Edexcel Formula Booklet
Edexcel Formula Booklet
Edexcel Formula Booklet
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TABLE OF CONTENTS
Page
4 Pure Mathematics P1 – P6
4 Mensuration
4 Summations
4 Binomial Series
4 Logarithms and exponentials
4 Complex Numbers
4 Maclaurin’s and Taylor’s Series
5 Hyperbolic Functions
5 Coordinate Geometry
6 Trigonometric Identities
6 Vectors
6 Matrix transformations
7 Differentiation
8 Integration
9 Taylor Polynomials
9 Numerical differentiation
9 Numerical integration
9 Numerical solution of differential equations
9 Numerical solution of equations
10 Mechanics M1 – M6
10 Motion in a circle
10 Centres of Mass
10 Moments of Inertia
11 General motion in 2D
11 Moments as vectors
11 Universal law of gravitation
11 Statistics S1 – S6
11 Probability
11 Discrete distributions
12 Continuous distributions
12 Expectation algebra
12 Sampling distributions
13 Correlation and regression
14 Linear model: method of least squares
14 Analysis of variance
14 Distribution-free (non-parametric) tests
15 Statistical Tables
15 Binomial Cumulative Distribution Function
20 Poisson Cumulative Distribution Function
21 The Normal Distribution Function
22 Percentage Points of the Normal Distribution
22 Percentage Points of the χ 2 Distribution
23 Percentage Points of Student’s t Distribution
24 Percentage Points of the F Distribution
25 Critical values for Correlation Coefficients
26 Wilcoxon Rank Sum Test
27 Wilcoxon Signed Rank Test
27 Random Numbers
Summations
n
år
r =1
2
= 16 n(n + 1)(2n + 1)
n
å r 3 = 14 n 2 (n + 1) 2
r =1
Binomial Series
æ n ö æ n ö æ n + 1ö
çç ÷÷ + çç ÷÷ = çç ÷÷
è r ø è r + 1ø è r + 1 ø
æ nö æ nö æ nö
(a + b) n = a n + çç ÷÷ a n −1b + çç ÷÷ a n − 2 b 2 + K + çç ÷÷ a n − r b r + K + b n (n ∈ »)
è1ø è 2ø èrø
æ nö n!
where çç ÷÷ = n C r =
èrø r!(n − r )!
n( n − 1) 2 n( n − 1) K ( n − r + 1) r
(1 + x ) n = 1 + nx + x +K+ x + K ( x < 1, n ∈ »)
1× 2 1× 2 × K × r
Complex Numbers
{r (cos θ + i sin θ )}n = r n (cos nθ + i sin nθ )
e iθ = cosθ + i sin θ
2πk i
The roots of z n = 1 are given by z = e n
, for k = 0, 1, 2, K , n − 1
arsinh x = ln{x + x2 + 1}
æ1+ x ö
artanh x = 12 lnç ÷ ( x < 1)
è 1− x ø
Coordinate Geometry
ah + bk + c
The perpendicular distance from (h, k) to ax + by + c = 0 is
a2 + b2
m1 − m 2
The acute angle between lines with gradients m1 and m2 is arctan
1 + m1 m 2
Conics
Rectangular
Ellipse Parabola Hyperbola
Hyperbola
Standard x2 y2 x2 y2
+ =1 y 2 = 4ax − =1 xy = c 2
Form a2 b2 a2 b2
Parametric (a secθ , b tan θ ) c
(a cosθ , b sin θ ) ( at 2 , 2at ) (ct , )
Form (± a cosh θ , b sinh θ ) t
e <1 e >1
Eccentricity e =1 e = √2
b = a 2 (1 − e 2 )
2
b 2 = a 2 (e 2 − 1)
Foci (± ae, 0) (a, 0) (± ae, 0) (±√2c, ±√2c)
a a
Directrices x=± x = −a x=± x + y = ±√2c
e e
x y
Asymptotes none none =± x = 0, y = 0
a b
l
Any of these conics can be expressed in polar coordinates (with the focus as the origin) as = 1 + e cosθ ,
r
where l is the length of the semi-latus rectum.
