On the Distribution of the Studentized Maximum of Equally Correlated Normal Random Variables.
Abstract
Let X1,...,Xk have a joint k-variate normal distribution with zero means, common unknown variance squared sigma and known correlation matrix (rho ij), where rho ij equal rho for all i does not equal j. Let s squared be distributed independently of the Xi such that upsilon s2/squared sigma has a chi-squared distribution with epsilon degrees of freedom. Some basic theoretical results are given in Section 2. The next section describes Hartley's results for approximating the distribution function of gamma. Besides a brief review of existing tables (Section 4), the paper discusses the construction of new tables based on Hartley(s results (Section 5) and some specific applications (Section 6).
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1983
- Accession Number
- ADA131529
Entities
People
- Joong K. Sohn
- S. Panchapakesan
- Shanti Gupta
Organizations
- Purdue University