Name: ___________________________________________________________ Nº: _________

Statistics III
Master in Management

Nova School of Business and Economics

EXAM
24th May 2017, 9:30 am

Duration: 1h30

INSTRUCTIONS

Turn off your mobile phone!

Before starting the EXAM confirm that this assignment has 21 pages numbered 1 to
21.

Authorized Material: Pen, calculating machine and this assignment.

Write your name and student number on pages 1, 9, 10 and 11 of this assignment.

This assignment must always be stapled.

The answers to the questions should be written in the locations indicated in this
assignment.

You can use the back of each sheet as a draft.

Any situation of plagiarism (such as the use of unauthorized material and/or

communication with colleagues) will have as immediate consequence a drop out in
the course this semester.

You are not allowed to ask questions during the EXAM.

At the end of this assignment you will find included some key equations and
statistical tables.

You must remain seated in your place by the end of the EXAM.

When the time expires please turn your EXAM over and wait for its collection made
by invigilators.

Nova School of Business and Economics 1

Name: ___________________________________________________________ Nº: _________
About the EXAM

Thank you very much for all your work during this course: you were amazing, not
only for the attendance and participation in classes but also because some of you,
struggling with the lack of appropriate statistics background, never gave up and with
your devotion and work succeeded in acquiring the course goal competences.
As you know your projects are the inspiration for this assignment: sources of
information, data and analysis…
special thanks to Rita Gonçalves, Joana Alves, Francisca Cadete, Sara Rocha, Jessica Barum and
Huang Wen Chieh
that believe that GPA reflects the student maturity, healthy life, but depending on the
course main topic. In order to validate their belief they ran a random survey and got
93 student´s answers for GPA (0 to 20), age (years), average number of sleeping
hours per night and the course main topic (Economics, Management or Finance).

For each question in Groups I to III indicate only one answer in the table in page 9
Each correct answer is worth 0,70 values
Each wrong answer is worth 0,10 negative (-0,10).
Each answer blank or poorly marked is worth 0.

Group I

The mean Age (X) of the 93 students is 16,11 years and

93

 (x
i 1
i  x) 2  214,9126

1. The margin of error computed with a 90% confidence level

a) cannot be estimated, because nothing is stated about Age distribution
b) is aprox. 0,26
c) is aprox. 0,31
d) none of the others

2. The range of a 90% confidence interval is aprox

a) 0,26
b) 0,62
c) 0,52
d) 1,645

Nova School of Business and Economics 2

Name: ___________________________________________________________ Nº: _________
3. From the 93 students, 15 are studying Economics: their mean GPA is 14,6 and
the standard deviation 1,4041. To compute a Confidence Interval for the mean
GPA for Economics students a t-score was used. This is
a) valid as the available standard deviation is only an estimate
b) only valid if GPA is Normally distributed
c) not valid: a z-score should have been used instead
d) not valid as the statistical population is finite

4. The GPA mean value for the 54 Management students is 16,52 and the
standard error 0,1708. As the Central Limit Theorem applies the upper limit
for a 95% confidence interval
a) cannot be computed
b) is aprox. 16,80
c) is aprox. 16,57
d) is aprox. 16,85

5. The Finance students mean GPA is 17! In order to investigate the reliability
of this information we performed some tests, based on the provided results for
the GPA (X) sample for the Finance students:
24 24

 (x i  x) 2  60,6222
i 1
x
i 1
i  387

5.1 Ho: GPA is Normally distributed and p=0,478 meaning that

a) we will not be able to perform the above mentioned test (italic)
b) we will be able to perform the above mentioned test (italic)
c) we are able to apply the Central Limit Theorem
d) none of the others

assuming the sentence above (italic) can be tested

5.2 Ho: µ=17 with µ<17 as H1! We may state that
a) p<0,05
b) p=0,05
c) p>0,05
d) none of the others

5.3 Ho: µ=17 with µ≠17 as H1! With a 0,10 level of significance we
a) fail to reject Ho
b) reject Ho
c) we have no enough information to decide
d) none of the others
Nova School of Business and Economics 3
Name: ___________________________________________________________ Nº: _________
Group II
Maybe the mean GPA is not the same for the 3 courses!
Someone performed this ANOVA:

1-Finance; 2- Management and 3- Economics

1. In this ANOVA, Ho is
a) the mean GPA is not the same for the 3 courses
b) the mean GPA is the same for the 3 courses
c) the mean GPA is the same for the 2 of the 3 courses
d) GPA is independent form the course

2. With a 95% confidence level we reject the Null hypothesis as

a) the sample GPA means are all different
b) 11,3264<21,6091
c) 4,1x10-5< 0,05
d) 4,1x10-5< 0,95

3. A new factor was added to this ANOVA: student Age (less than 22; between
22 and 23; more than 23). The sum of squares for this new factor was
computed: 71,706 in order to test the corresponding Ho. With a 95%
confidence level we reject it because
a) 71,706 is greater than the critical value
b) 31,6 is greater than the critical value
c) 35,853 is greater than the critical value
d) none of the others

Nova School of Business and Economics 4

Name: ___________________________________________________________ Nº: _________
4. A Contingency Analysis (CA) was run in order to check for coherence with the
previous ANOVA (ex. 3). As before Age was classified into 3 different
categories. Under Ho the test statistics follows a Chi-square distribution with
6 degrees of freedom.

