3.

THE STANDARD NORMAL DISTRIBUTION

3.1. OnorlrernseNo-PnonaBrlrry funncnlr,

a. Introduction

Table 3.1 provides, correct, to six places of decimal, values of the ordinates
of the standard normal distribution

/f(r) = N(r10,I) : : 0(0.0r)S(0.r)4

ifrn-*'l',r
and the values of the probability integral

P(n) : I N(w)d,wfor r :0(0.001) s(0.01)4 (0.1)4.9,

,
X'rom symmetry.l(r) : N(-r) and for non-negativenumbersa ancTb,(a<b)
' b
N@)d,w:p(b)-p(o1: j"Np1d,*
! -b

b d,

JI N(w)d,w:
-a
P(b)*P(o) : J N(zo)d,w
.f
-b

' EtamPile. The score B in a certain test is known to be normally distributect

rvith mean 50 and standard deviation 10. Determine the proportion of casesfor
which
the scoreslie betu'een(i) Bb and 5b, and (ii) ES and 67.
'
The distribution of w: (B_-b0)/t0 is standard normal, Hence for (i) the
0:6
answeris P(0.b)-fP(1.5):0.19r462+0.4g3t93 :0.624688.
- 1[. 6_N(w)d,w:
'Similarly
the answer for (ii) is
\

.f N(w)dw: P(1.7)-P(0'b) : 0.4154g1-0,191462: 0.2689T8.

0.5

b. Derivatives of N(x)

The Tchebycheff-Hermite polynomials flr(c) are defined by eq'ations

drN(r)-
: (-'r)rHr@)N(r)
d*,

H 7 ( :n )* - ( ; ) * , - , * rx s (
; ) r , - + - r x s x(di ) * * * r x B x E x zI() * * .
 AND ITABLES T'ON' STATISTIOA]' WOR'K
52 FORMUI,AE

for r upto 10
The table bolow gives the coefficients in H'(n)
COEFFICIENTS IN IIERMITE POLYNOMIALS

frI to

-1 I
I
3 -6 I
I
-r5 45.-I5 I ,.
5, -t0 r
r05 210 -28
t7
106 -21 I ,420
- 36 -945 4725 -3150 030 -4s
o - 1260 378

Direct interpolation.in Table 3'1

Ta1zl61e*pansions:
X,ormulaefor interpolation are derivecl from the following
I

q;
N(n):N(ro)
. " , [ r-aHr(r,)**'r**or. "' ]
1 "rt'rl-t

: rf(*o)
1r-o*,+\!- "'e8;ut + I

-* ,rr*rr+(
P(h;):."P(ro)-l-N(ro)[a nrprl- ' '
)

: P(tro)+lrl
@dl"-+aaer-l- 1
&nswer is required and
where ro d.enotesthe tabul-ar argument, nearest to r for rvhich
Q,- Q)-tr's.
(linear in a) is 0'199542
x'or /f,(r), the maximum error in using upto linear terms
el.Ior in using upto
and upto quad.raticterms is 0'091843. For P(u) the maximum
is 0'066548.
linear terms only is o.llloaz and upto quadratic terrns,

EramYtleI' Determine ff(0'0149)

Choosing no : 0'01, we hbve & : O'0049' Then

: rf(ro)[v**,at{0l|!-1
N('014e)
: 0'398898(to 6 decimal places)
: 0,398922(1-.0'000049-0.000012)

.rl
EnamPle 2. Determine P(r'0236)
I
of P(r)'
,i We use a slightly different formula for int'erpolation
rll
iil
l;il . r o,2r 't
I P(n),:P(ro)*N(f6l1o-
i I
 T]ID NOR,MAI DIfITR,IBUTION 53

where ro is the tabular argument closest to r and rf, is ro rounded to two places of
decimals. The substitution of ,l(ri) for lf,(ro) in the original formula does not
introduce any serious error and the accuracy of this formula is comparable to the
one consideredearlier. Choosingno : L,024we have a : -0.0004, and rf, : I.02.

Then P(1.0236):- 0,349432+ 0.237132x [- 0.0004]

: 0.349432-0.000095 : 0.349337 (to.6places).

d. Inverseintefpolation
suppose it is required to find tr corresponding to a given varue of p(r) : 11,
between tlvo consecutivetabular entries in Table 3,1. Leh mobe the argument, corres-
ponding to the nearest entry. The foliowing formula determines n corcect,to fir,e
places of clecimalfor r ( I'l'663 ancl at least to four decimal places elses,here:

.=.'++#
Erample 3. Determine z for which P(m): 9.29.
As in the formula fot P(r) in example 2.the above formula can be rewritten as

e - t u o
, A-P(ro)
nr(r;)
Choosing
rco: 0.674,
we have nt: 0.61. Thenc : O.AZe+-ffi : 0.674-l-0.0049
u';
: O'67449
(to 5 decimalplaces);

e. Some other tables

1.. tU. S'l NATToNAL BunuA.u or SreNnrrnos (1953) : ?ables of Nortnal Probabili,ty lvunctions, Appliecl
lVlathernatics Series 23, Washington.
c
Table I gives .li(o) and NQn)dw corroct to 15 places of clecimal for c : 0(0.0001)l(0,001)
_J

7.800 (vatious) 8.285. Table II givcs N(o) ancl S-Wltulau correct to 7 signiffeant figqres
. 6 ( 0 . 0 1r)0 .
2. Elrnveno lfxrvnnsrlv CottpunerrorqL.rsoneronv (1952): TabtesoJ the Error Function and
First Iwanfu l)eriuatit'es.
The Annals of the Computation Laboratory of lTarvard llniversity,
Ilarvard LTniv. Pross, Cambridgo (Massachussetts).
The contonts are as follows:

I N(w)dw 6 doc 0 ( 0 , 0 0 4 )4 . 8 9 2
0

N(r) 6 rlec 0 ( 0 . 0 0 4 )5 . 2 1 6
rz.th dorivativo DtzN(n) :-
n: r[)a 6 doc 0 ( 0 , 0 0 4 )6 . 4 6 8
ia: 5(l)10 6 dec 0(0.004)8.296
? u: 1 1 ( l ) 1 5 7 fis 0(0.002) 6.198
and 6 dec 6 . 2 ( 0 . 0 0 2 )g . 6 t
n : 16(r)20 7 ffg 0(0.002) 8.898
and 6 clec 8,4(0.002)10.902
 54 tr'OR,MULAE AND TABLES X'OR,STATISTICAI, WOR,K

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,,i.,
l
a" Introduction I :,. J*

lrr d
.+r
Table 4.I gives the gt-th fractile of the f-distribution, for degree{ roi freedqm .'.';,},,
,.,
u: I(1)30, 40(20)f00, co, the values of p being : t, i.. . 1 ,
0.6,0.7,0.75,0.9,0.95,0.9,0.95,0.975,0.99,0,995,0.ggg,0.ggg5.,."- t '

{
X'ractiles for the following values of 7t can also be easily deduced from.Tabie - ri.
d. .

4.L, by changing sign becauseof symmetry (about the origin) oT the f-distribution : r' ,y'I" l

p : 0 . 0 0 0 50, ' 0 0 1 ,0 , 0 0 50, . 0 1 ,0 ' 0 2 5 ,0 . 0 5 ,0 ' 1 ,0 . I 5 , 0 . 2 ,0 . 2 8 , 0 . 8 0

, .4.
Eramryl,e: To find the fractile of J for v : 4,? : 0'0F.
'Ihe
required fractile is -2'132 (2'132 being the 0.95-th fractile of t for 4
degreesof freedom),

The last six colurnnsof Table 4.I clirectly provicle critical values of l, I for
two-sidedtests at hhel0o/o,So/oa,id Zoh, loA, 0,2o/oand 0.I o/olevels of significance
respectively. They also give the critical values of , for upper tail tests at the
sigrrificaricelevels of 5o/o,2.5o/oand lo/o,0.bo/o,0'IoAand 0,0bo/n. A negative sign
prefixed;to thesevalues would provide the critical valuesfor lower tail tests.

3. Computing the fractiles for other degrees of freedom

!-or higher values of y Cornish-X'isherexparrsionof ln (the p-th fractile of J with
u cl.f.) may be used to determine its value to any desired accura,cy

-r4--t
I l r B I r. t I r 5_ r_ _5_I-l. _6_r. _o. 3 t 3 r r L |t \ u ? - l l 9 r 5 ] _ _Ll 7 r ! - I 5 r t
' t'^ P v - - ' _ l--t-_.--t ___:- \-L_
v\ 4 I'vz\ 96 I'yl\ 384 I

I
=1-F17 !77
9f { 148215-L920r3 -945n t
6lu7
\--01160 /r-"'
where r is the p-th fractile of the stancLardnormal clistr.ibution.
Values of r (the first, term) and the coefficientsof llv, llvz, etc. in the expan-
sion, for the different values of p covered in Table 4.1 arc shown below
COEX'FICIENTS* IN THE COR,NISH-X'ISIIER EXPANSION

valuo of p

.975 .995 .9995 .99 n .lo .u o

r . 9 5 9 9 6 2 . 5 7 5 8 33 . 2 9 0 5 3r . 6 4 4 8 52 . 3 2 6 3 63 . 0 9 0 2 30 . 2 5 3 3 50 . 5 2 4 4 00 . 6 7 4 4 90 . 8 4 1 6 21 . 2 8 1 5 5
11, 2 . 3 7 2 2 7 4 . 9 1 6 59
5 . ' , t 2 9 7 3r . 5 2 3 7 7 3 , 1 2 9 0 78 . 1 5 0 1 30 . 0 6 7 4 00 . 1 6 7 1 50 . 2 4 5 8 30 . 3 5 9 4 40 . 8 4 6 5 8
I lya 2.8225 8.83{s 26.1330 r.4202 5.7r97 0.0r07 0.0425 0.0795 0.1477 0.5709
I lts 2.566 2.I44 53.169 0.983 6 . 7 1 93 6 . 1 5 4 - 0 . 0 0 9 - 0 . 0 1 2 - 0 . 0 0 5 0.017 0.259
1 1,,4 1.6 ,2.1 79.4 0.4 D,ll 48.6 0 0 0 0 0.1

* Sufficionlbfi.guresare rotained to onsure a,ocuracyin tho fourth

clocirnal placo for n > S0.

The coeffirrents forp - 0.85 of l, tlv, llvz,llvs andl.lva are 1.086118,

0,59744,0.28028,0.0?8 and
0.0 respe Ltively,

i
 'IHE NOR,MAIJ DISTB,IBUTION 63

3.2. PrncnNrac*n Porxrs

a. Intfoduction
X'or various values of p, Table 3.2 provides the upper I$Upo/opoints of the
absolute value of the standard normal variable, or more explicitly it gives the
value of u satisfying the equation
@ -fr
LD -- fJ N(w)d,wj- ! N(w)rl,w: 2 : N(w)d,w.
- - f r
@

Sirice $ :
4 f r
i Nltu)d.w,the tabular values may also be interpretecl as the uplrcr 50tr%
point of the standard normal variable. The lower 50p",Apoint, can be obtained by
prefixing a negative sign to the value of the upper SOpfo point. Thus reading
9f the sta,ndardnolnlal valinble is
againsi,,p:.24 it Table 3.2, the upper l2o1/rrpoittt
obtained as 1'174987. llhe lower l2o/o point is therefore -I'174987'
Table 3.2 also provides a short table of p (the probability of an observation
frr,llingoutside the range -r to z) fol thc following values of a-

. rc- 0'25,0'5(0'5)5'0.

b, Application
Table 3.2 is useful in tests of significance,par:ticularly in large sample tests
'Iable 3'1, in a
using standard errors (see Chapler IV in Part I) and together with
limited sense,for prqbit analysis. A further use is in Cornish-Fisher type expansions
foi the fractiles of ot'her variables having asympt'oticall5'a tlutttturcl normal distribu-
tion. X'or f, I' ancl X2 these expansions are pro'i'ided in explanatory notes preceding
the corresponding tables.
TABLE 3.2 THE STANDAIiD NOR,MAL DISTR,IBUTION: PETTCENTAGE POINTS
OT'ABSOLUTE VALUE

.00 | c oo 2 ::5577558822929..gg2266gg44828..1177000099020..00668877449r19..995599990 6414..888800279941 l4. .8811119 9l l 1I1. ??{{00668866r . 660055339988

. tr ll tr..oo++++sess+t+. dEe9s8l el 9s 8r . 555544777: 4- t14..5511 4 1 002r2. 44775577e9r1 .. 4433e955331 9 *0 1
I .144005500772r\2'.!377? 2? 2 I4 .l3: F' FM3 5 5
1
l ' ?. 31 1
90 5 97 9
q1
.i lt.zstsszr.zEsE65 r . 2 2 B E z r8. 2 0 0 3 5 et . l ? 4 8 8 21 . 1 5 0 3 41e. 1 2 6 3 911. ! 0 ? 0 9 ?I g j P l a ' f r ' . ? l i l o '
.s I I . O r o + s t' . o t ; z z z . 9 9 4 4 b 8. g 7 4 t I 4 . 9 5 4 1 6 5. s 3 4 5 8 9. 9 1 5 3 6 5. 8 9 6 4 7 3' 8 ' f 8 9 6 . 8 5 : l i
:; l' :ili6;i :;fi8il .80642I . z8erez .11zrss .75B4rE . ?3s847 .izz+zs ' z lsos ' 6e30e
.674450 .658838 .643345 . 6 2 8 0 0 6 . 6 r 2 3 1 3 ' . 5 9 7 7 6 0.582842.Eo8o5l.rrflss .5$:19
.6 .52440r .510073 .495850 .481127 .467699 .453762 .439913 .426148 .4:2463 3q:??
n .385320 .37r856 .358459 .345L26 .331853 .318639 .30548r .2s2315 .2',p3le .2q*Li
.8 .253347 .240426 .227645 .2L4702 . 201893 . 1891I 8 . 1 7 6 3 7 4 . I 6 3 6 5 8 . 1 0 9 6 9 .lEgY:
.9 .125661, .rr3039 .r00434 .087845 .075210 .062707 .050154 .037608 .0.5069 .O1zD66

1) . .00r .000,1 .000,0r .000,00I .000,000,1 .ooo,uoo'cl.0{jo,oo0,0o1

. 3.29053 3.89059 4.41717 4 .8 9 1 6 4 5.82672 6.7307d, 6. 10941

3.0 3.5 4.0 5.0

u 0.29 0.6 1. 0 1. 5 2.0 2.5
.000001
f
. 8 0 2 5 8 7 , 6 I 7 0 7 6 , 3 r ?.3r 3r 3r 6 t 4 . 0 4 5 5 0 0. 0 1 2 4 1 9. 0 0 2 7 0 0.000466.000063

(1, : of 1r aftor the decimal point is givon in t'ho coFmn aieit

ana'f socona
Tho first digit
in tho row,
63 THE , DISTn,IBUTION
65
c. Applications
Some uses of Table 4.L arc illustrated

(i) One sam,pl,e

probl,em_.testand, aonfd,enae,i,nteraal,
he-
he Enample: The mean and sample variance of
hardness (Rockwell tr)) determined
from a sample of l0 pieces of die-cast aluminium
are :
}(.r,t-x',\z
E: 68.5 uz _
#:2'5'
% Are these consist'ent with the hypothesis that the
average hardness p in respect of
by the manufacturing procoss is T0 ?
ng
is . fr- tl,
-3'0, and lf | : 3.0.
,:
G16-

The 5o/oand ro/olever values of

lrl (for a two-sided test) for 9 d.f.being 2,262
and 3'250 respectively, the hypothesis can be rejected
at the 5o/orever. on the basis
of the data a 95o/o confidencqstatement of the
following kind can be made :

(a) 7r doesno.t exceedu+1.8g8 : 69.42,

+
\/ L0
sts
. a
(b) p doesnot fall belowit-t.8Bg _L : 6?.b8,
InS \/rc
)u-
ng onr (c) p liesbet:weer_fr-Z.Z6Z : 67.3Tand
E+Z.Z6Z : OO.OS
# Ofo
where I0 under squa,reroot in the denominator is
the sample size and l.8gg, 2.262
are upper 5o/o and two-sided b/o values of f
from Table 4.1 corresponclingto
n-l (: 9) d.f.
'. (ii) Two-sampileproblem
rr8
i79
Enarnple: The impact strength readings in foot
I pounds in samples of sheets
from two lots were summarised as follows :
o
,5
1 Lot L z Sample size z, : g,
t+
lo

ot
frt: o'e25,
,7: Z@,!4t-: .08?.
'41
Lot 2 : Samplosizen, - 10,
'.0

)0I
frz: 0.857,sB.
: 29zn--a'\' : ' 0 7 9 '
n'i-
.igit
Do the lots differ significauflyin respectof the average
impact strength ?
I
 AND TABLES FOB' S'I-4'TISTICAL WOR'K
66 FORMUITAE

Assumine that the lots are of equal variabilitY,

I-
( zr r - I) s?*( zrt)_ s3: o.4ee.
I l, *t' 1
4 \nt nr l n1{n2-2

TheSo/ovalueoflflwithnr{nr-Z:16d'f'being2'f20't'hedat'adonot'leadtore-
st'rength'
jection of the hypothesis that the two lots have the same avelage impact

(iii) Regress'i,on
Probl'em'
Erample:Thethicknessofzinccoatingon12piecesafga|vaniz:l:h""*
(x) and a magnel,ic method (Y)'
were determined by the standard stripping method
were as follows'
The least squaresline of regressionof Y on x and ot'her st'atist'ics
y : -0.23{1'r7r.

