PROBABILITY INTEGRALS OF THE MULTIVARIATE F DISTRIBUTION, WITH TABLES AND APPLICATIONS.

Abstract

Approximate evaluation of the probability integrals of the central multivariate F distribution and exact evaluation of the probability integrals of the non-central multivariate t square distribution are considered in this paper. Also, upper 10%, 5%, 2.5% and 1% points of the central multivariate t square distribution are given for the equicorrelated case. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1965
Accession Number
AD0626931

Entities

People

  • J. V. Armitage
  • P. R. Krishnaiah

Tags

DTIC Thesaurus Topics

  • Integrals
  • Probability
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Regression Analysis.