4.1. GPA had to be classified into

a) 2 categories
b) 3 categories
c) 4 categories
d) 5 categories

4.2. Q=34,3 so
a) p>0,05
b) this CA and the previous ANOVA (ex. 3) results are coeherent
c) this CA and the previous ANOVA (ex. 3) results are not coeherent
d) we cannot decide as the confidence level is not referred

5. The following results were provided (knowing that Management and

Economics are dummy variables, Sleep_p_night stands for the number of
sleeping hours per night and Age of the student is measured in years):

5.1. in order to test the belief that

a) the number of sleeping hours per night is different for the students in
the 3 courses
b) mean Age is the same in the 3 courses
c) GPA mean value is greater than 16,10753
d) none of the others
Nova School of Business and Economics 5
Name: ___________________________________________________________ Nº: _________
5.2. GPA
a) seems to be related with Age
b) seems to be related with the number of sleeping hours and Age
c) mean value for Economics is lower than for Finance (Ceteris paribus)
d) none of the others

5.3. (Ceteris paribus) GPA mean value decreases aprox. 1 point if the student
sleeps
a) less 1 hour per night
b) less half an hour per night
c) less 2 hours per night
d) more 1 hour per night

Some of the explanatory variables were removed from the previous model:

5.4. Based on all the available information we found that the best model is
a) the previous one as its r-squared is greater
b) this one as F≈20,41 with p<0,05
c) this one as its r-squared is lower
d) none of the others

5.5. We can state that GPA mean value for Economics students is (Ceteris
paribus) aprox.
a) the same as for the other courses’ students
b) 1,8 lower than GPA mean value for Management students
c) 1,8 higher than GPA mean value for all the other students
d) 1,8 lower than GPA mean value for all the other students

Nova School of Business and Economics 6

Name: ___________________________________________________________ Nº: _________
5.6. For a Management student that sleeps in average 6,5 hours per night the
expected GPA is aprox.
a) 11,61
b) 12,90
c) 14,38
d) 16,17

Nova School of Business and Economics 7

Name: ___________________________________________________________ Nº: _________
Group III
Maybe Women are better students than Men (and we can use GPA as an
indicator)…
Based on some of the previous analysis (Group II), the course and the number of
sleeping hours seem to play a role in explaining GPA variation. In order to
investigate if Gender is also significant we incorporated Gender in the 2
explanatory variable model (considered in Group II) for GPA and the residual
sum of squares (147,8702) decreased to 105,567.

1. The new r-squared is aprox.

a) 0,35
b) 0,41
c) 0,49
d) 0,51

2. With a 95% confidence level we

a) choose the previous model
b) choose this model with Gender
c) have not enough information to make a choice
d) none of the others

Nova School of Business and Economics 8

Name: ___________________________________________________________ Nº: _________

Table of responses to questions from Groups I to IV

Mark your answers with an X
Answer
Question a b c d
I.1
I.2
I.3
I.4
I.5.1
I.5.2
I.5.3
II.1
II.2
II.3
II.4.1
II.4.2
II.5.1
II.5.2
II.5.3
II.5.4
II.5.5
II.5.6
III.1
III.2
IV Please answer in the following pages
Questions of Group IV must be answered in the spaces delimited

Nova School of Business and Economics 9

Name: ___________________________________________________________ Nº: _________
Group IV
1. (3 values)

“GPA is independent of Gender”

This is true! Suppose you are now teaching how to perform an ANOVA using this
specific real life example.
So… generate a small data set, compute the needed indicators to get the test statistic
value (stating what the Null hypothesis is) and show that the magnitude of the p-value
is coherent with the belief.

Nova School of Business and Economics 10

Name: ___________________________________________________________ Nº: _________
2. (3 values)
Using the GPA sample from the previous question, test the hypothesis that, for
women, the mean GPA is at least equal to the sample mean GPA+0,5.
(State the Null and Alternative hypotheses, assumptions, draw your test, describe the
test statistic properties, compute its value based on the sample and decide using both
the critical value and the corresponding p-value range)

Nova School of Business and Economics 11

Name: ___________________________________________________________ Nº: _________
Some useful formulas

X distribution Standard Random Variables

X  (n  1) S2 X 
Normal ~ N (0;1) ~  n21 ~ t n 1
  2
S

X distribution Sample Mean distribution (n- sample size)


Normal () X ~ N (; )
n
• (1  )
P ~ N (; ) , Central Limit Theorem
Bernoulli () n 30
n

• 
Unknown or not Normal X ~ N (; ) , Central Limit Theorem
n 30
() n

Parameter Assumption Confidence Interval Endpoints

𝑋~𝑁(𝜇, 𝜎 2 ) 
 𝑥̅ ± 𝑧𝛼/2
𝜎 2 known √𝑛
𝑋~𝑁(𝜇, 𝜎 2 ) 𝑠
 𝑥̅ ± 𝑡𝑛−1,𝛼/2
𝜎 2 unknown √𝑛
𝑋~? 𝑠
 𝜎 2 unknown 𝑥̅ ± 𝑧𝛼/2
Large sample √𝑛

𝑋~Bernoulli  𝑝(1 − 𝑝)
 𝑝 ± 𝑧𝛼/2 √
Large sample 𝑛

𝑋~𝑁(𝜇, 𝜎 2 )  (n  1)s 2 (n  1)s 2 

2  2 ; 2 
µ unknown   n1 ; / 2  n1 ;1   /2 
𝑋~𝑁(𝜇𝑋 , 𝜎𝑋2 )
𝑌~𝑁(𝜇𝑌 , 𝜎𝑌2 )  X2  Y2
 X  Y x  y  z / 2 
𝜎𝑋2 , 𝜎𝑌2 𝑘𝑛𝑜𝑤𝑛 nx ny
𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑎𝑚𝑝𝑙𝑒𝑠
s 2p s 2p
𝑋~𝑁(𝜇𝑋 , 𝜎𝑋2 ) x  y  tnx  ny 2, / 2 
 X  Y 𝑌~𝑁(𝜇𝑌 , 𝜎𝑌2 ) nx ny
𝜎𝑋2 = 𝜎𝑌2 𝑢𝑛𝑘𝑛𝑜𝑤𝑛 (nx  1) sx2  (ny  1) s y2
𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑎𝑚𝑝𝑙𝑒𝑠 s 
2

