Evaluation of the one-sided percentage points of the singular multivariate normal distribution
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Publication:4869582
DOI10.1080/00949659508811627zbMath0842.62039OpenAlexW2030031502MaRDI QIDQ4869582
Publication date: 26 March 1996
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659508811627
tablescritical valuesmultivariate normal distributionmultivariate t-distributiongraphical procedureequi-correlatedanalysis of means procedureexact one-sided percentage pointssingular negative product correlation structure
Related Items (4)
On singular multivariate normal distribution and its applications ⋮ Nonparametric Tests for Comparing Several Coefficients of Variation ⋮ Using mathematical programming to compute singlular multivariate normal probablities ⋮ A note on simulataneous confidence intervals for multinomial proportions
Cites Work
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- Numerical evaluation of an equicorrelated multivariate non-central t distribution
- Exact critical points for the analysis of means
- THE DISTRIBUTION OF THE EXTREME DEVIATE FROM THE SAMPLE MEAN AND ITS STUDENTIZED FORM
- Approximations to the probability integral and certain percentage points of a multivariate analogue of Student's t-distribution
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