10.6446 12.5916
3.4546 5.3481 16.0128 18.4753 · 20.2777
9.0372 12.0170 14.0671 21.9550
4.2549 6.3458 15.5073 17.5346 20.0902
7.3441 10.2188 13.3616 21.6660 23.5893
5.0706 14.6837 16.9190 19.0228
5.8988 8.3428 11.3887 25.1882
18.3070 20.4831 23.2093
9.3418 12.5489 15.9871 24.7250 26.7569
6.7372 19.6751 21.9200
10.3410 13.7007 17.2750 28.2995
7.5841 21.0261 23.3367 26.2170
11.3403 14.8454 18.5494 27.6883 29.8194
8.4384 19.8119 22.3621 24.7356
9.2991 12.3398 15.9839 29.1413 31.3193
21.0642 23.6848 26.1190
13.3393 17.1170

AR
10.1653 27.4884 30.5779 32.8013
18.2451 22.3072 24.9958 34.2672
11.0365 14.3389 26.2962 28.8454 31.9999
15.3385 19.3688 23.5418 33.4087 35.7185
11.9122 24.7690 27.5871 30.1910
12.7919 16.3381 20.4887 34.8053 37.1564
25.9894 28.8693 31.5264
13.6753 17.3379 21.6049 32.8523 36.1908 38.5822
22.7178 27.2036 30.1435
18.3376

JJ
14.5620 34.1696 37.5662 39.9968
23.8277 28.4120 31.4104 41.4010
15.4518 19.3374 32.6705 35.4789 38.9321
20.3372 24.9348 29.6151 40.2894 42.7956
16.3444 3;3.9244 36.7807
21.3370 26.0393 30.8133 44.1813
17.2396 35.1725 38.0757 41.6384

U
22.3369 27.1413 32.0069 45.5585
18.1373 36.4151 39.3641 42.9798
23.3367 28.2412 33.1963
19.0372 40.6465 44.3141 46.9278
29.3389 34.3816 37.6525
24.3366 48.2899
19.9393
20.8434 25.3364 30.4345
31.5284
35.5631
36.7412
38.8852
40.1133
G 41.9232
43.1944
45.6417
46.9630 49.6449 ~
21.7494 26.3363 44.4607 48.2782 50.9933
32.6205 37.9159 41.3372
22.6572 27.3363 45.7222 49.5879 52.3356
33.7109 39.0875 42.5569
28.3362
H
23.5666 46.9792 50.8922 53.6720
34.7998 40.2560 43.7729 66.7659
24.4776 29.3360 59.3417 63.6907
45.6160 51.8050 55.7585 79.4900
33.6603 39.3354 67.5048 71.4202 76.1539
AT

42.9421 49.3349 56.3336 63.1671 88.37iJ4 91.9517


74.3970 79.0819 83.2976
52.2938 59.3347 66.9814
95.0231 100.425 104.215
77.5766 85.5271 90.5312
61,6983 69.3344 101.879 106.629 112.329 116.321
79.3343 88.1303 96.5782 128.299
71.1445 113.145 118.136 124.116
89.3342 98.6499 107.565 140.169
80.6247 135.807
N

109.141 118.498 124.342 .• 129.561


90.1332 99.3341
Source: Abridged from E. S. Pearson and H. O. Hartley, eds., Blomelrl/ca Tab/BS tor Statisticians, vol. 1. 3rd ed., Table 8, Cambridge
Univ8'Slty Press, New'lt>rk, 1966. Reproduced by permission ot the-= and trustees of Blometrll<a.
AV
SH
R
PA
1758
25

528 APPENDIXES

TABLE E-5a DURBIN-WATSON dSTATISTIC: SIGNIFICANCE POINTS OF dL AND du AT 0.05 LEVEL OF


SIGNIFICANCE .·
/le' - 1 k'•2 k'•3 k'•-' "'•5 k' • 6 k' • 7
n d, lr'•8 lr•-g
du Cit du dL du d, du
k' • 10
d, du a.. du Cit du di. du d, du
6 0.610 1.400 dt du
7 0.700 1.356 0.467 1.B96
a 0.763 1.332 0.559 ,.m 0.368 2.287
9 0.824 1.320 0,629 1.699 0.455
2.128 0.295 2.588
10 0.879 1.320
0.697 1,641 0.525 2.016 0.376

. 11 0,927
12 0.971
1.324
0.6$8 1,604 0.595 1.928 0.444
1.331
0.812 1.579 0.858 1.864 0.512
2.414 0.243 2.822
2.283 0.316 2,645 0,203 3.005
2.177 0.379 2.50$
-'-