nx  ny  2
p

Nova School of Business and Economics 12

Name: ___________________________________________________________ Nº: _________
2
sx2 s y
𝑋~𝑁(𝜇𝑋 , 𝜎𝑋2 ) x  y  tv , / 2 
 X  Y 𝑌~𝑁(𝜇𝑌 , 𝜎𝑌2 ) nx ny
𝜎𝑋2 , 𝜎𝑌2 𝑢𝑛𝑘𝑛𝑜𝑤𝑛  s2 s2 
2
 s 2  2  s2 
2

𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑎𝑚𝑝𝑙𝑒𝑠 v x  y  x  /(nx  1)   y  /(n y  1) 
 nx ny   nx   
  ny  
𝑋~? , 𝑌~?
2
 X  Y 𝜎𝑋2 , 𝜎𝑌2
𝑢𝑛𝑘𝑛𝑜𝑤𝑛 sx2 s y
x  y  z / 2 
𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑎𝑚𝑝𝑙𝑒𝑠 nx ny
𝐿𝑎𝑟𝑔𝑒 𝑠𝑎𝑚𝑝𝑙𝑒𝑠
𝑋~𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖 𝑋
𝑌~𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖 𝑌 p X (1  p X ) p Y (1  p Y )
X-Y pX pY  z / 2 
𝐼𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑠𝑎𝑚𝑝𝑙𝑒𝑠 nX nY
𝐿𝑎𝑟𝑔𝑒 𝑠𝑎𝑚𝑝𝑙𝑒𝑠

Null
Assumption Test Statistic
Hypothesis

𝐻0 : X ~ a 𝑋 𝑖𝑠 a (or as a) 𝑘
(𝑂𝑏𝑠𝑖 −𝐸𝑥𝑝𝑖 )2
2 2
specified 𝐶𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑐𝑎𝑙 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝜒 =∑ ~𝜒(𝑘−1)
distribution 𝑤𝑖𝑡ℎ 𝑘 𝑐𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑒𝑠 𝐸𝑥𝑝𝑖
𝑖=1

𝑋 𝑎𝑛𝑑 𝑌 𝑎𝑟𝑒 𝑟 𝑐
𝐻0 : X and Y 𝐶𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑐𝑎𝑙 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 2
(𝑂𝑏𝑠𝑖𝑗 −𝐸𝑥𝑝𝑖𝑗 )2 2
𝜒 = ∑∑ ~𝜒((𝑟−1)(𝑐−1))
independent 𝑤𝑖𝑡ℎ 𝑟 𝑎𝑛𝑑 𝑐 𝑐𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑒𝑠 𝐸𝑥𝑝𝑖𝑗
𝑖=1 𝑗=1
respectively

Nova School of Business and Economics 13

Name: ___________________________________________________________ Nº: _________
Null
Assumption Test Statistic
Hypothesis
k
n ( x i  x ) 2
i 1
𝐻0 :
F k 1
µ1=µ2=…= µk Xi ~ N (µi , ) kn k
~ Fk 1 ;nk
one-way  (x  x )
i 1
i
2
n ( x i  x )
i 1
2

n k
k
nk  ( x i  x ) 2
i 1

F k 1
𝐻0 : kn k h
~ Fk 1 ;(k 1 )(h1 )
µ1=µ2=…= µk  (x  x )
i 1
i
2
nk  ( x i  x )  nh  ( x i  x )
i 1
2

i 1
2

(k  1)(h  1)
Xi ~ N (µi , ) h
nh  ( x i  x ) 2
i 1
𝐻0 :
F h1 ~ Fh1 ;(k 1 )(h1 )
µ1=µ2=…= µh kn k h
two-way  (x  x )
i 1
i
2
nk  ( x i  x )  nh  ( x i  x )
i 1
2

i 1
2

(k  1)(h  1)

k
mnk  ( x i  x ) 2
i1

F k 1 ~ Fk 1 ;hk(m1 )
kn k h
𝐻0 :
µ1=µ2=…= µk
 (x  x )
i 1
i
2
mnk  ( x i  x )  mnh  ( x i  x )  SSI
i 1
2

i 1
2

hk (m  1)
h
mnh  ( x i  x ) 2
i1

𝐻0 : F k 1 ~ Fh1 ;hk(m1 )
kn k h
µ1=µ2=…= µh
Xi ~ N (µi , )  (x  x )
i 1
i
2
mnk  ( x i  x )  mnh  ( x i  x )  SSI
i 1
2

i 1
2

hk (m  1)
SSI
(k  1)(h  1)
𝐻0 : no F kn k h
~ F(k 1 )(h1 );hk(m1 )
interaction  (x  x )
i 1
i
2
mnk  ( x i  x )  mnh  ( x i  x )  SSI
i1
2

i 1
2

two-way with
interaction hk (m  1)

h k
SSI  m ( x ji  x i  x j  x ) 2 , m-nº of observations per cell
j  1 i 1

Nova School of Business and Economics 14

Name: ___________________________________________________________ Nº: _________
Simple Linear Regression Model y i   0  1 x i   i
s
➢ Estimator of 1 : b1  XY
s 2X
➢ Estimator of  0 : b 0  y  b1 x
s
➢ Estimator of : r  XY
sXs Y

Multiple Linear Regression Model: yi  β0  β1x1i  β2 x 2i   βk x ki  εi , i = 1, 2, ..., n

➢ Error term i:

✓ E(i) = 0 for all i=1, ..., n.
✓ Var(i) = 2 for all i=1, ..., n.
✓ Cov(i , j) = 0 for all i  j .

