Accession Number : ADA131529

Title :   On the Distribution of the Studentized Maximum of Equally Correlated Normal Random Variables.

Descriptive Note : Technical rept.,

Corporate Author : PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS

Personal Author(s) : Gupta,Shanti S ; Panchapakesan,S ; Sohn,Joong K

PDF Url : ADA131529

Report Date : Aug 1983

Pagination or Media Count : 36

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).

Descriptors :   *Random variables, *Normal distribution, *Correlation techniques, Degrees of freedom, Mean, Tables(Data), Matrices(Mathematics), Hypotheses, Theory, Test methods

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE