scientific article; zbMATH DE number 4080642

MaRDI QIDQ3810693zbMATH OpenFDO

Authors Jinbin Zheng

Publication date 1986

zbMATH Keywords

common dispersion matrixequivalent vector spacesgeneralized linear combinationlargest root statisticmean vectorsmultivariate Student t distributionsimultaneous confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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• On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables

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