Estimated Regression: yˆi  b0  b1x1i  b2 x 2i   bk x ki

➢ Residuals (estimated error terms): ei  yi  yˆi .

n
➢ Estimator of Var(i) = 2: se   ei /(n  k  1) . Standard error of the estimate: se  se
2 2 2

i 1

 
Distribution of bj: b j ~ N  j , Var(b j ) , j=0, …, k.

➢ Estimator of Var(bj) is denoted by s 2b . Standard error of bj is s b .

j j

➢ Confidence intervals for betas: b j  t n k 1,α/2sb j . Degrees of freedom = (n  k  1) .

➢ Hypothesis tests about the betas: H0 :  j = 0 vs. H1:  j  0

bj  0
✓ The t-statistic and its distribution under H0: t b j  ~ tn-k-1.
sb j
Measures of variation of the Y variable: SST = SSR + SSE
➢ Total Sum of Squares = SST =  (yi  y)2 .
➢ Regression Sum of Squares = SSR =  (yˆ  y) . i
2

➢ Error (or Residual) Sum of Squares = SSE =  (y  yˆ ) i i

2
.

Measures of fit of the regression:

➢ Coefficient of determination / r-squared:

SSR Regression Sum of Squares SSE Residual Sum of Squares

R2    1  1
SST Total Sum of Squares SST Total Sum of Squares
SSE / (n  K  1)
➢ Adjusted Coefficient of determination: R 2  1 
SST / (n  1)

Nova School of Business and Economics 15

Name: ___________________________________________________________ Nº: _________
Ho: Model “less” is better than Model “more”
R 2more  R less
2

F m ~ Fm;n  k more1
1  R 2more
n  k more  1
R 2more - r-square of the model with more explanatory variables
2
R less - r-square of the model with less explanatory variables
m – the difference between the number of explanatory variables in both models
n – the sample size
k – the number of explanatory variables in the model

Nova School of Business and Economics 16

Name: ___________________________________________________________ Nº: _________
Função DISTRIBUIÇÃO
NORMAL padrão Função densidade Função distribuição
0,60 1,0

0.8508
0,8
0,45 P[Z<1.04]=F(1.04)
P[Z < z]=xxxx
0,6

0,30

0,4

0,15
0,2

0,00 0,0
-3,50 -1,75 0,00 1,75 3,50 -3,50 -1,75 0,00 1,75 3,50

z 0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09

0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
3.5 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998 0.9998

Nova School of Business and Economics 17

Name: ___________________________________________________________ Nº: _________
Função DISTRIBUIÇÃO
QUIQUADRADO Função densidade Função distribuição
0,175 1,0
0.975

0,8
0,131
P[gl < q]=xxx
P[q12<23.337]=F(23.337)
0,6

0,087

0,4

0,044
0,2

0,000 0,0
0,00 6,25 12,50 18,75 25,00 0,00 6,25 12,50 18,75 25,00

gl \ xxx 0,005 0,010 0,025 0,050 0,100 0,250 0,500 0,750 0,900 0,950 0,975 0,990 0,995
1 0,000 0,000 0,001 0,004 0,016 0,102 0,455 1,323 2,706 3,841 5,024 6,635 7,879
2 0,010 0,020 0,051 0,103 0,211 0,575 1,386 2,773 4,605 5,991 7,378 9,210 10,597
3 0,072 0,115 0,216 0,352 0,584 1,213 2,366 4,108 6,251 7,815 9,348 11,345 12,838
4 0,207 0,297 0,484 0,711 1,064 1,923 3,357 5,385 7,779 9,488 11,143 13,277 14,860
5 0,412 0,554 0,831 1,145 1,610 2,675 4,351 6,626 9,236 11,070 12,832 15,086 16,750
6 0,676 0,872 1,237 1,635 2,204 3,455 5,348 7,841 10,645 12,592 14,449 16,812 18,548
7 0,989 1,239 1,690 2,167 2,833 4,255 6,346 9,037 12,017 14,067 16,013 18,475 20,278
8 1,344 1,647 2,180 2,733 3,490 5,071 7,344 10,219 13,362 15,507 17,535 20,090 21,955
9 1,735 2,088 2,700 3,325 4,168 5,899 8,343 11,389 14,684 16,919 19,023 21,666 23,589
10 2,156 2,558 3,247 3,940 4,865 6,737 9,342 12,549 15,987 18,307 20,483 23,209 25,188
11 2,603 3,053 3,816 4,575 5,578 7,584 10,341 13,701 17,275 19,675 21,920 24,725 26,757
12 3,074 3,571 4,404 5,226 6,304 8,438 11,340 14,845 18,549 21,026 23,337 26,217 28,300
13 3,565 4,107 5,009 5,892 7,041 9,299 12,340 15,984 19,812 22,362 24,736 27,688 29,819
14 4,075 4,660 5,629 6,571 7,790 10,165 13,339 17,117 21,064 23,685 26,119 29,141 31,319
15 4,601 5,229 6,262 7,261 8,547 11,037 14,339 18,245 22,307 24,996 27,488 30,578 32,801
16 5,142 5,812 6,908 7,962 9,312 11,912 15,338 19,369 23,542 26,296 28,845 32,000 34,267
17 5,697 6,408 7,564 8,672 10,085 12,792 16,338 20,489 24,769 27,587 30,191 33,409 35,718
18 6,265 7,015 8,231 9,390 10,865 13,675 17,338 21,605 25,989 28,869 31,526 34,805 37,156
19 6,844 7,633 8,907 10,117 11,651 14,562 18,338 22,718 27,204 30,144 32,852 36,191 38,582
20 7,434 8,260 9,591 10,851 12,443 15,452 19,337 23,828 28,412 31,410 34,170 37,566 39,997
21 8,034 8,897 10,283 11,591 13,240 16,344 20,337 24,935 29,615 32,671 35,479 38,932 41,401
22 8,643 9,542 10,982 12,338 14,041 17,240 21,337 26,039 30,813 33,924 36,781 40,289 42,796
23 9,260 10,196 11,689 13,091 14,848 18,137 22,337 27,141 32,007 35,172 38,076 41,638 44,181
24 9,886 10,856 12,401 13,848 15,659 19,037 23,337 28,241 33,196 36,415 39,364 42,980 45,558
25 10,520 11,524 13,120 14,611 16,473 19,939 24,337 29,339 34,382 37,652 40,646 44,314 46,928
26 11,160 12,198 13,844 15,379 17,292 20,843 25,336 30,435 35,563 38,885 41,923 45,642 48,290
27 11,808 12,878 14,573 16,151 18,114 21,749 26,336 31,528 36,741 40,113 43,195 46,963 49,645
28 12,461 13,565 15,308 16,928 18,939 22,657 27,336 32,620 37,916 41,337 44,461 48,278 50,994
29 13,121 14,256 16,047 17,708 19,768 23,567 28,336 33,711 39,087 42,557 45,722 49,588 52,335
30 13,787 14,953 16,791 18,493 20,599 24,478 29,336 34,800 40,256 43,773 46,979 50,892 53,672
40 20,707 22,164 24,433 26,509 29,051 33,660 39,335 45,616 51,805 55,758 59,342 63,691 66,766
60 35,534 37,485 40,482 43,188 46,459 52,294 59,335 66,981 74,397 79,082 83,298 88,379 91,952