0.268 2.832 0.171 3.149

AR
13 1.010 1.340
0.861 1.562 0.715 1.816 0.574
14 l,°'5 2.094 0.44S 2.390 0.328 2.692 0.230
1.350
0.905 1.551 0.767 1.779 0.632 2.985 0.147 3.268
15 I.On 2.030 0.505 2.296 0.389 2.572 0.286 2.8'18 0.200 3.111 0.127
1.361
0.946 1.5-43 0.814 1.750 0.685 1.977 3.360
16 1.106 .0.562 2.220 0.447 2.472 0343 2.721 0.251 2.979
1.371
0.982 1.539 0.857 1.728 0.734 0.175 3.216 0.111 3,"38
17 1.133 1.935 0.615 2.157 0.502 2.388
1.381
1.015 1.536 0.897 1.710 0.779 0.398 2.624 0.304 2,860 0.222
1.900 0.664 2.104 0.5$4 2.318 3.090 0.155 3.304

JJ
18 1.158 1.391
1.046 1.535 0.933 1.698 0.820 0,451 2.S37 0.356 2.757 0.272 2.975
1.872 0.710 2.060 0.603 2.257 0.198 3.184
19 1.180 U011.074 1.536 0.967 1.685 0,859 1,848 0.502 2.461 0.407 2.667 0.321 2.873
0.752 2.023 0.649 2.206 0.549 2.396 0.244 3.073
20 1.201 U11 1.100 1.537 0,998 1,676
0.894 1.828 0.792 1.991 0.892 2.162 0.456 2,589 0,369 2,783 0.290 2.97 ◄
21 1.221 1.420 1.125 1.538 1,026
1.669 0.927 1.812 0.829 1.96,4 0,732
0.595 2.339 0.502 2.521 0.416

2.70 0.336 2.885

U
22 1.239 1.429 1.147 1.541 1.053 2.124 0.637 2.290 0.547 2,460
1.664 0.958 1,797 0.863 1.940 0.461 2.633 0.380 2.806
23 1.257 1.437 1.168 1.543 0.769 2.090 0,677 2.246 0,588
l.078 1.660 0.988 1.785 0.895 t.920 2.407 0.504 2.571 0.424 2.734
24 1.273 1.446 1.188 1.546 1.101 0.804 2.061 0.715 2.208 0.628 2.360
G
1,656 1.013 1.ns 0.925 1.902 0.837 0.545 2.514 0.465 2.670
2S 1.288 1.454 1.208 1.$50 1,123 2,035 0.751 2.174 O.fl66 2.318
1.654 1.038 1.767 0.953 1.886 0.868 0.584 2.464 G:506 2.613
26 1.302 1.461 1.224 1.553 1.143 2.012 0.784 2.144 0.702 2.280
1.652 1,062 1,759 0,979 1.873 0.897 0.621 2.419 0.544 2.560
27 1.316 1,469 1.240 1.5S6 1.162 1.992 0.816 2.117 0.735 2.246
1,651 1.084 1.753 1.004 1.861 0.92S 0.657 2,379 O.S81 2.513
1.974 0.845 2.093 0.767 2.216 0,691
H
28 1.328 1.476 1.255 1.560 1.181 1,650 2.342 0,616 2.470
1.104 1.747 1.028 USO 0.951 1.958
29 1.341 1.483 1.270 1.5$3 1.198 1.6SO 0.874 2.071 0,798 2.188 0.723
1.124 1.743 1.050 1.841 0.975 1.944 2.:!09 0.650 2.431
30 1.352 1.489 t.284 1.567 1.214 1.650 0.900 2.052 0.826 2.164 0.753 2.278 0.682
1.143 1.739 1.071 t.833 0.998 1.931 2.396
AT

31 1.363 1.496 1.297 t.570 1.229 0.926 2.034 0.854 2.141 0.782 2.251
1.650 1.180 1.735 1.090 1.825 1.020 0.712 2.36:l
32 1.373 1.502 1.309 1.574 1.244 1.650 1.920 0.950 2.018 0.879 2.120
1.1n 1.732 1. 109 1.819 1.041 0.810 2.226 0.741 2.333
33 1.383 1.508 1.321 1.577 1.258 1.651 1.909 0.972 2.004 0.904 2.102 0.838
1.193 1.730 1.127 1.813 1.061 1.900 2.203 0.769 2.306
34 1.393, 1.5'4 1.333 t.580 1.271 1.652 0.994 1.991 0.927 2.085 0.861 2.181
1.208 1.728 1.144 1.808 1.080 1.891 0.795 2.281
35 1.402 1.519 1.343 1.584 1.283 1.653 1.015 1.979 0.950 2.069 0.885 2.162
N

1.222 1.726 1.160 1.803 1,097 1.884 0.821 2.257


36 1.411 1.525 1,354 1.1587 1295 1,654 1.034 f.967 0.971 2.054 0.908 2.144 0.845
1.238 1.724 1.175 1.799 1.114 1.877 2.236
37 1.419 1.530 1.364 1.590 1.307 1.053 1.957 0.991 2.041 0,930 2.127
. 1.655 1.249 1.723 1.190 1.795 1.131 0.868 2.216
38 1.427 1.535 1.373 1.594 1.318 1.656 1.870 1.071 1.948 1.011 2.029
1.261 1.722 1.204 1.792: 1.146 1.864 0.951 2.112 0.891 2.198
AV

