TABLES FOR THE STUDENTIZED LARGEST CHI-SQUARE DISTRIBUTION AND THEIR APPLICATIONS,

Abstract

Let x sub 1,...,x sub K be K independently distributed chi-square variates with n degrees of freedom and let x sub 0 be another chi-square variate with m degrees of freedom distributed independently of the other x sub i's. Then, the distribution of u = mxmax/nx sub 0 where xmax = max (x sub 1,...,x sub K), is known to be the studentized largest chi-square distribution. In this report, two methods are proposed to evaluate the probability integral of u. Using one of these methods, upper 10%, 5%, 2.5% and 1% points of the distribution of u are tabulated for K = 1(1)12, n = 1(1)19 and for different values of m. Various applications of these tables are also discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1964
Accession Number
AD0609588

Entities

People

  • John V. Armitage
  • Paruchuri R. Krishnaiah

Organizations

  • Air Force Research Laboratory

Tags

DTIC Thesaurus Topics

  • Integrals
  • Mathematics
  • Probability

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.