UNIT 3

SAMPLING AND STATISTICAL INFERENCE

CHAPTER - I
SAMPLING DISTRIBUTIONS
SEEMA JAGGI AND PRAJNESHU
Indian Agricultural Statistics Research Institute
Library Avenue, New Delhi - 110 012.
seema@iasri.res.in; prajnesh@iasri.res.in

1.

Introduction

The term population is referred to any collection of individuals or of their attributes or of results of
operations which can be numerically specified. Thus, there may be population of weights of individuals,
heights of trees, prices of wheat, number of plants in a field, number of students in a university etc. A
population with finite number of individuals or members is called a finite population. For instance, the
population of ages of twenty boys in a class is an example of finite population. A population with infinite
number of members is known as infinite population. The population of pressures at various points in the
atmosphere is an example of infinite population. For any statistical investigation with large population
size, complete enumeration (or census) of the population is impracticable, for example, estimation of
average monthly income of the individuals in the entire country. Further, in some cases, if the population
is infinite, then the complete enumeration is impossible. As an illustration, to know the total amount of
timber available in the forest, the entire forest can not be cut to know how much timber is available
there.
To overcome the difficulties of complete enumeration, a part or fraction is selected from the population
which is called a sample and the process of such selection is called sampling. For example, only 20
students are selected from a university or 10 plants are selected from a field. For determining the
population characteristic, instead of enumerating all the units in the population, the units in the sample
only are observed and the parameters of the population are estimated accordingly. Sampling is therefore
resorted to when either it is impossible to enumerate all the units in the whole population or when it is
too costly to enumerate in terms of time and money or when the uncertainty inherent in sampling is more
than compensated by the possibilities of errors in complete enumeration. The theory of sampling is
based on the logic of particular (i.e. sample) to general (i.e. population) and hence all results will have to
be expressed in terms of probability. To serve a useful purpose, sampling should be unbiased and
representative.
The aim of the theory of sampling is to get as much information as possible, ideally the whole of the
information about the population from which the sample has been drawn. In particular, given the form of
the parent population, one would like to estimate the parameters of the population or specify the limits
within which the population parameters are expected to lie with a specified degree of confidence.

Sampling Distributions

The fundamental assumption underlying most of the theory of sampling is random sampling which
consists in selecting the individuals from the population in such a way that each individual of the
population has the same chance of being selected. Suppose a sample of size n is taken from a finite
N!
=
population of size N. Then there would be N
, where n! = n(n-1)1, possible samples.

n n! ( N n )!
samples has an equal chance of being selected is
A sampling technique in which each of the N

n

known as simple random sampling. Some of the other commonly used sampling procedures are:
Purposive sampling, stratified sampling, systematic sampling and cluster sampling. The type of sampling
to be adopted depends on the objective of the study and the variability in the population. It may be
pointed out that throughout the term random sampling would always refer to simple random sampling.

1.1 Definitions of Some Important Concepts

Parameter: A parameter is a function of population values.
Example 1.1: Suppose X1, X2,, XN are N population values. Then population mean () is a
parameter defined as
=

1 N
X .
N i=1 i

Further, population standard deviation () is another parameter defined as

=

1 N
(X i )2

N i =1

Statistic: A statistic is a function of sample values.

Example 1.2: Two of the most commonly used statistics based on a sample of size n are sample mean
( X ) and sample standard deviation (s) defined as
X =

1 n
X ,
n i =1 i

s=

1 n
(X i X) 2
n - 1 i=1

Sampling Distributions

In practice, parameter values are not known and their estimates based on the sample values are used. A
statistic is since based on sample values, there can be many choices of the samples that can be drawn
from the population. The distribution of the statistic computed for all possible values of the sample is
called sampling distribution. From the given set of observations, different statistics are constructed to
estimate the parameters. The sampling distributions of these statistics will, in general, depend on the
form and the parameters of the parent population. The probability of the observed value of the statistics
then allows the making of statements about the parameters and hence conclusions can be drawn about
the population. The sampling distributions are thus fundamental to the entire subject of inference and are
described below.
2.

Sampling Distribution of Sample Mean

When different random samples are drawn and sample mean or sample standard deviation is computed,
in general, computed statistics will not be same for all samples. Consider an example, where the
population has four units 1, 2, 3, 4 possessing the values 2, 3, 4, 6 for the study variable. Thus, the
population mean is (2+3+4+6)/4 = 3.75. Number of possible samples of size 2 without replacement is
6. The possible samples with sample mean are given below:
Possible samples of size 2 without replacement
S.No.
1.
2.
3.
4.
5.
6.

