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PSAI Unit 2

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16 views22 pages

PSAI Unit 2

Uploaded by

vasikar22
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Random Variables

A random variable in statistics is a function that assigns a real value to


an outcome in the sample space of a random experiment. For example:
if you roll a die, you can assign a number to each possible outcome. a
real-valued function, defined over the sample space of a random
experiment, is called a random variable. That is, the values of the
random variable correspond to the outcomes of the random
experiment.

We define a random variable as a function that maps from the sample


space of an experiment to the real numbers. Mathematically, Random
Variable is expressed as.

X: S →R
HH MAPPED TO REAL VALUE 2
HT, TH MAPPED T0 REAL VALUE 1
TT MAPPED T0 REAL VALUE 0

Discrete Random Variable (DRV)

A discrete random variable is a variable that can take on any integer


value as the result of a random experiment. A discrete random variable
has a countable number of possible outcomes and can be read as 0, 1,
2, 3, 4, ....... Probability distribution is used to represent the values ​of
discrete random variables. A discrete random variable is also known as
a stochastic variable. Examples of discrete random variables are
binomial random variables and Poisson random variables. Discrete
random variables are always whole numbers, which are easily
countable. A probability mass function is used to describe the
probability distribution of a discrete random variable.

A very basic and fundamental example that comes to mind when


talking about discrete random variables is the rolling of an unbiased
standard die. An unbiased standard die is a die that has six faces and
equal chances of any face coming on top. Considering we perform this

1
experiment, it is pretty clear that there are only six outcomes for our
experiment. Thus, our random variable can take any of the following
discrete values from 1 to 6. Mathematically the collection of values that
a random variable takes is denoted as a set. In this case, let the
random variable be X.

Thus, X = {1, 2, 3, 4, 5, 6}

Continuous random variable (CRV)

A random variable that can take on an infinite number of possible


values is known as a continuous random variable. Such a variable is
defined over an interval of values rather than a specific value.
Continuous random variable is a random variable that can take on a
continuum of values. In other words, a random variable is said to be
continuous if it assumes a value that falls between a particular interval.

Example of a Continuous Random Variable

Some examples of Continuous Random Variable are:


● The height of an adult male or female.
● The weight of an object.
● The time is taken to complete a task.
● The temperature of a room.
● The speed of a vehicle on a highway.

Values of above examples lie between a range or an interval, i.e


continuous variable.

2
DRV CRV

definition Takes on a finite or Takes on any value within


countably infinite set of a range or interval i.e., can
possible values. be uncountably infinite as
well.

Probability Described by a probability Described by a probability


distribution mass function (PMF), density function (PDF),
which gives the probability which gives the probability
of each possible value. density at each possible
value.

3
Random Experiment
Random experiments can be defined as experiments that can be
performed many times under the same conditions and their outcome
cannot be predicted with complete certainty. In order words, in a
random experiment, all the possible outcomes are known, however, its
exact outcome cannot be precisely predicted in advance. There are
certain terms associated with random experiments that are given as
follows:
● Sample space: A sample space can be defined as the list of all
possible outcomes of a random experiment.
● Outcome: An outcome is a possible result of the random
experiment.
● Event: An event is a possible outcome of an experiment and
forms a subset of the sample space.
● Trial: When a random experiment is repeated many times
each one is known as a trial.

Random Experiment Ex:


Suppose a coin is tossed. The two possible outcomes are getting a
head or a tail. The outcome of this experiment cannot be predicted
before it has been performed. Furthermore, it can be conducted many
times under the same conditions. Thus, tossing a coin is an example of
a random experiment.
Another random experiment example is that of rolling a dice. There can
be 6 possible outcomes {1, 2, 3, 4, 5, 6}. However, none of the outcomes
can be exactly predicted.