39 1.435 1.540 1.382 1.597 1.328 1,658 1.088 1.939 1.029 2.017 0.970 2.098
1.273 1.722 1.218 1.789 1.161 1.859 0.912 2.180
40 1.442 1.544 1.391 1.600 1.338 1.104 1.932 1.047 2.007 0.990 2.085
1.659 1.285 1.721 1.230 1.788 1.175 0.932 2.164
45 1.475 1.566 1.430 1.1115 1.383 1.668 1.336 1.854 1.120 1.924 1.064 1.997 1.008
1.720 1.287 t.776 1,238 1,835 tt89 2.072 0.952 2.149

50 1-~ 1.585 1. 62 1,628 1. 21 ◄
1.67 ◄
1.378 1,721 1.335 1.n1 1,291 1.S22 1.248
1.895 1.139 1.958 1.089 2.022 1.038 2.088
55 1,528 1.601 1.490 t,641 1. 52 1,681 ◄ 1.414 1.724 1,374 1.768 1,334 1.814

1.87S 1.201 1,930 1.156 1,986 1.110
2,04 ◄
SH

60 1.549 1.616 1.514 1.652 1. 80 1.689


65 1.567 t.629 1.536 1.682 1.503
◄ 1.-444 1.727 t.408 1.767 1.372 1.808 1.335
1.29 1.881 1.253 1,909 1.212 1.959 U70
1.850 1.298 1,894 . 1.260 · 1.939 1,222 1.984
2.010
1.696 U71 1.731 1.438 1.767
1.4°' 1.805 1.370 1.843 1.336 1.882 1.301
70 1.583 1.641. 1.554 t.672 1.525 1.703
75 1.598 1.652 1.571 1.680 1543 1.709

1. 94 1.735 1.464 1.768 1.433 1.802 1.401 1.923 t.266 1.964
1.837 1.369 1.873 1.337 1.910 1.305 1.948
1.51S 1.139 1.487 1.no 1.458 1.801 1.428
80 1.611 1.662 1.586 1.688 1.560 1.834 1.399 1.667 1.369 1.901 1,339
1.71$ 1.534 1.743 1.507 1.m 1.48() 1.801 1.935
R

85 1.624 1.671 1.600 1.696 1.575 1.453 1.831 1.425 1.861 1,397 1.893
1.369 1.ffl
90 1.635 1.679 1.612 1.703 1.589 1,728
1.721 1.550 1.747 1.525 1,774 1.500
1.568 1.751 1.542 1.776 1,518 1.801
1.801 1.47 ◄ ◄
1.829 1. 48 1.857 1.422 1.888 1,396 1.916
95 1.645 1.687 1.623 1.709 1.602 1.494 1.827 1.489 1.854 1.44S 1.881 1,420
PA

1.732 1.579 1.755 1.557 1,778 1.535 1.909


100 1.654 1.694 1.634 1.715 1.613 1,736 1.802 1.512 1.827 1.489 1.852 1.465 1.877
1.592 1.758 1.571 1.780 1.550 1.803 1.528 1.442 1,903
150 1.720 1.746 1.706 1.760 1.693 1.774
.1.679 1.788 1.665 1.802 1.651 1.817
1.828 1.506 1.850 1,484 1.874 1. 62 1.898 ◄

200 1,758 1,778 1.7 8 1,789 1.738 1,799
1.728 1.810 f.718 1.820 1.707 1.831 1.697
1.637 1.832 1.822 1.847 1,808 1.8132 1.594
1.877
1.841 1.688 1.852 1.675 1.863 1.665
1.87 ◄

PTO.
26
1758

APPENDIX E: STATISTICAL TABLES 529

18 Ii'• 19 k' •20


,.. • 14 ,.. • 15 ,.. • 16 Ir'• 17 I( •
k' • 12 11' • 13
k' • 11
d, du d, du dr. du dr. du
dr. du dr. du de. du dr. du
n dr. du di. du

16 0.098 3.503
17
18
0.138 3.378 o.087 3.557
0.177 3.265 0.123 3,,4,41 0.078
3.603
3A98 0.070 3.842
-.
19 0.220 3.159 0.160 3.335 0.111
0.263 3.063 0200 3.234 0.145 3.395 0.100 3.542 0.083 3.676
20 3.705
0.132 3,448 0.091 3.583 0.058
21 0.307 2.978 0240 3.141 0.182 3.300 0.083 3.619 0.052 3.731
3.211 0.168 3.3SB 0.120 3.495
22 0.349 2.897 0.281 3.057 0.220 3.535 0.076 3.650 0.048 3:753
3.128 0.202 3.272 0.153 3.409 0.110
23 0.391 2.826 0.322 2.979 0.259 0.188 3.327 O.t41 3.454 0.101 3.572 0.070 3.678
0.044 3.773
~
0.239 3.193 3.702 0.041 3.790
24 0.431 2.761 0.362 2.908 0.297 3.053 3.376 0.130 3.494 0.094 3.604 0.065

