Notation in Probability and Statistics - Critical Values

Critical Values

The α-level upper critical value of a probability distribution is the value exceeded with probability α, that is, the value xα such that F(xα) = 1 − α where F is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:

  • zα or z(α) for the Standard normal distribution
  • tα,ν or t(α,ν) for the t-distribution with ν degrees of freedom
  • or for the chi-squared distribution with ν degrees of freedom
  • or F(α,ν12) for the F-distribution with ν1 and ν2 degrees of freedom

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