Matrix transformations
æ cosθ − sin θ ö
Anticlockwise rotation through θ about O: çç ÷
è sin θ cosθ ÷ø
Differentiation
f(x) f ′( x )
1
arcsin x
1 − x2
1
arccos x −
1 − x2
1
arctan x
1+ x2
sec x sec x tan x
cot x − cosec 2 x
cosec x − cosec x cot x
sinh x cosh x
cosh x sinh x
tanh x sech 2 x
1
arsinh x
1 + x2
1
arcosh x
x2 −1
1
artanh x
1− x2
d2 y
dψ dx 2 xy − xy
Curvature: κ = = 3
= 3
ds æ 2 ö2 (
x 2
+
y 2 2
)
y
ç1 + æç ö÷ ÷
d
ç è dx ø ÷
è ø
1
Radius of curvature: ρ =
κ
f(x) ò f( x) dx
tan x ln sec x
cot x ln sin x
Area of a sector
2
A= 1
2 òr dθ (polar coordinates)
ò
1 æ dy dx ö
A= 2 ç x − y ÷ dt (parametric form)
è dt dt ø
Arc length
ò
2
æ dy ö
s= 1 + ç ÷ dx (cartesian coordinates)
è dx ø
ò
2
2 æ dr ö
s= r +ç ÷ dθ (polar coordinates)
è dθ ø
ò
2 2
æ dx ö æ dy ö
s= ç ÷ + ç ÷ dt (parametric form)
è dt ø è dt ø
ò
2 2
æ dx ö æ dy ö
S x = 2π ò y ds = 2π y ç ÷ + ç ÷ dt
è dt ø è dt ø
ò
2 2
æ dx ö æ dy ö
S y = 2π ò x ds = 2π x ç ÷ + ç ÷ dt
è dt ø è dt ø
Taylor Polynomials
h2
f(a + h) = f(a) + h f ′(a ) + f ′′(a ) + error
2!
h2
f(a + h) = f(a) + h f ′( a) + f ′′(a + ξ ) (0 < ξ < h)
2!
( x − a) 2
f( x) = f(a) + ( x − a) f ′(a ) + f ′′(a ) + error
2!
( x − a) 2
f( x ) = f( a ) + ( x − a ) f ′( a ) + f ′′(ξ ) (a < ξ < x)
2!
Numerical differentiation
f( x + h) − 2 f( x) + f( x − h)
f ′′( x) ≈
h2
Numerical integration
b b−a
The trapezium rule: òa y dx ≈ 12 h{( y0 + y n ) + 2( y1 + y2 + K + y n−1 )} , where h = n
b
Simpson’s Rule: òa y dx ≈ 13 h{( y0 + y n ) + 4( y1 + y3 + K + y n−1 ) + 2( y 2 + y 4 + K + y n−2 )} ,
b−a
where h = and n is even
n
Numerical solution of differential equations
dy
For = g( x) and small h, recurrence relations are:
dx
Euler’s method: y n +1 = y n + h g( x n ) ; x n+1 = x n + h
r sin α
Circular arc, radius r, angle at centre 2α: from centre
α
2r sin α
Sector of circle, radius r, angle at centre 2α: from centre
3α
Solid cone or pyramid of height h: 1 h above the base on the line from centre of base to vertex
4
Conical shell of height h: 1 h above the base on the line from centre of base to vertex
3
Moments of Inertia
Rectangular lamina, sides 2a and 2b, about perpendicular axis through centre: 1 m(a 2 + b2 )
3
Radial velocity r
Transverse velocity rθ
Radial acceleration r − rθ 2
1 d 2
Transverse acceleration rθ + 2rθ = (r θ )
r dt
Moments as vectors
The moment about O of F acting at r is r × F
Universal law of gravitation
Gm1 m 2
Force =
d2
Statistics
Probability
P( A ∪ B ) = P( A) + P( B ) − P( A ∩ B )
P( A ∩ B ) = P( A) P( B | A)
P( B | A) P( A)
P( A | B ) =
P( B | A) P( A) + P( B | A′) P( A′)
P( A j ) P( B | A j )
Bayes’ Theorem: P( A j | B ) =
Σ P( Ai ) P( B | Ai )
Discrete distributions
For a discrete random variable X taking values xi with probabilities pi
Expectation (mean): E( X ) = µ = Σ xi pi
