EVALUATION OF ONE-SIDED PERCENTAGE POINTS OF THE SINGULAR MULTIVARIATE NORMAL-DISTRIBUTION

被引：6
|
作者：
KWONG, KS
机构：
[1] Department of Economics and Statistics, National University of Singapore
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1995年 / 51卷 / 2-4期
关键词：
ANALYSIS OF MEANS; CRITICAL VALUES; EQUI-CORRELATED; GRAPHICAL PROCEDURE; NEGATIVE PRODUCT CORRELATION;
D O I：
10.1080/00949659508811627
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This paper presents a new theorem, as a substitute for existing results which are shown to have some errors, for evaluating the exact one-sided percentage points of the multivariate normal distribution with a singular negative product correlation structure. By extending the result from the multivariate normal distribution to the multivariate t-distribution with corresponding singular correlation structure, we tabulate the one-sided critical points for the Analysis of Means procedure.
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页码：121 / 135
页数：15
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