Nova School of Business and Economics 18

Name: ___________________________________________________________ Nº: _________
Função DISTRIBUIÇÃO
t-Student Função densidade Função distribuição
0,500 1,0

0.95

P[t15<1.753]=F(1.753) 0,8
0,375
P[tgl < t]=xxx
0,6

0,250

0,4

0,125
0,2

0,000 0,0
-3,50 -1,75 0,00 1,75 3,50 -3,50 -1,75 0,00 1,75 3,50

gl \ xxx 0,999 0,995 0,990 0,975 0,950 0,900 0,850 0,800 0,700 0,600 0,500
1 318,3 63,656 31,821 12,706 6,314 3,078 1,963 1,376 0,727 0,325 0,000
2 22,328 9,925 6,965 4,303 2,920 1,886 1,386 1,061 0,617 0,289 0,000
3 10,214 5,841 4,541 3,182 2,353 1,638 1,250 0,978 0,584 0,277 0,000
4 7,173 4,604 3,747 2,776 2,132 1,533 1,190 0,941 0,569 0,271 0,000
5 5,894 4,032 3,365 2,571 2,015 1,476 1,156 0,920 0,559 0,267 0,000
6 5,208 3,707 3,143 2,447 1,943 1,440 1,134 0,906 0,553 0,265 0,000
7 4,785 3,499 2,998 2,365 1,895 1,415 1,119 0,896 0,549 0,263 0,000
8 4,501 3,355 2,896 2,306 1,860 1,397 1,108 0,889 0,546 0,262 0,000
9 4,297 3,250 2,821 2,262 1,833 1,383 1,100 0,883 0,543 0,261 0,000
10 4,144 3,169 2,764 2,228 1,812 1,372 1,093 0,879 0,542 0,260 0,000
11 4,025 3,106 2,718 2,201 1,796 1,363 1,088 0,876 0,540 0,260 0,000
12 3,930 3,055 2,681 2,179 1,782 1,356 1,083 0,873 0,539 0,259 0,000
13 3,852 3,012 2,650 2,160 1,771 1,350 1,079 0,870 0,538 0,259 0,000
14 3,787 2,977 2,624 2,145 1,761 1,345 1,076 0,868 0,537 0,258 0,000
15 3,733 2,947 2,602 2,131 1,753 1,341 1,074 0,866 0,536 0,258 0,000
16 3,686 2,921 2,583 2,120 1,746 1,337 1,071 0,865 0,535 0,258 0,000
17 3,646 2,898 2,567 2,110 1,740 1,333 1,069 0,863 0,534 0,257 0,000
18 3,610 2,878 2,552 2,101 1,734 1,330 1,067 0,862 0,534 0,257 0,000
19 3,579 2,861 2,539 2,093 1,729 1,328 1,066 0,861 0,533 0,257 0,000
20 3,552 2,845 2,528 2,086 1,725 1,325 1,064 0,860 0,533 0,257 0,000
21 3,527 2,831 2,518 2,080 1,721 1,323 1,063 0,859 0,532 0,257 0,000
22 3,505 2,819 2,508 2,074 1,717 1,321 1,061 0,858 0,532 0,256 0,000
23 3,485 2,807 2,500 2,069 1,714 1,319 1,060 0,858 0,532 0,256 0,000
24 3,467 2,797 2,492 2,064 1,711 1,318 1,059 0,857 0,531 0,256 0,000
25 3,450 2,787 2,485 2,060 1,708 1,316 1,058 0,856 0,531 0,256 0,000
26 3,435 2,779 2,479 2,056 1,706 1,315 1,058 0,856 0,531 0,256 0,000
27 3,421 2,771 2,473 2,052 1,703 1,314 1,057 0,855 0,531 0,256 0,000
28 3,408 2,763 2,467 2,048 1,701 1,313 1,056 0,855 0,530 0,256 0,000
29 3,396 2,756 2,462 2,045 1,699 1,311 1,055 0,854 0,530 0,256 0,000
30 3,385 2,750 2,457 2,042 1,697 1,310 1,055 0,854 0,530 0,256 0,000
40 3,307 2,704 2,423 2,021 1,684 1,303 1,050 0,851 0,529 0,255 0,000
60 3,232 2,660 2,390 2,000 1,671 1,296 1,045 0,848 0,527 0,254 0,000
120 3,160 2,617 2,358 1,980 1,658 1,289 1,041 0,845 0,526 0,254 0,000
 3,090 2,576 2,326 1,960 1,645 1,282 1,036 0,842 0,524 0,253 0,000