Variance: Var( X ) = σ 2 = Σ( xi − µ ) 2 pi = Σ xi2 pi − µ 2
For a function g( X ) : E(g( X )) = Σ g( xi ) pi
The probability generating function of X is G X (t ) = E(t X ) , and
E( X ) = G ′X (1) , Var( X ) = G ′X′ (1) + G ′X (1) − {G ′X (1)}2
For Z = X + Y , where X and Y are independent: G Z (t ) = G X (t ) G Y (t )
Standard discrete distributions:
ò ò
Variance: Var( X ) = σ 2 = ( x − µ ) 2 f( x) dx = x 2 f( x) dx − µ 2
For a function g( X ) : E(g( X )) = ò g( x) f( x) dx
x
Cumulative distribution function: F( x) = P( X ≤ x) = ò f(t ) dt
−∞
E( X ) = M ′X (0) , E( X n ) = M (n )
′ (0) − {M ′X (0)}2
X (0) , Var( X ) = M ′X
Expectation algebra
Covariance: Cov( X , Y ) = E(( X − µ X )(Y − µY )) = E( XY ) − µ X µ Y
Cov( X , Y )
Product moment correlation coefficient: ρ =
σ XσY
For independent random variables X and Y
E( XY ) = E( X ) E(Y ) , Var( aX ± bY ) = a 2 Var( X ) + b 2 Var(Y )
Sampling distributions
For a random sample X 1 , X 2 , K , X n of n independent observations from a distribution having mean µ and
variance σ 2
σ2
X is an unbiased estimator of µ, with Var( X ) =
n
Σ( X i − X ) 2
S 2 is an unbiased estimator of σ 2 , where S 2 =
n −1
If X is the observed number of successes in n independent Bernoulli trials in each of which the probability of
X
success is p, and Y = , then
n
p (1 − p)
E(Y ) = p and Var(Y ) =
n
For a random sample of n x observations from N( µ x , σ x2 ) and, independently, a random sample of n y
observations from N( µ y , σ 2y )
( X − Y ) − (µ x − µ y )
~ N(0, 1)
2
σ x2 σ y
+
nx n y
S x2 / σ x2
~ Fnx −1, n y −1
S y2 / σ 2y
If σ x2 = σ y2 = σ 2 (unknown) then
( X − Y ) − (µ x − µ y ) (n x − 1) S x2 + (n y − 1) S y2
~ t nx + n y − 2 where S 2p =
æ 1 nx + n y − 2
1 ö÷
S 2p ç +
ç nx n y ÷
è ø
2 ( Σx i ) 2
S xx = Σ( xi − x ) = Σxi2 −
n
( Σy i ) 2
S yy = Σ( y i − y ) 2 = Σy i2 −
n
(Σxi )(Σyi )
S xy = Σ( xi − x )( yi − y ) = Σxi yi −
n
The product moment correlation coefficient is
(Σxi )(Σy i )
S xy Σx i y i −
Σ( xi − x )( y i − y ) n
r= = =
S xx S yy {Σ( xi − x ) 2 }{Σ( yi − y ) 2 } æ 2 (Σxi ) 2
ç Σx i −
ö æ 2 (Σ y i ) 2
÷ ç Σy i −
ö
÷
ç n ÷ç n ÷
è øè ø
6Σ d 2
Spearman’s rank correlation coefficient is rs = 1 −
n(n 2 − 1)
Analysis of variance
One-factor model: xij = µ + α i + ε ij , where ε ij ~ N(0, σ 2 )
T2
Total sum of squares SST = åå xij2 −
i j n
Ti2 T 2
Between groups sum of squares SS B = å −
i ni n
T2
Total sum of squares SST = åå xij2 −
i j mn
Ri2 T 2
Between rows sum of squares SS R = å −
i n mn
C 2j T2
Between columns sum of squares SS C = å −
j m mn
Non-parametric tests
(Oi − Ei ) 2
Goodness-of-fit test and contingency tables: å Ei
~ χν2
æ n (n + n 2 + 1) n1 n 2 (n1 + n 2 + 1) ö
Wilcoxon rank sum test: T ∼ N ç 1 1 , ÷
è 2 12 ø
The tabulated value is P(X ≤ x), where X has a binomial distribution with index n and parameter p.
p= 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 0.45 0.50
n = 5, x = 0 0.7738 0.5905 0.4437 0.3277 0.2373 0.1681 0.1160 0.0778 0.0503 0.0312
1 0.9774 0.9185 0.8352 0.7373 0.6328 0.5282 0.4284 0.3370 0.2562 0.1875
2 0.9988 0.9914 0.9734 0.9421 0.8965 0.8369 0.7648 0.6826 0.5931 0.5000
3 1.0000 0.9995 0.9978 0.9933 0.9844 0.9692 0.9460 0.9130 0.8688 0.8125
4 1.0000 1.0000 0.9999 0.9997 0.9990 0.9976 0.9947 0.9898 0.9815 0.9688
n = 6, x = 0 0.7351 0.5314 0.3771 0.2621 0.1780 0.1176 0.0754 0.0467 0.0277 0.0156
1 0.9672 0.8857 0.7765 0.6554 0.5339 0.4202 0.3191 0.2333 0.1636 0.1094
2 0.9978 0.9842 0.9527 0.9011 0.8306 0.7443 0.6471 0.5443 0.4415 0.3438
3 0.9999 0.9987 0.9941 0.9830 0.9624 0.9295 0.8826 0.8208 0.7447 0.6563
4 1.0000 0.9999 0.9996 0.9984 0.9954 0.9891 0.9777 0.9590 0.9308 0.8906
5 1.0000 1.0000 1.0000 0.9999 0.9998 0.9993 0.9982 0.9959 0.9917 0.9844
n = 7, x = 0 0.6983 0.4783 0.3206 0.2097 0.1335 0.0824 0.0490 0.0280 0.0152 0.0078
1 0.9556 0.8503 0.7166 0.5767 0.4449 0.3294 0.2338 0.1586 0.1024 0.0625
2 0.9962 0.9743 0.9262 0.8520 0.7564 0.6471 0.5323 0.4199 0.3164 0.2266
3 0.9998 0.9973 0.9879 0.9667 0.9294 0.8740 0.8002 0.7102 0.6083 0.5000
4 1.0000 0.9998 0.9988 0.9953 0.9871 0.9712 0.9444 0.9037 0.8471 0.7734
5 1.0000 1.0000 0.9999 0.9996 0.9987 0.9962 0.9910 0.9812 0.9643 0.9375
6 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9994 0.9984 0.9963 0.9922
n = 8, x = 0 0.6634 0.4305 0.2725 0.1678 0.1001 0.0576 0.0319 0.0168 0.0084 0.0039
1 0.9428 0.8131 0.6572 0.5033 0.3671 0.2553 0.1691 0.1064 0.0632 0.0352
2 0.9942 0.9619 0.8948 0.7969 0.6785 0.5518 0.4278 0.3154 0.2201 0.1445
3 0.9996 0.9950 0.9786 0.9437 0.8862 0.8059 0.7064 0.5941 0.4770 0.3633
4 1.0000 0.9996 0.9971 0.9896 0.9727 0.9420 0.8939 0.8263 0.7396 0.6367
5 1.0000 1.0000 0.9998 0.9988 0.9958 0.9887 0.9747 0.9502 0.9115 0.8555
6 1.0000 1.0000 1.0000 0.9999 0.9996 0.9987 0.9964 0.9915 0.9819 0.9648
7 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9993 0.9983 0.9961
n = 9, x = 0 0.6302 0.3874 0.2316 0.1342 0.0751 0.0404 0.0207 0.0101 0.0046 0.0020
1 0.9288 0.7748 0.5995 0.4362 0.3003 0.1960 0.1211 0.0705 0.0385 0.0195
2 0.9916 0.9470 0.8591 0.7382 0.6007 0.4628 0.3373 0.2318 0.1495 0.0898
3 0.9994 0.9917 0.9661 0.9144 0.8343 0.7297 0.6089 0.4826 0.3614 0.2539
4 1.0000 0.9991 0.9944 0.9804 0.9511 0.9012 0.8283 0.7334 0.6214 0.5000
5 1.0000 0.9999 0.9994 0.9969 0.9900 0.9747 0.9464 0.9006 0.8342 0.7461
6 1.0000 1.0000 1.0000 0.9997 0.9987 0.9957 0.9888 0.9750 0.9502 0.9102
7 1.0000 1.0000 1.0000 1.0000 0.9999 0.9996 0.9986 0.9962 0.9909 0.9805
8 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9992 0.9980
n = 10, x = 0 0.5987 0.3487 0.1969 0.1074 0.0563 0.0282 0.0135 0.0060 0.0025 0.0010
1 0.9139 0.7361 0.5443 0.3758 0.2440 0.1493 0.0860 0.0464 0.0233 0.0107
2 0.9885 0.9298 0.8202 0.6778 0.5256 0.3828 0.2616 0.1673 0.0996 0.0547
3 0.9990 0.9872 0.9500 0.8791 0.7759 0.6496 0.5138 0.3823 0.2660 0.1719
4 0.9999 0.9984 0.9901 0.9672 0.9219 0.8497 0.7515 0.6331 0.5044 0.3770
5 1.0000 0.9999 0.9986 0.9936 0.9803 0.9527 0.9051 0.8338 0.7384 0.6230
6 1.0000 1.0000 0.9999 0.9991 0.9965 0.9894 0.9740 0.9452 0.8980 0.8281
7 1.0000 1.0000 1.0000 0.9999 0.9996 0.9984 0.9952 0.9877 0.9726 0.9453
8 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9995 0.9983 0.9955 0.9893
9 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9990
The tabulated value is P(X ≤ x), where X has a Poisson distribution with parameter λ.