1. Three coins are tossed simultaneously


Number of possible outcomes = 8
Sample space = S = {HHH, HHT, HTH, THH, TTH, THT, HTT, TTT}
2. Rolling a pair of dice simultaneously
Number of possible outcomes = 36
Sample space = S = {(1, 1), (1, 2), (1, 3), (1, 4), (1, 5), (1, 6), (2, 1), (2,
2), (2, 3), (2, 4), (2, 5), (2, 6), (3, 1), (3, 2), (3, 3), (3, 4), (3, 5), (3, 6), (4,
1), (4, 2), (4, 3), (4, 4), (4, 5), (4, 6), (5, 1), (5, 2), (5, 3), (5, 4), (5, 5),
(5, 6), (6, 1), (6, 2), (6, 3), (6, 4), (6, 5), (6, 6)}
A random experiment is an experiment whose outcome cannot be
predicted.
A random experiment can be performed several times under the same
condition.
The probability of a random experiment can be given by the number of
favorable outcomes / total number of outcomes.
Probability Density Function & Probability Mass Function

Probability Mass Function


Probability mass function gives the probability that a discrete random
variable will be exactly equal to a specific value. The probability mass
function is only used for discrete random variables.

Probability mass function can be defined as the probability that a


discrete random variable will be exactly equal to some particular value.
In other words, the probability mass function assigns a particular
probability to every possible value of a discrete random variable.

Probability mass function (pmf) and cumulative distribution function


(CDF) are two functions that are needed to describe the distribution of
a discrete random variable. The cumulative distribution function can be
defined as a function that gives the probabilities of a random variable
being lesser than or equal to a specific value. The CDF of a discrete
random variable up to a particular value, x, can be obtained from the
pmf by summing up the probabilities associated with the variable up to
x.
The probability mass function provides all possible values of a discrete
random variable as well as the probabilities associated with it. Let X be
the discrete random variable. Then the formula for the probability mass
function, f(x), evaluated at x, is given as follows:
f(x) = P(X = x)

Probability Density Function


Probability density function is a function that provides the likelihood
that the value of a random variable will fall between a certain range of
values. We use the probability density function in the case of
continuous random variables.

The graph of a probability density function is in the form of a bell


curve. The area that lies between any two specified values gives the
probability of the outcome of the designated observation.
Probability density function defines the density of the probability that
a continuous random variable will lie within a particular range of
values. To determine this probability, we integrate the probability
density function between two specified points.

Discrete Random Variables: These variables take on countable values. Examples


include the number of heads in 10 coin flips, the number of red cards in a hand
drawn from a deck, or the total score when rolling multiple dice.

Probability Mass Function (PMF): The PMF is defined for discrete random
variables and gives the probability that a discrete random variable is exactly equal
to some value. For a discrete random variable p(X), the PMF
P(X)=P(X=x)p(x)=P(X=x) specifies the probability that X takes the value x.
Properties:

Non-negativity: p(x)≥0p(x)≥0 for all x.

Normalization: ∑xp(x)=1, where the sum is taken over all possible


values of X.

Continuous Random Variables: These variables can take any value within a
continuous range. Examples include the height of a person, the time it takes for
a computer to process a task, or the distance a car travels before stopping.

Probability Density Function (PDF): The PDF is used with continuous random
variables to describe the probability distribution across a continuum of
possible values. For a continuous random variable X, the PDF f(x) is such
a and b where a<b, the probability that X falls in
that, for any two numbers
the interval [a,b] is given by the integral of f(x) from a to b. In
mathematical terms,
P(a≤X≤b)=∫ab f(x)dx.​

· Properties:
· Non-negativity: (x)≥0 for all x.
· Normalization: ∫−∞∞f(x)dx=1, meaning the area under the

PDF curve over the entire range of X is equal to 1.


Binomial Distribution

Bernoulli Experiment
A Bernoulli experiment is a type of experiment in probability theory in
which an event has only two outcomes. Results are random and
exclusive. In other words, the result of one trial does not affect the
result of another trial.

Binomial
The algebraic expression which contains only two terms is called
binomial.

Binomial Distribution
The binomial distribution is the discrete probability distribution that
gives only two possible results in an experiment, either Success or
Failure. For example, if we toss a coin, there could be only two
possible outcomes: heads or tails.