Possible Samples
(1, 2)
(1, 3)
(1, 4)
(2, 3)
(2, 4)
(3, 4)

Sample Mean
2.5
3.0
4.0
3.5
4.5
5.0

It is seen that the sample means are not the same from sample to sample. However, the average of
sample means, i.e. (2.5 + 3.0 + 4.0 + 3.5 + 4.5 + 5.0)/6 is 3.75 which is same as population mean. The
variance of sample means is 0.73.
In general, if the population size is N and sample of size n is to be drawn, then possible number of
N!
samples without replacement are
.
n! ( N n )!
Result 2.1: If the population is finite of size N, with mean and standard deviation , distribution of
sample mean (X ) obtained from the random sample (without replacement) of size n will have mean
Nn
and standard deviation
.
N 1 n

Sampling Distributions

Result 2.2: If a random sample of size n is drawn from an infinite population with mean and standard

deviation , sampling distribution of sample mean ( X ) will have mean and standard deviation
.
n
This result holds when random sample is drawn with replacement from a finite population.
From the above results 2.1 and 2.2, it may be noted that standard deviation of sampling distribution of
mean decreases as sample size (n) increases. Standard deviation of sampling distribution of mean is also
called as its standard error.
Exercise 2.1: A population consists of five units with values as 5, 8, 6, 10, and 7. Draw random
samples of three units such that no unit is repeated in a sample. Obtain the mean and variance of each
sample. Show that the mean of the sample means is equal to the population mean. Also obtain the
standard deviation of the sampling distribution of mean, i.e. standard error.
Solution: Here N=5 and n=3, therefore possible number of samples would be
N!
5!
5 x 4 x 3!
=
=
= 10
n! ( N n )! 3!(5 3)!
3! 2!
Possible samples of size 3, their means and variances

S.No.

Possible Samples

Sample Mean ( X )

Sample Variance (s2)

1.

(5, 8, 6)

6.3333

2.33

2.

(5, 8, 10)

7.6667

6.33

3.

(5, 8, 7)

6.6667

2.33

4.

(5, 6, 10)

7.0000

7.00

5.

(5, 6, 7)

6.0000

1.00

6.

(5, 10, 7)

7.3333

6.33

7.

(8, 6, 10)

8.0000

4.00

8.

(8, 6, 7)

7.0000

1.00

9.

(8, 10, 7)

8.3333

2.33

10.

(6, 10, 7)

7.6667

4.33

6.33 + 7.67 + 6.67 + 7 + 6 + 7.33 + 8.00 + 7 + 8.33 + 7.67

Mean of sample means=
=7.2.
10

5 + 8 + 6 + 10 + 7
Population mean =
=7.2.
5

Therefore, the mean of the sampling distribution of mean is 7.2 which is equal to population mean.

Sampling Distributions

1 N
1
2
(Xi ) = [(5 7.2) 2 + (8 - 7.2) 2 + ... + (7 - 7.2) 2 ] = 2.96.
N i =1
5
Standard deviation = 1.7205.
1
Variance of the means (X ) =
[( 6.3333 7.2) 2 + (7.6667 7.2) 2 + ... + ( 7.6667 7.2) 2 ] =
10
0.4933 and standard deviation = 0.4933 = 0.7023.
Standard
deviation
of
sampling
distribution
of
mean
(standard
error)
Nn
5 3 1.7205
=
.=
. = 0.7023
N 1 n
5 1
3
Population variance 2 =

3. Sampling Distribution of Sample Proportion

In some investigations, the proportion of units belonging to a particular category is to be known. For
example, number of diseased plants in a field, number of defective items produced in a factory. In such
cases, the observations are numbers in different groups or categories or classes.
Let the entire population of N units be divided into two classes (good or bad, defective or nondefective, success or failure, employed or unemployed and so on) of N1 and N2 units respectively, then
N
population proportion (P) for first class is 1 and that of other class is (1-P). Now instead of studying
N
the whole population, let a random sample of n units is drawn, in which let n1 be the units from N1. The
n
sample proportion (p) is thus 1 .
n
Result 3.1: The sampling distribution of sample proportion p will have mean as P and standard
N n P(1 P)
deviation as
when random sample is drawn without replacement.
N 1
n
Result 3.2: When random sample is drawn with replacement, the sampling distribution of sample
n P(1 P)
proportion p will have mean P and standard deviation as (1 )
. In case N tends to
N
n
P(1 P )
infinity, i.e. population is very large, the standard deviation reduces to
.
n

4.

Sampling Distribution Based on Other Statistics

Distribution based on some statistics when random sample has been drawn from a normal population
are now described.

Sampling Distributions

4.1 Sampling Distribution of Sample Mean

If X1, X2,, Xn is a random sample from a normal distribution with mean and variance 2, then X as

defined in Example 1.2 follows normal distribution with mean and standard deviation
. Further,
n
X
Z=
follows a normal distribution with mean 0 and variance 1, i.e. N(0,1).
/ n
Let Z have a standard normal distribution. Then probability that Z will exceed a given value z is , i.e.
P[Z > z ] = ,

01

In other words, as shown by shaded portion in the figure below, is Area to the right of the point z.
The probabilities for negative values of z can be obtained by symmetry.

Shaded area =

Table 1 gives the normal probability (right tail area) for various values of z.
Example 4.1.1: Let X be the mean of a random sample of size 5 from a normal distribution with mean
=0 and variance 2 = 125, then
P{ X > 10} = P{

X 0
10 0
>
} = P{Z > 2} = 0.0228.
5
125 / 5

Example 4.1.2: Let X1, X2, , X10 be a random sample from normal distribution with mean 12 and
variance 6, then
(i)

X 12 12 12
<
}
0.775
6 / 10
= P{Z < 0} = 1 - P{Z 0} = 0.5000

P{ X < 12} = P{

X 12 11 12
<
}
0.775
6 / 10
1
= P{Z <
} = P{Z < 1.290 }
0.775

(ii) P{ X < 11}= P{

= P{Z 1.290 }= 0.0985.

Sampling Distributions

4.2 Chi-Square Distribution

This distribution was initially proposed by F.R.Helmert but later on also given independently by Karl
Pearson. It is defined as the distribution of sum of squares of n independent standard normal variates
and its probability density function (pdf) is
1
f(x) = n/2
e x/2 x (n/2)1 ,
0=x<
2 G(n/2)
The parameter n is also called degrees of freedom, which is a measure of the number of independent
variables.
Properties
Mean = n
Variance = 2n
Mode = n-2, if n >2

2
Mean Mode
=
> 0.
n

12
Coefficient of kurtosis =
n
Thus the distribution is positively skewed and leptokurtic
Sum of independent 2-variates is a 2-variate
2 distribution with n degrees of freedom tends to normal distribution as n tends to infinity.
Coefficient of skewness =

Graph
Given below is the graph of chi-square distribution for degrees of freedom n = 1, 3 and 6. In case of n =
1, the mode does not exist. It is seen that the graphs are to the right of 0 and flattens out towards the
right (positively skewed). Also there is no symmetry in the graph.
0.3

n=1
0.25

f(x)

0.2

n=3

0.15

n=6

0.1

0.05

0
0

10

15

20

Sampling Distributions

Table
Let X have a 2 distribution with n degrees of freedom. Then 2n ( ) is defined as that value which
satisfies
P[X > 2n ( ) ] = , 0 1
In other words, as shown by shaded portion in the figure below, is Area to the right of the point
2n ( ) .

Shaded area =

2n ( )
Table 2 gives values of 2n ( ) for various values of and n.
Example 4.2.1: Let X have a chi-square distribution with 7 degrees of freedom. Then from Table 2,
(i)
27 (0.05) =14.067
(ii)

27 (0.95) = 2.167.

Example 4.2.2: Let X have a chi-square distribution with five degrees of freedom. Using Table 2,
(i)

P(X 15.09) = 1- P(X>15.086) = 1- 0.01 = 0.99

(ii)

P(1.145 X 12.832) = P(X>1.145) - P(X>12.832) = 0.95 - 0.025 = 0.925

4.3 Sampling Distribution of Sample Variance

2

Suppose random samples of size n are drawn repeatedly from a normal population with variance ,
(n 1) s 2
2
2
2
then X =
follows
a

distribution.
Thus,
sample
variance
s
follows
2n 1 . Mean of
n 1
2
(n 1)

2 4
s2 is 2 and variance is
.
(n 1)

Sampling Distributions

4.4 t - Distribution
This distribution was proposed by Sir R.A. Fisher, who is known as the Father of Statistics. It is defined
as the distribution of the ratio of a standard normal variate to the square root of an independent chisquare variate divided by its degrees of freedom. In other words, let Z be a standard normal variate, U
a 2n variate and if Z and U are independent, then
Z
X=
U /n
has a t - distribution with n degrees of freedom and its pdf is
f(x) =

2
1 n
n B( , ) [1 + x ] (n +1)/2
2 2
n

- < x <
1

where B(p, q) is beta function defined as B(p, q) = x p 1 (1 x) q 1 , (p, q) > 0.

0

If X1, X2,, Xn is a random sample from a normal distribution with mean and variance 2, then the
random variable X =

X
is distributed as Students t-distribution with n-1 degrees of freedom.
s/ n

Properties
Mean = 0, if n > 1
n
Variance =
, n> 2
n2
Mode = 0
Coefficient of skewness = 0

6
,n>4
n4
Thus the distribution is symmetric and leptokurtic
t-distribution tends to standard normal distribution as n tends to infinity

Coefficient of kurtosis =

Graph
The graph below shows the probability density function of t-distribution with 3 degrees of freedom
along with that of standard normal distribution N(0,1). The graph of t-distribution is symmetrical with
respect to vertical axis x = 0. It is a bell shaped curve and the spread increases as n decreases.

Sampling Distributions

0.4

N (0,1)

0.35
0.3
0.25
0.2
0.15
0.1

n=3

0.05
0
-5

-3

-1

Table
Let tn() denote the point for which
P [X > tn()] = ,
In other words, as shown by shaded portion in the figure below, is Area to the right of the point
tn().

Shaded area =
tn()

Table 3 gives values of tn() for various values of and n.

Example 4.4.1: Let X have a t-distribution with 7 degrees of freedom, then from Table 3,
(i)

P(X>3.499) = 0.005 or t7(0.005) = 3.499

(ii)

P(X -2.998) = P(X > 2.998) = 0.01

(iii)

P(X 2.365) = 1 P(X > 2.365) = 1 0.025 = 0.975

10

Sampling Distributions

(iv)

P(-1.895 X 0.711) = P(X > -1.895) P(X > 0.711)

= [1 P(X -1.895)] - P(X > 0.711)
= [1 P(X > 1.895)] - P(X > 0.711)
= 0.95 - 0.25 = 0.70

Example 4.4.2: Given t30 (0.05) = 1.697 and t35 (0.05) = 1.690, then t33 (0.05) = 1.693 which is
obtained by linear interpolation described as follows:
If the difference in the degrees of freedom is 5, then the difference in the t-values is 1.697-1.690 =
0.007.
If the difference in the degrees of freedom is 3, then the difference in the values will be
0.007
3 = 0.0042 .
5
Since t-value decreases as number of degrees of freedom increases, therefore
t33 (0.05) = t30 (0.05) - 0.0042 = 1.697 + 0.0042 = 1.693.

4.5 F-Distribution
The F distribution was discovered by George Snedecor, but in honour of Sir R.A. Fisher, he called it Fdistribution. The distribution is defined as the distribution of the ratio of two independent chi-square
variates, divided by their respective degrees of freedom, i.e. if X follows 2n 1 , Y follows 2n 2 and X and
Y are independent, then
F=

X / n1
,
Y/n2

follows F-distribution with (n1, n2) degrees of freedom and its pdf is
f(x) =

(n1 /n 2 ) n1 /2
x (n1/2)1
,
n1 n 2
n 1 (n1 +n 2 )/2
B( , ) (1 +
x)
2 2
n2

0 = x<

Let X 1 , X 2 ,..., X n 1 be a random sample from a normal distribution with mean X and variance 2X and
Y1 , Y2 ,..., Yn 2 be a random sample from an independent normal distribution with mean Y and 2Y .

Also let s 2X =

1
2
1
1
s 2X / 2X
2
2
2
(
X

X
)
and
s
=
(
Y

Y
)
.
Then
random
variable
F
=
i
Y
j
n1 1 i =1
n 2 1 j= 1
s 2Y / 2Y

has a Snedecors F-distribution with n1-1 and n2-1degrees of freedom.

11

Sampling Distributions

Properties
n2
, n2 > 2
n2 2

Mean =

Variance =

2n 22 (n 1 + n 2 2)
, n2 > 4
n1 (n 2 - 2) 2 (n 2 4)
n ( n 2)
Mode = 2 1
, n1 > 2
n1 (n 2 + 2)
Thus mode of Fn 1 ,n 2 distribution, whenever existent, is less than unity.
Mean Mode
Coefficient of skewness =
> 0, so F-distribution is positively skewed

Points of inflexion (i.e. points at which tangents to the curve change direction) exists when n1 > 4
and whenever they exists, they are equidistant from mode.
1
There exists a reciprocal relation, i.e. Fn 1 ,n 2 ( ) =
Fn 2 ,n1 (1 )
Fn 1 ,n 2 distribution tends to normal distribution when n1 and n2 tend to infinity

Graph
The curve of F distribution depends not only on the two parameters n1 and n2 but also on the order in
which these occur. It is positively skewed.
1.6
1.4

n 1=60, n2=60

1.2

f(x)

1
0.8

n1= 14, n2=9

0.6
0.4

n 1= 3, n2=8

0.2
0
0

Table
Let Fn 1 ,n 2 ( ) denote the point for which
P[X > Fn 1 ,n 2 ( ) ] = ,
In other words, as shown by shaded portion in the figure below, is Area to the right of the point
Fn 1 ,n 2 ( ) .

