Multivatiate normal and t distributions with þjk=ajkajk

DOI10.1080/03610918208812260MaRDI QIDQ4742129zbMATH OpenOpenAlexFDO

Authors Peter R. Nelson

Publication date 1982

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

Full work available at URL https://doi.org/10.1080/03610918208812260

zbMATH Keywords

algorithm 82-02multivariate \(t\) distributionmultivariate normal distribution

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

• A BIVARIATE GENERALIZATION OF STUDENT'S t-DISTRIBUTION, WITH TABLES FOR CERTAIN SPECIAL CASES
• A note on the equicorrelated multivariate normal distribution
• Numerical evaluation of an equicorrelated multivariate non-central t distribution
• Probability Integrals of Multivariate Normal and Multivariate t¹

Cited in

(3)

• Analysis of Means Using Ranks
• Multiple Comparisons with the Average for Normal Distributions
• Exact simultaneous confidence intervals for multiple comparisons with the mean

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