In binomial probability distribution, the number of ‘Success’ in a


sequence of n experiments, where each time a question is asked for
yes-no, then the boolean-valued outcome is represented either with
success/yes/true/one (probability p) or failure/no/false/zero
(probability q = 1 − p).

The binomial distribution uses two parameters, n and p. The variable


"n" represents the number of times the experiment is performed.

Success Probability denotes with “p”


Failure Probability denotes with “q”

P+q=1

P=½
Q=½
Binomial Distribution Examples
Participating in an Election

If you participate in an election, you can win or lose the election.


Therefore, events can be easily represented using the binomial
distribution. If the historical record of a party winning or losing an
election is known, you can also use the binary distribution statistic to
calculate the probability that a party will win or lose an election.

Testing a Drug

Binary distribution is widely used in the medical and pharmaceutical


fields. Whenever a new drug is developed to treat a specific disease,
the effectiveness of the drug can be demonstrated by two outcomes:
whether the drug cures the disease or not. Also, the effects of drugs
can be measured in a similar way. The medicine may or may not cause
side effects. Since an experiment has two possible outcomes: success
and failure, it can be represented using the binomial distribution.

When to Use Binomial Distribution


The binomial distribution is used when there are exactly two mutually
exclusive outcomes of a trial. These outcomes are appropriately
labeled "success" and "failure".
Each trial is independent.
Fixed number of trials
Independent trials
Two different outcomes
P+q = 1
The probability of success stays the same for all trials
Binomial Distribution Mean and Variance
For a binomial distribution, the mean, variance and standard
deviation for the given number of success are represented using the
formulas

Mean, μ = np

Variance, σ2 = npq

Standard Deviation σ= √(npq)

Binomial Distribution Formula : p(X=x) = 𝑁𝑐𝑥 𝑝𝑥 𝑞𝑛 − 𝑥

Ex: If ten coins are tossed, find the probability of getting

1) Exactly 3 heads
Normal Distribution (Gaussian Distribution)

In a normal distribution, the data is symmetrically distributed without


skewness. When the data is plotted, it follows a bell shape, with most
values ​clustered around the center and tapering as they move away
from the center.

Normal distributions are also called Gaussian distributions or bell


curves because of their shape.

The normal distribution is a continuous probability distribution that is


symmetric about its mean, with most observations clustering around
the central peak, and the probabilities of values ​further from the mean
decrease uniformly in both directions. Extreme values ​at either end of
the distribution are equally unlikely. Although the normal distribution is
symmetric, not all symmetric distributions are normal.

Area under curve is 1 or 100%


Area is distributed evenly like 0.5/0.5 or 50%/50%

Normal distribution is continuous probability distribution, where the


probability of X continuous random variable, lies between a range or
interval.

P(a<x<b)

1
1 1 𝑥−𝑚
Pdf of normal distribution = f(x) = 𝑒 − 2
( σ
)2
σ 2Π
Range of the Normal Distribution lies between = -∞ 𝑡𝑜 ∞

Parameters of normal distributions = mean(µ), variance(σ2 )


Mean of normal distribution lies between = − ∞ < µ < ∞
X value lie between = -∞ < 𝑥 < ∞

In normal distribution Central point is identified as mean,


median,mode.

Normal distribution curve doesn't touch the x axis.(asymptomatic).

Empirical Rule of normal distribution

The empirical rule is also known as the 68 95 99 rule, states that for
normal distributions, 68% of observed data points will lie inside one
standard deviation of the mean, 95% will fall within two standard
deviations, and 99.7% will occur within three standard deviations.

2
1st standard deviation - 68.27% points - µ − σ 𝑡𝑜 µ + σ
2nd standard deviation - 95.45% points - µ − 2σ 𝑡𝑜 µ + 2σ
3rd standard deviation - 99.73% points - µ − 3σ 𝑡𝑜 µ + 3σ

To find the probability of a continuous random variable, we need to


convert the normal distribution to standard normal distribution.
Using the following formula.

