STATISTICAL TABLES Shanghai University of （上海大学统计表）.pdf

STATISTICAL TABLES Cumulative normal distribution Critical values of the t distribution Critical values of the F distribution Critical values of the chi-squared distribution © C. Dougherty 2001, 2002 (c.dougherty@lse.ac.uk). These tables have been computed to accompany the text C. Dougherty Introduction to Econometrics (second edition 2002, Oxford University Press, Oxford), They may be reproduced freely provided that this attribution is retained. STATISTICAL TABLES 1 TABLE A.1 Cumulative Standardized Normal Distribution A (z) is the integral of the standardized normal distribution from −∞to z (in other words, the area under the curve to the left of z). It gives the probability of a normal random variable not A(z) being more than z standard deviations above its mean. Values of z of particular importance: z A (z) 1.645 0.9500 Lower limit of right 5% tail 1.960 0.9750 Lower limit of right 2.5% tail 2.326 0.9900 Lower limit of right 1% tail