AR
0.275 3.119 0.221 3251 0.172
25 0.470 2.702 0.400 2.8,44 0.335 2.983 3.420 0.120 3.531 0.087 3.632 0.060 3.724
3.303 0.160
2.919 0.312 3.051 0256 3.179 0.205 3,563 0.081 3.658
26 0.508 2.649 0."38 2.764 0.373 3,349 0.149 3.460 0.112
0.348 2.987 0.291 3.112 0.238 3.233
0.191
27 0.544 2.600 0.475 2.730 0.409 2.859 3.168 0.222 3.283 0.178 3.39'l 0.138 3.495 0.104 3.592 '-
0.383 2.928 0.325 3.050 0.271 3.431 0.129 3.528
28 0.578 2.555 0.510 2.680 0.445 2.805 0.359 2.992 0.305 3.107 0254 3219 0.208 3.327 0.166
2.7S5 0.'18 2.874 3.368 0.156 3.465
29 0.612 =!.515 0.544 2.634 0.479 0286 3.160 0.238 3.266 0.195

JJ
0.451 2.823 0.392 2.937 0.337 3.050 3.309 0.183 3.406
30 0.843 2.477 0.577 2.592 0.512 2.708 2.996 0.317 3.103 0.269 3.208 0.224
2.665 0.484 2.776 0.425 2.887 0.370 3.252 0211 3.348
31 0.674 2.443 0.608 2.553 0.545 0.349 3.050 0.299 3.153 0.253
0.515 2,733 0.457 2.840 0.401 2.946
32 0.703 2.411 0.638 2.517 0.576 2.625 2.899 0.379 3.000 0.329 3.100 0.283
3.198 0.239 3.293
0.546 2.692 0.488 2.796 0.432
33 0.731 2.382 0.668 ·2.484 0.600 2.588 0.267 3.240

U
2.654 0.518 2,754 0.462 2.654 0.409 2.954 0.359 3.051 0.312 3.147
0.575
34 0.758 2.355 0.695 2.454 0.634 2.554 0.492 2.813 0.439 2.910 0.388
3.005 0.340 3.099 0.295 3.190
35 0.783 2.330 0.722 2.425 0.662 2.521 o.eo◄
2.619 0.547 2.716
0.467 2.868 0.417 2.961 0.369 3.053
0.323 3.H2
2.492 0.631 2.586 0.575 2.680 0.520 2.774
36 0£06 2.306 0.748 2.398 0.689
2.464 0.657 2.555 0.602 2.648
G
0.548 2.738 0.495 2.829 0.445 2.920
0.397 3.009 0.351 3.097
0.378 3.054
37 0.831 2.285 0.772 2.374 0.714 0.522 2.792 0.472 2.880 0.424 2.968
0.683 2.$26 0.628 2.614 0.575 2.703
38 0.854 2.265 0.796 2.351 0.739 2.438 o.eoo
2.671 0.549 2.757 0.499 2.843 0.451 2.929 0.404 3.013
0.707 2.499 0.653 2.585
39 0.875 2246 0.819 2.329 0.763 2.413 2.724 0.525 2.808 0.477 2.892 0.430
2.974
H
0.731 2.473 0.878 2.557 0.626 2.641 0.575
40 0.896 2.228 0.840 2.309 0.785 2.391 0.692 2.586 0.644 2.659 0.598 2.733 0.553 2.807
2.367 0.788 2,439 0.740 2.s12
4S 0.988 2.156 0.938 2.225 0.887 2.296 0.838 0.792 2.479 0.747 2.544 0.703
2.610 0.660 2.675
0.927 2.287 0.882 2.350 0.836 2.414
AT

50 1.064 2.103 1.019 2.163 0.973 2.225 0.877 2.396 0.83G 2,454 0.795 2.512 0.754 2.571
1.003 2.225 0.961 2.281 0.919 2.338
S5 1.129 2.082 1.087 2.116 1.045 2.170 0.990 2.278 0.951, 2.330 0.913 2.382 0.874 2.434 0.836 2,487
1.106 2.127 1.068 2.177 1.029 2.227 0.944 2.371 0.908 2.419
'60 1.184 2.031 1,145 2.079 1.124 2.138 1.088 2.183 1.052 2.m 1.016 2.276 0.980 2.323
65 1231 2.006 1.195 2.049 1.160 2.093 1.072 2.232 1.038 2.275 1.005 2.318 0.971 2.362
70 1.272 1.986 1.239 2.026 1.206 2.066
.t.172 2.106 1.139 2.148 1.105 2.189 2.235 1.058 2.275 1.027 2.315
2.195 1.090
N

1.121
1.215 2.080 1.184 2.118 1.153 2.158
75 1.308 1.970 1.277 2.008 1.247 2.043 1.16S 2.165 1.136 2.201 1.106 2.238 1.076 2.275
2.4)24 1.253 2.059 1.224 2.093 1.195 2.129 2.206 1.121 2.241
80 1.340 · 1.957 1.311 1.991 1.283 1205 2.139 1.177 2,172 1.149
1.287 2.040 1.260 2.073 1.232 2.105
85 1.369 1.946 1.342 1.977 1.315 2.009 1.240 2.118 1.213 2.148 1.187 2.179 1.160 2.211
2.025 1.292 2.055 1.266 2.085
90 1.395 1.937 1.369 1.968 1.344 1.995 1.318
AV