Standard Normal distribution:

𝑥−µ
z = σ
The standard normal distribution is one of the forms of the normal
distribution. It occurs when a normal random variable has a mean
equal to zero and a standard deviation equal to one. In other words, a
normal distribution with a mean 0 and standard deviation of 1 is called
the standard normal distribution.

The random variable of a standard normal distribution is known as the


standard score or a z-score. It is possible to transform every normal
random variable X into a z score using the following formula:

𝑥−µ
Z= σ
1 1
Pdf of normal distribution = f(x) = 𝑒 − 2
(𝑧)2

Parameters of standard normal distribution are µ, σ2


µ = 0
σ2 = 1

1) If probability of random variability lies between range


p(a<x<b)

3
X ∼ 𝑁(𝑚1, σ2) Here is a random variable that follows a normal
distribution with mean = 1, standard deviation is 0.

2) Convert X to Z
Z is standard normal distribution
𝑥−µ
Z= σ

The empirical rule is also known as the 68 95 99 rule, states that for
normal distributions, 68% of observed data points will lie inside one
standard deviation of the mean, 95% will fall within two standard
deviations, and 99.7% will occur within three standard deviations.

1st standard deviation - 0.6827 points - 𝑧 = − 1 𝑡𝑜 𝑧 =+ 1


2nd standard deviation - 0.9545 points - 𝑧 =− 2 𝑡𝑜 𝑧 =+ 2
3rd standard deviation - 0.9973 points - 𝑧 − 3 𝑡𝑜 𝑧 =+ 3

4
𝑥−µ
p(a<x<b) = Z= σ
—---> eq no.1
p(a) = put a in eq no.1

𝑎−µ
Z= σ
p(b) = put b in eq no.1

𝑏−µ
Z= σ
𝑎−µ 𝑏−µ
p(a<x<b) = P( σ
< z < σ
) continuous probability
distribution of random variables.

Example: given mean = 30, standard deviation = 5


find Probability that x is between 26 and 40
1)P( 26< x < 40)
2)p(x>=45)

Sol: X ∼ 𝑁(26, 40)

Convert to standard normal distribution


𝑥−µ
Z= σ

26−30
p(26) = Z = 5
= 0.8 = 0.2881

−4
Z= 5

Z = -0.8 =0.2881 (according to the standard normal distribution table)

5
0.2881 is area between z =0 to z = -0.8

p(40) = Z = 40−30
5
=
10
5
= 2 = 0.4772 (according to the standard
normal distribution table)

P( 26< x < 40) = P( 0.8< x < 2)

From the table the value for 0.8 is 0.2881


From the table the value for 2 is 0.4772

0.2881+0.4772 = 0.7653, we are having a 76% probability random


variable lies between 26 and 40.

6
45−30 15
z= 5
= 5
=3

From the table the value for 3 is 0.4986= Z = 0.4986

For finding the x probability greater than 45, we have to subtract the z
value from 0.5, because we have the area under the curve us 1 [0.5 /
0.5]

Z = 0.5- 0.4986 = 0.0014, we are having a 14% probability random


variable lies greater than 45.

7
8
Standard Normal Distribution Probabilities Table

z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09 0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
-3.4 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0003 0.0002 0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
-3.3 0.0005 0.0005 0.0005 0.0004 0.0004 0.0004 0.0004 0.0004 0.0004 0.0003 0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
-3.2 0.0007 0.0007 0.0006 0.0006 0.0006 0.0006 0.0006 0.0005 0.0005 0.0005 0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
-3.1 0.0010 0.0009 0.0009 0.0009 0.0008 0.0008 0.0008 0.0008 0.0007 0.0007 0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
-3.0 0.0013 0.0013 0.0013 0.0012 0.0012 0.0011 0.0011 0.0011 0.0010 0.0010
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
-2.9 0.0019 0.0018 0.0018 0.0017 0.0016 0.0016 0.0015 0.0015 0.0014 0.0014
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
-2.8 0.0026 0.0025 0.0024 0.0023 0.0023 0.0022 0.0021 0.0021 0.0020 0.0019 0.7 0.7580 0.7611 0.7642 0.7673 0.7704 0.7734 0.7764 0.7794 0.7823 0.7852
-2.7 0.0035 0.0034 0.0033 0.0032 0.0031 0.0030 0.0029 0.0028 0.0027 0.0026 0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
-2.6 0.0047 0.0045 0.0044 0.0043 0.0041 0.0040 0.0039 0.0038 0.0037 0.0036 0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
-2.5 0.0062 0.0060 0.0059 0.0057 0.0055 0.0054 0.0052 0.0051 0.0049 0.0048
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
-2.4 0.0082 0.0080 0.0078 0.0075 0.0073 0.0071 0.0069 0.0068 0.0066 0.0064
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
-2.3 0.0107 0.0104 0.0102 0.0099 0.0096 0.0094 0.0091 0.0089 0.0087 0.0084
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
-2.2 0.0139 0.0136 0.0132 0.0129 0.0125 0.0122 0.0119 0.0116 0.0113 0.0110
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
-2.1 0.0179 0.0174 0.0170 0.0166 0.0162 0.0158 0.0154 0.0150 0.0146 0.0143
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
-2.0 0.0228 0.0222 0.0217 0.0212 0.0207 0.0202 0.0197 0.0192 0.0188 0.0183
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
-1.9 0.0287 0.0281 0.0274 0.0268 0.0262 0.0256 0.0250 0.0244 0.0239 0.0233
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
-1.8 0.0359 0.0351 0.0344 0.0336 0.0329 0.0322 0.0314 0.0307 0.0301 0.0294
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
-1.7 0.0446 0.0436 0.0427 0.0418 0.0409 0.0401 0.0392 0.0384 0.0375 0.0367
1.8 0.9641 0.9649 0.9656 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
-1.6 0.0548 0.0537 0.0526 0.0516 0.0505 0.0495 0.0485 0.0475 0.0465 0.0455
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
-1.5 0.0668 0.0655 0.0643 0.0630 0.0618 0.0606 0.0594 0.0582 0.0571 0.0559
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
-1.4 0.0808 0.0793 0.0778 0.0764 0.0749 0.0735 0.0721 0.0708 0.0694 0.0681
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
-1.3 0.0968 0.0951 0.0934 0.0918 0.0901 0.0885 0.0869 0.0853 0.0838 0.0823
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
-1.2 0.1151 0.1131 0.1112 0.1093 0.1075 0.1056 0.1038 0.1020 0.1003 0.0985
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
-1.1 0.1357 0.1335 0.1314 0.1292 0.1271 0.1251 0.1230 0.1210 0.1190 0.1170
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
-1.0 0.1587 0.1562 0.1539 0.1515 0.1492 0.1469 0.1446 0.1423 0.1401 0.1379
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
-0.9 0.1841 0.1814 0.1788 0.1762 0.1736 0.1711 0.1685 0.1660 0.1635 0.1611
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
-0.8 0.2119 0.2090 0.2061 0.2033 0.2005 0.1977 0.1949 0.1922 0.1894 0.1867
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
-0.7 0.2420 0.2389 0.2358 0.2327 0.2296 0.2266 0.2236 0.2206 0.2177 0.2148
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
-0.6 0.2743 0.2709 0.2676 0.2643 0.2611 0.2578 0.2546 0.2514 0.2483 0.2451
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
-0.5 0.3085 0.3050 0.3015 0.2981 0.2946 0.2912 0.2877 0.2843 0.2810 0.2776
3.0 0.9987 0.9987 0.9987 0.9988 0.9988 0.9989 0.9989 0.9989 0.9990 0.9990
-0.4 0.3446 0.3409 0.3372 0.3336 0.3300 0.3264 0.3228 0.3192 0.3156 0.3121
3.1 0.9990 0.9991 0.9991 0.9991 0.9992 0.9992 0.9992 0.9992 0.9993 0.9993
-0.3 0.3821 0.3783 0.3745 0.3707 0.3669 0.3632 0.3594 0.3557 0.3520 0.3483
3.2 0.9993 0.9993 0.9994 0.9994 0.9994 0.9994 0.9994 0.9995 0.9995 0.9995
-0.2 0.4207 0.4168 0.4129 0.4090 0.4052 0.4013 0.3974 0.3936 0.3897 0.3859
3.3 0.9995 0.9995 0.9995 0.9996 0.9996 0.9996 0.9996 0.9996 0.9996 0.9997
-0.1 0.4602 0.4562 0.4522 0.4483 0.4443 0.4404 0.4364 0.4325 0.4286 0.4247
3.4 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9997 0.9998
-0.0 0.5000 0.4960 0.4920 0.4880 0.4840 0.4801 0.4761 0.4721 0.4681 0.4641

