Numerical evaluation of an equicorrelated multivariate non-central t distribution

DOI10.1080/03610918108812191zbMath0455.62015OpenAlexW1572558556MaRDI QIDQ3903861

Peter R. Nelson

Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918108812191

zbMATH Keywords

tablesmultivariate normalcomplex distributionF-distributionsequicorrelated multivariate non-central \(t\) distributionpower of ANOMEpower of ANOVA

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

On the Computation of the Distribution for the Analysis of Means ⋮ On singular multivariate normal distribution and its applications ⋮ Evaluation and approximation of multivariate cumulative joint probabilities ⋮ Unnamed Item ⋮ Evaluation of the one-sided percentage points of the singular multivariate normal distribution ⋮ An approximation for the complex normal probability integral ⋮ Multivatiate normal and t distributions with þ_jk=a_jka_jk ⋮ Exact critical points for the analysis of means

Cites Work

• Unnamed Item
• A note on singular normal distributions
• On a Statistic which Arises in Selection and Ranking Problems
• A note on the equicorrelated multivariate normal distribution
• On Computation of the Bivariate Normal Distribution
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Bibliography on the Multivariate Normal Integrals and Related Topics
• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution

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