: 4IO,345,Sna:\r1yi*nn! - 348'915'
B*r: En!-nnz: 298,015,Sau:2A?-n'r'
: sirls,r: I,836' Test if
b: s*als.,: L.L':,ftfi: Resiclualsum of squares suu_
1o/olevel'
the regression coeffrcient is significantly higher than I at the

, -r(b-r)- + '\i/ 10xr2980I5

(r'1?-1) sgo - 6.84e.
J ff4s;:
Theupper1/ovalueofIwithn-2:10cl.f.being2'?6'1,theobservedregressioncoeffi-
cient is seen to be significantly higher than I at i'he I)i level'
:(iv) of the correlatiott'coffioi'ent
Bi,gnifi,cance
and yield of jute
,:E)ram,ple: Is a gorrelation of r - 0'52 between g1een weight
fibre, observed on 20 jute plants significant ?

r
1,: 1/n-Z 2.583.
t/ t-r'

: Is d'f' being 2'10I and

The ilo/oandlo/o values of lf | (for two-sided'test) with n-2
5o/olevel but not' at
2.878 respectively, the observed correlation. is significant at t'he
that the joint'
the 1/o level. (This test is however valid. only under the assumption
distribution of the two variables und'er.study is bivariate normal)'

5. Some other tables

Biometrika
Tables Jor statdst'ici'atr's'
L Prr\RsoN, E. s. and Herirr,nY, II. O. (Eos') (1957): Biont'ett"ilca
Trust, Cambridgo llnivorsit'y Press'
for v-l(I\24,30,40,60,120'co; ':0(0'1)
Table I gives tho incomplotoprotrabiiityintogral of I
20'
4(0.2) 8 for v ( 19 and : 0(0'05) 2 (0'l\ 4'5 fot v >
of tho Porcontago Points of Student's l.distribution.
2, tr.nornrour, D, T. (1969): Extencled Tablos
Jour. Am,er. Stat. Asson', Vol' 54, pp' 683-688'
valuos p and v'
Givos ln to throo 3 placos of decimal for tho following
0'9995',0'999?5',0'99996'0'999976'0'99999'
p :0.76,0.90, 0.9;, 0.976,0.99,0.995,0'9976,0'999'
0'999999,0.9999995, 0'99999975',0'9999999'
0.999996,0.9999976,
200, 600, 1000, 2000 and 10000'
/ : l(l)30(6)60(10)100,
 THE , DISTR,IBUTION 67
TABLE 4.1 THE ,-DISTRIBUTION: SR,ACTILES AND CR,ITIOAL VALIIES F'oR TEsTs

\ p 0.60 0 . ? 0 O . 7 E O . s 0 0 . 8 5 0 . 9 0 0 . 9 6I 0 . 9 2 8 0 . 9 9 0 . 9 g 5 0 . 9 9 9 0 . s 9 9 d
v \

I .727 r .000 1 . 3 7 6 1.963 3.078 6 . 3 r 4 1 2 . 7 0 63 1 . 8 2 t 6 3 . 6 5 73 r 8 . 3 0 96 3 6 . 6 1 9

2 .617 .816 I.061 1.386 1.886 2.920 4.303 6.965 5.925 22.927 91.598
o
.584 .765 .978 1.250 1.638 2.353 3.t82 4.54r 5.841 r0.2r3 12.924
4 .569 .741 .94r r.r90 1.533 2.132 2.776 3.747 4.604 7.r73 8.610
l) .559 .920 r.156 r.476 2.0r5 2.57r 3.365 4.032 5.893 6.869
o .265 .553 .718 r.r34 r.440 1.943 2.44t 3.I43
+ .263 .645 .771 l . l r 9 l . - 4 1 51 . 8 9 5
5.701 6.208 5.959
2..3652.998 3.499 4.786 5 .4 0 8
8 .262 .546 .706 r. r08 1.397 1.860 2.306 2.896
o 3.366 4.601 6.04r
.261 .543 .703 r. r00 1.383 r.839 2;262.4.82r 3.250 4.297 4.78r
t0 .260 .512 .700 1 . . 0 9 3r . 3 7 2 r . 8 r 2 2.228 2.764 3.169 4.144 4.687
Itr .260 .540 ,697 1 . 0 8 8 1 . 3 6 3r . 7 9 6 z.zbr z.ne g.106
L2 .259 4.025 4.437
.539^ .695 r . 0 8 3 1 . 3 5 6 L7A2 t.r7s 2.681 3.056 3.930 4.3r8
r3 .269 .538 .694 r.079 r.350 1.77t 2.160 2.650
t4 3.0t2 3.852 9.221
.258 .537 .692 1 . O 7 61 . 3 4 5 1 . 7 6 1 2:74f 2.624 2.977
l5 .258 3.787 4.140
.536 .69r 1.0741.341 r.753 2.lgl 2.602 2.947. 3.733 4.073
l6 .258 .536 .865 I .07r r.337 r.746 2.L20 2.583 2.921
t7 3.686 4.016
.267 .584 . 8 6 3 ' r . 0 6 9 r.333 1.740 2.LLo 2.667 2.898
l8 3.646 3.966
.257 .634 . 8 6 2 r . 0 6 7 1. 330 r .n+. a:ron 2 .552 2 .878 3.610
t9 3.922
.257 .533 . 8 6 r I . 0 6 6 r . 3 2 8 1 . 7 e 9Y . - 0 - 0 ' f2, . 5 3 9 2 . 8 0 1 3.679 3.883
20 .257 .533 .860 1.064 1.325 r.725 2.086 2.528 2.A45 3.552 3.850
2r .257 .532 .686 .859 I .063 r.323 r.72r 2.080 2.518 2.83r 3.527 3.819
to .256 .632 .686 .858 1.061 r.321 1.7172.074 2.508 2.819 3.505 3.792
23 .266 .532 .685 .858 1.060 1.3r9 r.714 2.0652.600 2.807 3.485 3.767
tt .256 .53r .857
.ll6D r.069 r . . 3 r 8 t . 7 r r 2 . Q 6 +2 . 4 9 2 2 . 1 9 7 3.467 ?.745
25 .256 .531j .684 .856 1.058 r . s l 6 I . 7 0 8 -i . 0 6 0 2 . 4 8 5 2 . 7 8 7 3.450 3.725
26 .256 .5Bt .684 r.058 t.315 1.706 2.056 2.475 2.719 3.435 3.70?
.256 .63t .. .684 1. 0 5 7 t . 3 t 4 1 . 7 0 3 2 . 0 5 2 2 . 4 7 3 2 . 7 7 r 3.42t 3.690
28 .256 .530 .683 r .056 1 . 3 1 3 r.70t 2.048 2.467 2.763 3.408 3.674
29 .256 .530 .683 1.055 1 . 3 1 r 1.699 2.045 2.462 2.766 3.396 3.659
30 .256 .530 .683 1.055 I .3I0 1.697 2.042 2.451 2.750 3.385 3.646
40 .255 .529 .681 .851 I .050 I .303 r .684 2.021 2.423 2.704 3.307 3.551
,60 .254 .679 .848 r.045 r .296 r.671 2.000 2.390 2.660 3.232 3.460
80 .254 Rqn .678 .846 1.043 |.292 L 664 I .990 2.374 2.639 3.195 3.416
r00 .264 .526 .677 .845 t.042 r.290 I .660 l .984 2.364 2.626 3.174 3.390
6 .524 .674 .842 r .036 1.282 I .645 l. 2.326 2.576 3.090 3 .2 9 I

2 sidgd 80% 60% 50% 40% 30% 20% rw 2% ,r7" o.zyo o.t%
tost, I ry"
I sidecl 40%, B0yo o,% o'r%0'o5%
test "
"tlrl{:^,"!or!;r""r1#E
"r'r"u1!Y? .rTf/.zn"AY"
Note :1. I ropresents the dogrees of froodom.

2. Iror any givcn p in tho top lorv, tho table proviclos tho valuo of t, such that the probability of J
boing less than to is equal to p. For p < 0.5, tp : -t6_p1, to.uo boing zoro always.

3. n'or tssts of significanco'uso the critical valuos for different lcvols of significanco indicatod in the
last tlvo rowg. X'or a two sided tost (for significancc of
ll l) use the levols in the fir'st row. n'or ono
sided (uppor) tost uso tho levels in tho soconcl row. Iror lolver ono siclocl tost tho critical valuo is tho
s&me &s that for tho uppor tait with tho sign changecl.
 5. IHE x'z-DISTRIBUTION

a. Introduction
Table 5.1 essentially provides, fractiles of the 1z-distribution for degrees of
freedom y : I (1) 30 (5) 40 (10) I00, and for values

? : 0'005,0'0I, 0'026, O'05,0'26, 0'50, 0'75, 0'95, 0'9?5,0'.99,0'995'

columns (1) and (2) of Table 5.I gives the lower lo/o and, 5o/o values and
columns (3) and (a) the upper Lo/o and 5o/ovalues of the distribution of 12. These
entries are useful in one sided tests using only the upper or the lower tail.

n'or a two sided test one ma,y use equal partition of tails at any given level
of significance. Columns (6) and (6) provide the acceptable interval of yz at 1o/olevel
and, columns (7) and. (8) that at 5o/o level. Values of y2 beyond the interval on
'
either side will be declared significant.

Columns (9) to (I2) provide an alternative set of partitions of X2 at the Lo/o

and,Eo/olevels of significancefor two sided tests. These are called unbiased partitions
Q?, XZ)are qatisfy the equations
-x?lz . -x\lz
e ' t , - x T: e " z t x u

-
rzz ..2/z '+'
I ;^ (X\ dX, : l-d.: (0.99or 0.95)
xi

whero v is the d.f.

The last three columns of Table 5.1 give the first quartile, median and the third
quartile of the distribution.

b. Computation of fractlles for other de$rees of freedom

I
The following expansion d.ue to Cornish and. X'isher may be used for higher
ri
values of y. yfi and,r ate the p-th fractiles of 12 (with u d.f.) and t'he sta'ndard
i
:l
normal distribution respectively. Then
'
- z ^ | rf-7rl
i xfr: ,It/v (xlz)l g (c'z-t)*l;\-OVV1
I'l
ii -; I t1nall4n2-321 , I -- 1
19r'6].256r,3-433lu
\-- Eu lr ;&\ 48i60\/2 )

I t LZuB-- 2 43ra - 92312| | 47 2

* t/-" \l 265r5

- | | 3753m7
+4353n5-289517r3-289717r)1,
7J7\ l-r"'
 TF.I" X2 DTfTIRTBUTTON 69

Substituting the value of n, from normal tables, yf; can be computed to the
desired degree of approximation. To facilitate the computations, the coefficients of
\/, l, lllv et'c. in the above expansion are given below for 7t - 0.5, 0.75, 0.95,
0'975, 0.99, and 0.995. To compute X?r-etweuse the sametabulated coefficientsas for
7t btft with signs of the first, third and every alternate coefficientq changed. Thus
ono can compute yftfor alsop:0'005, 0.01,0'025, 0.05 and 0.2b using the tabulated
values of the coefficients.

COEFFICIENTS'" IN THE COR,NISH.FISHER EXPANSION

valuo ofp
coofficiont
of 0.99 0.95 0.995 0.975 u.a) 0.75
.\/ v 3 . 2 8 9 9 5 2 7 2 .3261743 3.6427727 2 . 7 7 1 8 0 7 6 0 0.9538726
1 2.541263 r.t37029 3.756598 r .894306 --0.666667 -o.363376
rl^l, -0.290266 -0.55498r - 0 . 0 7 3 8 8 8 -0. 486382 0 --0.346842

rl, -0.54r97 -0.12296 -0.80252 -0.27240 0 .07901 o.06022

r l u {v 0 . 4 11 6 0.0779 0.6228 0.1948 0 -0.0309

| 1,, -0.3425 -0. 1006 -0.4642 -o.1952 0.0577 0.0393

llv21/v 0.203 o.122 0.I83 0.r70 0 0.0r2

Sufficiont figu1es are retainod to onsuro accuracy upto tho fourth docimal placo for 30 ( y ( 1600.
For valuos of u I 1600, t{ro figures ir1 the first row havo to be computod to a highor numbor of clocimal
placos,

g. Application
'
Sone examples-illustrating the use of Table 5.I are given below.

(i) Var,i,anceof a normal, populati,on-tests and, corlfd,ence,i,nteruals

Erample. The sample variance of the blowing time of I0 fuses is :

sz : >(rt-*)z l(n-l) : 384'16 (sec.)2.
rs this compatible with the hypothesis that the population va,rianceis ofi : 800 (sec)z.
Situ,ati,on| : Given that the population variance can only equal or exceed 800.
(n-I)sz
: 9(384'16)
' ' - : r r ' 5248'
E- 300
n'rom Table 5.1 the upper d,o/o
point of X2 with n-I (:9) d.f, is 16.92. Thus
the hypothesis cannot be rejected.
Situati'on 2 : Direction in which deviation from the hypothetical value c&r] occur-
is unspecified.

ffone choosesto apply an unbiased test, the critical values are 2.gS ald 20.81.
The computed value of ;yzis r,vellwithin this interval. Ilence the hypothesis cannot,
be rejected.
iij
70 FORMULAE AND TABI]ES FoR, STATISTICAL WOR,K

On the basis of the observed value of s2, one can make 95o/o confidence state-
ments of the following kind.
(a) o2 doesnot exceed(n-l)s213'33 : 1038'72
(b) o2 is not, lessthan (n-l)s2lI6'92: 204'34 a
r-f
Fl
(c) of lies between(n-I)sz120'31: 170'23and (ra-l)sz12'95: LL7?'OL H

F
Pi
(d) a2 lies between(n-l)s2ll9'02 : 18I'78 and (n-I)s212'70: 1280'53, 3
p
where 3.33 and 16.92arc respectivelythe lower and upper 5o/opoints, and (2'95, 20'31)
ancl (2.70, 19.02) are respectively the unbiased and equal tail 5o1'opartitions of X', z
with 9 d.f. U)
ts
(ii) : To judge the overall significance of several
Combi,nati,onof ytrobabi,li,ties a
trl
H
tests.
Erample. The following significance levels were a,tta,ined in 6 independent FI
-
tests of the samehypothesis: 0'06, 0'06, 0'07, 0'10, 0.09. Considered together, is the a

evidence strong enough to reject the hypothesis ? 5

H
The appropriate statistic is - .i-..t

h
-2log, l0 {
P7: to*top1: 26'993.
Sr FI
z
which, as a y2 with 2k (= l0) d.f., is significant at the lo/o level. Hence, even H

though inclividually none of the 5 tests leads to rejection of tbe hypothesis, with the -)
evid.ence provided by t[e five independent tests together, the hypothesis stands a
t4
p
rejected. tl
s
(iii) of f,t
Good,ness
X'or other applications. of the X2 table in test of goodness of fit, test of
J

independence in contingency tables etc., see some standard books on statistical -Fi
met'hods.
;
d. Some other tables
trr
Slmnd Alctu.orieti'- H
l. Hrr,n, A. arrcl SrNrrsasr<. S. A. (1950) : A tablo of percontage point 12 distribution.
tlskt:, vol. 33, pp. f68-176. n
Givos fracfiles to f,hroo placos of docimal for the following valuos of p : 0'00tt6, 0.00f ' 0.005' F
(t)
0.01, rr.025,0.05, 0.1(0.1) 0.9, 0.96, 0.975, 0.99, 0.996, 0.999, 0.9995 and v : r(l)r00. H

2. IJar,n, A. (1962): Stati'stinal, Tabl'es and, Iorrnul,as, John Wiley & Sons, New York' N
X
Tablo V givos fractiles to throe ffgures. Otherwise the coverago is samo as in l. ahovs. Table
VI gives fractiles of X2lv cotrocl to four placos of docimal for tho following valuos of p; 0.0005'
F*
H

0.001, 0.005, 0.01, 0.025, 0.05, 0'95, 0.S75, 0.99, 0'995, 0'999, 0'9995 antl v : f(r) 100(5) 200' H
(10)300 (50)1000(1000)5000,10000.
rj
3. pn,rnsor, E. S. ancl H]lnrr,nv, 1I. O. (Ens.) (f95?) : Bionzetri,lcaTabl'esfor Stati,sticians,Biometrica
FI
Tnrst, CambriclgeUnivorsity Press' Fl
q
Er
Tablo 7 givos_ r_ + _ a c-at2urtz-Ld.ttto B decimal placosfor y: I(r) 30(2) 70,
xrz,or(+)
l 0 ( 0 . 6 )2 0 ( l ) 4 0 ( 2 )1 3 4 .
t 2 - 0 . 0 0 1( 0 . 0 0 r )0 . 0 1( 0 . 0 1 )0 . 1 ( 0 . 1 )2 ( 0 . 2 )1 0 ( 0 . 5 )
Tiblo g givcs the l:-ractilos of 7z to l;hroo ancl more plocos of clecimal for tho following valuos
: l(I)
o f p : 0 . 0 0 5 , 0 ' 0 1 0 ,0 . 0 2 5 ,0 . 0 5 0 , 0 . 1 , 0 . 2 6 0 . 5 , 0 ' ? 5 , 0 ' 9 , 0 ' 9 5 , 0 ' 9 7 6 , 0 ' 9 9 5 ' 0 ' 9 9 9a n d v
30(10)100,
 TE-E X2 DTSTRTBUTTON

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 6. THE J' DISTRIBUTION
6,1' Fneotr'ns
a. Introduction
various combinationsof vt
tatie"'0.t. gives fractiles of the -F distribution for
and' denominator mean Squa,IeS
' and v2, t,he augl.eg"of freedom of the numerat,or
r"sp"ctioely'Thevaluesofpandthed'egreesoffreedomcovered'are:
It :0'25,0'5, 0'750 , ' 9 7 50' ' 9 9 0
, '950 ' '995
u 1: I1(l)9, 12,24, m

* , : . : ,. . z, : l(I)30, 40,60, 120,oo' /

' ,. d (v1, v2)
we have the relat.ioru Tp,p
Tf ne (v1,,vz) denot,es Lhe 1l-lh fract,ile, t,hen
fot 1t:.005, 0'01,
: L|Ip(v2,2,), so that Table 6'1 oan be used to obt.ain l,he fract,iles
5o/opoints of .F') as shown in example
0.025, 0'05 (i.e. the lower 0.5%, lo/o, 2.5o/o and'
below.
-- 8' p - o'05.
Eranr,Ttl,e'To find Fn('r, vr) for vL : 4'.rz
- 0'166, t'he value 6'04beingthe uPPer5o/oPoint
The required flactile is I/6'04
of I' with vt:8 and,v2: 4 d'f'

b. Interpolation in Table 6'1 (zr-and zr-wise)

chosen t'o be in harmonic
In Table 6.I, the larger values of z, and u2have been
and v2' or even linear
progression. This is becausg, for large values of v' .quad'rat'ic accurate'
1,heargument, is sufficiently
irrtJpol*tion, with the reciprocal of the d.f. as
'Iormulae
for ltarmonic i,nterpolation
''tirru* quadratic
Y1.-WISe
/1-VISO

9(vr <12 (l-u*)gs*uaUp 10<u1(16

ry a"- (u'- r),J
rz+ l@;! u*

v1) I7 Uv- (wz - !)azn*u(*--t) v.