Nova School of Business and Economics 19

Name: ___________________________________________________________ Nº: _________
Função DISTRIBUIÇÃO
F-Snedecor Função densidade Função distribuição
1,500 1,0

0.95

0,8
1,125

P[f m,n < f]=xxx P[F5,6<4.4]=F(4.4)

0,6

0,750

0,4

0,375
0,2

0.95
0,000 0,0
0 1 2 3 4 5 0 1 2 3 4 5

xxx n\m 1 2 3 4 5 6 7 8 9 10 12 15 20 30 60 120 

0,900 39,86 49,50 53,59 55,83 57,24 58,20 58,91 59,44 59,86 60,19 60,71 61,22 61,74 62,26 62,79 63,06 63,33
0,950 161,4 199,5 215,7 224,6 230,2 234,0 236,8 238,9 240,5 241,9 243,9 245,9 248,0 250,1 252,2 253,3 254,3
0,975 1 648 799 864 900 922 937 948 957 963 969 977 985 993 1001 1010 1014 1018
0,990 4052 4999 5404 5624 5764 5859 5928 5981 6022 6056 6107 6157 6209 6260 6313 6340 6366
0,995 16212 19997 21614 22501 23056 23440 23715 23924 24091 24222 24427 24632 24837 25041 25254 25358 25466
0,900 8,53 9,00 9,16 9,24 9,29 9,33 9,35 9,37 9,38 9,39 9,41 9,42 9,44 9,46 9,47 9,48 9,49
0,950 18,51 19,00 19,16 19,25 19,30 19,33 19,35 19,37 19,38 19,40 19,41 19,43 19,45 19,46 19,48 19,49 19,50
0,975 2 38,51 39,00 39,17 39,25 39,30 39,33 39,36 39,37 39,39 39,40 39,41 39,43 39,45 39,46 39,48 39,49 39,50
0,990 98,50 99,00 99,16 99,25 99,30 99,33 99,36 99,38 99,39 99,40 99,42 99,43 99,45 99,47 99,48 99,49 99,50
0,995 198,5 199,0 199,2 199,2 199,3 199,3 199,4 199,4 199,4 199,4 199,4 199,4 199,4 199,5 199,5 199,5 199,5
0,900 5,54 5,46 5,39 5,34 5,31 5,28 5,27 5,25 5,24 5,23 5,22 5,20 5,18 5,17 5,15 5,14 5,13
0,950 10,13 9,55 9,28 9,12 9,01 8,94 8,89 8,85 8,81 8,79 8,74 8,70 8,66 8,62 8,57 8,55 8,53
0,975 3 17,44 16,04 15,44 15,10 14,88 14,73 14,62 14,54 14,47 14,42 14,34 14,25 14,17 14,08 13,99 13,95 13,90
0,990 34,12 30,82 29,46 28,71 28,24 27,91 27,67 27,49 27,34 27,23 27,05 26,87 26,69 26,50 26,32 26,22 26,13
0,995 55,55 49,80 47,47 46,20 45,39 44,84 44,43 44,13 43,88 43,68 43,39 43,08 42,78 42,47 42,15 41,99 41,83
0,900 4,54 4,32 4,19 4,11 4,05 4,01 3,98 3,95 3,94 3,92 3,90 3,87 3,84 3,82 3,79 3,78 3,76
0,950 7,71 6,94 6,59 6,39 6,26 6,16 6,09 6,04 6,00 5,96 5,91 5,86 5,80 5,75 5,69 5,66 5,63
0,975 4 12,22 10,65 9,98 9,60 9,36 9,20 9,07 8,98 8,90 8,84 8,75 8,66 8,56 8,46 8,36 8,31 8,26
0,990 21,20 18,00 16,69 15,98 15,52 15,21 14,98 14,80 14,66 14,55 14,37 14,20 14,02 13,84 13,65 13,56 13,46
0,995 31,33 26,28 24,26 23,15 22,46 21,98 21,62 21,35 21,14 20,97 20,70 20,44 20,17 19,89 19,61 19,47 19,32
0,900 4,06 3,78 3,62 3,52 3,45 3,40 3,37 3,34 3,32 3,30 3,27 3,24 3,21 3,17 3,14 3,12 3,11
0,950 6,61 5,79 5,41 5,19 5,05 4,95 4,88 4,82 4,77 4,74 4,68 4,62 4,56 4,50 4,43 4,40 4,37
0,975 5 10,01 8,43 7,76 7,39 7,15 6,98 6,85 6,76 6,68 6,62 6,52 6,43 6,33 6,23 6,12 6,07 6,02
0,990 16,26 13,27 12,06 11,39 10,97 10,67 10,46 10,29 10,16 10,05 9,89 9,72 9,55 9,38 9,20 9,11 9,02
0,995 22,78 18,31 16,53 15,56 14,94 14,51 14,20 13,96 13,77 13,62 13,38 13,15 12,90 12,66 12,40 12,27 12,14
0,900 3,78 3,46 3,29 3,18 3,11 3,05 3,01 2,98 2,96 2,94 2,90 2,87 2,84 2,80 2,76 2,74 2,72
0,950 6 5,99 5,14 4,76 4,53 4,39 4,28 4,21 4,15 4,10 4,06 4,00 3,94 3,87 3,81 3,74 3,70 3,67
0,975 6 8,81 7,26 6,60 6,23 5,99 5,82 5,70 5,60 5,52 5,46 5,37 5,27 5,17 5,07 4,96 4,90 4,85
0,990 13,75 10,92 9,78 9,15 8,75 8,47 8,26 8,10 7,98 7,87 7,72 7,56 7,40 7,23 7,06 6,97 6,88
0,995 18,63 14,54 12,92 12,03 11,46 11,07 10,79 10,57 10,39 10,25 10,03 9,81 9,59 9,36 9,12 9,00 8,88
0,900 3,59 3,26 3,07 2,96 2,88 2,83 2,78 2,75 2,72 2,70 2,67 2,63 2,59 2,56 2,51 2,49 2,47
0,950 5,59 4,74 4,35 4,12 3,97 3,87 3,79 3,73 3,68 3,64 3,57 3,51 3,44 3,38 3,30 3,27 3,23
0,975 7 8,07 6,54 5,89 5,52 5,29 5,12 4,99 4,90 4,82 4,76 4,67 4,57 4,47 4,36 4,25 4,20 4,14
0,990 12,25 9,55 8,45 7,85 7,46 7,19 6,99 6,84 6,72 6,62 6,47 6,31 6,16 5,99 5,82 5,74 5,65
0,995 16,24 12,40 10,88 10,05 9,52 9,16 8,89 8,68 8,51 8,38 8,18 7,97 7,75 7,53 7,31 7,19 7,08

