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