12< vt <24 (L-ua\gp*u*Azt ry!

t1 >24 (l-u*)924+u*A-

/g-W19O
quadratic
/s-WISO

@i}L sno
30<4<40 (L- u,*\yao+w*U40 3l(yz(34 "@ {'\ o,o- (wz- r1y a
"o
*'* t' u(u
40 <_ue < 60 (l-w*\gasiw+Aeo 35(va(48 { o - @n- r)sno1' ;r\ Y
uo
"o
u(*l t\
604rr<12t) (I--u*'1gss *wryApo 49(vz<80 ano-1uz-t1suo-y!!91.!ano

rl
8l(vr(lI9 "tu { n uo- (uz- rls rroa !9f)) a-

( 1 ) u* : i.,t,ifw) 0, : I+y if u ( 0

(e) grlristhetabulatedvalusfor4':lcinthoformulaeforu'-w'isointorpolationandforr'2:ft
in tho formulas for rr, wiso interpolation
 THE l;' I)ISTRIBUTION
73
\IALU-F]S Ol- a n'OIt, INTEIiPOLATION IN TABLTT 6.1

1. v1 : $(l)$(;

Vl

I
q
o l8
l9
r0 0.4000 20
1I 0.1818 2l
I2 0 22
13 ,-0. 1538 o.0435 _-0.&zt
--a.2857 33 4ll -0.4419 53
14 24 o -,0.294r
t5 -:0:,4000 tq 44 - 0 . 4 5 4 6 a+ 0
---0.040(, 3 5 ----0.3t4iJ + D --o.4667
16 - -0'15000 55
26 ---0.0769 JO -- 0.3333 +o -0. 4783
t7 0.4n8 no
27 - . 0 . 1 1 1 t 3 7 --0 . 3514 47 -0. 4894

2. vz : 30(l)120

jt0 0 45 -0. 33;'3 60 0 ---0.400f)

3l - , 0 .1 2 9 0 -16 --0:lj9l.l 90 0.3.]33 105 0. 1429
-0.2500 6 l a-fl.0ir28 ,t) --0. 421I 0t 0.3187 106 0.l32l
47 --.0.4468 62 -,- 0 . 0645 -0.4416 aq
---0.3636 i18 0.s043 t07 0.1215
0.5000 UJ - 0.0952 /a - ,0.4615
- , 0. 4 7 0 6 49 0.4490 . . ( ) 1250
93 0.2.c,0:l108 0.ltll
64 /v -0.4810 91 0.216A 109 0.1009
,tD 0.4286 i)u 0 4000 u1) . - . 0 . 1 5 3 9 SO , - 0 . 5 0 0 0
::16 0.:t$33 0.3529 -0. I818
vo 0.2632 lr0 0.0909
66 81 0.48r5
0.2432 -.--0.209i) g 2
96 ff26fm' 11r 0.0811
0.;1077 o/ 0.4634 ()7
0.237r
38 o.1579 5:j o.2641 - ll2 0.0714
68 0.2353 83 0.4458 98 4.2245 I 13 0.0619
39 o.0769 54 n ,rD 6 9 ..--0. 2609 84 0.4286 99 0.2121 I 14 0.0526
40 o OD 0 .I 8 t 8 7(l - ,0.2857 ti5 0.!1118
4 T *-0.0732 I00 0.2000 I 15 0.0435
i)o 0. 1429 l l - , 0 .3099 8rj 0.3963 r0I ().1881
42 -0. 1429 !16 0.0:i45
-4.2092
Dl 0..,1053 7 2 -0. 3333 s7 0.3793 r02 0.1765 rt7 0.0256
l)lJ 0.0690 - -0.3562 88 0.3636 r03
*0.2727 0 .I 6 5 0 lt8 0.0169
59 0.0389 NA - 0.3784 89 0.8483 104 ( , .1 5 3 3 fr.0084
r I9

Erampl,e. To compute l.p(v1,vr)for ut:6,

vz:44, F:Q.gs.
A' zr-rvise interpolatior. is necessary. Itor z, : 44,
r,r.ehave rL : __0.2727, and,
w+: l*u:.7273. Also from Table 6.1wc have
AEo.=2.84tr,nclyuo: 2.28. Hence
the required value
qE: (1! u,*)yooj-tr,r'!/
?J r;t : 2,B\ 5.
For highel a,ccuracy the orrnish-n'isher expa,nsion
of zo ft,he p-th fractle of
z =. + log.F) may be usecl.

2'p:v
Vm -u(*{')*dH {"(+h *#(?11;!"
)}
{a"(er,ffite
)-:l (vI#}\ }* {H \*( *1T,un,u.
)
a5, | !u_tAM! l83r
-* i , 3a 19n5--284#-t5llu
--fm'rd:)i ir
2880 )+'- (
4no)25rc-r77n2-llg2
I !.1a,
+{aor( -- -loreo.-----/+u"(----#zo
1 , r"/4tr6+l0r*n+l1?1:_1g9\
t-- \ t
_3u I 1216q_ SIJnel84lnz *-_j-o
-oT _2Er
\_--*-i6gre6o-- )I n
10
 WORE
7+ FOBMULAE AND TABLES FOB' STATISTICAI'

whero n ie the P'th fractilo of tho standard normal distribution'

o : Lv t + v' z ', o : -v 1l - -v z*

ThecoefficientsiI}theoxpansiona,Iegivenbelowforselectedv&luesofp.
EXPANSIOIT{
OoEFFICTENTS IN TIIE COR'NISII-FISHER

valuo of p

0.S75 0.99 0.996

ioofficiout 0.s 0.76 6.gb
of --- \
1'95996398 2'32634787 2'57682930
6 0.67448576 1'64486363
{ol2 |
0'97367841 L',2353L674 I '43914943
-d 0.33333333 0.4091660? o'7842672L
0'66870i19 0'8163?47 l '0340770
I 0'0970966 0 3910327
t 4Jal2
0'4040101 0',5302741 0'6308966
0 0.1t1?3089 0'313105?
821,Jzd
0.47774g5 0'?166304 0's311327
-6a O.oOOriOOz 0.1025116 0,3305821
0'017026 0'0338?3 0'060167
-0.00493S -0'003764 0'00?685
6"lo
0'108806 0'18480? 0',257201
0 (f.008539 0.0654?8
o2 r,tol2
0'249610 0'363826 0'464148
0 ,0.047696 0.I?668?
82
"la12 -0.03I14 -0'04I68 -O'O+szt
-0.007rr --0.02343
6all2og 0
-0 ' 03126 --0 ' 04286 .-0 ' 04637
0 .00629 -0 .01938
8o2 0 .00952
0.0r869 0.04128 0.06515
63 -0.0062'9 -"0.00447 0.oo122
U 0.0178
_g6lo2 i 0 , 0 0 0
0.02660 0.5478 0.09004
-d l, 0 . 00344 0.01491
Jdlz
0.1534 0.3174 0.5105
0 0.0109 t),0804
6o2

ilr thn sixt'h placc of docimal for

llufficier:rt cligit;s har:t' bcerr llrtsr,inocl s': os to I-lllstlle a(lcuf&cy
v1 ) 24 orld v, ) 60.

c. Applications

SomerrsesofTable6.lareillustratedinthefollowingexamples,

(i) interaal's
Rati,o of Vari,a,noes-testsanil aonfid'en'ce
to test if the two lot's
Eramryile. use the data given in subsectionc of chapt'er 4
Denoting t'ho variances of im-
rovea,lequa,l va,riability in lespect of impact strength'
the ploblem reducos to t'esting
pact,\strength in iots I and 2 by af and o! respectively,
F by pubting the larger
0 : ozrlazr: l. To test, against alternatives o? * o|comput'e
upper 2'60/o valte of 'F with
me&n squale in the numeral,or and compa,reit with the
: '087/'079 - 1'10I' The upper 2'60/o
the correspondingd'egreesof freeclom' Thus 'tr'
l
il : l cannot bo
I value of .F,(with vr: T and zr : g) is 4.20, Henco the hypothesis
rej,tcted on the basis of the given data'
I
 TrIE .F DTSTRTBUTION 75 $
One can make g5o/oconfi.dencestater,"fentsof the following kind.
(a) allof; doesnot exceeda?ls|+ 0.27 : 4.Og
(b) ollo2risnot lessthan sf/srz+ g.2g: 0'BB
(c) ollof;lies betweenszrlszn
+ 4.20 :0.2G and si/s| + 0.Zl : 5.24.

rvhere 0'27 and 3.29 aro respectively the lower and upper 60/opoints, and 0.21 and 4,20
the lower and upper 2.5o/opoints of .F with vt: 7 and v2= g.
\
(ii) Anal,ysi,s of aar,iance----one-wa,y
alassi,,ficati,on
EramTtl'e. l'ive sets of six mixes, each mix providing 24 doughnuts, were
cooked in five types of fats. The table below gives in grams the fat absorbed per
mix. Test if the amount of fat absorbedis a characteristic of the type of fat used for
cooking.
GRAMS Of'' T'AT ABSOR,BED BY MIX OF'24 DOUGHNUTS

tlgpe of fat

33 38 23
32 2l 43 bl 26
28 DU ol ot 4
40 29 42
' 1 6 30
O J 46 26
' 5 6 27 47 nt 36
total 192 228 270 150

Grand total G: 1092. Total number of observations,n: 30,

.' Correctionfa,cter(C.X'.): Gzln: G2130: 39748.8

Total S.S.:242+322*Zat*. ..+252+362-C.X'. : 44592'0-39748'8: 4843.2
m2 m2 m2
S.S. due to fats : 1--1.t-131...+i-4-C.1t. (where 4 is the total for the z'-thfat with
flt hz nk

z4 observations)
I
- C.E. :
;tt (1522+ 2282+. . . + 1502) 4L292.0- 39748.8 : | 543'2.

ANALYSIS OF VARIANCE TABLE

sourcos of lfl : ratio of

variation d.f. s .s . m.a. m.B.

botwoen fats A
r643.2 e86.8 2.922*
within fats 3300.0t 132.0
29" 4843.2

rhe upperso/oand,r* ;; [il:"i,,:25) and2.76anda.rs ,ulpu"tively.

";*
The results are thus significant
at the \o/olevel and it may be conoludedthat the amoun{
offat absorption depondson the fat, used for cooking.
 76 FOIT,MULAE AND TABLES FOR, STATISTICAT- ITOR,I(

(iii) Mutti,gi,e carrelat'ion-test of si'gni'fr'aance

The multiple correlation coefficient between rate of gain in weight (rt) and
two other variables, initial weight (zr) and age (rr), was Rt'zs: 0'421, based on
observation on 40 swines.
To test for its significance, compute
n-lc-l Rz 37 (O'+Zt1z
---T- :; :
;vP r--1l'iidrla 8'eel
where fo is the number of independent,variables, and. z is the sample size.
The upper |oy'oand' lfi values of -F (with vr: lc : 2 and vz: 1L-k-I : 37)
and B'25 and 5.23 respectively (values obtained by intorpolation) Hence the observed
valuos oi,fRr.ruis significant at the 5o/olevel (though not at the lo,/olevel).
(iv) Test of meon ualues i,n multi,uari,atenormal populati'ons
Eram1il,e. Differences d,, and" dr. in head length ancl head breadth between
first-born and second-born sons were observed on 25 families. Test if the first, born
in a family differs significantl.y from the second-born, in respect of these two charac-
teristics.
The fbllowing values were obtained from the data
I
Mean difference: d, : 1'88, dz: l'48.

The dispersion matrix'of the differences estimated on 24 d.f . (obtair,redby dividing

the corrected sum of squares and products by 24) is given by
. wrr : 68.03,urz: 11.52,wrr: 24'Ol
fh" itto"tse of this matrix is,
llrL :0'0159999, 'tyrz: -0'007677, 'tD22
: 0'045332.

The problem is equivalent to testing if the sample mean vector 1d,r,iIrT differs
significantly from (0, 0). The appropriate statistic (which is d,istributed as -E on
k and n-tu d,f.) is

: r'3648'
vw;iit'.a1: + H(0'113r21)
Ekl.nE
where n is the sample size and fr is the number of va,riables;. Note t'hat n(wi|) is the
inverse of the estimated dispersion matrix of d,, and.d,r. The upper 5o/ovalue of -F
(with rr1: lc : 2 and.vr: n-k : 29) : 3'42. Since 1'3548is less than this value, it is
concluded that the data d.o not provide evid.enceof differences in the dimensions of
I the firstborn ancl second-born sons.

d. Another table
L Mpnarneror, M. and Tnoursor, C. M, (1943) : Tablos of percentago points of the invorted. beta (-F)
distribution, Biometri'lm, 33, 73-88.
Givoe to 6 figuros fractiles oftho -F distribution for ths following valuos of p, v1, ar,d v2,
p : V.50,0.76,0,90,0.96,0'976,0'99' 0.996.
v1 : l(1)10, 12, 16, 20, 24, 30, 40,60, 120, co
Yr : l(l)30,40' 60' 120,oq
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 82 FOIi,IVIULAII AND TABLES FOR STATISTICAL WOII,K

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 TIJD -P DISTRIBUTION
83
6,2. Bnra n'uxcrroN RnrnDsENTATroN
a, Introduction
Table6'2 givesupper ro/oand,5o/o
valuesof the beta distribution with the density
I
6a-r(I-u)b-1, 0< z ( I,
8@:6
for the following values of the parameters a and,b :

2a : g, 12,24,@
1111
2b : t111rg,40,60,120,co.
Fractiles correspondinglo 7t - 0.0r, 0.0F (the lower r 0,/6
and 5o/upoints) can be
read from Table 6.2 by interchanging a and b and taking
the clifferencefr<rm unity of
the table entry.
Eramgtle. To fincl the fractile fot 2a: 5, 2b : 7, and p:
0.0b.
The required fractile is t-0.8?222:0.1277g, 0'87222
being the upper bo/o point
(0'95-th fractile) of beta with 2u: 7, 2b : 5.

b' Beta distribution-its relation to the distributlon of the variance ratio

(,F) and the null-distribution of the multiple correlation
coefficient
Consider the two. transformations
.
(l) ,t: ,#lr,

-
(2) ,, : .
;r-;'rrT
The first equation transforms the variance ratio (-F) having parameters
z1 ancl v2 (d..f.
of numerator and tlenominator) to a beta variable havi'g parameters
o:?, u :af
while the second t'ransforms the same variance ratio to
a beta variable with para-
tneters n and b interchangedi.e. , o:L
, b: Table 6.2 direcgy gives the
+.
significant values of -Bsthe squa,reof the multiple correlation
coefficient with 2a : A:,
the number of inclependentvariables and 2b : n-lc-l,where
rz is the sample size. rn
6'lc the significance of -Bs was iudged by first computing a function
of -Rzwhich is
distributed as -F and referring to the tr'table.

c' The incomplete beta function-its relation to cumulated binomial

probabilities
An equation connecting the incomplete beta integral r.vith
thQ, cumulative
sum of binomial probabilities is given in 1.3b, The use of
Table 6.2 is determining
one-sided confidence limits to the parameter n of bhe binomial
dibtribution and in
providing one sided tests of hypothesis concerning zr is
already demonstrated in
l.3b and e,
 ITABL]IS TOII' STATISTICAL IAIORI{
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86 N'OR,MI]IAE AND TABLDS FOIT, STATISTICAL WON,]{

6.3. THn DrsrnrBIITroN or s",zot/s;f1o

a. Introduction
Table 6.3 gives the upper lo/o and. 5o/o values of srfr*/s.!" where s'.zu*and
a;l1oare respoctively tho largest and the smallest in a set of & independent,mean squares
each based on v d.f.

b. Application
Seven pioces of yarn wero sampled from each of 5 spinning frames and tested
for tensile strength. The values of sz for the 5 frames a,re 0'0297, 0'0429, 0'0381,
0.1181,0.0467. To test whether the variabilitv is the same for all frames, compute :
t l,./t#r: 0'1181/0'0297: 3'98. The 5o/ovalue of s#o*/so,?n for lc:5 and v: 6 is
12.1, so that the observedratio is not significant at the 5o/olevel.

TABLI' 6,3. UPPEP" PER,CENTAGD POINTS OIT SN3!/SO3N

lUppcr lo/o points)

199 448 729 1036 1362 1705 2063 2432 2813 3204 3605
41.5 85 t20 r5l r84 2I(6) 24(e) 28(l) 3r(0) 33(7) 3 6 ( l)
23.2 37 49 59 69 79 89 91 106 rr3 120
28 ' 42 46 50 54 51 60
r 4 .I 22 33 38
6 ll.1 16.5 19:l 22 25 27 30 32 34 36 3Y
8.89 tz.t r4.5 -" 16.5 18.4 20 22 23 24 26 27
8 7. 5 0 9.9 rT.7 L3.2 t4.5 r5.8 1G.9 r7.9 18.9 19.8 2l
I 6.54 8.5 9.9, It.l L2.r t3.l r3.9 r4.7 15.3 16.0 16.6
r0 5.85 7.4 8.6 9.6 10.4 ll.1 ll:8 L2.4 I2.9 I3.4 13.6

12 ; 4.91 6.1 6.9 /.o 8.2 6 . 1 9.r 9.5 9.9 r0,2 10.6
l5 ;4.07 4.9 8,5 6.0 6.4 6.7 7.1 7. 5 7.8 s.0
20 3.32 3.8 4..3 4.6 4:9 a).1 5.3 D.D 5.6 5.8 5.9
30 2.63 3.0 D . D 3.4 3.6 o . l 3.8 3.9 4.0 4.1 4.2
40 r.96 2.2 o t
2.4 q /
2.5 2.6 2.6 2.7 2.7
@ r.00 r .0 r.0 r.0 r.0 1.0 1.0 1.0 1.0 1.0 1.0

(Uppor 50/6 points)

r0 ll t2

39.0 87.5 r42 202 266 333 403 475 550 626 704
15.4 27,8 39.2 50.7 62.0 72.s 83.5 93.9 r04 rr4 124
L60 16.5 20.6 25.2 29.5 33.6 37.5 4l .1 44.f) 48.0 5r.4
1.r5 r0.8 r3.7 16.3 18.7 20.8 22.9 24.7 26.5 28.2 29 . I

t) 6.s2 8,38 r0.4 12.r r 3 .? 16.0 16.3 r7.5 18.6 r9.7 2 0. 1

n 4.99 6.94 8.44. 9.70 10.8 ll.8 12.7 13.5 t4.B 1 5 .l 15.8
I 4.43 6.00 7 .1 8 8.12 9.03 9,78 r0.5 ll.t tt.1 t2.2 t2.7
o 4.03 5.34 6,31 7.ll 7.80 8.4r 8.96 9.45 9.91 r0.3 10.7
t0 3.72 4 .8 5 5.67 6. 3 4 6.92 7.42 7.8? 8.28 8.66 9.0r 9.34

12 3.28 4 .t 6 4.79 5 .3 0 6.12 6.09 6.42 6.72 7.00 7.26 7.48

t5 2.86 3.54 4.0r 4.37 4.68 4.95 5.19 5.40 5.59 5.77 6.93
20 2.46 2.95 3.29 8.54 3.76 3.94 4,l0 4.24 4.37 4.49 4.59
30 2.01 2.40 2.61 2.78 2.9t 3.02 3.12 :1.2r 3.29 3.36 3.39
60 r .67 I .86 r .96 2.04 z.tr 2.17 2.22 2.26 2.30 2.33 2.36
@ 1. 0 0 r.00 t.00 r.00 r.00 1.00 r.00 r.00 r.00 1, 0 0 r .00

Valuosinthocolumnfo:2andinthorowsv:2andcoa,ro oxact,. Elsowhorethothirdcligitmay

l:e in orror by a fow units for ft.Lo5lo points and sovoral units for tho lo/o points. Tho third cligit, figures
irt brackots for y :3 ero tho most tlncort&irl,
 7" THE CORRELATION COEtr.FICIENT
rn 4c u'as clescribecl a I test fbr testing
the significance of a' observed
sa'mple correlation eoefficient. Table
7.1 gives clirectly the significant values
(the sample total o'partial correlation of r
coefiicient urrde""th' assumption of normality)
correct to three pla,cesof decimat and
d.f. : r(r) SOtiOi ;0, 100(d0)800.
table, the conrputatio' of / f'r testing With this
the significance of r,is unnecessarv.