12

Sampling Distributions

Shaded area =
Fn 1 ,n 2 ( )

Table 4 and Table 5 give the values of Fn 1 ,n 2 ( ) for = 0.01 and 0.05 respectively for various
combinations of the degrees of freedom n1 and n2.
Example 4.5.1: The value of F with 6 and 10 degrees of freedom, leaving an area of 0.05 to the right,
is F6 ,10 (0.05) = 3.22 .

Example 4.5.2: GivenF4 ,5 ( 0.05) = 5.19 , then F5,4 (0.95) =

1
= 0.19.
5.19

Example 4.5.3: Given F12,10 ( 0.05) = 2.91 and F24,10 (0.05) = 2.74 , then F20,10 (0.05) = 2.80 .

Example 4.5.4: Given F6, 30 (0.05) = 2.42 and F6, 40 (0.05) = 2.34 , then F6, 35 ( 0.05) = 2.38 .

4.6 Relation Between t, 2 and F distributions

(i) If a random variable X follows t- distribution with n degrees of freedom, then X2 follows F
distribution with n1 =1 and n2 = n degrees of freedom. In other words, t 2n ( ) = F1,n () .
2
Example 4.6.1: Given t12 (0.025) = 2.179, then F1,12(0.05) = 4.75 (See Table 3 and Table 5 for
confirmation).

13

Sampling Distributions

Example 4.6.2: Given F1, 6(0.01) = 13.74, then t6 (0.005) = 13.74 = 3.707.

(ii) If a random variable X follows F-distribution with n1 and n2 degrees of freedom, then as n2 tends to
infinity, n1X follows Chi-square with n1 degrees of freedom.
Example 4.6.3: Given F3, (0.05) =2.605, then 32 ( 0.05) = 3 x 2.605 = 7.815.

Example 4.6.4: Given 25 ( 0.01) = 15.086, then F5, (0.01) =

15.086
=3.02.
5

Suggested Reading
Agarwal, B.L. (1996). Basic Statistics. New Age International Publishers.
Freund, J.E. (1984). Modern Elementary Statistics. Prentice Hall Inc., Englewood Cliffs, New Jersey.
Gupta, S.C. (1990). Fundamentals of Statistics. Himalaya Publishing House, New Delhi.
Nagar, A.L. and Das, R.K. (1983). Basic Statistics. Oxford University Press

14

Sampling Distributions

Table 1: Percentage points (right tail area) of normal distribution for

various values of z
z
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
3.0

0.00

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.500
0.4602
0.4207
0.3821
0.3446
0.3085
0.2743
0.2420
0.2119
0.1841
0.1587
0.1357
0.1151
0.0968
0.0808
0.0668
0.0548
0.0446
0.0359
0.0287
0.0228
0.0179
0.0139
0.0107
0.0082
0.0062
0.0047
0.0035
0.0026
0.0019
0.0013

0.4960
0.4562
0.4168
0.3783
0.3409
0.3050
0.2709
0.2389
0.2090
0.1814
0.1562
0.1335
0.1131
0.0951
0.0793
0.0655
0.0537
0.0436
0.0351
0.0281
0.0222
0.0174
0.0136
0.0104
0.0080
0.0060
0.0045
0.0034
0.0025
0.0018
0.0013

0.4920
0.4522
0.4129
0.3745
0.2272
0.3015
0.2676
0.2358
0.2061
0.1788
0.1539
0.1314
0.1112
0.0934
0.0778
0.0643
0.0526
0.0427
0.0344
0.0274
0.0217
0.0170
0.0132
0.0102
0.0078
0.0059
0.0044
0.0033
0.0024
0.0018
0.0013

0.4880
0.4483
0.4090
0.3707
0.3336
0.2981
0.2643
0.2327
0.2033
0.1762
0.1515
0.1292
0.1093
0.0918
0.0764
0.0630
0.0516
0.0418
0.0336
0.0268
0.0212
0.0166
0.0129
0.0099
0.0075
0.0057
0.0043
0.0032
0.0023
0.0017
0.0012

0.4840
0.4443
0.4052
0.3669
0.3300
0.2946
0.2611
0.2297
0.2005
0.1736
0.1492
0.1271
0.1075
0.0901
0.0749
0.0618
0.0505
0.0409
0.0329
0.0262
0.0207
0.0162
0.0125
0.0096
0.0073
0.0055
0.0041
0.0031
0.0023
0.0016
0.0012

