Numerical computation of multivariate t-probabilities with application to power calculation of multiple contrasts
Numerical computation of multivariate t-probabilities with application to power calculation of multiple contrasts
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DOI：
10.1080/00949659908811962
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发表时间：
1999-07
影响因子：
1.2
通讯作者：
A. Genz;F. Bretz
中科院分区：
文献类型：
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作者：
A. Genz;F. Bretz
介绍了一种计算多元t分布的新方法。我们提供了一系列的替代，它转换成一个（q-1）维超立方体的起始q-变量积分。在这种情况下，可以应用标准的数值积分方法。详细讨论了三种算法。作为一个应用程序，我们推导出一个表达式来计算功率的多重对比测试假设正态分布的数据。
A new method to calculate the multivariate t-distribution is introduced. We provide a series of substitutions, which transform the starting q-variate integral into one over the (q—1)-dimensional hypercube. In this situation standard numerical integration methods can be applied. Three algorithms are discussed in detail. As an application we derive an expression to calculate the power of multiple contrast tests assuming normally distributed data.