λ= 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0
x=0 0.6065 0.3679 0.2231 0.1353 0.0821 0.0498 0.0302 0.0183 0.0111 0.0067
1 0.9098 0.7358 0.5578 0.4060 0.2873 0.1991 0.1359 0.0916 0.0611 0.0404
2 0.9856 0.9197 0.8088 0.6767 0.5438 0.4232 0.3208 0.2381 0.1736 0.1247
3 0.9982 0.9810 0.9344 0.8571 0.7576 0.6472 0.5366 0.4335 0.3423 0.2650
4 0.9998 0.9963 0.9814 0.9473 0.8912 0.8153 0.7254 0.6288 0.5321 0.4405
5 1.0000 0.9994 0.9955 0.9834 0.9580 0.9161 0.8576 0.7851 0.7029 0.6160
6 1.0000 0.9999 0.9991 0.9955 0.9858 0.9665 0.9347 0.8893 0.8311 0.7622
7 1.0000 1.0000 0.9998 0.9989 0.9958 0.9881 0.9733 0.9489 0.9134 0.8666
8 1.0000 1.0000 1.0000 0.9998 0.9989 0.9962 0.9901 0.9786 0.9597 0.9319
9 1.0000 1.0000 1.0000 1.0000 0.9997 0.9989 0.9967 0.9919 0.9829 0.9682
10 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9990 0.9972 0.9933 0.9863
11 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9991 0.9976 0.9945
12 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9992 0.9980
13 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9993
14 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998
15 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999
16 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
17 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
18 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
19 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000
λ= 5.5 6.0 6.5 7.0 7.5 8.0 8.5 9.0 9.5 10.0
x=0 0.0041 0.0025 0.0015 0.0009 0.0006 0.0003 0.0002 0.0001 0.0001 0.0000
1 0.0266 0.0174 0.0113 0.0073 0.0047 0.0030 0.0019 0.0012 0.0008 0.0005
2 0.0884 0.0620 0.0430 0.0296 0.0203 0.0138 0.0093 0.0062 0.0042 0.0028
3 0.2017 0.1512 0.1118 0.0818 0.0591 0.0424 0.0301 0.0212 0.0149 0.0103
4 0.3575 0.2851 0.2237 0.1730 0.1321 0.0996 0.0744 0.0550 0.0403 0.0293
5 0.5289 0.4457 0.3690 0.3007 0.2414 0.1912 0.1496 0.1157 0.0885 0.0671
6 0.6860 0.6063 0.5265 0.4497 0.3782 0.3134 0.2562 0.2068 0.1649 0.1301
7 0.8095 0.7440 0.6728 0.5987 0.5246 0.4530 0.3856 0.3239 0.2687 0.2202
8 0.8944 0.8472 0.7916 0.7291 0.6620 0.5925 0.5231 0.4557 0.3918 0.3328
9 0.9462 0.9161 0.8774 0.8305 0.7764 0.7166 0.6530 0.5874 0.5218 0.4579
10 0.9747 0.9574 0.9332 0.9015 0.8622 0.8159 0.7634 0.7060 0.6453 0.5830
11 0.9890 0.9799 0.9661 0.9467 0.9208 0.8881 0.8487 0.8030 0.7520 0.6968
12 0.9955 0.9912 0.9840 0.9730 0.9573 0.9362 0.9091 0.8758 0.8364 0.7916
13 0.9983 0.9964 0.9929 0.9872 0.9784 0.9658 0.9486 0.9261 0.8981 0.8645
14 0.9994 0.9986 0.9970 0.9943 0.9897 0.9827 0.9726 0.9585 0.9400 0.9165
15 0.9998 0.9995 0.9988 0.9976 0.9954 0.9918 0.9862 0.9780 0.9665 0.9513
16 0.9999 0.9998 0.9996 0.9990 0.9980 0.9963 0.9934 0.9889 0.9823 0.9730
17 1.0000 0.9999 0.9998 0.9996 0.9992 0.9984 0.9970 0.9947 0.9911 0.9857
18 1.0000 1.0000 0.9999 0.9999 0.9997 0.9993 0.9987 0.9976 0.9957 0.9928
19 1.0000 1.0000 1.0000 1.0000 0.9999 0.9997 0.9995 0.9989 0.9980 0.9965
20 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9996 0.9991 0.9984
21 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9998 0.9996 0.9993
22 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 1.0000 0.9999 0.9999 0.9997
The values z in the table are those which a random variable Z ∼ N(0, 1) exceeds with probability p;
that is, P(Z > z) = 1 − Φ(z) = p.