Erampl'e The value-of'the sample correlation

" coefficientbetween head le'gbh
and head breaclth computeclf"o,n muaJurementson B0
inclividuals is 0.41b. To test,
the hypothesis that the popuratio'
correlation coefficient is zero.
Here the d.f. is B0-2 : 28 and the
|l(tabulated varuefor 28 ;.f. is 0.861
two sided test. The observed vq,lue for a
being
level. If it is kn<-rwnapriori that
under r
con.elationcoefficientwould be positive,
ac
ficance of the obser"vedcorrelatin
coefficrer
test is 0.306, thus establishingsigrrificance

'ABLE 7.I, . THE CRITICAL VALUES

OX'THE COR,R.ELATION COEFFICIENT
(TOTAL OR, PARTIAL)
5o/o; ro/o-and 0'lo/o valuos rbr o.o-sidecr
(uppor ta') a'cl two-sided tosts

tq'o-siclecl one -sicled

trso-sided one-sidecl
'd.f.
5% r% 0 . r %i 5o/o r% 0.r% d.f. 5yo t% 6yo r% 0.ty"
.9269 .9388 ,9688 .988 .9351 .9651
.2 .950 .9'00 .9a0U' .413 .528 .640 .6t0
.900 .980 .9'80 22 .404
.878 .959 . g s tI .805 .515 .629 .599
.934 .986 2s
+ .8lI .gI7 ,974 .729 .882 .963
.396 .505 .618 .588
. 7b 4 .875 .951 .388 .496 .607
.669 .8ii3 .935 25 .578
.381 .487 .597
(t .568
.701 .834 .s25 .62r .789
7 .666 .905 26 .374 .478
.798 .898 .582 .750 .875 q4 .317 .437 .569
I .632 .?65 .872 .549
.367 .470 .311 .430 .550
.715 .847 28 .36r .463
I .602 .735 .847 .521 .685 .306 .423 .54r
10 .576 .820 29 .s65 .466
.708 .823 .497 .668 .795 .30r .416 .5:t3
30 .345 .445 .2s6 .409 .526
ll .553 .684 .80r .476 .634
I2 .532 .772 40 .304 .490
.66r .7s0 .457 .612 .750 .257 .358
r3 .514 .64t. .760
50 .213 .443 .23r .322
.441 .552 .730 00 .250
I4 .497 .623 .742 .426 .408 .2Ir .295
.574 .7tt 70 .242
l6 .482 .606 .726 .412 .380 .196 .274
.558 .694 80 .2r7 .357 .t83 .261
16 .468 .690 .708 .400 .548
t7 .456 .678 r00 .196 .264 .'Jzl
.575 .693 .389 .629 ,602 .164 .290 .,t02
l8 .444 .561 .679
r60 . 169 .208 .268 .t34 .r89
.378 .516 .648 200 .r38 .249
t9 .483 .549 .665 .369 . t81 ,230 . lt6 ,164 .216
20 .503 ,635 260 .124 .162
.423 .537 .652 .360 .492 .206 .104 .146 .tg4
.622 300 .ll3 .146 .188 .096 .r34 .t77
 8. TRANST'ORMATIONS
n'on Tso BrNorrrrer'Pnoronmor
8.1. Tnp SrN-11{ TneNsnoRMArroN
Introduction of
(in degrees, correct' t'o 3 Places
Table 8.1 gives the values of sin-Iy'p formula
(0'005)0'500' For O'SOO < P < l, use the
decimal) fctr1t : 0'000(0'001)0'200
sin-r{ p : 90-sin-t1/ 1--''P. Thus
- | :' 90- 27' 625> 62'375'
sin-1'/0' ?s5 : 90 sin- !/ 0' 2L5

b: InterPolation in Table 8'1"

F o r i n t . e r p o l a t i o n w i t h i n t h e i n t , e r v a l 0 . 0 0 0 t , o 0 . 0 s 0 u ssuffice
e t h e f in
orm ula
t'he
sin-.1/p:57'29578t/p$*plg) clegrees' Linear interpolation should
int,erval
linear interpolation wit.hin the
interval (0'030_0'500). To facilitate adjacent. column,
have also been providecl in an
0.200 to 0.500,values of A, (: 2004)
the formula aPPlicable being !
sin-t { p : sin-W p o* L' (:p- po)
below p' llhus
where po is the nearest t'abular argument
: 33'2Ir + 62'4(0'0035) : 33'42s
-
sin-lVolaoas .io-r/o'a00+A'(0'0035)
of A' for p : 0'300 is 62'4'
observing that the tabulated value

c. APPlication l 'n
proportion tcln.has mean and st'andard deviation ln(l-n)lnfi"
The binomial
(er
but the stanclard erro+' of sin-l/p
28'64789t
independent of t and is equal to
an
theoretical advant'age it t'ransforming
or r
comparison of proportions in otre
variance.
other trigonometric functions'
Thetableisalsousefulinevaluatingt,heinverseof
cos-1ff : si1'-rl.,/l:*2, cosec-lr : sin-l(l/r),
-
, tun-rr: sir-r\,/fr)z:K;+fr, sec-lfi *in-t"'/(*z-firz'
cot-Lr: sin-r'/ 1-/(I +;T.
tan-Lt.24- *im-r^/o'6059 : 90-sin-rvr-o'oorg : 90'-sin-'\/o'gsll'
Thus
: 9 0 - 3 8 ' 8 8 6: 5 1 ' l 1 4 '

using the table to find sin-iV0'3941'

d. Some other tables
l.SNnoncon,G.W.(f946)zStatisti'cctl'Mathot|s'4thEd''IowaSlateUniv'?ross'Ames'Ioraa'
g i v o s S i n - J g p c o r l o c t t o t w o p l a c e s o f d o c i m a l f o r T l : 0 ( 0 . 0 0 0 1 ) . 0 1 ( ' 0 0 1 ) . 9 9 ( ani|
. 0 0 0Ttet|''ical'
1)1' Reseat,ch',
Agrdotil,tura|,
(196?) : St,at,i,stica|,Tab|,esJor B,iologi,ca|,,
2. Frsgpn; R,. A. and Yarrs, F.
5th edition, Oliver ancl Boyd' London'
givosSin-IN|pcorreobtoorroplaceofclecirna]fot7l:0(0.01)0.99(TabloX)andalsoklp:n|n;
rtrl. [\*1, n:2(1) 3 0 ( T a b l oX I ) '
":
3 . H l r , o , A . ( 1 9 5 2 ) ' S t ' c t t ' t ' s t 4 a d l ' T a b l ' e e a n c l f r o r n t ' u l a s ' J o h n l V iplacos
i o y a n cof
l s odecimal
s u ' N o w Yfot
o r k7l:0.(0.001)
' 1.000.
cou'oct, t,o foru
Tablo 12 gives 2 Sin-l {F in rarlians,
 'TRANSFOB,MATIONS
89
.TABLE
8.1. THI' sIN-l./? TRANSFORMATION FOR 'J]HE BIN0MTAL
?Ropofi,luoN
'f'rarrsformation
from proportions to doalees

I p :0.000(0.00r)0.199

.00 .000 r . 8 r 2 2.563

.01 3.740 3.626 4.055 4.442 4.799
5 . 7 3 9 6 .0 2 0 6.289 6.547 5.132 5.444
.02 6 . 7 9 5 7 . 0 3 5 7. 2 6 7 7 . 4 9 2 7.710 7.92'.]
8.130 8.329 8.530 8.72',t 8.9t2
.03 9.098 s.279 9.157 9.632 9.805
9.974 r0.r47 10.306 10.466 1 0 . 6 2 6 r 0 . 7 8 3 1 0 .9 3 7 n . 0 9 0
.04 l I . 5 S 7 11.682 tt.826 rr.968 rt.24t 11.390
t 2 .t 0 8 12.247 12.385 12.521 t2.656 r2.789
.05 12.921 r3.052 I 3 .l 8 t r:t.310
.06 r3.437 r : 1. 5 6 . 3 13.689 13.8r3 13.936
, 1 4 .1 7 9 14.2s9 14.418 14.537 t4.854 14.05it
.07 15.342 14.77t t4,886 t5.00r t5.r16 15.229
r5.454 15.566 t5.615 16.786 r5.894
.08 r6.430 16.635 16.003 16.1t0 16.2r7 16.324
t6.640 16.744 I6.847 16.95t 17.053
.09 t7 .457 17.557 17.657 t 7 . 15 5 t't,256 t7 .357
1 7. 7 5 6 17.864 77.952 t8.049 78.747 18.243 t8.339
.10 r8.435 r8.530 18.625 18.7t9
.lI 18.814 18.907 t9.001 r9.093 r9.186 19.278
r9.370 r9.461 79.552 r9.643 19.733 r9.823
.t2 20.268 20.366 19.913 20.002 20.09r 20.t80
20.444 20,53r 2 0 . 6 1 8 20.706 20.791 2 0 . 8 7 7
.t3 2t . rB4 21.2r9 2r.304 20.963 27,045
2r .389 2r .473 2r.557 2r.641 2r.724
.74 2r.973 22.065 22.r37 2r.807 21.890
22.2r9 zz.B0r 22.383 22.464 22.545 22.626 22.706
.lD 22.786 22.867 22.946 2',J026 2 3 .r 0 6
.16 23.578 2 3 .1 8 5 2:j.264 23.343 23.421 2 3. 5 0 0
23.656 23.734 23.8r2 23.889 2 3 ,9 6 6
24.350 24.O44 24.721 24.197 24.274
24.426 24.502 24.578 24.654 24.729
.18 25.t04 25.17s 2+.804 2 4 .8 8 0 24.956 25.O29
25.253 25.327 2 5. 4 0 r 25.476 2 5. 5 4 5
.19 25.842 25.5t5 25.588 26.622 25.656 25.769
26.060 2 6 .r 3 3 26.205 26.277 26.349 26.42r 26.493

p - 0.200(0.005)0.500

Sin-1r/p A' p Sin-r r/F , I si'-ry'p' ;

.200 2 6. 5 6 5 7t.4 .300
---ss.o
.205 3 3. 2 1r 62.4 .400I ss.2Br
26.922 70.0 .305 J 3. 5 2 3
.210 27.275 62.0 .405 I 39.524 58.2
70.0 .3r0 3 3 .8 3 3 6l.8
.2t5 2 7. 6 2 5 6S.4 .4r0 i 39.815 58.2
')q.n .315 34.142 6 1. 6 .4r5 |
2 7. 9 7 2 6 8 .8 .320 40.106 58.2
j' 3 4 .4 5 0 6t.2 .420 I 4 0 .r J 9 7 5S.0
.225 28.316 6b.1
.230 :t4.756 6 1. 2 .425 | 40.687
2 8 .6 5 8 6 7 .8 .330 3 5 .0 6 2
5?.o
28.957 6 0 .I .430| 40.976 57.S
G 7. 4 :15.366 60.6
.240 29.334 ' '4
" "3 5 I 4 1. 2 6 5 5 7 .r J
6 6 .8 .340 35.669 6 0. 2
I
.24F 29.668 . 4 4 O| 41.554 57.6
66.4 .345 35.970 0 0 .2 .445 | 41.842 57.u
.250 3 0 .0 0 0 66.0 .350 (i0.0
J6.271 . + 5 0I .t2.130 j?.(i
3 0 .3 3 0 6 5. 4 .:'55 :J6.57|
.260 3 0 .6 5 7 59.8 .455 i 42.418 57.6
65.2 .360 36.870 5 9 .6
.265 30.983 64.6 .460I {2.70(i 5 7. 4
.365 3 7 .1 6 8 5 9 .4 465 | 42,99',J
.270 3r.306 64.4 57.4
. s70 37.465 59.2 . 4 7 O| 43.2s0 57.4
,NF
3l .628 6 4 .0 . iJ75
.280 3 7. 7 6 1 59.2 .475l| 43.567 57.4
3r.948 63.6 .380 3 8. 0 5 7
.285 32.266 58.8 . 480 | {13. 85.+ s7 .4
68.4 .385 38.351 59.0
.290 32.583 62.8 .485| 4 4 .r 4 r 5 7. 9
.390 3 8 .6 4 6 58.6 .490 I 44.427
.296 32.897 6 2 .8 .396 57.4
3 8 .9 3 9 58.4 .495 I 44.714 57.2
. 6 0 0| 45.000
Interpol,a,t'ion,in T abta g.l

For p q 0'08' use the fo.mula sin-'t/F: 57.29678(r -lpt6)\/p. Linoa. interpolatiorr woulcl s*fficc
olsewhero' 1-or 0'03 4 p I 0'20 if p,r ancl p,
bo two consocutivo ar,guments in the fust tablo sueh i;hat
PolF <.p1, uso tho formula sin-t\/F: tOa[(pr_p) siri-ry'p11(p_?o) sin_ry'Fo-]. For p;0.20tho
valuee of A'givon i. Tablo 8 l colrld be
usecl in tho following folmula f<rr linoar interoolation
sin-t Jd : sin-l Jpo-l6,(p_tto)
whero po is th. 'ea'ost tab*la' a'gurno.t bor<.rrv
p. F'r p ) .b00, .so tho '.ormula ei'-lJF - gO_sin-r
.JI:e.
t2
 90 x'oaMur,aEAND TABLEsFoR srATrsTrcal won,K

8.2, Tup Taxu-l TnersronMATroN X'on ConnnLArroN Connrrcrurtr

a. Introduction
I l_
: log"{;"o"'"t t' fi've places
Table 8.2 gives t'he values of z:t'anlt-rr ]
0'999'
0.860(0'001)
of decimalfot r :0.00(0.02)0.20(0.002)

b. InterPolation in Table 8.2

accuracy to four
within the interval 0.20 < r < 0.95,liner interpolation gives
places of decimal. n'or 0 < r < 0'20 the formula

tanh-lr- r++
is necessa'ryt'o achieve
could be used. For 0.95 < r < 0.99 quadratic interpolation
advisable for values
the same degree of accuracy. Interpolation in the table is not
directly using t'he formula
of r > 0.99. In such & c&se one should compute tanh-lr
I. l*r
z:tanb-rr: ZLogeI_r

Application
coffioient(int'erclasscorrelation)
'inomentcorrel,ati,on
(i) Thegtrod,uat
the bivariate
For the sainple correlation coefficie't r in a sample of size n from
normal'poliulation,

--o
E(r) .
Lo-*--# *0,(*-",#)+n'$ ]+
* e['-#5{'--#=)('-ee')
)}I
ancl variance

v(r): L g-r'1'(r+|+'#)*

-l'#1'*ffi)1'
where p is the population correlation coefficient' For large z'

g: E(z): tanh-1p1-ffir*"' -tanh-lP

ancl V(z)_ ;Lu

-a
ii The same formulae for expectation and variance hold good fbr partial correlation
. i

number of variables eliminated'

coefficient, wilh n changed t'o n-?t where 1ois the
; L
iiI
iilrl
[1r
ili
iiii
! J ,'
 TR,AN$T'ORMATIONS 9l

d. The intraclass correlation coefficient -

For the interclass correlation coefiicient r, based on lc vafiates within a class,
x'isher proposed the transformatiion *: Thetransformecl value
f;rorr'l$JJ.
in this ca,semay be obtained by first computing r' : --.!!-* and reading the value
z-f \K-z),
of tanh-Ir' from Table 8.2.

rfor a givenvalueot tog, \tl!::Y -- c rhe .o"ropo,raing'alue 'f r 'ra1,

I
be obtained in a similar manner by first obtaining the va,lue of r, : tanh c bv inverse
interpolation in Table 8.2 and computing

2r'
r: a467y.vy
The expectedvalue and varianceof z, in samplingfrom a normal population,are given
by
I{(k-r)p
E(z\* * loe
-'oc
Z L-n

V(z)- klz(k-r)(n-z\'
The transforma,tion to e would be useful in testing for an assigned value of
the correlation coefficient (total, partial or intra-class) or irr testing the equality of ft
cdrrelation coefficients on the basis of estimates.

e. Another table
I{envaso llxtvensrrv ConPura'ntox LAson.a.rony (f949) : Iables oJ Imuerse Hygterboti,c Functione. Tho
Annals of tho Computation Laboratory of Harvard University, 20, Harvarcl lfniv. pr:ess,
Cambridge
(Massachusetts) :'.'

glvos tanh-tru to g placos of clocimal for a-: 0.(0.001) 0.b (0.000d) 0.25 (0.0002) 0.9 (0.0001)
0,95 (0.00005) 0.975 (0.00002) 0.99 (0.00001) 0.9e999,
 SZ FoRMULAE AND TABr,Es 4'oR,srArrsrrcAr, woRK

TABITE 8.2, THE TANI{-I TR,ANSFOR,MATION FOR CORRELATIONCOEF'X'ICIENT

r : 0,00(0.02)0.18

r : 0.200(0.002)0.858

I'
8

tn .20273 .20690 .20899 .21108 .61838 .82t25 .624L3 .62702 .62952

.21 .2L317 .2r736 .21946 .63283 .63575 .63868 .64162 .64467
"22156 .66945
,r. .22386 .22786 .22997 .23208 .64762 .66049 .66347 .66646
; 2 3 .23419 .23842 .24058 .24285 .66246 .66548 .6685r .67L56 .6?460
.24477 .24902 .25rr5 .26328 .59 .67767 .680?4 .68382 .68692 .69003

