Standard_Probability_and_Statistics_Tables_and_Formulae-Zwillinger-Kokoska.pdf

CRC

standard

and

Statistics tables

and formulae

2000 by Chapman & Hall/CRC

probability

CRC

standard

probability

and

Statistics tables

and formulae

DANIEL ZWILLINGER

Rensselaer Polytechnic Institute

Troy, New York

STEPHEN KOKOSKA

Bloomsburg University

Bloomsburg, Pennsylvania

CHAPMAN & HALL/CRC

Boca Raton London New York Washington, D.C.

Library of Congress Cataloging-in-Publication Data

Zwillinger, Daniel, 1957-

CRC standard probability and statistics tables and formulae / Daniel Zwillinger, Stephen Kokoska.

p. cm.

Includes bibliographical references and index.

ISBN 1-58488-059-7 (alk. paper)

1. Probabilities—Tables. 2. Mathematical statistics—Tables. I. Kokoska, Stephen.

II. Title.

QA273.3 .Z95 1999

519.2

1—dc21

99-045786

This book contains information obtained from authentic and highly regarded sources. Reprinted material

is quoted with permission, and sources are indicated. A wide variety of references are listed. Reasonable

efforts have been made to publish reliable data and information, but the author and the publisher cannot

assume responsibility for the validity of all materials or for the consequences of their use.

Neither this book nor any part may be reproduced or transmitted in any form or by any means, electronic

or mechanical, including photocopying, microﬁlming, and recording, or by any information storage or

retrieval system, without prior permission in writing from the publisher.

The consent of CRC Press LLC does not extend to copying for general distribution, for promotion, for

creating new works, or for resale. Speciﬁc permission must be obtained in writing from CRC Press LLC

for such copying.

Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Boca Raton, Florida 33431.

Product or corporate names may be trademarks or registered trademarks, and are

used only for identiﬁcation and explanation, without intent to infringe.

Visit the CRC Press Web site at www.crcpress.com

No claim to original U.S. Government works

International Standard Book Number 1-58488-059-7

Library of Congress Card Number 99-045786

Printed in the United States of America 2 3 4 5 6 7 8 9 0

Printed on acid-free paper

′

Trademark Notice:

Preface

It has long been the established policy of CRC Press to publish, in handbook

form, the most up-to-date, authoritative, logically arranged, and readily us-

able reference material available. This book ﬁlls the need in probability and

statistics.

Prior to the preparation of this book the contents of similar books were con-

sidered. It is easy to ﬁll a statistics reference book with many hundred pages

of tables—indeed, some large books contain statistical tables for only a single

test. The authors of this book focused on the basic principles of statistics.

We have tried to ensure that each topic had an understandable textual in-

troduction as well as easily understood examples. There are more than 80

examples; they usually follow the same format: start with a word problem,

interpret the words as a statistical problem, ﬁnd the solution, interpret the

solution in words.

We have organized this reference in an e,cient and useful format. We believe

both students and researchers will ﬁnd this reference easy to read and under-

stand. Material is presented in a multi-sectional format, with each section

containing a valuable collection of fundamental reference material—tabular

and expository. This Handbook serves as a guide for determining appropriate

statistical procedures and interpretation of results. We have assembled the

most important concepts in probability and statistics, as experienced through

our own teaching, research, and work in industry.

For most topics, concise yet useful tables were created. In most cases, the

tables were re-generated and veriﬁed against existing tables. Even very mod-

est statistical software can generate many of the tables in the book—often to

more decimal places and for more values of the parameters. The values in

this book are designed to illustrate the range of possible values and act as a

handy reference for the most commonly needed values.

Thisbookalsocontainsmanyusefultopicsfrommoreadvancedareasofstatis-

tics, butthesetopicshavefewerexamples. Alsoincludedarealargecollection

ofshorttopicscontainingmanyclassicalresultsandpuzzles. Finally,asection

on notation used in the book and a comprehensive index are also included.

2000 by Chapman & Hall/CRC

In line with the established policy of CRC Press, this Handbook will be kept

as current and timely as is possible. Revisions and anticipated uses of newer

materials and tables will be introduced as the need arises. Suggestions for the

inclusion of new material in subsequent editions and comments concerning

the accuracy of stated information are welcomed.

If any errata are discovered for this book, they will be posted to

http://vesta.bloomu.edu/~skokoska/prast/errata .

Many people have helped in the preparation of this manuscript. The authors

are especially grateful to our families who have remained lighthearted and

cheerful throughout the process. A special thanks to Janet and Kent, and to

Joan, Mark, and Jen.

Daniel Zwillinger

zwillinger@alum.mit.edu

Stephen Kokoska

skokoska@planetx.bloomu.edu

ACKNOWLEDGMENTS

Plans 6.1–6.6, 6A.1–6A.6, and 13.1–13.5 (appearing on pages 331–337) originally appeared

on pages 234–237, 276–279, and 522–523 of W. G. Cochran and G. M. Cox, Experimental

Designs , SecondEdition, JohnWiley&Sons, Inc, NewYork, 1957. Reprintedbypermission

of John Wiley & Sons, Inc.

The tables of Bartlett’s critical values (in section 10.6.2) are from D. D. Dyer and J. P.

Keating, “On the Determination of Critical Values for Bartlett’s Test”, JASA , Volume 75,

1980, pages 313–319. Reprinted with permission from the Journal of American Statistical

The tables of Cochran’s critical values (in section 10.7.1) are from C. Eisenhart, M. W.

Hastay, and W. A. Wallis, Techniques of Statistical Analysis , McGraw-Hill Book Com-

pany,1947, Tables15.1 and 15.2 (pages390-391).Reprintedcourtesyof TheMcGraw-Hill

Companies .

The tables of Dunnett’s critical values (in section 12.1.4.5) are from C. W. Dunnett, “A

Multiple Comparison Procedure for Comparing Several Treatments with a Control”, JASA ,

Volume 50, 1955, pages 1096–1121. Reprinted with permission from the Journal of Amer-

rights reserved.

The tables of Duncan’s critical values (in section 12.1.4.3) are from L. Hunter, “Critical

Values for Duncan’s New Multiple Range Test”, Biometrics , 1960, Volume 16, pages 671–

685. Reprinted with permission from the Journal of American Statistical Association .

Table15.1 isreproduced,bypermission,from ASTMManualonQualityControlofMate-

rials , American Society for Testing and Materials, Philadelphia, PA, 1951.

The table in section 15.1.2 and much of Chapter 18 originally appeared in D. Zwillinger,

Standard Mathematical Tables and Formulae , 30th edition, CRC Press, Boca Raton, FL,

1995. Reprinted courtesy of CRC Press, LLC.

Muchofsection17.17istakenfromtheURL http://members.aol.com/johnp71/javastat.html

Permission courtesy of John C. Pezzullo.

2000 by Chapman & Hall/CRC

Plik z chomika:

Inne pliki z tego folderu:

Inne foldery tego chomika: