Series:

Selected Tables in Mathematical Statistics

1 total work

v. 11

Cover of Percentage Points of Multivariate Student t Distributions
This volume presents tables dealing with the central multivariate student $t$ distribution in which there is a common variance estimate in the denominators of the variates and the numerators are equicorrelated. The tables contain one-sided and two-sided upper equicoordinate percentage points for this distribution. In addition, the volume provides tables based on the assumption that the variates have a certain block correlation structure. The entries have been computed to an accuracy of 5 decimal places.These tables, prepared under the aegis of the Institute for Mathematical Statistics, are considerably more comprehensive than previously published tables of this type. They have applications in many statistical settings, including selection among normal means using either the indifference-zone or the subset approach and in multiple comparisons involving contrasts among means. These and other applications are described in detail, and examples of the uses of the tables are given. In addition, the volume contains interpolation methods which extend the usefulness of the tables.