. 2 5 .2554r . 2 5 7 5 5 . 2 5 9 6 8 .26182 . 2 6 3 9 6
. 2 6 . 2 6 6 r r .26825 .270+0 .27255 . 2 7 4 7 1 .69315 .69628 .69542 . 7 0 2 6 8 . 1 0 6 74
.27686 .27902 . 2 8 1l 8 . 2 8 3 3 6 .2865r .70892 .7r2rL .71532 . 7 r 8 5 p .72L76
9R . 2 8 7 6 8 . 2 8 9 8 5 .29203 .25420 . 2 9 6 3 8 .1250t .72826 .73163 . 7 3 4 8 r . 7 3 8 1I
to .29857 . 3 0 0 7 5 .30294 . 3 0 5 r 3 . 3 0 7 3 2, .7+t4z .'744i4 .74808 .16143 . 7 5 4 7 9
.7581? .78157 .76498 .76840 .71r84
.30962 .31172 . 3 1 3 9 2 . 3 r 6 1 3. 3 1 8 3 3
.12066' .32276 .32498 .s27ro .zzs42
.33165 .33388 .33611 .33835 .34059 .775tO .77877 .78226 .78576 .78928
.34283 .34507 .34732 . 3 4 9 5 8 . 3 5 r 8 3 .7928L . ?963? .79993 .80352 .80712
.:15409 .35636 .35862 .36089 .36317 .eroz+ .81438 .81804 .82171 .82540
.829Ir .83284 .83659 .84036 .84415
.36544' .36772 .3?001 .37230 .37469 .84796 .85178 .85563 .85960 .86339
.37689 .37919 .38149 .38380 . 3861I
.38842 .390?4 .39307 .39772
.40006 .40240 .40474 " 3.40709 .40944 .70 .86730 .87123 .875r9 .879I6 .88316
9639 .90350
.4r180 .41416 .41663 .41890 .42t27 . , I .88718 .89123 .89530 .89939
.12 .90?64 .9118r .91600 .92022 .92446
,42603 .42842 .43081 .4332t . t6 .92873 .93302 .93734 .94r69 .94607
.40 .42365 .96840
.4I .43661 ,43802 .44043 ,.44285 .44527 n/
.95048 .95491 .95938 .96387
tq .44.769 .45012 .45256 .45500 .45145
.41 .45990 .46235 .46481 .46728 .46975
.44 .47223 .4747| .47720 .47970 .48220 . l c .97296 .9775+ . 98216 . 9868r . 90150
.76 . 9 9 0 2 2r . 0 0 0 9 ? r . 0 0 6 7 5 1 . 0 1 0 5 81 . 0 1 5 4 3
.45 .48470 .4872r .48973 .49225 .49478 r . 0 2 0 3 3 1 . 0 2 5 2 6r . 0 3 0 2 3 1 . 0 3 5 2 41 . 0 4 0 2 8
.46 . 49?31 .49985 .50240 .50495 .50?51 . 7 8 1 . 0 4 5 3 7L 0 6 0 6 0 1 . 0 5 5 6 71 . 0 6 0 8 8t . 0 6 6 l l l
,51007 .51264 .61522 .51780 .52039 . 7 9 1 . 0 7 1 4 37 . 0 7 8 1 11 . 0 8 2 1 6I . 0 8 7 6 0 1 . 0 9 3 0 8
.48 .52298 .52659 .52819 .5308r .53343
.49 .53606 .53870 .54134 .54399 .54664
r . 0 9 8 6 1r . 1 0 4 1 91 . 1 0 9 8 2r . l 1 6 5 l r . l 2 l 2 4
.50 .54931 .55198 .55465 .56781 ,56003 r . 1 2 7 0 31 . 1 3 2 8 71 . 1 3 8 7 ?r . 1 4 4 7 31 . 1 5 0 ? 4
.51 .68273 .n65+4 .56815 .57087 .57380 1 . 1 6 6 8 21 . 1 6 2 9 5l . r 0 9 l 5 r . I 7 5 + r I . l 8 I ? 4
.52 .5763+ . Ii7908 .58r84 .58460 .58737 l . l 8 8 r 4 1 . 1 9 4 6 0r . 2 0 r l 3 r . 2 0 7 7 4r . 2 1 4 4 2
.53 .59015 .59293 .59572 .59853 .60134 r.22tr7 1.2280r r,%4921'.24l9r L.24899
.54 .60416 . G0698 .60982 .61266 .6t552 r . 2 5 6 1 6 1 . 2 6 3 4 0r . 2 1 0 1 5 r . ' 2 7 8 1 81 . 2 8 6 7 1

r : 0.860(0.001)0.999

1'

t.29720 1 . 3 0 1 0 8 I .30498 1.30801 r.31287 l.s1686 1.32087 r.324gr 1.328S8

.86 r .99334
r .33308 r .33721 r.34137 t.84555 |.34977 1.35403 1.35831 1.36262 1. 3 6 6 9 7 1.37I35
,87 r.4l714
.88 I.37577 l.$8022 1.38470 1.38922 1.39378 L39838 i.4ogol 1.40768 I .41239
t.42676 1.43163 1.43664 1 .44160 r.44651 1.45156 r.46665 r.46r?9 r.4669S
.89 I .42193
1 .41222 r.4775r r.48285 r .48824 r .49368 1.49918 1.504'ti I.51034 r.51601 r.52174
.90
1 . 5 2 7 5 2 r .53337 r .53928 r.54526 r.55130 r.5574r r .56369 r.56984 r.57616 r.58256
l. 58903 I . 6 9 6 5 8 1 . 0 0 2 2 r r . 6 0 8 9 2r . 6 r 6 7 1 1 . 6 2 2 0 0| . 6 2 9 5 7 r.63663 r.64379 r.66r04
1 . 6 5 8 3 9 I .66584 l .67340 r . 6 8 1 0 7r' . 6 8 8 8 6r . 6 9 6 7 4t , 7 0 4 7 5 I .71288 L.72rL4 r.72963
1 73805 r . 7 4 6 7 L 1 . 7 5 6 6 2 t . 7 6 4 4 7 1 . 7 7 3 6 81 . 7 8 2 8 4| . 7 9 2 2 7 I . 8 0 1 8 8 1. 8 1 1 6 6 L.82162
1.831781.84214 r.85270 1 . 8 6 3 4 9r . 8 7 4 5 01 . 8 8 5 7 4r . 8 9 7 2 3 I .90898 I .92100 I .9333r

1. 9 6 8 8 2 | . 9 7 2 0 7 1 . 9 8 6 6 6 r . 9 9 9 6 I 2.0r395 2.02870 2.04388 2.06952 2.07666

.96 r ,94691 2.24940 2.2725r
.97 2.09230 2. 10950 2.12780 2.14574 2.16486 2.t8472 2.20659 2.22692
2.44266 2.4174L 2.51472 2.66499 2.69875
.98 2.25166 2.32346 2 . 3 6 0 7 4 2 . 3 ? 9 6 8 2 . 4 1 0 1 4
2.55448 3.10630 3.25039 3.46338 S.80020
.99 2.64666 2 . 6 9 9 5 8 2.7681',32.82674 2.90307

;,
;.]
]
L
 9. ORDER STATISTICS
9.1, Expncrnn Ver,onso'r Ononn Stenrsrrcg

a, Introduction
Consider a sample (fr1,fi2, ..., frrr) of size
n ftom a standard normal distri_
bution' Let these observations be arrarrged in increasin"g
order of magnitude as
follows
/ r r r ( # r z l( . , . ( # t r r l .
,
'fable
9.1 provides the expected value of rlay given
bv

:
Er14v
LA.#w.A* l_f wr*lo*7'-'
L f wg1au,l"-'
N(r)d,:a

for i:l(n.+L)!21 (r) n, tt = 2(l)30. For i

<l(n+r)l2l hheexpectedvalues are
obtained using the relation

0rc6, -.-En(rz.'i+tt.

b. Applications
Table 9'l is useful in the analysis of orclinal data where
one has to replace the
ranks by the expected values of the corresponding
normal ord,er statistics. Here
t'he next step often iiivolves an analvsis of variance
of these assigned scores. The
sums of squares of the expectecl values gir.'en in
Table g.l are useful in these
calculations' Seealso the explanator.ynotes precediDg
Table l0.B in this connectiol.
r Another use of rable 9.1 is in obtaining factors by
which the range or a quasi_
range, in a sample of size nfrom the normal poprrlation
ar(p,o),has to be multiplied
to give an esbimate of the stanclarcl deviation o. Thus
rve see frorn Table g.l that
in a sample of size 2a- lrrrrr-r.,) . 2'26 pro'id.es an unbiasecl estimate of the
population standard cleviation. since fo' n: 20,
Engr, : Erh=rt: t.l3o and
Ergl : -Expn-r.rrl: --l.l3q.

c. Another table of expected values

H-{Rrun, H' L' (r960) : Dnpecterl ua,lzre.s of Norinal order statistics, T,echnical roport:60-2g2,
Aerorrautical
Rosoarch f,aboratories, l\rright_?atterson .{ir Forcc
Base, ,fune Ig60.
E'\poct'ori valucs to firrr pla,ces of docimal fbr: n : 2(l
)100 oncl fol selected valucs 'pt. n - 400.

TABLE 9 t. EXPECTED vaLrtES ol' ORDER,srarrsrrcs rrly rN sAI\tpLES r.Ror\{ A

STANDAI{,D \TORtrIAL

order.

1L .56 .85 1. 3 5 I no
n-l 0
t.4.9 t.54
n-2 .7G .5D .93 1.00
.oD .14
rL-3 , D I .66
m-4 0 .lo .38
f , o
0 .12
2 Ea?;t 0.()272 1.4450 2.80t8 3.I912 , ".11 2 6 0
{-1 5.0452 5.9646 6 . 9 6 5 6 7. 9 3 2 0
94 r'oRMUr,aE AND TABLES 3'oR, grATrsrrcAl' woRK

FR',OII A
TABLE 9.1 (con,ti,nued). EXPECTED VALUES OF ORDER, STATISTICS .r11;IN SAT\IPLES
STANDARD NORIIIAL DISTF,IBUTION

l6 t6 t7 t8 t9

r .63 1. 6 7 r.70 1.74 r .76 1.79 r.84 1.87

m 1. 5 9 t.4r
n-l 1.06 l.l2 1.16 t.2r r.25 t.28 r.32 r .38
.85 .90 .95 .99 1.03 l. l0 l.13
m-2 ,,73 .79 92
r0- o .46 .54 .60 .66 4l .76 .81 .89
.46 .52 .57 .62 .71 75
n-4 .22 ,31 ,39
.r9 .34 .39 .45 .55 .59
n-6 0 .10
0 .09 .t7 .23 .30 .40 .45
n-6 .31
m-l 0 .08- .15 .26
0 .13 .19
n-8
0 .06
n-9
n
E 8 . 8892 9. 8662 10. 8104 r.6600 14.7258 16.C864 17.7144
a-1

n:21 22

r.89 r.9t r.9g I .95 1.97 r.98 2.00 2.01 2.03 2.O4
n, r.62
n-l r .43 1.46 1.48 1.60 r.52 r.54 1.56 I .58 r.60
|.21 1.24 r.26 l.2S r.3l l 33 1.35 I .36
l. 16 l.l9
n-3 .98 r .0l 1.07 1.09 l.ll l,l4 l 16 t'18
.95 I .04
rL- 4 .78 et .do .88 .91 .93 .96 .98 r.00 1.03
'n- 5 .70 .73 .76 .79 .82 .85 .87 .89
.63 .67
.60 .64 .67 .70 .73 .75 .78
n-6 .49 .53 .ot
.36 .41 .48 .52 .55 .58 .6t .64 '67
n-t .45
n-8 ,!1. .29 .oo .37 .41 .44 .48 .51 .54 .57
n-9 .12 .17 ,., *' .26 .30 .34 .38 .4r .44 .47
n-10 0 .06 .ll .16 .20 .24 .28 .32 .35 .38
n-ll o_. .05 .10 .14 .19 .22 .26 .25
tz-12 0 .05 .09 .13 .17 .21
0 .04 .09 .12
n-13
n-14
0 .04
N E
z ar$, 8 . 6 2 4 2r 9 . 6 8 6 2 20.6176" 21.6040 22.$r52 23-5470 2 + . 5 5 9 2 2 5 . 5 8 0 8 2 6 . 5 8 0 6 2 7 . 5 4 5 4
l=l

,tx .06 2.07 2.08 2.09 z.tt 2.12 2.13 2.r4 2.15 2.16
n-L .63 t.65 r .66 r.68 1. 6 9 r .70 r.72 r.73 1.74 1.75
tz-2 .38 r.4o t.42 1.43 I .45 I .46 r .48 I .49 r.50 1.52
n-3 .20 1.22 r.23 1.26 t .27 I .28 r .30 1.32 r.33 1.34
1x- 4 .05 1.07 1.09 l. tl 1.12 1.14 r.16 r.t7 I .l9 1.20
m-5 .92 .94 .96 .98 L00 1.02 r .03 r.05 1.07 r.08
n-B .80 .82 .85 .8? .89 .9l o9 .94 .96 .98
't1,- l .69 .72 .74 .76 .79 .8I .8$ .s 5 .86 .88
n-8 .60 .62 .65 .67 .69 .72 .73 .75 .77 .79
n-9 .50 .53 .56 .58 .60 .63 .65 .67 .69 .7t
n-10 .4t .44 .47 .60 .52 .54 -Dl .59 .61 .63
n- ll .33 .36 .39 .41 .44 .47 .49 .61 .54 .56
n-12 .24 .28 .31 .34 ,36 .39 .44 .46 .49
m- 13 .16 .20 .23 .26 .29 .92 .34 .37 .39 .42
.18 .r() 2L .27 .30 .33 .35
n-14 .08 .t2 .15
n- tD 0 .04 .08 .ll .14 .17 .20 .23 .26 .28
t't,-16 0 .04 .0? ,l0 .t4 .t 6 .19 .29
n-17 0 .03 .07 .10 .13 .16
rt- 18 0 .03 .06 .09
n-I9 0 .03

5 7 3 0 2 9 . 5 9 6 0 :J0.5662 3t.6152 3 2 . 5 6 1 8 3 3 . 5 1 6 6 34.5346 35. 4840 36.4414 37.4288

 ORDER SIATISTICS 95
9,2, n'necrrr,nson e Nonmar,DtsrnrsutroN
a. Fractile mean and variance
oot a standarcl normal distribution with the density function
,,, i(r): (zn)-t
e-n'tz(-q ( r < o), considerthe systemof intervals(ar,a,t+t),i:
!,2,...,g where
Q,!: -@,Q,s+L:= oo and the g-l other a's are ohosen
such that
od+L
I
I N(r)d,u:
a'i g
The interval(q,aa+i will be referred.to as the i,-th g-fuactile interval of the standard
normal distribution. Table 9.2 gives the mean
at+l
&rt,ql : I J uN(r\d,r
al
&nct varlance.
di+!
a?t,ct: I J nzN(n)d,r- pl;, 0,,
ai

in the i,-th g-fractileinterval for i, : L(llg, g : Z(l\20.

b. Application : graphical tests of normality
Let rr, &2,' ,.1,frnbea sampleof m observa,tions
from a popuration. Two graphical
tests are clescribedfor examining whether the parent population is norrnal.

. (i) Normal,probabi,li,tygra,ph
, Denote the ordered observationsby r1ry,fr<2t,..., fr(n\. Consider the pairs
(dt,frot),...,(drr-1,frrn-s), where da is the standard normal deviate corresponding
to the cumulative probability of iln. The values of d,6canbe obtained from Table
B.l,
by inverseinterpolation if necessary. Then bhe(di, r:<rt),,i: r,2, ..., (n-r) are plotted
on a graph paper with orthogonal axes (r and.y) with dt on r-axis and 1141 on s-axis.
rf the parent population is normal the points will lie closeto a straight line.
(ii) Eraatile gratph*
We considerthe order observationso111,fr(z\,...,fr1rry o,Ein rnethod l. Now
divide the observationsinto a chosennumber, g, of groups *rr"h thot each group
consists
of lu : nfg consecabiveorder observations, The groups so obtained are
called fractile
groups. The d-th fractile group consists ofthe observations
fr tllo, &670*rr, ..,, 0 (b+h_tl.
The sample z-th fractile mean is the average of the observal,ionsin
the d-th
fractile group and is represented by

f i 1 ;^ 1: r a n * , , , t t @ ! - t t
L!' YJ
h

*'Iho fractile g.tplri"*t was rocontly developod by Mahalanob is (Ecbnolnetrdaa, 2g, BZE;
"rr*ly.is
351)' It is capable of a vory rviclo application. Tho partieular application of toefingfor normality was
suggostod by A. Lindor in tho crjDvocatiou adrh'ossat tho Inclian Statistical
Instituts in lg68,
 X'OIiMULAE AND TABLE8 I'OA' STATISTICAL WORK

\Ve consider the pairs

(ltr;,rt,ip,at)t i : I, 2, ..., g

where pu,slete the fractile means of the popula,tion as defined in section 1, and tabu-
'Ihen the g points (&u,ui,fru,sl),i:1,2, "), g *"" plottecl on a
lated in Table 9.2.
two dimensional chart representing Ft;,oJ on tr-a'xis andfr6,,o1on y-axis' If the parent
population is normal the graph will be closeto a straight line'
Eramgtle: Given 100 independent,observationson log weight of an individual, it
is required to examine whether the distribution of log weight is normal'
first half samirle

2.204 2.130 2.207 2' lll 2.189 2.230 2 .1 5 0 2.208 2.191

2.08t 2.13r
2.094 2.174 2.177 2.170 2.098 2.r05 2.198 2.085 2.145
2.097 2.r7t 2.168 2.215 2.096 2.116 2.132 2-062
2.t20 2.186 2.76L
2.Lt2 2.078 2.t1r 2.177 2-l5r 2.241 2.167 2.106 2.175
2.204 2.r89 2.108 2.267 2.173 2.079 2.283 2.165
2.t03 2.144
secoud.half samPlo

2 . 1 6 8 2 . 0 4 6 2 ' 1 9 2 2 . 2 5 8 2 . 2 , J 6 2 . 0 9 8 2 . 2 L 0 2 ' 2 6 7 2 . L 23. L77 r2 . L 7 s

2.125 ;.1-2i l. ies 2.102 2.L66 2.1s2 2.2L2 2.143
2.r5s
2 , 1 8 5 2 . 2 g 6 2 . 0 n s 2 . 0 7 9 2 . I ( ' 2 2 . 0 5 2 2 , | 5 ' J 2 . 2 20' 16224 . 2 23' 153 92 . 2 | 5
2.235 2.046 2.r3r 2.152 2'tr6 2'172 2'212 2'086
2.140 2.111 2.122 2.L92 2.197 2'137 2't4R 2',124 2'135
2.134

lVe illustrate the fractile graph method which is less well-known than the proba-
bility graph method.
t'he
In such problems involving graphical analysis of data, it is useful to split
present case)
saruple into two independent half samples(of 50 observat'ionsea'chin t'he
and. dlaw the fractile gra,ph for each half sample and also for the combined sample'
samples
Such a procedure would enable us to examine the consistency bet'weenparallel
and als6 to have an idea-of the magnitud.e of the sampling error (separation between
the
half sample graphs) involved. The observed deviation from a straight line of
i'e"
fractile graph fbr the combinecl sample has to be judged against sanlpling error'
the deviation to be expected due to sa,mpling'

fractilo moau

half samplo
- combined theoretical
I 2 samPlo (from Tablo
s.2)
I 2.076 2.060 2.068 -r.765
2 2 .0 9 6 2.r02 2.097 -r .045
o 2 .r 0 8 2.t26 2.rr7 --0.677
4 2.t26 2.734 2 . r8tr -0. 387
o 2.160 2.t89 2.743 -0. 126

6 2.169 2.t64 2.t62 0.126

2.t76 2. tII 2.174 0.387
8 2 .t 8 6 2 .r94 2 ,r 9 0 0.677
I 2.204 () at)..) 2.2tr r.046
l0 2.247 2.264 2.263 I.766

The two fractile gra,phsbased on samples of I00 observations &re in the charl,
to
on page 94. The <Leviationsfrom a straight line appear to be small compared
tho difference botwoen the half samplo fractile graphs'
 O.&DER,STATISTTCS 97
TABLE 9.2 MEAN AND \/ARIANCE FOR, FRACTILES
OF A STANDAN,D NOI],MAL
.
DISTR,IBUTION
For oach combination of a valuo of g and a fractilo numbor thore aro
two ontries, of whieh the top
orrtry roplesonts the moan and tho lowor ontry, tho vatiance

fractiles
d l 2 g 4 d 6
l0
2 -0.7975 0.7979
0.3634 0.3634
-r.0908 0 I .0908
0. 2800 0. 0601J 0 . 2 8 0 0
-t.2717 -0.J247 4.3247 r.27rl
o.24t6 0.0372 o.0372 0.24t6
-r.3998 -0.53r9 0 0.5319 r .3998
0.2186 0.0284 o.o2t2 0.0284 0.2186
-l . 4991 -0. tt825 -0.2121 -0.2t21 0.G825 r . 4 9 9 1
.0.2029 0.0236 0.0154 0.0154 0 . 0 2 3 6 o.2029
-t.5795 -0.7998 -0.3684 0 0.3684 0.7998 1. 5 1 9 5
0.l9r4 0 . 0 2 0 6 0 . 0 1 2 3 0 . 0 1 0 8 0 . 0 1 2 3 0.0206 0.l9lqt
_1.6468 _0.8984 -0.49!3 -0.1580 0.1580 0 .4 9 1 3 0 . 8 9 5 4 I . 6 4 6 8
0 . 1 8 2 4 0 . 0 1 8 6 0 . 0 1 0 5 0 . 0 0 s 4 0 . 0 0 8 4, 0.0105 0.0186 0.1824
-r.7046 -0.9757 '-0 .5922 -0 .2832 0 0.2832 0.5522 0.9757 1.7046
0.t75t 0.0170 0.0092 0.0070 0.0065 0.0070 0.0092 0.01?0 o.1751
l0 -r.7550 -r.0446 - 0 . 6 7 7 3 - 0 . 3 8 6 5 _0.1260 0.1260 0.3865 0.677'J 1.0446 |.7550
0.r691 0.0159 0.0083 0.0061 0 . 0 0 5 3 0. 0053 0 . 0 0 6 1 0 . 0 0 8 3 0 . 0 1 5 9 0 . l 6 9 r
ll - 1 . 7 9 s 7 - 1 . 1 0 5 0 ' -0.7507 -0,474t -0.2304 0*
0.1640 0.0149 0.0077 0.0054 0.0046 0.0043
t2 - r . 8 3 9 8 - 1 . 1 5 8 5 - 0 . 8 1 5 1 - 0 . 5 4 9 9 - 0 . 3 1 9 3 -0 . I 048*
0.1597 0.0141 0.007r 0.0049 0.0040 0.0037
I3 -1.8760 -r.2064 -0.8723 -0.6r65 -0..3964 -0.1943 0+
0.1559 0.0r35 0.0067 0.0045 0.0036 0.0032 0.0031
t4 - r . 9 0 9 2 - l . 2 4 9 9 -o.9237 -0.6?59 -0.4645 -o.2723 -0. 0s98*
0.1525 0.0r29 0.0063 0.0042 0.0033 0.0029 0.0027
- l . 9 3 9 6 - r . 2 8 9 5 -0.9703 -0.7254 _0.5252 - 0 . 3 4 1 1 - 0 . l 6 8 t 0*
0.t495 0.0125 0.0060 0.0040 0.0031 0.0026 0.0024 0.0023
16 -t.9677 -r .3259 - 1 . 0 1 2 9 - 0 . 7 7 7 9 - 0 . 5 8 0 0 -0.4021 - 0 . 2 3 7 6 - 0 . 0 7 8 5 *
o.1467 0.0121 0.005? 0.0038 0.0029 0.0024 o.0022 0.0021
t7 - 1 . 9 9 3 9 - 1 . 3 5 9 6 -1 .0520 -0.8223 -0.6298 -0. 4584 - 0 . 2 9 9 6 - 0 . t 4 8 l 0*
0 . 1 4 4 3 0 . 0 t r 7 0 . 0 0 5 5 0 . 0 0 3 6 0 . 0 0 2 7 o.0022 0 . 0 0 2 0 0 . 0 0 1 9 0 . 0 0 1 8
l8 - 2 . 0 1 8 3 - 1 . 3 9 0 8 -l . 0882 -0 . 8631 -0 .6764 -0. 5090 - 0 . 3 5 5 8 - 0 . 2 10 6 - 0 . 0 6 9 7 x
o.t420 0.0u4 0 . 0 0 6 3 0 . 0 0 3 4 0 . 0 0 2 6 0 . 0 0 2 1 0 . 0 0 1 8 0 . 0 0 17 0.0016
t9 -2.0412 -r.4200 - r . t 2 r 8 - 0 . 9 0 0 9 - 0 . 7 1 7 4 - 0 . 5 5 5 5 - 0 . 4 0 7 1 -0.2672 -0.1324
0*
0.1400 0.0rIr 0 . 0 0 5 1 0 . 0 0 3 3 0 . 0 0 2 4 0.0020 0 . 0 0 t7 0.0016 0.0015 0.0015
20 -2.0621 -r.4473 -t.t532 -0.9361 -0.7563 -0. 5983 -0 .4641 - 0 . 3 1 8 9 - 0 . 1 8 9 2
0.0627'*
0 . 1 3 8 0 0 . 0 1 0 8 0 . 0 0 5 0 0 , 0 0 3 2 0 . 0 0 2 3 0 . 0 0 r 9 0 . 0 0 16 0.0015 0.0014 0.0013

*Eot g
) ll, moan and variance ate givon only for the first,9/2 fi'actiles if g is ovon ancl (gll)l2
fractiles if g is odd. Tho rest of the fractilo moans and variancss for an5' g can be rvritton rlown by sym,
metry,thosignboingchangodinthocaseofthomoans. Thustho 7th, 8th,. ..fractilo moansfor
9: l l a r o 0 . 2 3 0 4 , 0 , 4 1 4 1 , . . . . . . o t c . , a n d v a r i a n c e s 0 . 0 0 4 6 , 0 . 0 0 6 4 , . , . . . . e t c .F o r g - = 1 2 , t h o l t i r - f r a c t , i l e
moarr and varianco aro 0.1048 and 0,0032 aud so on.

13
 .WOR'K
98 I'OB,MUI,AE AND TABI,ES FOR, STATISTICAL

t
6r
I
tal
{
L
(,
t .,'i
llr -:-.- HALF SAL]PLE '
{
q. 2'l -'---- Htc SaHPLe 2
\ z - COhlSlNEO SAMPLE
I
v, .--/,
.t2

"f7S - lo5 -o'Jg -ol3 0'/3 0'J9 0$8 7tr5 t'75

;-i6s
POPIIT/IION FRACrILE IIIEANS

OBSERvATToN
"9.3. Tnn MexrmuM
Table 9.3 provides the uppe, 5o/o, lo/o anld 0'1o/o points of the maximum
sizen from //(0' I) for ??: 1(t)30. owing to the sym-
obselvation 16' in a sa'mple_.of
-r6y, rlry being t'he minimum
metry of l/(0, I) the same table is also applicable !'o
observation in a samPle of size n.
.[t js known from experience that the average and standard deviation of the
\4,eight of inclividual cigarettes are 6'00 and l'50 units. 5 cigarettes selected at
random weighed O.OO,g'SO, 4'4I, 7'5L and 4'29 units. Examine if the maximum
== 2'33.
observatiol is an outlier. The extreme stand.ardiseddeviate (9'50-6'00)/l'50
Tlris exceeds2.319 the upper 5o/ovalue given in Table 9.3 fot n: 5. Hence one
has reasonsto suspectthe maxinitlm observat'ion'
TABLE 9.3. UPPER PEIT,CENTAGE POINTS OF THE NIAXIIVIUM OBSEF.VATION

'11, 0.lo/o l% 5o/o rYo 5% o'LYo lYo 6o/o

I 3.000 2.326 I .646 ll 3.748 :l.ll7 2.601 2t 3.902 3.303 2.8r5

5 .r 4 3 2 . 6 3 0 22 3.914 g.$r6 L830
2 , 1. 2 9 0 2.575 I .955 l2 3.765
3 3.4C3 2.712 t3 3.785 3.166 2.657 3.C24 3.328 2.844
o/ 3.340 2.867
4, 3.4Bl 2.806 2.234 t4 3. 803 3.187 2.682 3.934
D i!.540 2.877 2.319 lo 3.820 ts.2A7. 2.705 25 3.944 3.351 2.870

t) 3.588 2.934 2.3s6 l6 3.836 3.226 2.726 26 3.954 3.362 2.889

7 : l. 6 2 8 2.9Bl ,. !.L' t7 3 .8 5 r 3.243 2.746 3,963 3.373 2.896
8 3.602 3.022 2.450 l8 3.805 3.259 2.765 28 3.97r 3.383 2.906
I 3.692 3.057 2.531 r9 3.878 3.275 2.183 9() 3.980 3.392 2.917
IO ?,.7I9 3.089 2.568 20 3.890 3.289 2.759 30 3.988 3.402 2.928
 oRDDRSTATrsTrcs gg
9.4, Tnn Exrnnun Srunprqrrsun DnvrArE FRoMrno Selrpr,nMnar

Table 9.4 gives the upper 1o/oand. 5o/opoints o1!t"/(orfr-*,rr) computed

s v \ 8 u
'from a sample
of size n drawn fuom N(p, o), where z is the sample mean tr(r) and
tht aro the minimum and the maximum observation in the
sample and s,zis an
indepenclent unbiased estirnate for oz based on u degree of freeclom.

g.4 is useful in dfcidirig whether to

. Table reject an allegedly origying ob-
servation, as in 9.3 when the population mean and variance
are unknown.
TABLItr 9.4. UPPDR, PER,dENTAGE ?OINTS OX'THE EXTITEME
STUDENTIS]ID
DEWATE ]IR,OM TI{E SAMPT,E MDAN

I o,,
5Yo
o
6 n

IO ? . 7 ?3 . r 0 3 . 3 23 , 4 8 3 . 6 23 . ? s 3 . 8 24 . 0 4 2.0r 2.27 2.462.602 72 2.8t 2.893.08

lI 2 . 1 2 3 . 0 2 3 . 2 4 3 . 3 9 3 . 5 2 3 . 6 3 3 . ? 2. ? . 9 3 I . g 8 2 . 2 4 2 . 4 2 2 . 5 6 2 . 6 72 . 7 6 2 . 8 43 . 0 3
12 2 . 6 7 2 . 5 6 3 . 1 7 2 . 3 2 2 . 4 5 3 . 5 53 . 6 4 3 . 8 4 r . 9 6 2 . 2 1 2 . 3 9 2 . 5 22 . 6 32 . 7 2 2 . 8 02 . 9 8
l3 2 . 6 3 2 . 9 2 3 . r 2 2 . 2 7 3 . 3 8 3 . 4 83 . 5 7 3 . 7 6 1 . 9 42 . r 9 2 . 3 6 2 . 5 0 2 . 6 0 2 . 6 9 2 . 7 6 2 . 9 4
t4 2 . 6 0 2 . 8 8 3 . 0 7 3 . 2 2 3 . 3 3 3 . 4 i 3 . 5 1 l i .? 0 1 . 9 32 . 1 7 2 . 3 4 2 . 4 7 2 . 5 7 2 . 6 6 2 . 7 4 2 . g l
2 . 5 7 . 2 . 8 .3! . 0 3 3 . 1 1 2 . 2 g 3 . 3 8 3 . 4 6 . 3 . 6 , ' l . 9 l 2 . r 5 2 . 3 22 . 4 5 2 . 5 52 . 6 4 2 . 7 72 . 8 8
t6 2 . 5 4 2 . 8 r 3 . 0 0 3 . . r 42 . 2 5 3 . 3 4 ? . 4 2 8 . 6 0 1 . 9 D2 . t 4 2 . 3 r 2 . 4 3 2 . 5 3 2 . 6 2 2 . 6 9 2 . 8 6
t7 2 . 5 2 2 . 7 5 Z . s Z a . i l 3 . 2 2 3 . 3 r . 3 . 3 S3 . 5 6 r . 8 9 2 . 1 3 2 . 2 9 2 . 4 2 Z . E Z2 . 6 0 2 . 6 7 2 . 8 4
l8 2 . 5 0 2 . 7 7 2 . 9 5 3 . 0 8 3 . 1 9 3 . 2 8 3 . 3 53 . 5 3 L 8 8 2 . l t 2 . 2 8 2 . 4 C2 . 5 0 2 . 5 8 2 . 6 5 2 . 8 2
l9 2 . 4 9 2 . 7 6 2 . 9 31 3 . 0 63 . 1 6 3 . 2 5 3 . 3 3 3 . 5 0 1 . 8 72 . l t 2 . 2 7 2 . 3 9 2 . 4 9 2 . 5 7 2 . 6 4 2 . 8 0
20 2 . 4 7 z . 1 s 2 . g r 8 . 0 4 B .t + s . z i B . z 0 r . 4 7 1 . 8 7 2 . t 0 2 . 2 6 2 . 3 8 2 . 4 72 . 5 6 2 . 6 3 2 . 7 8
2 . 4 2 2 . 6 8 2 . 8 4 2 . 9 7 3 . 0 7 3 . 1 62 . 2 3 3 . 3 8 1 . 8 4 2 . 0 72 . 2 3 2 . 3 4 2 . 1 42 . 5 2 2 . 5 82 . 7 4
00 2 . 3 8 2 . 6 2 2 . 7 9 2 . 9 1 . q . 0 13 . 0 8 3 . 1 6 3 . 3 0 r . 8 2 2 . 0 . 42 . 2 0 2 . 3 1 2 . 4 0 2 . 4 8 2 . 5 4 2 . 6 9
40 2.i4 2.572.732.85 2.942.023.089.22 1.80 2.022.r7 2.28 2.372,442.502.A5
ao 2 . 2 92 . 5 2 2 . 6 8 , 2 - . 7 9 , 2 . 2
8 .89 5 3 . 0 r 3 . 1 5 r . ? 8 1 . 9 92 . 1 4 2 . 2 5 2 . 3 32 . 4 t 2 . 4 7 2 . 6 r
120 2 . 2 5 2 . 4 8 z . s 2 2 . 7 8 ' 9 . 9 22 . B s z . g s g . o B r . 7 6 1 . 9 62 . 7 r 2 . 2 2 2 . 3 0 2 . 3 7 2 . 4 3 2 . 5 7
co 2.222.432.572.682.762.832.883.01 t . 7 4 r . 9 4 2 . A B2 . t 8 2 . 2 7 2 . 3 2 2 . 3 9 2 . 5 2
 .WORI{
r00 X'ORMULAE AND TABLES FOR, STATISTICAIT

9.5, W rnsr FoR NoRMALTTY

a, Introduction
Of all the known tests for normality, lhe W test given by Shapiro and Wilk
(Biom,etri,ha52, Lg65) is generally efficient against a 'wide spectrum of non-normal
alternatives, and can be effective even when the sample size is small. Given n
observations fr11fr2t ..., frn, the lll statistic is compute$ as follows :

(i) Rearrange the observations to obtain the ordered sampld nit, n{zt, ..., fi(n\.

(ii) Compute e : (I,r\l'n and Ss : Z r?--niz. !i

(iii) Compute 66

b: )l cln_i+rlfr.,,_,tttt--frtttf H

i-l tu
>,
1r'herek : nl2 if n, is even ancl ls : (n,-l)12 if zr,is odd. The values of e,n_n+tare /r
rl

given in Table 9.5 fot:n :3(1)50 ancld : t to ,n,( * "rf

)
(iv) Then compule lV : b2l'52.
z
H
The hyirothesis of normality is reiected af po/o level if W' { We. The ts
U2
critical values of. We are given in Table 9.6 for p : l, 2, 5, 10,50 and n : 3(l)50.
ts
(Note that the exact distribution of IZ is not knorvn and the percentage points are F
obtained by simulation and-''appropriatesmoothing). z
F
o
b-
FI
0
b. Exarnple Fr

'Ien <-rbservations -weights +

on of cigarettes (in coded units) after orclerins are I
@
@ r
'Ii

as follows :
;
t-l
i U ( t.)_ -3 0 3 ,1 6 , : 3 3 8 ,f r ( i t : 4 0 6 , r s ' , - 4 5 7 ,r w : 4 6 I z
tt
Io1

H
O
ff(6): 469, *rr, - 474, ff($): 489, r,sy - 515, trtror: 583
H .ra ,
n:449'5, B2: 60628. 6l(
o

The value of Ic -- 5, since n : I0. X'rom table 9.5 rve havc 6

o;
F4
. &ro: 0 . 5 7 3 9 ,o s : 0 ' 3 2 9 1; . . . , a a : 0'0399 , l

p
b : arr(rq; -tr(l))+cre(not-nra)*. . j-ao(r1oy-r:1oy) tr

: 0 . 5 7 3 9 ( 5 8 3 - - 3 0 3 ) + 0 . 3 2 9 1 ( 5 1 5 - 3 3 8 ) l - .I . .0 . 0 3 9 9 ( 4 6 9 - 4 6 1)
:239.113.
ct

u': (3?H#,"-:
r

o.e4' m

'llable
and the 5o/o critical value of l4I : 0.842 from 9.6 for rz : 10. Hence on t\
r
the basis of Umited a,vailable data, there is no reason to reject the hypothesis of
normalitv.
 OR,DER STATISTICS 101
D T> r r r
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r i NN i N 6 { C q H - H H E O O A O O O < ) n]

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D 6Nt Mo ii o€\iirrOlJl@€)ctrrc'l
D<r 6
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d
cO *tr H cO @ !r 6l O OJ r @ $ mN O
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t b !1 ro !.1 V d
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ts
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102 X'OR,MULAEAND TABLT}S X'OR,STATISTICAI, WOR,K

TABLE 9.6. PER,CEI{TAGE POITVTS OF W TEST FOR, NOR,I\{ALITY

FOR, 'n : 3(r)50

lo/o 2% 5o/o r0% 50Y"

3 0 .7 6 3 0.756 0.767 0.789 0.959
0.68? 0.707 0.748 0.792 0.936
D 0.686 0 .7 1 5 0.162 0.806 0.927

t) 0 .7 1 3 0.743 0 .7 8 8 0.826 0.927

0.730 0.760 0.803 0 .8 3 8 0.928
8 o.7+g 0.778 0.818 0.851 0.932
o 0.764 0 .7 9 1 0.829 0.859 0.935
l0 0.781 0.806 0.842 0.869 0.938

rl 0.792 0;817 0.850 0.876 0.940

t2 0.805 0.828 0.859 0.883 0.943
l3 0.814 0.837 0.8c6 0.889 0. 945
t4 0.825 0.846 0.874 0.895 0.947
t5 0.835 0. 855 0.88I 0.90t 0. 950

t6 0.844 0.863 r 0.887 0.906 0.952

t7 0.851 0.869 0.892 0 .9 r 0 0. 954
18 0.858 0.874 0.897 0.9I4 0.956
r9 0.863 0.879 0 .9 0 r 0.9r? 0.957
20 0.868 0.884 0.905 0.920 0.959

21 0.873 0.888 0.908 0.923 0.960

22 0.878 0.892 0 .9 1 1 0.926 0.96I
23 0.881 0.895 0 .9 1 4 0.928 0.962
24 0.884 , 0.898 0-916 0.930 0.963
25 0.888 0.901 0.9r8 0.931 0.964

26 0.891 ,, 0.904 0.920 0.933 0.965

21 0.894 0.906 0.923 0.935 0.965
28 0.896, 0.908 0.s24 0.936 0.966
-
2S 0 . 8 9 8- 0 .9 1 0 0.926 0.937 0.966
30 0.900 0.912 n ota 0.939 0.967

31 0.902 0 .9 I 4 0. 929 0.940 0.967

32 0.904 0.915 0.930 0.94I 0.968
33 0.906 0.917 0.931 0.942 0.968
34 0.908 0 .9 1 9 0.933 0.943 0.969
35 0.910 0.920 0.934 0.944 0.969

36 0.912 0.922 0.935 0.945 0.970

37 0.914 0.924 0.936 0.946 0 . 9J 0
&3 0.916 0.925 0.938 0.s47 0.97I
39 0.917 0.927 0.939 0.918 0.97I
40 0.919 0.928 0.940 0. 949 0.972

4t 0.920 0.929 0.94r 0.950 0.s72

42 0.922 0.930 0.942 0 .9 5 1 o.972
43 0.9?3 0.932 0.943 0.961 0.973
44 0.924 0.933 o.944 0.952 0.973
45 0.926 0.934 0.946 0.953 0.973

46 0.927 0.935 0.946 0.953 0.974

47 0.928 0.936 0.946 0.95rt 0.974
48 0.929 0.937 0.947 0.954 o.974
4S 0.929 0.937 0.947 0.955 0.974
50 0.930 0.938 0.947 0.955 0.974
 OEDER STATISTICS 103
9,6. Tnsrs X'on Ourr,rpns

a, Introduction
Let 161,fr12vt..,tr1"r1
denote a random sampleof z observationsfrom a normal
population arranged in the ascendingorder of magnitude. Dixon (Ann.
Math. stat.,
22, l95l) has i,abulated the percentage points of the distribution of the ratios
of the
hvrny@=b-!) for testing whether r6y ret-fi$,
fihr-fr61 \10'is an outlier and of the form for
frh_t,t_frnt
testing whether r1r1 is an outlier, fo.r small values of i and j and, (
z 80. Table g.7
gives the upper 5o/o and l o/o points (or equivalently critical values
correspond.ing
bo a:0.05 and a : 0.01)of the following statistics.

frht-frh-ll
or for z: B(l)7
. frtu't-fri,

frel-&1, fr(il-frh-t,
rr., -- or. for' z: 8(l)10
frh-rr-fril frht-frel

frh)-frln-zl
for z: lt(l)tB
frhr-fiel

t:")_-t@_u
fiGtl-frel
for n : l4(l)25.

b. Application
,; The ma,in use of this table is to test, whether tr11yor r1n; isan outl;zing observa-
f ion. When this methdd is used.for testing an extreme me&n, the samples
from which
the means are computed should all have the same size. The recommend.ed.
proced.ure
is to use rro for n : B to 7, rrrfot n :g to 10, rrrfor n : llto IB and rrrfot :
h L4
t'o 25. x'or example, when n:8, we calculat€ r11: for testing
fg-!:-
frh-il-fr1, o a' single
---

outlier rs1 at, the lower end or r11 : rlt-fr@-tt for testing a single large ouilie | frht.
frht-fret

Example

Chemical analysis results of a certain chemical content, for six samples are
as follows :
0.470, 0.498, 0.506, 0.629, 0.564 and 0.600.