p z p z
0.5000 0.0000 0.0500 1.6449
0.4000 0.2533 0.0250 1.9600
0.3000 0.5244 0.0100 2.3263
0.2000 0.8416 0.0050 2.5758
0.1500 1.0364 0.0010 3.0902
0.1000 1.2816 0.0005 3.2905
The values in the table are those which a random variable with the χ 2 distribution on ν degrees of
freedom exceeds with the probability shown.
ν 0.995 0.990 0.975 0.950 0.900 0.100 0.050 0.025 0.010 0.005
1 0.000 0.000 0.001 0.004 0.016 2.705 3.841 5.024 6.635 7.879
2 0.010 0.020 0.051 0.103 0.211 4.605 5.991 7.378 9.210 10.597
3 0.072 0.115 0.216 0.352 0.584 6.251 7.815 9.348 11.345 12.838
4 0.207 0.297 0.484 0.711 1.064 7.779 9.488 11.143 13.277 14.860
5 0.412 0.554 0.831 1.145 1.610 9.236 11.070 12.832 15.086 16.750
6 0.676 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 18.548
7 0.989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 20.278
8 1.344 1.646 2.180 2.733 3.490 13.362 15.507 17.535 20.090 21.955
9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 23.589
10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 25.188
11 2.603 3.053 3.816 4.575 5.580 17.275 19.675 21.920 24.725 26.757
12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 28.300
13 3.565 4.107 5.009 5.892 7.042 19.812 22.362 24.736 27.688 29.819
14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 31.319
15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 32.801
16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 34.267
17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 35.718
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 37.156
19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 38.582
20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 39.997
21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 41.401
22 8.643 9.542 10.982 12.338 14.042 30.813 33.924 36.781 40.289 42.796
23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 44.181
24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 45.558
25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 46.928
26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 48.290
27 11.808 12.879 14.573 16.151 18.114 36.741 40.113 43.194 46.963 49.645
28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 50.993
29 13.121 14.256 16.047 17.708 19.768 39.088 42.557 45.722 49.588 52.336
30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 53.672
The values in the table are those which a random variable with Student’s t distribution on ν degrees
of freedom exceeds with the probability shown.
The values in the table are those which a random variable with the F distribution on ν1 and ν2
degrees of freedom exceeds with probability 0.05 or 0.01.
Probability ν2/ν1 1 2 3 4 5 6 8 10 12 24 ∞
1 161.4 199.5 215.7 224.6 230.2 234.0 238.9 241.9 243.9 249.1 254.3
2 18.51 19.00 19.16 19.25 19.30 19.33 19.37 19.40 19.41 19.46 19.50
3 10.13 9.55 9.28 9.12 9.01 8.94 8.85 8.79 8.74 8.64 8.53
4 7.71 6.94 6.59 6.39 6.26 6.16 6.04 5.96 5.91 5.77 5.63
5 6.61 5.79 5.41 5.19 5.05 4.95 4.82 4.74 4.68 4.53 4.37
6 5.99 5.14 4.76 4.53 4.39 4.28 4.15 4.06 4.00 3.84 3.67
7 5.59 4.74 4.35 4.12 3.97 3.87 3.73 3.64 3.57 3.41 3.23
8 5.32 4.46 4.07 3.84 3.69 3.58 3.44 3.35 3.28 3.12 2.93
9 5.12 4.26 3.86 3.63 3.48 3.37 3.23 3.14 3.07 2.90 2.71
10 4.96 4.10 3.71 3.48 3.33 3.22 3.07 2.98 2.91 2.74 2.54
11 4.84 3.98 3.59 3.36 3.20 3.09 2.95 2.85 2.79 2.61 2.40
0.05 12 4.75 3.89 3.49 3.26 3.11 3.00 2.85 2.75 2.69 2.51 2.30
14 4.60 3.74 3.34 3.11 2.96 2.85 2.70 2.60 2.53 2.35 2.13
16 4.49 3.63 3.24 3.01 2.85 2.74 2.59 2.49 2.42 2.24 2.01
18 4.41 3.55 3.16 2.93 2.77 2.66 2.51 2.41 2.34 2.15 1.92
20 4.35 3.49 3.10 2.87 2.71 2.60 2.45 2.35 2.28 2.08 1.84
25 4.24 3.39 2.99 2.76 2.60 2.49 2.34 2.24 2.16 1.96 1.71
30 4.17 3.32 2.92 2.69 2.53 2.42 2.27 2.16 2.09 1.89 1.62
40 4.08 3.23 2.84 2.61 2.45 2.34 2.18 2.08 2.00 1.79 1.51
60 4.00 3.15 2.76 2.53 2.37 2.25 2.10 1.99 1.92 1.70 1.39
120 3.92 3.07 2.68 2.45 2.29 2.18 2.02 1.91 1.83 1.61 1.25
∞ 3.84 3.00 2.60 2.37 2.21 2.10 1.94 1.83 1.75 1.52 1.00
1 4052. 5000. 5403. 5625. 5764. 5859. 5982. 6056. 6106. 6235. 6366.
2 98.50 99.00 99.17 99.25 99.30 99.33 99.37 99.40 99.42 99.46 99.50
3 34.12 30.82 29.46 28.71 28.24 27.91 27.49 27.23 27.05 26.60 26.13
4 21.20 18.00 16.69 15.98 15.52 15.21 14.80 14.55 14.37 13.93 13.45
5 16.26 13.27 12.06 11.39 10.97 10.67 10.29 10.05 9.89 9.47 9.02
6 13.70 10.90 9.78 9.15 8.75 8.47 8.10 7.87 7.72 7.31 6.88
7 12.20 9.55 8.45 7.85 7.46 7.19 6.84 6.62 6.47 6.07 5.65
8 11.30 8.65 7.59 7.01 6.63 6.37 6.03 5.81 5.67 5.28 4.86
9 10.60 8.02 6.99 6.42 6.06 5.80 5.47 5.26 5.11 4.73 4.31
10 10.00 7.56 6.55 5.99 5.64 5.39 5.06 4.85 4.17 4.33 3.91
11 9.65 7.21 6.22 5.67 5.32 5.07 4.74 4.54 4.40 4.02 3.60
0.01
12 9.33 6.93 5.95 5.41 5.06 4.82 4.50 4.30 4.16 3.78 3.36
14 8.86 6.51 5.56 5.04 4.70 4.46 4.14 3.94 3.80 3.43 3.00
16 8.53 6.23 5.29 4.77 4.44 4.20 3.89 3.69 3.55 3.18 2.75
18 8.29 6.01 5.09 4.58 4.25 4.01 3.71 3.51 3.37 3.00 2.57
20 8.10 5.85 4.94 4.43 4.10 3.87 3.56 3.37 3.23 2.86 2.42
25 7.77 5.57 4.68 4.18 3.86 3.63 3.32 3.13 2.99 2.62 2.17
30 7.56 5.39 4.51 4.02 3.70 3.47 3.17 2.98 2.84 2.47 2.01
40 7.31 5.18 4.31 3.83 3.51 3.29 2.99 2.80 2.66 2.29 1.80
60 7.08 4.98 4.13 3.65 3.34 3.12 2.82 2.63 2.50 2.12 1.60
120 6.85 4.79 3.95 3.48 3.17 2.96 2.66 2.47 2.34 1.95 1.38
∞ 6.63 4.61 3.78 3.32 3.02 2.80 2.51 2.32 2.18 1.79 1.00
If an upper percentage point of the F distribution on ν1 and ν2 degrees of freedom is f , then the corresponding lower
percentage point of the F distribution on ν1 and ν2 degrees of freedom is 1/ f .