Confidence Interval Critical Values, zα/2 Hypothesis Testing Critical Values


Level of Confidence Critical Value, z α/2 Level of Significance, α Left-Tailed Right-Tailed Two-Tailed
0.90 or 90% 1.645 0.10 - 1.28 1.28 ±1.645
0.95 or 95% 1.96 0.05 - 1.645 1.645 ±1.96
0.98 or 98% 2.33 0.01 - 2.33 2.33 ±2.575
0.99 or 99% 2.575
Student t Distribution Probabilities Table
Chi Squared (χ2) Distribution Probabilities
one-tail area 0.25 0.125 0.1 0.075 0.05 0.025 0.01 0.005 0.0005 Table
two-tail area 0.5 0.25 0.2 0.15 0.1 0.05 0.02 0.01 0.001

confidence level 0.5 0.75 0.8 0.85 0.9 0.95 0.98 0.99 0.999
Area to the Right of Critical Value
d.f. 1 1.000 2.414 3.078 4.165 6.314 12.706 31.821 63.657 636.619
2 0.816 1.604 1.886 2.282 2.920 4.303 6.965 9.925 31.599 d.f. 0.995 0.99 0.975 0.95 0.9 0.1 0.05 0.025 0.01 0.005
3 0.765 1.423 1.638 1.924 2.353 3.182 4.541 5.841 12.924
4 0.741 1.344 1.533 1.778 2.132 2.776 3.747 4.604 8.610 1 — — 0.001 0.004 0.016 2.706 3.841 5.024 6.635 7.879
5 0.727 1.301 1.476 1.699 2.015 2.571 3.365 4.032 6.869 2 0.010 0.020 0.051 0.103 0.211 4.605 5.991 7.378 9.210 10.597
6 0.718 1.273 1.440 1.650 1.943 2.447 3.143 3.707 5.959 3 0.072 0.115 0.216 0.352 0.584 6.251 7.815 9.348 11.345 12.838
7 0.711 1.254 1.415 1.617 1.895 2.365 2.998 3.499 5.408 4 0.207 0.297 0.484 0.711 1.064 7.779 9.488 11.143 13.277 14.860
8 0.706 1.240 1.397 1.592 1.860 2.306 2.896 3.355 5.041 5 0.412 0.554 0.831 1.145 1.610 9.236 11.070 12.833 15.086 16.750
9 0.703 1.230 1.383 1.574 1.833 2.262 2.821 3.250 4.781 6 0.676 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 18.548
10 0.700 1.221 1.372 1.559 1.812 2.228 2.764 3.169 4.587 7 0.989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 20.278
11 0.697 1.214 1.363 1.548 1.796 2.201 2.718 3.106 4.437 8 1.344 1.646 2.180 2.733 3.490 13.362 15.507 17.535 20.090 21.955
12 0.695 1.209 1.356 1.538 1.782 2.179 2.681 3.055 4.318 9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 23.589
13 0.694 1.204 1.350 1.530 1.771 2.160 2.650 3.012 4.221 10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 25.188
14 0.692 1.200 1.345 1.523 1.761 2.145 2.624 2.977 4.140 11 2.603 3.053 3.816 4.575 5.578 17.275 19.675 21.920 24.725 26.757
15 0.691 1.197 1.341 1.517 1.753 2.131 2.602 2.947 4.073 12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 28.300
16 0.690 1.194 1.337 1.512 1.746 2.120 2.583 2.921 4.015 13 3.565 4.107 5.009 5.892 7.042 19.812 22.362 24.736 27.688 29.819
17 0.689 1.191 1.333 1.508 1.740 2.110 2.567 2.898 3.965 14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 31.319
18 0.688 1.189 1.330 1.504 1.734 2.101 2.552 2.878 3.922 15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 32.801
19 0.688 1.187 1.328 1.500 1.729 2.093 2.539 2.861 3.883 16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 34.267