To test whetheruuter(: 0'600) is an outlier we compute

0'600-0.564
'10 - : 0'28.
0.600-0.470

Since this is lessthan the critical value 0.560 for a :0.0b, r1u1rnay not be judged to
bq. different from the others.
 104 I'ORMUI,Ab AND TABI,ES r,OR, STATIS'TICAL WOB,II

TABLE 9.?. CRITER,IA AND CRITICAI V'AI,IIES

FOR, TESTING AN EXTREME VALUE

Critical Values
Fltatistio Nurnbsr of
obsorvations a : 0.05 a': 0'0I
n

3 0.941 0.988
fr(a'-'Jl.rl 0.889
r,n: 4 0.766
o @)-fi(l)
5 o.642 0.780
(j 0.560 0.698

0.507 0.637

8 0 .554 0.683
fi<s)--fi<L> 0.635
,tt- I 0.6L2
fiffi]
t0 o.+17 0.597

l1 0.576 0.679
ft <t>-fr <t> 0.642
'zr - 12 0. 546
;ffif,1
t3 0.527 0.616

t4 0.546 0.64r

l6 o.625 0.616

t6 0.507 0.595

t7 0. 490 0.577

l8 0.4?5 0.66r

I9 o.462 o.547

20 0.460 0. 535

2L 0. 440 0.524

22 0.430 0.5r4

23 0.421 0.506

24 0.4r3 o,497

26 0.406 0. 489

L
 ORDER, STATISTIOS r05
9.7. Pnosesrr,tty Pr,orrnqc
a. Introduction
The technique of probability plotting provides a pictorial representation
of the
data as well as (a) an evaluation of the reasonablenessof
the assumed probability
model, (b) estimates of the percentiles of the distribution
and (c) estimates of un-
known parameters of the underlying distr.ibution.
Let rqy, fr@.t,
..., 16, be an ordered sample of size n from a population with
probability density function
l(r) and cumulative distribution function E(r).
Then the expectedvalue of 116,is

n! o
, \ :_
E ( r 1 tr)
p:1n12=p- [ yl?(y)]t-tlr-F(y'1n-id?(il (l)
For example if r is a uniform var{ate over the interval (0, r),
then
, i
(ra) : for ,i,: t,2, ..., tL.
Da1
The expected values of ordered observations have been tabulated
for many distribu-
tions (see Sarhan and Greenberg,Contributi,onsto Ord,er Btatisti,cs,
John Wiley rs62).
n'or distributions for which E(rot) cannot be calculated exactly,
the following
approximation is frequently used.

(rttt) : Pa I d-a
\nw)
' p)
where F-rl(i-c)l(n-2crr)l is the value of z such that f ypyau: (i-c)l(n-2crr).
that is, the t(d-c)/(n_zcfr)l-ch fractile of the distributiol and is
c a number which
dppends on n and !(t). The ordered observed values when plotted
against their
eipected values wctuld give a straight line passing through the
origin with slope
unity The origin and slope of the plot will change if the iariable
is linearly trans-
formed for plotting convenience,but trre plot will remain a straight
line.
The construction of specially scaled graph paper:shas obviated
the neecl for
calculating the expected values for many distributions. The graph
pa,per is scaled
in such a fashion that the ord.ered observations can be plotted
directly against
100(i-'c)l(n-2cll), without the need of determining E1ira,y. The correct yalue
of c depends on /(r) and n but c : f can be used.for a wide variety
of distributions
and sample sizes. The following steps are involved in preparing a probability
plot
for a given set of data.
(d) Obtain a probability paper designedfor the distribution under
examinrution.
(zd) Rank the observationsfrom smallestto largest ,i,.e.,
r.,y( rrzl ... si rr,nr.-
(ii,i,l Plot r1,yagainst IO0(i,-!)ln on t-he probability paper.
If the chosenmbdel is correct, the points should cluster around
a line, although
there will be some deviations becauseof random sampling
fluctuations. If a straight
line 'appears' to lit the data, find the best fitting Iine
using a suitable method.
The probability plot for the normal distribution is discussed
in Section b of g,2; we
shall briefly describe below the probability plots for tbe
weibull and rvpe r Extreme
value distributions.
l4
 wOIiK
r06 IIOR,MULAE AND TAJJI,ES FOB, STATISTICAT-

b. Weibull distribution
is
dis+'ributi<-rn
The cumulative probability distribution function for the Weibull

E ( r ): . r - e x p o ( r 1 @ , T > o ,o 2 o
[-(#)'],
we have, wit'h
where o and 11arc lhe scale ancl. shape parameters respect'ively.
logarithms taken to base c,

loglog -+of : rllogr--rllogo' (3)

with log r'

Thus for a Weibull variate, log log[1-l(r)]-1 has a straight line relationship
Tlre axes of the probability pa,perare scaled.so that 100(?:-
t)ln can be plotted on the
va,luescan be plottecl
ordinate correspondingto log iogtl-1(r)]-1 and the observed
as
on the abscissa corresponcling to log r' Equation (3) can be writ'ten
W': o*bz (4)
where
Yr : loglog [I-i?(r)]-l
z:lagiu
b :rl
cL : --q log o.
plot are
The estimates of the weibull parameters from the probability

i:6
a: oxpeAft) (5)
of the best line fit'
where d ancl b are the intercapt and slope respectively

c. Type 1 Extreme value distribution

the largest' element' is
The cumulative extreme value distribution function for
-co < P < @, o } 0
F(r) :exp {-e-ttx-tttt6!\, --co ( r I @,
Thus the reduced variate
where p ancl o are locatiol and scale parameters respectively'

-log{-log lt*\\ :7 (6)

y:
distribution' Extreme
will plot as a straight, line against observations from the
plotted directly against
value probability paper is so scaled that t(d-!) L}}lnl, can be
writton as
the values of the ordered observations. Equation (6) can be
'!! : a*br
I --( are'
where
' b: J o ancl s : o . The estimdtes of the parameters

r d ,
C: a n df r : - 7 -
i
best line fit'
where d and b are the intercept, and slope respectively to the
 10. NONPARAMETRIC TESTS

a. One sample problem

To test the hypothesis that a given sample (fr1,fi2,...,fro) has arisen from a
population with a numerically specified distribution funclion -F(z).
The Kolmogorou-Brnirnou
tesf (Table l0.l)
Let' Iln@l be the proportion of observations in the sample less than or equal to
n. Fo@) is called the empirical <tristributionfunction. Define

tr+(n) : sup {-F,,(r)--/(r)}

D-(n') : sup {.f'(r)-fl,(r)} \
D(n) : suplJ',(r)- X(r)l : max {Dr(n), D-(n)}.

The choiee of the test criterion dependson the specific departures intenrlecl to be
detected.

Tbe lo/o and Solocritical values of D+(n), D-(n) and,D(n) are given in Table tO.l
for n : 1(1)20(5)35.inthe specialcasewhere F(r) is continuous. A computed value of
the criterion larger than or equal to the critical value given in Table l0.l is
significant' Table 10.1 also gives formulae for calculatine the critical values when n
is large.
:' Eram'ple. Test if the observations'068, .098, .!r7, .186, .8r7, .62g could have
arisen in sampling, frour a rectangular distribution over the interval (0, l).

Hete n : 6, and D(n) : .531. The 5llo value of D(n\ for n : 6 is 521. Hencethe
observed value is significant at the 5o/o level.

b. Two sample problem

Considertwo samples(rrrr,frtz, ..., rrnr) and (fr21,fr22,..., frrnr) of size n, and.n,
respectively and the hypothesis that both the samples have arisen from. the same
population.

(i) The Kolmogorou-Sm,i,rnoutest (Taile 10.2)

Let Frn, and Fro, be the empirical distribution functions derived from samples
I and 2 respectively. I)efine

: supp*r(r)-nnr@))
D*(nr,za2)

D-(nt,zz) : supp^r(r)-Fnr@)j

D(nr,nnl- sup lF*r(r)-F*,(r)l

: max {D+(nt,nr),D-(nr,nr)'|.
108 FORMULAE AND TABLES FOR SIATISTICAI' WORK

from the
The choice of the test criterion depends on the specific departures
hypothesis intended to be detected'
ForthespecialcasenL:nz:n',Table10'2providesSo/oandlo/ocrilicalvalues
fornD+(n,rc)(ornD-(n,ra))andnD(n,rz)coveringthevaluesofn:3(l)30(5)'40'
is declaredto be significant
A computed value of nD+(n,nl or nD-(n,n) ot nD(n,ra)
10'2'
if it exceeclsor is equal to the critical value given in Table
calculating the
when n, and.nz arelarge the following formulae may be used for
critical values of the test criterion :

one-sided test statistic two-sided test statistic

D+(n1,nr\ or D-(n1, n2) D(nr, nr)

f/o 5% L% 5%

(*!t' )' 1e6

, d2(Wf,.2, (*;:)* r'oe (W?|
given
The critical values given in Table 10.2 and also the asympt'otic formulae
is known
above are applicable onlylf the population distribution under the hypothesis
to be continuous.
(ii) Other tests
: ntIflz be serially
Let the observations in the combined sample of size n
arranged in increasing order"of magni-tude
.' trtrl ( #rzl ( "' ( 0rrrl'
of observat'ions
Let i1,'!r,.'.,'inz, (l ( dr.( i, I "' ( d,r,( n)' be the seriri'lorders
in sample 2.
A general form of test statistic for testing the hypothesis of equality of distribu-
tion functions is
an$,r) | an$,r\ * " . * a
"(d" z)
'i,:1,2,.'.,tu'
where for each n, a*(i,)is a given function definedover the integers
The following are well known special cases:
(a) n'isher-Yates test
e,,(d\ : expected value of the i-th order statistic in a sample of size n
from N(0, 1). These expectedvalues are given in Table 9't'
(b) Wilcoxon (Mann-WhitneY) test
a*(i') : 6' /
(c) Van der Waerclen test

un(i') : (J-)-th quantile of N(0, l) defined by the equat'ion

\n-l I I

an$) ;,
I N(t\dt: ;at'
The values of ar(i,) may be obtained bv interpolation in Table 3.2.
 NONPASaMATRTC TESTS l0g

(a) The Fisfur-Yates test (Table t0.B)

Ilere observations in each sample are replaced.by scores defined
in the following
manner' ff a particular observation has rank d in the combined
sample of size n, the
score replacing this observation is given by the expected
value of the z-th order
statistic in a sample of size n from If(0, f
), Define
c, : *o- ofthe scoresreceived by the secondsample observations.
Table l0'3 provides the lo/o and 5o/ocritical values of C, for
a two sided test, and also
the upper ro/o and bo/ovalues of c, for a one sided upper
tail test. The lower ro/o
and 5o/ovalues are obtained by prefixing a negative sign to
the upper ro,/oand Eo/o
values respectively. Table 10.3 coversthe values of n:6(l)10
where 2., is the size
of the smaller sample.

I'or larger values of n one may apply the usual two sample d-test (described
in 4)
to the scores.
(b) The Wilcoron (Mann-Whitney) test(Table lO.a)
Define U* as the number of times an observation in the second
sample precedes
an observation in the first considering all pairs of observations one
from each sample.
Clearly

Urr: nrnr+?&+]I - R,
where fiz : sum of the ranks assumed by ti *u.ona sample observations.
Define
Urrin a similar m&nner and let U : min ((Jn, (JzL).

Table 10.4provides 1o/oand so/ouiLicalvalues of U. An observed value

equal to
oi less than the value given in table is declarrd to be significant.
The selection of the
statistic Up, U21or U dependsupon the type of alternative hypotheses.
For instance
if it is desired to examine that the variable of the first population
is stochastically
larger than the second,one uses Urr. If the nature of departure to
be detected is not
specffiedone uses U. Table 10.4 covers valuesof z, and nz: l(l)20.
. X'or larger values of z, and nr,the sampling distribution of U mav
be assumeclt<r
be normal with

[lO&Il : nrnrl2,
yariance : n1n2(n1{nr-y t\ tZ.
f
(c) The Wald,-Wolfowitzrun test(Table f 0.b)
Consider the serial arrangement of observations in increasing order
of magni-
tude as tliscussedin (ii) above and replace each observation by I
or 2 according as it
arises'from sample I ot 2. A run is a successionof like symbols (numerals)
prececled
and followed by none or an unlike symbol (numeral). te,t W
be the total number of
runs (i.e. the total of the number of runs of l and the number
of runs of 2). I4zis
proposed as a test statistic.

Table 10.5 provides the lower ro/o and Eo/, critricarvalues of

w for %1,n2apto 20,
 AND TABI,DS FOB, STATISTICAI' WORK
Ir0 FOR,MUI,AE

may be assumed
For larger values of n1, n, the sampling' distribution of w
to be normal with
2n,?'1,
mea,n: ---# tr,
n1*nz

. 2nrnr(2nrnr-nt-nz)
varrance :
@;nrf1n;nr-t1
kept undgr a control
Eramgile.. In a, certain feeding experiment 6 pigs werl
'A'' The gains in weight (in lbs') over
diet while 6 others were provided with feed
a certain period were as follows :
Oontrol : 8'1, 6'8, 6'9, 7'5, 8'8 (Samplef )
A : 8'2, 8'4, 8'3, 8'7, 8'9 (SamPle2)'
'A' is an improvement over 'control''
Examine if feed
the 5o/ovalue
Kolm'ogoroa'Sm'irnoutest: ]irerc 5D+(5' 5) : 4 which is equal to
are equally good is
given in Table 10.2. Hence the hypothesis that the two feeds
'A''
rejected (at the 5o/olevel) in favour of
sample of l0
Fiiher-Yates test: we get the followirig rankings for the combined
observations :
-;-
5 6 ? I e 10
RuoJ;d-Ld)--r- ,- 3

\ / a l u o 6 . 8 ' 6 . 9 7 . 5 ' 8 . 1 8 ' 2 8 ' 3 8 ' 4 8 ' 7 8 8 3 ' 9

2 2 2 1 '2
Sampleinclex f I I t 2

-- '12 12 '38 66 l '54

En,t, gromTable 9. I for n :.lO)
------
test (for
Henbe Cr: 2.58. x'rom Table 10.3 lhe 5o/o value of c, for a one-sicled
level'
n:lo and rar:5) is 2.58. The observed c, is thus significant at the 5/o
25+L5-36 : 4'
Wi'lcoron(Mann-Whi,tneg)test: Here Rz: 36' Hence Uzr:
(Jrrfor hL: flz: 5 being
This is also significant at the 5o/olevel, the critical value of
4 from Table 10.4.
are equally
Since bD(5, E) is also equal to a the hSrirothesisthat the two feeds
good cannot be rejected b5, a two sidecl Kolmogorov-Smirnov test" It
is seen that a
t'est also fails
iwo sided X'isher-Yates test or a two sided Wilcoxon (Mann-Whitney)
also use the
to reject the hypothesis. when alternatives are two sided one could
Wald-Wcilfowitz run test.
given
watd,-wol,fow,itzrun test: Total number of runs in the serial arrangement
: nr : 5
above is 4. This is not significant at, \he 5o/olevel, the critical value for nr
being 2 from Table 10'5.

c" Matched-Pair samPle

consider n, pairs of obsorvations(16,at) d: !,2,...,n and.the hypothesisthat
for each tl the distributiqn of (U,At) is the sa'mea'sthat' of (Auril'
 NONPARAMETEIC TESTS 1r1
(i) The si,gntest
consider only the n 4 n pairs where e * h and let r' be the number of pairs
where h {u* For a given n' the distribution of r', under the given hypothesis, is
binomial with z : *. This hypothesis could be tested in the manner discussedin r.3.
(ii) The Wi,Icorontest (Table 10.6)
compute dq: rt-aa. Here again as in the sign test all the n-n' pafuswhere
dt : 0 are dropped out. The remaining d,6are ranked in increasing ord,er of magni-
tude disregarding sign, the smallest ldl l receiving rank l. Then to each rank is affixed
'the
sign of d4 f,o which it corresponds. Define

f-: sum of all ranks with a negative sign,

fl+ : sum of all ranks with a positive sign,
. T : mtn{T_,T*}.
Table 10.6gives the Lo/oand,'so/ovalues of T, T- or T*. A computed value of
7 is significant if it is less than or equal to the value given in Table '10.6.
The choice of the statistic T -, T+ or ? depends on the type of alternatives
one wishes to detect.
Table 10.6 covors values of n' :6(l)25. X'or larger values of n' the sampling
distribution of 7,- (or equivalently T-.) may be assumedto be normal with

rL'(n'+1\
me&n: _
4. ,

..^_:..-^^ n'(n'.lll(2n' |-l)

varrance

n'(n'*L)
Note that - .+- l 'q 1-
T - -
z

Erample : The following table gives the yield rate of paddy (in maunds per acre)
as observed in ten pairs of concentric circles of radii 2 ft and 4 ft. Examine if the
yield rate has been over-estimated by the smaller circle.

sample: I 2 3 4 5 6 7 8 9 f0
zft. 6 12 5.39 5.59 6.34 6.29 5.98 5.61 4.43 5.93 5.33 lu\
4 ft,. 5.50 6.00 4.7r 6.12 5.93 5.56 5 .4 l 5.14 5.66 5.67 \(c)

Ilere we have
sample :
10
n-!/ -0.62 0. 61 *0 .88 -O .22 - - 0 . 3 6 - O . 4 , 2 - 0 . 2 0 0.71 -O.27 0.34
Rank of l:r.'-y | 8 7(+) 10 2 5 6 1 s(+) 3 4(+)

T+:4+g+7 :20. The Eo/ovalue of T* (for a one-sidedtest) for n- I0

is l0 from Table 10.6. Hence the observed result is not significant.
tt2 FORMULAE AND TABLES f,'OR STATISTICAL WORK

d. Spearman'e rank correlation coefficient

different
When zi individuals in a sample are ranked according to each of two
Spear-
characteristics, the association between the characteristics may be measured by
man's rank correlation coefficient. This is the ordinary product moment' correlat'ion
coeffi.cientapplied on rank pairs. when there are no tied ranks, the correlation coeffi-
cient can be computed by the formula
A f, a?
. rs: t-N_n
I
where d,tis the difference in the two ranks ttre tl-th individual.
f
and
Table 10.7 gives the upper lo/o and.5o/ovalues of lrrl for a two-sided.test
test. The lower
also the upper ro/o and 5o/ovalues of r" for: a one-sided uppel tail
nega-
1o/oand 5or(values of rs for a one-sidedlower tail test, are obtained by prefixing'a'
tive sign to the corresponding upper tail'values.