1.296 2.068 1.271 2.097 1.247 2.126 1.222 2.156 1.197 2.188
2.012· 1.321 2.040
95 UIS 1.929 1.394 1.956 1.370 1.984 1.345 1.301 2.080 1.277 2.108 1.253 ·2.135 1.229
2.164
1.371 2.000 1.347 2.028 1.324 2.053
100 1.439 1.923 1.416 U-48 1.393 1.974 1.504 1.9.72 1.489 1.989 1.474 2.006 1.458 2.023 1.443 2,040
1.924 1.535 1.940 1.519 1.956
150 1.579 1.892 1.564 1.908 1.550 1.576 1.967 1.565 1.979 1.554 1.991
1.919 1.610 1.931 1.599 1.943 1.588 1.955 -:
200 1.654 1.885 1.643 1.896 1.632 1.908 1.621
SH

Not•: n • number of obH rvalion t, I( • numl>et of elCl)lana lOIY variables .xeluellnll lhe constanl wm.
Soun»:This tablll ls 8" exlenslollof lh8 Ofiglnal l)ull)ln,WalSOII tallle and ts reprodUCed 110111 N. E. Sallin and K. J. Wl\ila, "The Oull>in•Wa1son Teal IOf Settal
Correlalion will\ Exlr- Small Samples or Many Regressors.· Ecooom9frll:a. IIOI. 45. N<Mmber 1977. pp. 1989-96 and as cor~ed by R. W. Faret>rolher,
Economefr/ca, YOL 48, September 1980. p. 1554, Reprinled bV penniSSion ol lhe'Economel lie Socie!Y-
R
PA

Example E.1.
If n::::; 4Qandk' =4,dt = 1.285anddu= 1.721.lf acomputeddvalueislessthan
1.285, there is evidence of positive first-order serial correlation; if it is greater
than 1.721, there is no evidence of positive first-order serial correlation; but if
d lies between the lower and the upper limit, there is inconclusive evidence
regarding the presence or absence of positive first-order seria l correlation.
1758
27

530 APPENDIXES

TABLE E-Sb
SIGNIFICANCE DURBIN-WATSON d STATISTIC: SIGNIFICANCE POINTS OF dL AND du AT 0.01 LEVEL OF
k. • 1 k'•2 k' •3 k'•4 k'•5 k'~ 6
n dL du d, k" • 7 k' c 8 k' •9
du d, dv d, k' • 10
du dL· du dt du d, du d, du dt du dt
6 0.390 1.142 du
7 0.435 1.036 0.294 1.676
8 0.497 1.003 0.345 1.489 0.229
2.102
9 0.554 0.998 0.408 1.389 0.279
10 1.875 0.183 2.433
0.604 1.001 0.468 1.333 0.340
·11 1.733 0.230 2.193 0.150 2,690
0.653 1.010 0.519 1.297 0.396
1.640 0.286 2.030 0.193
12 0.697 1.023 0.569 1.274 0.449 2.453 0.124 2.892
13 1.575 0.339 1.913 0.244 2.280
0.738 1.038 0.816 1.261 0.499 0.164 2.665 0.105 3.053
1.526 0.391 1.826 0.294
14 o.n6 1.054 0.660 1.254 0.547 2.150 0.211 2.490 0.140
2.838 0.090 3.182
1.490 0.441 1.757 0.343

AR
15 0.811 1.070 0.700 1.252 2.049 0.257 2.354 0.183
0.591 1.464 0.488 1.704 ·2.667 0.122 2.981 0.078
16 0.844 1.086 0.737 1.252 0.391 1.967 0.303 2.244 3.287
0.633 1.446 0.532 1.663 0.437 0.226 2.530 0.161 2.817 0.107
17 0.874 1.102 0.772 1.255 1.900 0.349 2.153 0.269 3.101 0.068 3.374
0.672 1.432 0.574 1.630 2.416 0.200 2.681 0.142
11) 0.902 1.118 0.480 1.847 0.393 2.078 2.944 0.094 3.201
0.805 1.259 0.708 1.422 0.313 2.319 0.241 2.566
. 19 0.928 1.132 0.835 1.265 0.613 1.604 0.522 1.803 0.4~ 0.179 2.811 0.127 3.053
0.742 1.415 0.650 1.584 2.015 0.355 2.238 0.282
2.467 0.216 2.697 0.160

