ON THE DISTRIBUTION OF THE STUDENTIZED MAXIMUM OF EQUALLY CORRELATED NORMAL RANDOM-VARIABLES
ON THE DISTRIBUTION OF THE STUDENTIZED MAXIMUM OF EQUALLY CORRELATED NORMAL RANDOM-VARIABLES
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DOI：
10.1080/03610918508812429
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发表时间：
1985-01-01
影响因子：
0.9
通讯作者：
SOHN, JK
中科院分区：
文献类型：
--
作者：
GUPTA, SS;PANCHAPAKESAN, S;SOHN, JK
设X1，. X，k服从均值为零的k元正态分布，共同未知方差σ 2和已知的方差矩阵（ρij），其中ρij= ρ，对所有i ∈ j.设s2独立于X1分布，使得vs 2/σ 2服从v个自由度的卡方分布.新的统计表较以往公布的统计表涵盖范围更广，准确性亦更高。 .第二节给出了一些基本的理论结果.
Let X1,…X,khave a joint k-variate normal distribution with zero means, common unknown varianceσ2and known correla- tion matrix (ρij) where ρij= ρ for all i ≠ j. Let s2be distributed independently of the X1such that vs2/σ2has a chisquared distribution with v degrees of freedom. New tables with wider coverage and more accuracy than the previously published ones are given for the percentage points of . Some basic theoretical results are given in Section.