Table 10.? covers sample sizesupto n : lo. For n larger than 10, the critical
crit'icill
values of r given in Table 7.I vrith d.f . v : n-2, may be used as approximate
values of rs.

Enamqile: A set of 10 individuals were ranked by two independent examiners

for asso-
with respect to their reasoning abilities. The ranks are given below' Test
ciation between ranks by the two examiners'

Inclividudl : 4 5 6 1 8 9 1 0

L - ' 3 a v 8 I0 2 6
Examinor I :
5 o
Examiner 2: 6 2 4 3 8 l0 t l

o I -l
-l -1

E d ? : L6,ns-n - 990,rg: l-961990 : 0'9030.

'l'his is significant at the I being
/o level, the critical value for a t'wo-sided test
0.794from Table 10.7.

1l
 NONPAR,AMdTR,IC TESTS lrS
TABLE IO.I. THE ON]' SAIIIPLE TARLE 10.2. THE T\,\,O SAMPLES
KOLN{OGOROV.SMIR,NO\TTEST KOLI{ OCOR,O\r-S},I
III,NOV TES:r
(5o/o arrrl Io/o critical valuos forolre_ (5!( and I fd critical \.&lues fol ono-
and two-sidod testg) and trvo-sidecltests)

I ouo-siclodtest two.sicled ono sidod tl'o-gidod

I D*(r) or D-(n) D(n)
y'9")::':!-(,,,") nD(.n,n)
'yo 1% 5% r% 5% lYo 5o/o
I .975
2 .774 .s2g .842 ^ I
.785 .636 .708 4
.689 . coD .(121
o .627 .509 . ii69 . ODrt (t 6 i) 6
n rj ti U
U U n 6
6 .468 .$17 .519 o n
1 rj 0
.538 .4,36 .u r 0 .483 IO n t) 8
*8_ .507 .4I0 .45!
I . J,80 .387 .513 .43{) ll U n
t0 .467 .369 .489 .409 t2
!
8 8
?r l3 S 0 7
l4 8 I 8
l5 o o 8
ll .352 .4r18 .3 9 1
12 .4 1 9 .338 .449 16 I 10 8
t3 .404 .325 .132 .36r t7 o 10 ,j
l4 .390 .3r4 .418 .349
t5
l8 t0 r0 I
.304 .404 .338 r9 l0 to- 1t
20 10 tl I . .^b
l6 \lo
.366 .255 .392 ,tqn
2l 1l s
1 l
. JOO .286', .38I . 3 1 8/ 2t l1 I \l
I8
''1'9 .846 n1o .309v II I{)
. J J 1 .271 .36r .sti t2 IO
20 .'J29 .265 .294 1I L2 t0

26 l1 10
.295 .238 .317 .264 27 rt IO
30 .218 tOar 23 12 ll
35 1 .202 .269 to l2 ll
30 l2 t1 '

1.52 I .36
,tt) l3
4tl t4
\/i- Ji,

TABLE I0.3. THE FISHER,-YATES TEST

(5o/oand Io/o critical valuoqlbr ono- and two-sided tests)

one -sidecl two-sidod one-sidod t wo-sidod

nrlm2 5Yo 70/
5Yo nt -lrlz L% <o/ lo/o 5%
o 2.tl o 2 2.4.2
\ 2.11 I
n ! , D O 2.69
2.4$ I 4 J.26 q A o
8 q q n
10 ., 2.64 .) Kl
8 10 3.20 2.32 2.66
8 2.59 l0 + 3.32 2.54 3.58 2.82
10 3.46 2.58 3.70 2.94
 114 FOB,MULAE AND I'ABLDS I'OB, STATISTICAL WOR,K

TABLE I0.4. THE WILCIOXON (ITANN-1YI{ITNEY) TEST

(lori cliticb,l lralues of Up or Lt21for one.sided tost)

T\
\

I
l?o
I' 2 3 4 5 6 7 8 I l0 ll 12 l3 l4 16 16 l7 18 l9 ,rl
I
I
2 t : - 0 0 .0 0 0 0 I I 2
o

6
t_ - 0

|
0
t,
2
I

3
0

3
4
0
1 . 2
4

0 ? 8
1
3
5
1
3
6
1
4
7

0
2
5
8

ll'12
2
5
I
2
6
3
7
l0 l1

l3 l5
3
1
4
8
12 l3

16 18 l9
4
I
4 .
9 1 0
14 15 16
20
5

22
A

b'
,7
0 r 3 4 6 1 g lI L2 r4 16 t7 l9 21 23 24 26 28 7
ti U 2 4 (i 7 I tt 13 l5 r7 20 22 24, 26 28' :10 12 34 8
o I 3 5 7 g lr 14 16 18 21 23 26 28 3l 33;ltt 38 {,0 o
l0 I 3 6 I Il 13 16 l9 22 24 27 30 33 36 38 4I :14 47 I0

ll | 4 7 I t2 15 rri 22 25 28 3l 37 4) 44 47 50 53 ll
1 q 2 5 I rr !4 77 2t 24 28 31 3 5 "3)84 42 46 49 .63 56 60 I:1,
l3 0 2 5 I 12 16 20 23 27 3t :15 39 43 17 5l 55 59 6:| 67
L4 0 2 6 l0 l3 l? 22 26 30 34 38 43 47 51 56 60 65 69 ?31 t4
ID U

Iti - 0
L7 - 0
l8 - 0
l9 - I
20 - 1
I
l \ n r
8 9 10 li 12 13 14 l5 16 t7 18 19 20 lnr'
I

(5lzo cribibal values of (ir" ttr L.l1 for one-siclot{ tost)

I e r0 11 12 13 14 15 16 L7 ls le tol
I
_
-
:
0
: 0 ; ; ;
0 r 2 2 3 3
; ; , ; ; ; ; 8; ; I4 l 0 ?l I ? 2
4 5 5 6 7 7 I
- 0 1 2 3 4 5 6 7 8 I l0 ll'!2 14 l5 16 17 I8 /
0 1 2 4 5 6 8 9 lr 12 13 l5 t6 18 19 20 22 23 25 .1

o
I o
o
2
2
3
4
5
6
?

8 l0
8
8
ll
1:]
I0
l3
15
12
15
lii
r+
17
20
16
19
23
l7
21
2(i
l9
2+
9s
21
26
31
23 25
2S 30
33 36
26
33
39
28
35
41
30
37
41
32
39
47
7
I
o

S I :i 5
I I 3 ri 9 72 15 18 21 24 27 30 33 36 l-19 .12 45 48 51 54 I
l0 r 4 7 tt t+ r7 20 24 27 3l 34 37 41 44 4S 51 55 58 62 l0

II 1 5 8 1 2 1 6 1 9 2 J 2 7 : ] l 3 4 3 3 4 2 4 65 0 5 4 5 70 l 6 5 6 9 lt
t2 2 5 g 13 17 21 26 30 3,t 38 42 47 5I 55 60 64 68 72 77 t.)

l3 2 6 l0 15 I I 24 28 3:] il',i 42 47 5r 56 (il 65 70 75 80 84

L4 2 7 rl 16 21 2$ 31 36 41 40 5l 56 6l (i6 ?l 17 82 87 92 I4
lb 3 ? t2 tfi 23 28 :13 39 41 50 55 0l 60 12 17 83 88 94 100

l{j :r I Lt 19 25 30 36 42 48 5+ 60 65 7L 17 8ll 89 95 l0ll 107 16

(i,f i0 '17 iJB Sg 90 102 I09 ll5
t7 3 0 15 20 2b 33 39 45 51 57
lil 4 I lfi 22 28 35 4l .18 55 61 6U 75 .q2 S8 95 102 109 116 123 l8
I {-l 4 r0 n 93 :]0 i? 4+ bl 58 65 72 80 87 1){ r0l l(}, I 16 I23 1:}0 19
20 4 1l l8 25 :t2 ijg 47 54 62 69 77 8+ 92 I00 107 115 lr3 r30 1i)8 2r)

\ n r
9 l0 1l t2 13 14 15 16 r7 18 l9 7rz
\
 NONPARAMETR,IC TESTS l15
TABLE 10.4. (conti,rtued): TIIF. WILCOXON (MANN.WHITNEY) TEST
(1o/u clitieal values of [.r fol twc-sided test)

\ 7z- t 2 9 r0 1l t2 13 u 16 t6 r7 t8 r9 20
?lr \
I I
2 _ : - _ . _ - _ _ : : : : : : _ : ; ; 2
3 0 0 0 1 1 1 2 2 2 2 3 3 t
^ - 0 0 1 1 2 2 3 3 4 6 6 6 6 7 8 4
5 0 t r 2 3 4 5 6 7 7 8 9 t 0 1 1 1 2 1 3 5
6 - 0 1 2 3 4 5_ {'r 7 9 I0 lt t2 lB lE 16 r7 t8 6
n - 0 I 3 4 6 7 I l0 12 l3 r5 16 l8 19 21
.i I 22 21
8 - t 2 4 6 Il 13 l5 t7 t8 20 22 24 26 28 30 5
I 0 I 3 5 7 S ll 13 16 t8 2A 22 24 27 29 31 33 36 I
10 o 2 4 6 I u l3 16 l8 2L .24 26 29 31 34 37 39 42 I0
l1 0 2 5 7 l0 l3 16 18 2t 24 27 ,10 33 36 :19 42 45 48 ll
t2 I 3 6 I t2 15 t8 2t 24 27 :lt :j4 :t7 4L 44 47 51 5:I 12
t3 r 3 7 l0 13 r7 20 24 27 3l 34 38 42 46 4s 5g 67 60 13
l4 1 4 7 ll l5 t8 22 26:J0 :]4 38 42 46 50 54 58 63.67 L4
I D 2 5 8 12 16 20 21 2S 33 37 42 46 51 55 60 64 69 73 t5
l6 2 5 I 13 tS 22'27 31 36 4l 45 50 55 60 65 70.i4 7g 16
t7 2 6 l0 l5 19 24 39 34 39 44 49 5.1 60 65 7o 75 8I rJ6 t7
I8 2 E ll 16 21 26 3l 37 42 41 53 58 64 7o 75 81 87 92 I8
l9 - 0 3 1 t2 t7 22 28 :J3 39 46 5l Ei 63 69 74 sl 87 93 99i l9
|
20 i - 0 3 s I:] t8 21.30 30 .12 48 54 60 67 73 ?9 86 92 991061 20
I

i------
r 2 z I 5 0 ? 8 e lb r r z r s 1 4 1 5 1 6 r 7 l s r s e 0l , > i '
I

(Solu critical r,alues of [i for n trvo-s;icled tcst)

I 2 3 4 5 6 7 I I l0 ll t2 t3 l4 t5 16 t7 l8 r9 20

I I
2 - 0 0 0 ; i i ; i ; ; ; ; ; 2
J 0 I | 2 . 2 3 . 3 4 4 5 5 6 6 7 ? 8 t
0 | 2 3 4 4 5 6 7 8 I l0 ll ll 12 l3 l3 4
i) 0 I 2 B 5 6 7 8 I 1r t2 r3 14, 16 r7 l8 l9 20
6 - t 2 3 B 6 8 t0, 1l 13 14 16 r7 l9 2t 22 2+ 25 27
'i 6
- l 5 6 I l0 l2 14 16 18 20 22 24 26 28 90 32 34
8 n . , 4
6 I l0 13 l5 L7 19 22 24 26 ?9 3t 34 36 38 4L S
q
o 2 ^ 7 r0 12 L5 t7 20 23 26 28 31 34 37 39 42 45 48 I
10 0 3 B 1l 1.4 17 20 2:\ 2E 29 33 36 39 42 4.5 48 ra2 EE t0
lt 0 3 6 I 1.3 16 l9 23 26 30 33 37 4A 4,4 47 5l 65 58 62 lt
l2 I 4 7 Il L4 18 22 26 29 33 il7 4L 45 4S 53 57 61 65 69 r2
l3 1 4 8 12 16 20 24 28 33 37 4L 45 50 54 59 63 67 72 78 t3
l4 l 5 9 J:r t7 22 26 3l 36 40 45 50 56 5$ 64 B7 7+ 78 33 t4
ID I 5 t0 14 LC) 24 29 34 39 44,49 54 59 64 70 75 80 85 90 t5
I6 I 6 11 16 21 26 :ll i)7 ,12 47 53 59 04 70 75 8t 80 92 98 l6
t7 2 6 ll t7 22 28 34 1t9 4tr 5t 57 63 67 15 81 87 S3 99 r05 11
I8 2 1 t2 18 24 ltO 36 42 48 55 6t 07 74 80 86 93 99 106'112 l8
l9 2 7 l3 19 25 32 38 45 52 58 65 72 78 85 (r2 $9 106 Il3 n9 l9
20 2 8 t:t 20 27 31 41 48 .55 62 69 76 83 90 93 105 I12 119 127 20

ll ,\, r;\
I I 6 7 9 I0 rr L2 13 t4 l5 t6 17 t8 l9 20
lt6 FORIiULAE AND TABLES FOR STATISTIOAI, WORK

TABLE 10.6. THE WALD-WOLFOWITZ R,UN TEST

(l!d critical valtres)

0 r0 ll r2 l3 t4 16 16 l7 l8 l9 20

3 2 2 2 2 2 2 2 2 2 3
o o o q 2 2 2 3 3 3 3 3 3 ^
4
K 2 2 2 2 3 3 3 3 3 3 3 3 4 4 4 ' 5

(i 2 2 3 3 3 3 9 3 4 . t 4 4 ' 4 4 4 6
o 2 : ] 3 3 3 4 4 4 4 4 5 6 8 6 5
8 2 2 3 . 3 : t 2 4 4 .4 5 5 5 | t 1 t 6 6 6 8
o 9 . ' 3 3 1 4 4 5 5 5 5 8 6 6 6 0 7 I
l0 o a 3 3 4 4 5 5 5 5 6 6 A 7 7 1 7 l0

ll o , 3 4 4 5 5 5 6 6 8 7 7 7 7 8 8 l1
l2 2 3 4 4 b 5 - G 6 6 i 7 7 8 8 s 8 r2
t3 2 3 4 5 5 5 6 6 1 1 7 8 8 8 9 9 ls
l4 2 O D
4 4 E i e ' B 7 1 7 8 8 8 9 9 9 t4
7 8 8 I I I I0 10 \ l6
l{, 2 g o
4 4 5 8 6 7 i

l6 2 : t 3 4 5 5 6 6 '7 7 8 8 I I 9 r 0 1 0 1 0 t6
17. 4 5 5 6 7 7 8 8 8 I I r0 l0 l0 ll t l

l8 4 5 6 6 7 7 8 8 9 9 I 0 l 0 l 1 1 l t l l8
I9 2 3 4 4 5 6 6 7 8 8 9 I I0 l0 I0 ll Il 12 I9
20 2 3 4 4 5 6 7 7 8 8 9 9 l 0 1 0 l l l I 1 2 1 2 20

\ ,4,'

\' 9 r0 ll 12 l3 14 15 16 l7 18 l9 20 tt, \.

(5o/o critical valuos)

\z- 9 l0 ll 12 13 14 15 lG L7 18 19 20
?1r\
o o o o o . ) q q 9
2
2 2 2 2 2 2 ' 2 2 2 3 3 3 3 3 3
4 2 2 2 3 3 ? 3 3 3 3 : t 4 1 4 4 4
5 2 2 3 3 3 3 3 4 4 4 4 4 4 4 5 5 5

6 I - 2 2 3 3 -3 3 4 4 4 4 5 5 5 3 5 5 6 G D
1
7 2 2 3 3 : i 4 4 5 5 5 5 ' 5 6 f t G 6 6 6
l -
i l - , i ; i . l 4 s 5 s 6 6 6 6 $ 7 7 7 1 I !
; l - 2 3 i , t+ s s s o c o 7 7 7 7 8 s B I I
7 7 7 7 8 8 8 8 9 1 1 0

7 7 3 8 I e I I I I ll
. t 8 8 I e I 9 1 0 1 0 | 1 2
s' 8 e I ? l9 19 l9 l9 | l?
15- 2 3 ;l il 5 tt b i / s
i
l - - -

r-i--*-
| \ur
.2 13. 14 16 16 17 l8 19 20 | 2,, \
I \
 NONPAEA$DTR,IO TESTS ll7

TABLE 10.6, THE WILCOXON MATCHED PAIR,

SIGNED R,ANK TEST
(5_o/o
and Lto ctihical values of ?-,Ta and, lll

f.'- ot 'J'+ T
(ono-sided) (trvo.sided)

lo/n 5% r% 6%
6 2 0
0 t 2
8 2 D 0 4
I 3 8 .) 6
10 o l0 3 8
It . I-s o ll
r2 l0 t7 4 t4
l3 l3 2l t0 t7
74 t6 26 t3 2I
t5 20 30 l6 26

l6 24 35 20 30
t7 28 4r 23 35
l8 '33 47 q9
40
' 3 2
' 2l 90 38 53 46
43 60 38 52
2l 19 67 43 59
22 66 75 49 66
23 G2 83 OD
24 69 9t 6l 8r
26 77 100 68 89

TABLE 10.7. SPE^A,R,MAN'S

R,ANK CORRELATION
COEX'trlCIDNT
(51/o and llu critical values of 16 for one- and two-
sidecl tosts)

two-gided

4 I .000
o r.000 .900 I .000
6 .943 .829 1.000 .886
4
.893 .7t4 .szs .786
8 .883 .643 .83t .738
0 .783 .600 .833 .688
l0 .746 .664 .794 .648