JJ
20 0.952 1.147 0.863 1.271 0.561 1.767 0.476 1.963 2.925
0.773 1.411 0.685 1.567 0.396 2.169 0.322 2.381
21 0.975 1.161 0.890 0.598 1.737 0.515 1.918 0.436 0.255 2.597 0.196 2.813
1.277 0.803 1.408 0.718 1.554 2.110 0.382 2.308 0.294
22 0.997 1.174 0.914 0,633 1.712 0.552 1.881 2.510 0.232 2.714
1.284 0.831 1.407 0.748 1.543 0.474 2.059 0.400 2.244
23 1.018 1.187 0.938 1.291 0.687 1.691 0.587 1.849 0.331 2A34 0.268 2.625
o.m 0.510 2.015 0.437 2.188

U
0.858 t.407 1.534 0.698 1.673 0.620 0.368 2,367 0.304 2.548
24 1.037 1.199 0.960 1.298 1.821 0.545 1.977 0.473
0.882 1,407 0.805 1.528 2.140 0.404 2.308 0.340 2.479
25 1.055 1.211 0.981 0.728 1.658 0.652 1.797
1.305 0.906 1.409 0.831 1.523 0.578 1.944 0.507 2.097 0.439
2.255 0.375 2.417
26 1.072 1.222 1.001 1.312
27 1.089 1.233 1.019 t.319
0.928 1.411 0.855 1.518 0.783
0.949 1.413 0.878 1.515
G
0.756 1.645 0.682 1.776 0.610
1.635 0.711 1.759 0.640
t.915 0.540 2.059 0P3 2209
1.889 0.572 2.026 0.505 2.168
0.409 2.362
28 1.104 1.244 1.037 1.325
0.969 1.415 0.900 1.513
0.808 1.626 0.738 1.743 0.li6_? 1.867 0.602 0.441 2.313
0.832 1.618 0.764 1.729"'9 .696 1.997 0.536 2.131 0.473 2.269
29 1.119 1.254 1,054 1.332 1.847 0.630 1.970 0.566
0.988 1.418 0,921 1.512
H
30 1.133 1.263 1.070 1.339 0.855 1.611 0.788 1.718 0.723 2.098 0.504 2.229
1.006 1.421 0.941 1.511 1.830 0.658 1.947 0.595 2,068
31 1.147 1.273 1.085 1.345 0.8n 1.606 0.812 1.707 0.748 1.814 0,533 2.193
1.023 1.425 0.960 1.510 0.684 1.925 0.622 2.041'
32 t.160 1.282 1.100 1,352 0.897 1.601 0.834 1.698 0.562 2.160
AT

1.040. t.428 0.979 1.510 0.917 0.772 1.800 0.710 1.906


1.597 0.856 1,690 0.794 0.649 2.017 0.589 2.131
33 t.172 1.291 1.114 1.35$ 1.788 0.734 1.889 0.674 1.995
1.055 1.432 0.996 1.510 0,615 2.104
34 1.184 1.299 1.128 1.364 0.936 1.594 0.876 1.683
1.070 1.435 1.012 t.511 0.816 1.776 0.757 1.874 0.698
35 1.195 1.307 1.140 1.370 0.954 1.591 0.896 1.sn 1.975 0.641 2.080
1.085 1.439 1.028 1.s12 0.971 0.837 1.766 0.779 1.860
1.589 0.914 1.671 0.857 0.722 1.957 0.665 2.057
36 1.206 1.315 1.153 1.376 1.757 0.800 t.847 0.744
t.098 1.442 1,043 1.513 0.988
N

37 1.217 1.323 1.165 1,382 1.588 0.932 1.666 0.877 1.749 1.940 0.689 2.037
1.112 1.446 1,058 1.514 0.821 1.836 0.766 1.925
38 1.227 1.330 1.176 1.388 1.004 1.586 0.950 1.662 0.895 0.711 2.018
1.124 1.449 1.072 1.515 1.019 1.742 0.841 1.825 0.787
39 1.237 1.337 1.187 1.585 0.966 1.658 0.913 1.911 0.733 2.001
1.393 1.137 1.4S3 1.085 1.S17 1.73S 0.860 1.816 0.807
40 1.246 1.344 1.198 1.034 1.S84 0.982 1:655 0.930 1.899 0.754 1.98S
AV

1.729 0.878 1.807 0.826


45 1.288 1.376 1.245 U23
1.398 1.148 1.457 1.098 1.518
1.201 1.474 1.156 1.528 1.111
1.048 1.584 0.997 1.652
0.946 1.724 0.895 1,799
1.887 0.77◄
0.844 1.876 0.749 1.956
1.970
50 1.324 1.403 1.285 U46 1.584 t.065 1.643 1.019 1.704
1.245 1.491 1.205 1.538 1.164 0.974 1.768 0.927 1.834 0.881
55 1,356 1,427 1.320 1.466 1.587 t.123 Ul39 1.081 1.692 1.902
1.284 1.506 1.247 1.548 1.039 1.748 0.997 t.605 0.955
1.209 1.592 1,172 1.638 1. 134 1.864
" 60 t.383 1.449 1.350 1.484
1.317 1.520 1.283 1.558 1.249 1.685 1.095 1.734 1,057 1.785
1.018 1.837
65 1.407 1.468 1.377 1,500 t.S98 1.214 1.639 1.179 1.682
SH