0.4801
0.4404
0.4013
0.3632
0.3264
0.2912
0.2578
0.2266
0.1977
0.1711
0.1469
0.1251
0.1056
0.0885
0.0735
0.0606
0.0495
0.0401
0.0322
0.0256
0.0202
0.0158
0.0122
0.0094
0.0017
0.0054
0.0040
0.0030
0.0022
0.0016
0.0011

0.4761
0.4364
0.3974
0.3594
0.3228
0.2877
0.2546
0.2231
0.1949
0.1685
0.1446
0.1230
0.1038
0.0869
0.0721
0.0594
0.0485
0.0392
0.0314
0.0250
0.0197
0.0154
0.0119
0.0091
0.0069
0.0052
0.0039
0.0029
0.0021
0.0015
0.0011

0.4721
0.4325
0.3936
0.3557
0.3192
0.2843
0.2514
0.2206
0.1922
0.1660
0.1423
0.1210
0.1020
0.0853
0.0708
0.0582
0.0475
0.0384
0.0307
0.0244
0.0192
0.0150
0.0116
0.0089
0.0068
0.0051
0.0038
0.0028
0.0021
0.0015
0.0011

0.4681
0.4286
0.3897
0.3520
0.3156
0.2810
0.2483
0.2177
0.1984
0.1635
0.1401
0.1190
0.1003
0.0838
0.0694
0.0571
0.0465
0.0375
0.0301
0.0239
0.0188
0.0146
0.0113
0.0087
0.0066
0.0049
0.0037
0.0027
0.0020
0.0014
0.0010

0.4641
0.4247
0.3859
0.3483
0.3121
0.2776
0.2451
0.2148
0.1867
0.1611
0.1379
0.1170
0.0985
0.0823
0.0681
0.0559
0.0455
0.0367
0.0294
0.0233
0.0183
0.0143
0.0110
0.0084
0.0064
0.0048
0.0036
0.0026
0.0019
0.0014
0.0010

15

Sampling Distributions

Table 2: Percentage points (right tail area) of chi-square distribution for various values of and n

0.99

0.975

0.95

0.50

0.10

0.05

0.025

0.01

0.000
0.020
0.115
0.297
0.554
0.872
1.239
1.646
2.088
2.558
3.053
3.571
4.107
4.660
5.229
5.812
6.408
7.015
7.633
8.260
8.897
9.542
10.196
10.856
11.524
12.198
12.879
13.565
14.256
14.953

0.001
0.051
0.216
0.484
0.831
1.237
1.690
2.180
2.700
3.247
3.816
4.404
5.009
5.629
6.262
6.908
7.564
8.231
8.907
9.591
10.283
10.982
11.688
12.401
13.120
13.844
14.573
15.308
16.047
16.791

0.004
0.103
0.352
0.711
1.145
1.635
2.167
2.733
3.325
3.940
4.575
5.226
5.892
6.571
7.261
7.962
8.672
9.390
10.117
10.851
11.591
12.338
13.091
13.848
14.611
15.379
16.151
16.928
17.708
18.493

0.455
1.386
2.366
3.357
4.351
5.348
6.346
7.344
8.343
9.342
10.341
11.340
12.340
13.339
14.339
15.338
16.338
17.338
18.338
19.337
20.337
21.337
22.337
23.337
24.337
25.336
26.336
27.336
28.336
29.336

2.706
4.605
6.251
7.779
9.236
10.645
12.017
13.362
14.684
15.987
17.275
18.549
19.812
21.064
22.307
23.542
24.769
25.989
27.204
28.412
29.615
30.813
32.007
33.196
34.382
35.563
36.741
37.916
39.087
40.256

3.841
5.991
7.815
9.488
11.070
12.592
14.067
15.507
16.919
18.307
19.675
21.026
22.362
23.635
24.996
26.296
27.587
28.869
30.144
31.410
32.671
33.924
35.172
36.415
37.652
38.885
40.113
41.337
42.557
43.773

5.024
7.378
9.348
11.143
12.832
14.449
16.013
17.535
19.023
20.483
21.920
23.337
24.736
26.119
27.488
28.845
30.191
31.526
32.852
34.170
35.479
36.781
38.076
39.364
40.646
41.923
43.194
44.461
45.722
46.979

