Percentage points of the product of two correlated t varlates

DOI10.1080/03610918508812431MaRDI QIDQ3753306zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 1985

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918508812431

zbMATH Keywords

bivariate normal distributionexact distributiontableexact percentage pointsproduct of two correlated t variates

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Statistical tables (62Q05)

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Cites work

• Mathematical forms of the distribution of the product of two normal variables
• On the Distribution of Wald's Classification Statistic

Cited in

(3)

• Percentage points of the bivariate \(t\) distribution for non-positive correlations
• An approximation to the distribution of the product of two dependent correlation coefficients
• Percentage points of the largest among Student's \(T\) random variable

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