TABLES FOR THE BIVARIATE /t/ DISTRIBUTION.
Abstract
Let x sub 1 and x sub 2 be jointly distributed as a bivariate normal with a common unknown variance sigma squared, known correlation rho, and zero means. Also, let t sub i = (x sub i)(the square root of n)/s, (i = 1,2), where s squared/sigma squared is distributed, independent of x sub 1 and x sub 2, as a chi-square variate with n degrees of freedom. In this paper, we give the values of (1-alpha) to six decimal accuracy for n = 5(1)35, the absolute value of rho = 0(0.1)0.9, a = 1.0(0.1)5.5 where alpha is given by P((the absolute value of t sub 1) < a, (the absolute value of t sub 2) < a) = (1-alpha). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1969
- Accession Number
- AD0702810
Entities
People
- J. V. Armitage
- M. C. Breiter
- Paruchuri R. Krishnaiah
Organizations
- Air Force Research Laboratory