6.635
9.210
11.341
13.277
15.086
16.812
18.475
20.090
21.666
23.209
24.725
26.217
27.688
29.141
30.578
32.000
33.409
34.802
36.191
37.566
38.932
40.289
41.638
42.980
44.314
45.642
46.963
48.278
49.588
50.892

n
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

16

Sampling Distributions

Table 3: Percentage points (right tail area) of t-distribution for various values of and n

n
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
35
40
45
50
60

0.25

0.10

0.05

0.025

0.01

0.005

1.000
0.816
0.765
0.741
0.727
0.718
0.711
0.706
0.703
0.700
0.697
0.695
0.694
0.692
0.691
0.690
0.689
0.688
0.688
0.687
0.686
0.686
0.685
0.685
0.684
0.684
0.684
0.683
0.683
0.683
0.682
0.681
0.680
0.679
0.679
0.674

3.078
1.886
1.638
1.533
1.476
1.440
1.415
1.397
1.383
1.372
1.363
1.356
1.350
1.345
1.341
1.337
1.333
1.330
1.328
1.325
1.323
1.321
1.319
1.318
1.316
1.315
1.314
1.313
1.311
1.310
1.307
1.303
1.302
1.298
1.296
1.282

6.314
2.920
2.353
2.132
2.015
1.943
1.895
1.860
1.833
1.812
1.796
1.782
1.771
1.761
1.753
1.746
1.740
1.734
1.729
1.725
1.721
1.717
1.714
1.711
1.708
1.706
1.703
1.701
1.699
1.697
1.690
1.684
1.683
1.674
1.671
1.645

12.706
4.303
3.182
2.776
2.571
2.447
2.365
2.306
2.262
2.228
2.201
2.179
2.160
2.145
2.131
2.120
2.110
2.101
2.093
2.086
2.080
2.074
2.069
2.064
2.060
2.056
2.052
2.048
2.045
2.042
2.029
2.021
2.020
2.010
2.000
1.960

31.821
6.965
4.541
3.747
3.365
3.143
2.998
2.896
2.821
2.764
2.718
2.681
2.650
2.624
2.602
2.583
2.567
2.552
2.539
2.528
2.518
2.508
2.500
2.492
2.485
2.479
2.473
2.467
2.462
2.457
2.440
2.423
2.410
2.400
2.390
2.326

63.657
9.925
5.841
4.604
4.032
3.707
3.499
3.355
3.250
3.169
3.106
3.055
3.012
2.977
2.947
2.921
2.898
2.878
2.861
2.845
2.831
2.819
2.807
2.797
2.787
2.779
2.771
2.763
2.756
2.750
2.720
2.704
2.690
2.680
2.660
2.576

17

Sampling Distributions

Table 4: Percentage points (right tail area) of F-distribution for various values
of n1 and n2 for = 0.01
n1
1

12

24

n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
60

4052.00 4999.50 5403.00 5625.00 5764.00 5859.00 5982.00 6106.00 6234.00

98.50
99.00
99.17
99.25
99.30
99.33
99.37
99.42
99.46
34.12
30.82
29.46
28.71
28.24
27.91
27.49
27.05
26.60
21.20
18.00
16.69
15.98
15.52
15.21
14.80
14.37
13.93
16.26
13.27
12.06
11.39
10.97
10.67
10.29
9.89
9.47
13.74
10.92
9.78
9.15
8.75
8.47
8.10
7.72
7.31
12.25
9.95
8.45
7.85
7.46
7.19
6.84
6.47
6.07
11.26
8.65
7.59
7.01
6.63
6.37
6.03
5.67
5.28
10.56
8.02
6.99
6.42
6.06
5.80
5.47
5.11
4.73
10.04
7.56
6.55
5.99
5.64
5.39
5.06
4.71
4.33
9.65
7.21
6.22
5.67
5.32
5.07
4.24
4.40
4.02
9.33
6.93
5.95
5.41
5.06
4.82
4.50
4.16
3.78
9.07
6.70
5.74
5.20
4.86
4.62
4.30
3.96
3.59
8.86
6.51
5.56
5.03
4.69
4.46
4.14
3.80
3.43
8.68
6.36
5.42
4.89
4.56
4.32
4.00
3.67
3.29
8.53
6.23
5.29
4.77
4.44
4.10
3.89
3.55
3.18
8.40
6.11
5.18
4.67
4.34
4.10
3.79
3.45
3.08
8.28
6.01
5.09
4.58
4.25
4.01
3.71
3.37
3.00
8.18
5.93
5.01
4.50
4.17
3.94
3.63
3.30
2.91
8.10
5.85
4.94
4.43
4.10
3.87
3.56
3.23
2.86
8.02
5.78
4.87
4.37
4.04
3.81
3.51
3.17
2.80
7.94
5.72
4.82
4.31
3.99
3.76
3.45
3.12
2.75
7.88
5.66
4.76
4.26
3.94
3.71
3.41
3.07
2.70
7.82
5.61
4.72
4.22
3.90
3.67
3.36
3.03
2.66
7.77
5.57
4.68
4.18
3.86
3.63
3.32
2.99
2.62
7.72
5.53
4.64
4.11
3.82
3.59
3.29
2.96
2.58
7.68
5.49
4.60
4.11
3.78
3.56
3.26
2.93
2.55
7.64
5.45
4.57
4.07
3.75
3.53
3.23
2.90
2.52
7.60
5.42
4.54
4.00
3.73
3.50
3.20
2.87
2.49
7.56
5.39
4.51
4.02
3.70
3.47
3.17
2.84
2.47
7.31
5.18
4.31
3.83
3.51
3.29
2.99
2.66
2.29
7.08
4.98
4.13
3.65
3.34
3.12
2.82
2.30
2.12
6.64
4.61
3.78
3.32
3.02
2.80
2.51
2.18
1.79