1.346 1.534 1.315 1.568 1.283 1.144 1.726 1.108 1.771 1.072
70 1.429 1.485 t.400 1.604 1.251 1.642 1.218 1.817
1.515 1.372 1.546 1.343 1.578 1.680 1.186 1.720 1.153 t.761
75 1.448 1.501 1.422 1.529 1,313 1.611 1.283 1.645 1.253 1.680 1.120 1,802
1.395 t.S57 1.368 1.587 1.340 1.223 1.716 1.192 1.754 1.162
80 1.468 1.S15 1.441 1.541 1.617 1.313 1.649 1.284 1.682 1.792
1.416 1.568 1.390 1.595 1.364 1.256 1.714 1.227 t.748 1.199
85 1.482 1.528 1.458 1.553 1.624 1.338 1.653 1.312 1.783
1.435 1.578 1.411 1.603 1.388 1.683 1.285 1.714 1.259 1.745 1.232 1,777
90 1.496 1.540 1.474 1.563 1.630 1.362 1.657 1.337
R

1.452 1.587 1.429 1.611 1,4011 1.685 1.312 1.714 1.267 1.743
95 I.S10 1.552 1.489 1.573 1.636 1.383 1.661 1.360 1.262 1.n3
1.468 1.596 1.446 1.618 1.687 1.336 1,714 ·l.312 1.741 1.288
100 1.522 1.562 1.503 1.425 1.642 1.403 1.666 1,381 1.769
1.583 1.482 1.604 1.462 1.625 1.690 1.358 1.715 1.336 1.741 1.313
PA

150 1.611 1.637 1.598 1.651 1.441 1.647 1.421 1.670 1.400 1,767
1.584 1.665 1.571 1.679 1.557 1.693 1.378 1.717 1.357 t.741 1.335
200 1.664 1.684 1.653 1.693 1.693 1.543 1.708 1.530 1.722 1.765
1.643 1.704 1.633 1.715 1.623 1.515 1.737 1.501 1.752.
1.725 1.613 1.735 1.603 1.746 1.486 1.767
1.592 1.757 1.582 1.768 1.571
1.779

P. T.O.
28
1758

APPENDIX E: STATISTICAL TABLES 531

k' • 19 k' •20


It'• 17 It'• 18
le'• 14 le'• 15 le'• 16
1t le'• 12 lc' • 13 d, du di. du
I(.
du di. du di. du d, du
dL du dr. du d, du de.
n di. du

16 o.oeo 3.446
17 0.084 3.288 0.053 3.508 ....:
3-357
18 0.113 3.148 0.075 3.358 0.047
3.420 0.043 3.601
19 0.145 3.023 0.102 3.227 0.067
0.092 3.297 0.061 3.474 0.038
3.639
20 0.178 2.914 0.131 3.109 0.055 3.521 0.035 3,671 -

AR
0.162 3.004 0,119 3.185 0.084 3.358 3.700
21 0.212 2.817 0.077 3.412 0.050 3.562 0.032
0.148 3.084 0.109 3.252 0.046 3.597 0.029 3.725
22 0.246 2.729 0.194 2.909 3.155 0.100 3.311 0.070 3.459
23 0.281 2.651 0227 2.822
0.178 2.991 0.136 3.501 0.043 3.629 0.027 3.747
0.125 3.218 0.092 3.363 0.065 3.657 0.025 3.766
2.580 0.260 2.744 0.209 2.906 0.165 3.065 3.274 0.085 3.410 0.060 3.538 0.039
24 0.315 0.116
25 0.348 2.517 0.292 2.674 0.240 2.829 0.194 2,982 0.152
3.131
0,141 3,191 0.107 3.325 0.079 3.452o.oss 3.S72 0.036' 3.682

JJ
0.180 3.050 0.100 . 3.371 0.073 3.490 0.051 3.602
0.381 2.460 0.324 2.610 0.272 2.758 0.224 2.90G 3.113 0.131 3.245
26 0.208 2.976 0.167 3.412 0.068 3.524
0.303 2.694 0.253 2.836 0.156 3.169 0.122 3.29-1 0.093
27 0.413 2.409 0.356 2.552 0.237 2.907 0.194 3.040 0.087 3.450
0.444 2.363 0.387 2.499 0.333 2.635 0.283 2.772 2.972 0.182 3.098 0.148 3.220 0.114 3.338
28 0.268 2.843 0.222 0.107 3.379
0.363 2,582 0.313 2.713 0.17t' 3.152 0.137 3.267