Nova School of Business and Economics 20

Name: ___________________________________________________________ Nº: _________
continuação
xxx n\m 1 2 3 4 5 6 7 8 9 10 12 15 20 30 60 120 
0,900 3,46 3,11 2,92 2,81 2,73 2,67 2,62 2,59 2,56 2,54 2,50 2,46 2,42 2,38 2,34 2,32 2,29
0,950 5,32 4,46 4,07 3,84 3,69 3,58 3,50 3,44 3,39 3,35 3,28 3,22 3,15 3,08 3,01 2,97 2,93
0,975 8 7,57 6,06 5,42 5,05 4,82 4,65 4,53 4,43 4,36 4,30 4,20 4,10 4,00 3,89 3,78 3,73 3,67
0,990 11,26 8,65 7,59 7,01 6,63 6,37 6,18 6,03 5,91 5,81 5,67 5,52 5,36 5,20 5,03 4,95 4,86
0,995 14,69 11,04 9,60 8,81 8,30 7,95 7,69 7,50 7,34 7,21 7,01 6,81 6,61 6,40 6,18 6,06 5,95
0,900 3,36 3,01 2,81 2,69 2,61 2,55 2,51 2,47 2,44 2,42 2,38 2,34 2,30 2,25 2,21 2,18 2,16
0,950 5,12 4,26 3,86 3,63 3,48 3,37 3,29 3,23 3,18 3,14 3,07 3,01 2,94 2,86 2,79 2,75 2,71
0,975 9 7,21 5,71 5,08 4,72 4,48 4,32 4,20 4,10 4,03 3,96 3,87 3,77 3,67 3,56 3,45 3,39 3,33
0,990 10,56 8,02 6,99 6,42 6,06 5,80 5,61 5,47 5,35 5,26 5,11 4,96 4,81 4,65 4,48 4,40 4,31
0,995 13,61 10,11 8,72 7,96 7,47 7,13 6,88 6,69 6,54 6,42 6,23 6,03 5,83 5,62 5,41 5,30 5,19
0,900 3,29 2,92 2,73 2,61 2,52 2,46 2,41 2,38 2,35 2,32 2,28 2,24 2,20 2,16 2,11 2,08 2,06
0,950 4,96 4,10 3,71 3,48 3,33 3,22 3,14 3,07 3,02 2,98 2,91 2,85 2,77 2,70 2,62 2,58 2,54
0,975 10 6,94 5,46 4,83 4,47 4,24 4,07 3,95 3,85 3,78 3,72 3,62 3,52 3,42 3,31 3,20 3,14 3,08
0,990 10,04 7,56 6,55 5,99 5,64 5,39 5,20 5,06 4,94 4,85 4,71 4,56 4,41 4,25 4,08 4,00 3,91
0,995 12,83 9,43 8,08 7,34 6,87 6,54 6,30 6,12 5,97 5,85 5,66 5,47 5,27 5,07 4,86 4,75 4,64
0,900 3,18 2,81 2,61 2,48 2,39 2,33 2,28 2,24 2,21 2,19 2,15 2,10 2,06 2,01 1,96 1,93 1,90
0,950 4,75 3,89 3,49 3,26 3,11 3,00 2,91 2,85 2,80 2,75 2,69 2,62 2,54 2,47 2,38 2,34 2,30
0,975 12 6,55 5,10 4,47 4,12 3,89 3,73 3,61 3,51 3,44 3,37 3,28 3,18 3,07 2,96 2,85 2,79 2,72
0,990 9,33 6,93 5,95 5,41 5,06 4,82 4,64 4,50 4,39 4,30 4,16 4,01 3,86 3,70 3,54 3,45 3,36
0,995 11,75 8,51 7,23 6,52 6,07 5,76 5,52 5,35 5,20 5,09 4,91 4,72 4,53 4,33 4,12 4,01 3,90
0,900 3,07 2,70 2,49 2,36 2,27 2,21 2,16 2,12 2,09 2,06 2,02 1,97 1,92 1,87 1,82 1,79 1,76
0,950 4,54 3,68 3,29 3,06 2,90 2,79 2,71 2,64 2,59 2,54 2,48 2,40 2,33 2,25 2,16 2,11 2,07
0,975 15 6,20 4,77 4,15 3,80 3,58 3,41 3,29 3,20 3,12 3,06 2,96 2,86 2,76 2,64 2,52 2,46 2,40
0,990 8,68 6,36 5,42 4,89 4,56 4,32 4,14 4,00 3,89 3,80 3,67 3,52 3,37 3,21 3,05 2,96 2,87
