252conts 01/15/01 Roger Even Bove ECO 252 SUPPLEMENTARY MATERIALS AND TABLES Please bring this material and your text to classes and exams! Corrections are in red. Tables 10 and 11 will be distributed with the outline. CONTENTS pg. 1 Article Confidence Limits and Hypothesis testing for Variances pg. 6 Table 1 Chi-Square Distribution pg. 7 Table 2 F Distribution pg. 17 Table 3 Formulas for Confidence Intervals and Hypothesis Tests pg. 19 Table 4 Critical Values of r in the Runs Test pg. 20 Table 5 Simplified Wilcoxon Rank Sum Test for Two Independent Samples pg. 22 Table 6 Critical Values of the Wilcoxon Rank Sum Test for Two Independent Samples pg. 23 Table 7 Critical Values for the Wilcoxon Signed Rank Sum Test for two Matched Samples pg. 24 Table 8 Table of p-values Associated with Values of F2 in the Friedman Two-Way Analysis of Variance by Ranks pg. 25 Table 9 Table of p-values for the Kruskal-Wallis Test Statistic for Three Samples for OneWay Analysis of Variance by Ranks Table 10 Critical Values of for the Kolmogorov-Smirnov One-Sample Test for Goodness of Fit Table 11 Critical Values for the Lilliefors Test for Normality pg. 27 Table 12 Critical Values of s in the Kendall Test For Concordance pg. 27 Table 13 Critical Values of the Spearman Rank Correlation Coefficient pg. 28 Table 14 Poisson Distribution pg. 38 Table 15 Cumulative Binomial Distribution pg. 46 Table 16 Confidence Intervals for Binomial Sampling pg. 47 Table 17 Standard Normal Distribution pg. 48 Table 18 Values of the t Distribution pg. 50 Table 19 What Method Should I Use? pg. 51 Article Formulas For Functions of Random Variables pg. 61 Problems pg. 67 Things That You Should Never Do on a Statistics Exam (or Anywhere Else) ! (i) REFERENCES William H. Beyer, ed, CRC Standard Probability and Statistics Tables and Formulae, CRC Press, 1991. David J. Sheskin, Handbook of Parametric and Nonparametric Statistical Procedures, CRC Press, 1997. Sidney Siegel, Nonparametric Statistics: for the Behaviorial Sciences, McGraw - Hill, 1956. (ii) pg. 1 pg. 2 pg. 3 pg. 4 pg. 5 pg. 6 pg. 7 pg. 8 pg. 9 pg. 10 pg. 11 pg. 12 pg. 13 pg. 14 pg. 15 pg. 16 pg. 17 pg. 18 pg. 19 pg. 20 pg. 21 pg. 22 pg. 23 pg. 24 pg. 25 pg. 26 pg. 27 pg. 28 pg. 29 pg. 30 pg. 31 pg. 32 pg. 33 pg. 34 pg. 35 pg. 36 pg. 37 pg. 38 pg. 39 pg. 40 pg. 41 pg. 42 pg. 43 pg. 44 pg. 45 pg. 46 pg. 47 pg. 48 pg. 49 pg. 50 pg. 51 pg. 52 pg. 53 pg. 54 pg. 55 pg. 56 pg. 57 pg. 58 pg. 59 pg. 60 pg. 61 pg. 62 pg. 63 pg. 64 pg. 65 pg. 66 pg. 67 pg. 68 pg. 69 pg. 70 pg. 71 pg. 72 pg. 73 pg. 74 pg. 75 pg. 76 pg. 77 pg. 78 pg. 79 pg. 80 pg. 81 pg. 82 pg. 83 pg. 84 pg. 85 pg. 86 pg. 87 pg. 88 pg. 89 TABLE 1 TABLE 2 TABLE 3 TABLE 4 TABLE 5 TABLE 6 TABLE 7 TABLE 8 TABLE 9 TABLE 10 TABLE 11 TABLE 12 TABLE 13 TABLE 14 TABLE 15 TABLE 16 TABLE 17 TABLE 18 TABLE 19 TABLE 20 TABLE 21 TABLE 4 Critical Values of r for the Runs Test Reject The Null Hypothesis of Randomness at the 5% level if the value of r is less than or equal to the value in Table 4a or greater than or equal to the value in Table 4b. TABLE 5 Simplified Wilcoxon-Mann-Whitney Rank Sum Test for Two Independent Samples This table gives the p-value corresponding to the rank sum W of the smaller sample when ranking is done starting from the end where the smaller sample is concentrated. F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value F2 p-value TABLE 8 Table of p-values Associated with Values of F2 in the Friedman Two-Way Analysis of Variance using Ranks Note: k = c(number of columns in the usual format); n= number of rows. TABLE 9a Table of p-values for the Kruskal-Wallis Test Statistic for Three Samples for One-Way Analysis of Variance by Ranks. Note: On this table ‘Critical Value’ is a value of H , and ' ' is a p-value. TABLE 9b Table of p-values for the Kruskal-Wallis Test Statistic for Three Samples (Continued). Note: On this table ‘Critical Value’ is a value of H , and ' ' is a p-value. TABLE 12 Critical Values of Kendall’s s as a Measure of Concordance. TABLE 13 Critical Values of rs , Spearman’s Rank Correlation Coefficient TABLE 16 Confidence Intervals for the Binomial Distribution X p Note: N 95% Confidence Level 99% Confidence Level TABLE 17 The Standard Normal Distribution