Accession Number : AD0690505

Title :   TABLES FOR THE PROBABILITY INTEGRALS OF THE BIVARIATE t DISTRIBUTION.

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Krishnaiah,P. R. ; Armitage,J. V. ; Breiter,M. C.

Report Date : APR 1969

Pagination or Media Count : 78

Abstract : Let X(1) and X(2) be jointly distributed as a bivariate normal with a common unknown variance sigma squared, known correlation rho, and zero means. Also let t(i) = x(i)(square root of n)/s, (i = 1,2), where s squared/sigma squared is distributed, independent of x(1) and x(2) as a chi-square variate with n degrees of freedom. Dunnett and Sobel computed the values of (1-alpha) to five decimal accuracy for rho = plus or minus 0.5 and different values of n and a where P(t(1)< or = a, t(2)< or = a) = (1-alpha). In this report, we give the values of 1-alpha to six decimal accuracy for rho =0, plus or minus 0.1,..., plus or minus 0.9, a=1.0(0.1)5.5, and n=5(1)35. (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, STATISTICAL DISTRIBUTIONS), (*STATISTICAL DISTRIBUTIONS, TABLES(DATA)), STATISTICAL TESTS, PROBABILITY, INTEGRALS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE