Skip to main content
. Author manuscript; available in PMC: 2021 Jul 23.
Published in final edited form as: Biometrika. 2020 Jul 8;108(1):1–16. doi: 10.1093/biomet/asaa059

Table 6.

Empirical probabilities at F quantiles: sample correlation matrix (N = n5/2)

n 20 50 75 100 150 200
α = 0·01 0·0033 0·0068 0·0059 0·0073 0·0076 0·0083
α = 0·05 0·0176 0·0310 0·0343 0·0383 0·0480 0·0465
α = 0·25 0·1280 0·1791 0·2075 0·2186 0·2356 0·2373
α = 0·50 0·3289 0·4156 0·4561 0·4648 0·4880 0·4905
α = 0·75 0·6164 0·6914 0·7219 0·7308 0·7479 0·7550
α = 0·95 0·9197 0·9364 0·9450 0·9491 0·9532 0·9516
α = 0·99 0·9829 0·9872 0·9912 0·9896 0·9919 0·9908