These tables concern tests of the hypothesis that a population correlation coefficient ρ is 0. The
values in the tables are the minimum values which need to be reached by a sample correlation
coefficient in order to be significant at the level shown, on a one-tailed test.
The table below gives the largest value for the rank sum statistic T leading to statistical significance at the
level shown, on a one-tailed test. The sample whose ranks are summed is of size n1 , and the second
sample is of size n2.
n2 \ n1 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
5 17
6 18 26
7 20 27 36
8 21 29 38 49
9 22 31 40 51 62
10 23 32 42 53 65 78
11 24 34 44 55 68 81 96
0.025
12 26 35 46 58 71 84 99 115
level
13 27 37 48 60 73 88 103 119 136
14 28 38 50 62 76 91 106 123 141 160
15 29 40 52 65 79 94 110 127 145 164 184
16 30 42 54 67 82 97 113 131 150 169 190 211
17 32 43 56 70 84 100 117 135 154 174 195 217 240
18 33 45 58 72 87 103 121 139 158 179 200 222 246 270
19 34 46 60 74 90 107 124 143 163 183 205 228 252 277 303
20 35 48 62 77 93 110 128 147 167 188 210 234 258 283 309 337
n2 \ n1 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
5 19
6 20 28
7 21 29 39
8 23 31 41 51
9 24 33 43 54 66
10 26 35 45 56 69 82
11 27 37 47 59 72 86 100
0.05
12 28 38 49 62 75 89 104 120
level
13 30 40 52 64 78 92 108 125 142
14 31 42 54 67 81 96 112 129 147 166
15 33 44 56 69 84 99 116 133 152 171 192
16 34 46 58 72 87 103 120 138 156 176 197 219
17 35 47 61 75 90 106 123 142 161 182 203 225 249
18 37 49 63 77 93 110 127 146 166 187 208 231 255 280
19 38 51 65 80 96 113 131 150 171 192 214 237 262 287 313
20 40 53 67 83 99 117 135 155 175 197 220 243 268 294 320 348
The table below gives the largest value for the signed rank statistic S leading to statistical significance at
the level shown, on a one-tailed test.
RANDOM NUMBERS
86 13 84 10 07 30 39 05 97 96 88 07 37 26 04 89 13 48 19 20
60 78 48 12 99 47 09 46 91 33 17 21 03 94 79 00 08 50 40 16
78 48 06 37 82 26 01 06 64 65 94 41 17 26 74 66 61 93 24 97
80 56 90 79 66 94 18 40 97 79 93 20 41 51 25 04 20 71 76 04
99 09 39 25 66 31 70 56 30 15 52 17 87 55 31 11 10 68 98 23
56 32 32 72 91 65 97 36 56 61 12 79 95 17 57 16 53 58 96 36
66 02 49 93 97 44 99 15 56 86 80 57 11 78 40 23 58 40 86 14
31 77 53 94 05 93 56 14 71 23 60 46 05 33 23 72 93 10 81 23
98 79 72 43 14 76 54 77 66 29 84 09 88 56 75 86 41 67 04 42
50 97 92 15 10 01 57 01 87 33 73 17 70 18 40 21 24 20 66 62
90 51 94 50 12 48 88 95 09 34 09 30 22 27 25 56 40 76 01 59
31 99 52 24 13 43 27 88 11 39 41 65 00 84 13 06 31 79 74 97
22 96 23 34 46 12 67 11 48 06 99 24 14 83 78 37 65 73 39 47
06 84 55 41 27 06 74 59 14 29 20 14 45 75 31 16 05 41 22 96
08 64 89 30 25 25 71 35 33 31 04 56 12 67 03 74 07 16 49 32
86 87 62 43 15 11 76 49 79 13 78 80 93 89 09 57 07 14 40 74
94 44 97 13 77 04 35 02 12 76 60 91 93 40 81 06 85 85 72 84
63 25 55 14 66 47 99 90 02 90 83 43 16 01 19 69 11 78 87 16
11 22 83 98 15 21 18 57 53 42 91 91 26 52 89 13 86 00 47 61
01 70 10 83 94 71 13 67 11 12 36 54 53 32 90 43 79 01 95 15