Probability Integrals of Multivariate Normal and Multivariate t¹
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Publication:5328525
DOI10.1214/AOMS/1177704004zbMATH Open0124.35505OpenAlexW2070723874WikidataQ93679885 ScholiaQ93679885MaRDI QIDQ5328525FDOQ5328525
Publication date: 1963
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704004
Cited In (78)
- On selecting a subset of ifra populations which are better than a control
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- Selecting a subset containing the best one of several IFRA populations
- Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence
- Multivatiate normal and t distributions with þjk=ajkajk
- Confidence intervals for the largest mean from k correlated normal populations
- On the probabilities of rankings of k populations with applications
- On the connection between orthant probabilities and the first passage time problem
- Non-parametric two-sample tests: recent developments and prospects
- Selecting all treatments better than a control using existing tables
- A computational algorithm for the coverage probability of a first order autogressive process
- Selecting all treatments better than a control under a multivariate normal distribution and a uniform prior distribution
- Multiple comparisons with and selection of the best treatment in (incomplete) block designs
- Sidak-type simultaneous confidence intervals for the risk measures rsmr, based on proportional mortality measures in epidemiologic 1 studies involving several competing risks of death
- A class of confidence intervals for the largest component mean of a multivariate normal population
- Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables
- An asymptotic distribution-free selection procedure for a two-way layout problem
- A one-sided test of homogeneity against simple tree alternative for right-censored data
- Valuing flexibility: An impulse control framework
- Orthant probabilities of elliptical distributions from orthogonal projections to subspaces
- Evaluation of orthant probabilities for singular BI-and trivariate normal distributions
- Union-intersection rank tests for ordered alternatives in a complete block design
- Multi-sample inference for the simple-tree alternative based on one-sample confidence intervals
- Numerical evaluation of an equicorrelated multivariate non-central t distribution
- Evaluation of Gaussian orthant probabilities based on orthogonal projections to subspaces
- On the distribution of the studentized maximum of equally correlated normal random variables
- A remark on quadrant normal probabilities in high dimensions
- Selecting the order of an ARCH model
- A novel series expansion for the multivariate normal probability integrals based on Fourier series
- The likelihood approach for the comparison of medical diagnostic system with multiple binary tests
- Some distribution-free statistics and their application to the selection problem
- A selection procedure based on ranks
- Three digit accurate multiple normal probabilities
- Correlation, partitioning and the probability of casting a decisive vote under the majority rule
- A generalized EWMA control chart and its comparison with the optimal EWMA, CUSUM and GLR schemes.
- Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations
- Determination of sample size for selecting the smallest ofkpoisson population means
- Percentage Points of the Multivariate t Distribution
- Model selection using AIC in the presence of one-sided information
- On the specification of multivariate association measures and their behaviour with increasing dimension
- Optimal product positioning based on paired comparison data
- Three-by-three correlation matrices: its exact shape and a family of distributions
- The use of the tetrachoric series for evaluating multivariate normal probabilities
- Permuiation tesis for k-sample binomial data with comparisons of exact and approximate P-levels
- Generation of random bivariate normal deviates and computation of related integrals
- Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions
- Evaluation of the normal distribution function
- Multiple comparisons with ‘best’ for multivariate normal populations
- Bootstrap selection procedures based on robust estimators
- Multivariate quadratic forms of random vectors
- A two-sample procedure for selecting the population with the largest mean from k normal populations
- Union-intersection rank tests for ordered alternatives in some simple linear models
- Probability inequalities for certain dependence structures
- The F-system distribution as an alternative to multivariate normality: An application in multivariatemodels with qualitative dependent variables
- Multiplicative correlations
- Comparison of treatments in a combination therapy trial
- Selecting the Normal Population with the Smallest Coefficient of Variation
- Isotonic M-estimation of location: Union-intersection principle and preliminary test versions
- Application of regularized Savitzky-Golay filters to identification of time-varying systems
- Rank-based comparisons of treatments with a control for repeated measures designs
- Multiple testing with close to equally correlated structure
- Sidak-type simultaneous prediction intervals for the mortality measures \(RSRR_ i\) about the corresponding \(S_ ePMR_ i\) for several competing risks of death in an epidemiologic study
- On selecting a subset which contains all populations better than a control
- Web ontology representation and reasoning via fragments of set theory
- A two-sample estimate of the largest mean
- A two-stage minimax procedure with screening for selecting the largest normal mean (ii): an improved pcs lower bound and associated tables
- Multivariate normal integrals and contingency tables with ordered categories
- A numerical method for accurately approximating multivariate normal probabilities
- Two-sided tests for change in level for correlated data
- Subset selection of superior populations when the number of populations is large
- Selecting the fairest ofK(≥2)M-sided dice
- Wave-length and amplitude for a stationary Gaussian process after a high maximum
- On joint probabilistic constraints with Gaussian coefficient matrix
- Some rank tests for one–sided many–one comparisons
- Selection from Poisson processes
- The Bivariate Normal Copula
- Using mathematical programming to compute singlular multivariate normal probablities
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