This page provides a table of F distribution probabilities for alpha = 0.10, 0.05, 0.025, and 0.01.
This page provides a table of F distribution probabilities for alpha = 0.10, 0.05, 0.025, and 0.01.
This page provides a z-table with alpha levels from .00 to .09.
This page provides a t-table with degrees of freedom 1-30, 60, 120, and infinity and seven levels of alpha from .1 to .0005.
This page introduces contigency tables with an example on fruit trees and fire blight. Two calculators are provided that allow users to enter their own contigency table and test for treatment effects. The first calculator performs Fisher's Exact Test on a 2x2 tables. The second performs a chi-square test on up to a 9x9 table.
This page introduces the Kolmogorov-Smirnov test, gives background and procedures for the test, and provides a calculation page which allows users to enter their own data and perform the test.
BrightStat is a free online application for statistical analyses. Besides many non-parametric tests, BrightStat offers multiple linear regression, logistic regression, ANOVA and repeated measurements ANOVA as well as Kaplan Meier Survival analysis. BrightStat has an easy to use GUI and supports the creation of mostly used scientifc graphs such as line-, bar-, scatter- and box-plots as well as histograms.
This website is provides an online text version of Grinstead & Snell's "Introduction to Probability" as well as supplemental reference information.
March 24, 2009 Activity webinar presented by Nicholas Horton, Smith College, and hosted by Leigh Slauson, Otterbein College. Students have a hard time making the connection between variance and risk. To convey the connection, Foster and Stine (Being Warren Buffett: A Classroom Simulation of Risk and Wealth when Investing in the Stock Market; The American Statistician, 2006, 60:53-60) developed a classroom simulation. In the simulation, groups of students roll three colored dice that determine the success of three "investments". The simulated investments behave quite differently. The value of one remains almost constant, another drifts slowly upward, and the third climbs to extremes or plummets. As the simulation proceeds, some groups have great success with this last investment--they become the "Warren Buffetts" of the class. For most groups, however, this last investment leads to ruin because of variance in its returns. The marked difference in outcomes shows students how hard it is to separate luck from skill. The simulation also demonstrates how portfolios, weighted combinations of investments, reduce the variance. In the simulation, a mixture of two poor investments is surprisingly good. In this webinar, the activity is demonstrated along with a discussion of goals, context, background materials, class handouts, and references (extra materials available for download free of charge)