0,995 10,80 7,70 6,48 5,80 5,37 5,07 4,85 4,67 4,54 4,42 4,25 4,07 3,88 3,69 3,48 3,37 3,26
0,900 2,97 2,59 2,38 2,25 2,16 2,09 2,04 2,00 1,96 1,94 1,89 1,84 1,79 1,74 1,68 1,64 1,61
0,950 4,35 3,49 3,10 2,87 2,71 2,60 2,51 2,45 2,39 2,35 2,28 2,20 2,12 2,04 1,95 1,90 1,84
0,975 20 5,87 4,46 3,86 3,51 3,29 3,13 3,01 2,91 2,84 2,77 2,68 2,57 2,46 2,35 2,22 2,16 2,09
0,990 8,10 5,85 4,94 4,43 4,10 3,87 3,70 3,56 3,46 3,37 3,23 3,09 2,94 2,78 2,61 2,52 2,42
0,995 9,94 6,99 5,82 5,17 4,76 4,47 4,26 4,09 3,96 3,85 3,68 3,50 3,32 3,12 2,92 2,81 2,69
0,900 2,88 2,49 2,28 2,14 2,05 1,98 1,93 1,88 1,85 1,82 1,77 1,72 1,67 1,61 1,54 1,50 1,46
0,950 4,17 3,32 2,92 2,69 2,53 2,42 2,33 2,27 2,21 2,16 2,09 2,01 1,93 1,84 1,74 1,68 1,62
0,975 30 5,57 4,18 3,59 3,25 3,03 2,87 2,75 2,65 2,57 2,51 2,41 2,31 2,20 2,07 1,94 1,87 1,79
0,990 7,56 5,39 4,51 4,02 3,70 3,47 3,30 3,17 3,07 2,98 2,84 2,70 2,55 2,39 2,21 2,11 2,01
0,995 9,18 6,35 5,24 4,62 4,23 3,95 3,74 3,58 3,45 3,34 3,18 3,01 2,82 2,63 2,42 2,30 2,18
0,900 2,79 2,39 2,18 2,04 1,95 1,87 1,82 1,77 1,74 1,71 1,66 1,60 1,54 1,48 1,40 1,35 1,29
0,950 4,00 3,15 2,76 2,53 2,37 2,25 2,17 2,10 2,04 1,99 1,92 1,84 1,75 1,65 1,53 1,47 1,39
0,975 60 5,29 3,93 3,34 3,01 2,79 2,63 2,51 2,41 2,33 2,27 2,17 2,06 1,94 1,82 1,67 1,58 1,48
0,990 7,08 4,98 4,13 3,65 3,34 3,12 2,95 2,82 2,72 2,63 2,50 2,35 2,20 2,03 1,84 1,73 1,60
0,995 8,49 5,79 4,73 4,14 3,76 3,49 3,29 3,13 3,01 2,90 2,74 2,57 2,39 2,19 1,96 1,83 1,69
0,900 2,75 2,35 2,13 1,99 1,90 1,82 1,77 1,72 1,68 1,65 1,60 1,55 1,48 1,41 1,32 1,26 1,19
0,950 3,92 3,07 2,68 2,45 2,29 2,18 2,09 2,02 1,96 1,91 1,83 1,75 1,66 1,55 1,43 1,35 1,25
0,975 120 5,15 3,80 3,23 2,89 2,67 2,52 2,39 2,30 2,22 2,16 2,05 1,94 1,82 1,69 1,53 1,43 1,31
0,990 6,85 4,79 3,95 3,48 3,17 2,96 2,79 2,66 2,56 2,47 2,34 2,19 2,03 1,86 1,66 1,53 1,38
0,995 8,18 5,54 4,50 3,92 3,55 3,28 3,09 2,93 2,81 2,71 2,54 2,37 2,19 1,98 1,75 1,61 1,43
0,900 2,71 2,30 2,08 1,94 1,85 1,77 1,72 1,67 1,63 1,60 1,55 1,49 1,42 1,34 1,24 1,17 1,00
0,950 3,84 3,00 2,60 2,37 2,21 2,10 2,01 1,94 1,88 1,83 1,75 1,67 1,57 1,46 1,32 1,22 1,00
0,975  5,02 3,69 3,12 2,79 2,57 2,41 2,29 2,19 2,11 2,05 1,94 1,83 1,71 1,57 1,39 1,27 1,00
0,990 6,63 4,61 3,78 3,32 3,02 2,80 2,64 2,51 2,41 2,32 2,18 2,04 1,88 1,70 1,47 1,32 1,00
0,995 7,88 5,30 4,28 3,72 3,35 3,09 2,90 2,74 2,62 2,52 2,36 2,19 2,00 1,79 1,53 1,36 1,00

Nova School of Business and Economics 21