Derivatives: Markets, Valuation, and Risk Management

APPENDIX C

Statistical Tables

The appendix includes statistical tables that are commonly used in testing hypotheses and building confidence intervals. In order of appearance, the tables are:

TABLE C.1A:	Area under standard normal distribution from minus infinity to a for values of a< 0.
TABLE C.1B:	Area under standard normal distribution from minus infinity to a for values of a > 0.
TABLE C.2:	Critical values of the chi-square (χ2) distribution for given levels of probability that the χ2 will exceed table entry.
TABLE C.3:	Critical values of the t-distribution for given levels of probability that the t-value will exceed table entry.
TABLE C.4A:	Critical values of the F-distribution for 5% probability level (α =.05) that the F-statistic will exceed table entry.
TABLE C.4B:	Critical values of the F-distribution for 1% probability level (α =.01) that the F-statistic will exceed table entry.
TABLE C.5:	5% significance points of dl and du for Durbin-Watson test statistic.

TABLE C.1A Area under standard normal distribution from minus infinity to a for values of a< 0.

TABLE C.1B Area under standard normal distribution from minus infinity to a for values of a> 0.

TABLE C.2 Critical values of the chi-square (χ²) distribution for given levels of probability that the χ² will ...