18

6366.00
99.50
26.11
13.46
9.01
6.88
5.65
4.86
4.31
3.91
3.60
3.36
3.16
3.00
2.87
2.75
2.65
2.57
2.49
2.42
2.36
2.31
2.26
2.21
2.17
2.13
2.10
2.06
2.03
2.01
1.80
1.60
1.00

Sampling Distributions

Table 5: Percentage points (right tail area) of F-distribution for various values
of n1 and n2 for = 0.05
n1
1

12

24

243.90
19.41
8.74
5.91
4.68
4.00
3.57
3.28
3.07
2.91
2.79
2.69
2.60
2.53
2.48
2.42
2.38
2.34
2.31
2.28.
2.25
2.23
2.20
2.18
2.16
2.13
2.13
2.12
2.10
2.09
2.00
1.92.
1.75

249.00
19.45
8.64
5.77
4.53
3.84
3.41
3.12
2.90
2.74
2.61
2.50
2.42
2.35
2.29
2.24
2.19
2.15
2.11
2.08
2.05
2.03
2.00
1.98
1.96
1.95
1.93
1.91
1.90
1.89
1.79
1.70
1.52

n2
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
40
60

161.40
18.51
10.13
7.71
6.61
5.99
5.59
5.32
5.12
4.96
4.84
4.75
4.67
4.60
4.54
4.49
4.45
4.41
4.38
4.35
4.32
4.30
4.28
4.26
4.24
4.22
4.21
4.20
4.18
4.17
4..08
4..00
3.84

199.50
19.00
9.55
6.94
5.79
5.14
4.74
4.46
4.26
4.10
3.98
3.88
3.80
3.74
3.68
3.63
3.59
3.55
3.52
3.49
3.47
3.44
3.42
3.40
3.38
3.37
3.35
3.34
3.33
3.32
3.23
3.15
2.99

215.70
19.16
9.28
6.59
5.41
4.76
4.35
4.07
3.86
3.71
3.59
3.49
3.41
3.34
3.29
3.24
3.20
3.16
3.13
3.10
3.07
3.05
3.03
3.01
2.99
2.98
2.96
2.95
2.93
2.92
2.84
2.76
2.60

224.60
19.25
9.12
6.39
5.19
4.53
4.12
3.84
3.63
3.48
3.36
3.26
3.18
3.11
3.06
3.01
2.96
2.93
2.90
2.87
2.84
2.82
2.80
2.78
2.76
2.74
2.73
2.71
2.70
2.69
2.61
2.52
2.37

230.20
19.30
9.01
6.26
5.05
4.39
3.97
3.69
3.48
3.33
3.20
3.11
3.02
2.96
2.96
2.85
2.81
2.77
2.74
2.71
2.68
2.66
2.64
2.62
2.60
2.59
2.57
2.56
2.54
2.53
2.45
2.37
2.26

19

234.00
19.33
8.94
6.16
4.95
4.28
3.87
3.58
3.37
3.22
3.09
3.00
2.92
2.85
2.79
2.74
2.70
2.66
2.63
2.60
2.57
2.55
2.53
2.51
2.49
2.47
2.46
2.44
2.43
2.42
2.34
2.25
2.10

238.90
19.37
8.84
6.04
4.82
4.15
3.73
3.44
3.23
3.07
2.95
2.85
2.77
2.70
2.64
2.59
2.55
2.51
2.48
2.45
2.42
2.40
2.38
2.36
2.34
2.31
2.30
2.29
2.28
2.27
2.18
2.10
1.94

254.30
19.50
8.53
5.63
4.36
3.67
3.23
2.93
2.71
2.54
2.40
2.30
2.21
2.13
2.07
2.01
1.96
1.92
1.88
1.84
1.81
1.78
1.76
1.73
1.71
1.69
1.67
1.65
1.64
1.62
1.51
1.39
1.00