Statistical Tables Complete
Statistical Tables Complete
Christoph Wunder
Department of Economics
Statistical Tables
Contents
1
1. Cumulative Areas of the Standard Normal Distribution 2
The table areas are probabilities that the standard normal random variable Z is lower or equal
to z.
Example: If Z ∼ N(0, 1), then P(Z 6 −1.96) = 0.025 and P(Z 6 2.33) = 0.990.
Examples: The 5% critical value for a one-tailed test with 20 degrees of freedom is 1.725. The
5% critical value for a two-tailed test with 20 degrees of freedom is 2.086.
# left tail
c0 <- seq(-3.09,0,.1)
c1 <- seq(-3.08,0,.1)
c2 <- seq(-3.07,0,.1)
c3 <- seq(-3.06,0,.1)
c4 <- seq(-3.05,0,.1)
c5 <- seq(-3.04,0,.1)
c6 <- seq(-3.03,0,.1)
c7 <- seq(-3.02,0,.1)
c8 <- seq(-3.01,0,.1)
c9 <- seq(-3.00,0,.1)
c10 <- seq()
z <- cbind(c0,c1,c2,c3,c4,c5,c6,c7,c8,c9)
zscore.df <- round(pnorm(z),4)
zscore.df
# right tail
c0 <- seq(0.00,3.00,.1)
c1 <- seq(0.01,3.01,.1)
c2 <- seq(0.02,3.02,.1)
c3 <- seq(0.03,3.03,.1)
c4 <- seq(0.04,3.04,.1)
c5 <- seq(0.05,3.05,.1)
c6 <- seq(0.06,3.06,.1)
c7 <- seq(0.07,3.07,.1)
c8 <- seq(0.08,3.08,.1)
c9 <- seq(0.09,3.09,.1)
z <- cbind(c0,c1,c2,c3,c4,c5,c6,c7,c8,c9)
zscore.df <- round(pnorm(z),4)
zscore.df
B. R Code for Critical Values of the t Distribution 28
p <- c(0.005,0.01,0.025,0.05,0.1)
df <- c(seq(1,30), 40, 50, 60, 70, 80, 90, 100)
m <- outer(p, df, function(x,y) qchisq(x,y))
m <- t(m)
colnames(m) <- p
rownames(m) <- df
m
round(m, digits=4)
p <- c(0.9,0.95,0.975,0.99,0.995)
df <- c(seq(1,30), 40, 50, 60, 70, 80, 90, 100)
m <- outer(p, df, function(x,y) qchisq(x,y))
m <- t(m)
colnames(m) <- p
rownames(m) <- df
m
round(m, digits=3)
D. R Code for Critical Values of the F Distribution 30
p = .005
df1 <-(1:10)
df2 <-c(1:30, seq(32,50,2), seq(60,200,10), seq(300,1000,100), 500000)
m <- outer(df1,df2, function(df1, df2) qf(p, df1, df2))
m <- t(m)
colnames(m) <- df1
rownames(m) <- df2
m
round(m, digits=3)