20 0.687 1.185 1.325 1.497 1.725 2.086 2.528 2.845 3.850 17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 35.718
21 0.686 1.183 1.323 1.494 1.721 2.080 2.518 2.831 3.819 18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 37.156
22 0.686 1.182 1.321 1.492 1.717 2.074 2.508 2.819 3.792 19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 38.582
23 0.685 1.180 1.319 1.489 1.714 2.069 2.500 2.807 3.768 20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 39.997
24 0.685 1.179 1.318 1.487 1.711 2.064 2.492 2.797 3.745 21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 41.401
25 0.684 1.198 1.316 1.485 1.708 2.060 2.485 2.787 3.725 22 8.643 9.542 10.982 12.338 14.041 30.813 33.924 36.781 40.289 42.796
26 0.684 1.177 1.315 1.483 1.706 2.056 2.479 2.779 3.707 23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 44.181
27 0.684 1.176 1.314 1.482 1.703 2.052 2.473 2.771 3.690 24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 45.559
28 0.683 1.175 1.313 1.480 1.701 2.048 2.467 2.763 3.674 25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 46.928
29 0.683 1.174 1.311 1.479 1.699 2.045 2.462 2.756 3.659 26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 48.290
30 0.683 1.173 1.310 1.477 1.697 2.042 2.457 2.750 3.646 27 11.808 12.879 14.573 16.151 18.114 36.741 40.113 43.195 46.963 49.645
35 0.682 1.170 1.306 1.472 1.690 2.030 2.438 2.724 3.591 28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 50.993
40 0.681 1.167 1.303 1.468 1.684 2.021 2.423 2.704 3.551 29 13.121 14.256 16.047 17.708 19.768 39.087 42.557 45.722 49.588 52.336
45 0.680 1.165 1.301 1.465 1.679 2.014 2.412 2.690 3.520 30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 53.672
50 0.679 1.164 1.299 1.462 1.676 2.009 2.403 2.678 3.496 40 20.707 22.164 24.433 26.509 29.051 51.805 55.758 59.342 63.691 66.766
60 0.679 1.162 1.296 1.458 1.671 2.000 2.390 2.660 3.460 50 27.991 29.707 32.357 34.764 37.689 63.167 67.505 71.420 76.154 79.490
70 0.678 1.160 1.294 1.456 1.667 1.994 2.381 2.648 3.435 60 35.534 37.485 40.482 43.188 46.459 74.397 79.082 83.298 88.379 91.952
80 0.678 1.159 1.292 1.453 1.664 1.990 2.374 2.639 3.416 70 43.275 45.442 48.758 51.739 55.329 85.527 90.531 95.023 100.425 104.215
100 0.677 1.157 1.290 1.451 1.660 1.984 2.364 2.626 3.390 80 51.172 53.540 57.153 60.391 64.278 96.578 101.879 106.629 112.329 116.321
500 0.675 1.152 1.283 1.442 1.648 1.965 2.334 2.586 3.310 90 59.196 61.754 65.647 69.126 73.291 107.565 113.145 118.136 124.116 128.299
1000 0.675 1.151 1.282 1.441 1.646 1.962 2.330 2.581 3.300 100 67.328 70.065 74.222 77.929 82.358 118.498 124.342 129.561 135.807 140.169

infinity 0.674 1.150 1.282 1.440 1.645 1.960 2.326 2.576 3.291

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