U
29 0.474 2.321 0.417 2.451 0.294 2,785 0.249 2.909 0.208 3.032
0.128 3.311
2.283 0.447 2.407 0.393 2.533 0.342 2.659 2.851 0.234 2.970 0.198 3.087 0.160 3.201
30 0.503 2.730 0.277 3.137 0,151 3.246
0.422 2.487 0.371 2.609 0.322 2.912 0.221 3,026 0.184
31 0.531 2.248 0.475 2.367 2.680 0.304 2.797 0:261
0.174 3.184
32 0.558 2.216 0.503 2.330
0.450 2.446 0.399 2.563 0.350
0.477 2.408 0.428 2.520 0.377
G
2,633 0.331 2.746 0.287 2.858
0.248 2.969 0.209 3.078
0.313 2.808 0.272 2.915 0.233
3.022 0.197 3,126
33 0.585 2.187 0.530 2.296 0.-404 2.590 0.357 2.699 3.071
0.503 2.373 0.452 2.481 0.297 2.865 0.257 2.969 0.221
34 0.610 2.160 0.556 2.266 2.550 0.383 2.655 0.339 2.761
0.529 2.340 0,478 :Z.444 0.-430 2,717 0.322 2.818 0.282 2.919
0.244 3.019
35 0.634 2.136 0.581 2.237 2.614 0.364
H
2.410 0.455 2.512 0.409 2,969
2.210 0.554 2.310 0.504 0.347 2.774 0.306 2.872 0.268
36 0.658 2.113 0.605 2.477 0.434 2-576 0.389 2.675
0,$7(1 2.282 o.528 2.379 0.480 0.414 2.637 0,371 2.733 0.330
2.828 0.291 2.923
37 0.680 2.092 0.628 2.1(1& 0.504 2.445 0.458 2.540 0.315 2.879
0.601 2.256 0.552 2.350 0.395 2.694 0.354 2.787
AT

38 0.702 2.073 0.651 2.164 2.414 0.482 2.507 0.-438 2.600


0.623 2.232 0.575 2.323 0.528 0.418 2.657 0.377 2.748 0.338
2.838
39 0.723 2.0SS 0.673 2.143 0.551 2.386 0.505 2.476 0.-481 2.566
0.448 2.661
0.645 2.210 0.597 2.297 2.424 0.528 :Z.503 0.488 :Z.582
40 0,744 2.039 0.694 2.123 0.612 2.346 o.570
2.11e 0.100 2.193 0.655 2.269
45 0.835 1.972 0.790 2.044 0.744 2.051 0.787 2.1t6 0.748 2.182 0.705 2.250 0.665 2.318 0.625 2.387
o.588 2.456 0.548 2.528
2.359 0.637 2.421
50 0.913 1.925 0.871 1.987
0.829
0.786 2.176 o.748 2.237 0.711 2.298 0.674
N

2,117
0.1102 2.002 0.863 2.059 0.825 2.173 0.786 2.227 0.751
2.283 0.716 2.338
55 0.979 1.891 0.940 1.945 2,067 0.857 2.120 0.822
0.786 2.272
0.965 1.96-4 0.929 2.015 0.893 2.123 0.852 2.172 0.819 2.221
. 60 1.037 1.865 1.001 1.91-4 0.953 2.027 0.$19 2.075 0.886
2.172 0.849 2.217
1.020 1.934 0.986 1.980 2.082 0.911 2.127 0.860
85 1.087 1.845 1.053 1.889 1.995 0.974 2.038 0.943
1.911 1.037 1.953 1.005 0.964 2.090 0.934 2.131 0.905
2.172
70 1.131 1.831 1.099 1.870 1.068
AV

1.970 1.023 2.009 0.993 2.049 o.983 2.097 0-9~~ 2.135


1.111 1.893 1.082 1.931 1.052 1.984 1.039 2-022 1.011 2.059
75 1.170 1.819 1.141 1.856 1,949 1.088
1.150 1.878 1.122 1.913 1.094 1.027 2.068 1.000 2,104
80 1.205 1.810 1.177 1.844 1.965 1.080 1.999 1.053 2.033
1.834 1.184 1.866 1.158 1.898 1.132 1.931 1.108 1.091 2.012 1.088 2.044 1.041 2.077
85 1.236 1.803 1.210 1.t-41 1.948 1.118 1.979
1.2-40 1.827 1.215 1.858 1.191 .1.888 1.166 1.917 1,150 1.963 1.126 1.993 1.102 2.023 1.079 2.054
90 1.264 1.798 1,17-4 1.934
1.24-4 1.8-48 1.221 1.878 1.197 1.905 1.136 2.006 1.113 2.004
SH

os· 1.290 1.793 1.267 1,821


1.248 1.868 1.225 1.895 1.203
1.922 1,181 1.949 1,158 1.977
1.292 1.818 1.270 1.841 1.880 1.370 1.897 1.355 1.913 1.340 1.931
100 1.314 1.790 1.429 1.830 1.414 1.847 1.400
1.883 1.385
1.458 1,799 1.4" 1.814 1,495 1.860 1.484 1.871 1.474 1.883 1.-462 1.896
150 1.473 1,783 1.507 1.847
1.813 1.528 1.824 I .518 • 1.836
200 1.561 1.791 1.550 1.801 1.539
R

Nole; n • runber ol obselllllliCN, I( • oomber of e,qllanat<My variableS e>cducinll lhe conslant t8flll.
- ~ Savin arid While, op. c:il~ t,y ~ ol econome1ric Society.
PA

(3000)

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