APPLICATIONS OF THE NON-CENTRAL t-DISTRIBUTION

Cited in

(47)

Some estimates of reliability using interference theory
Revisiting noncentrality-based confidence intervals, error probabilities and estimation-based effect sizes
Principal components on coefficient of variation matrices
Dodge-Romig AOQL single sampling plans for inspection by variables
A higher order approximation to a percentage point of the distribution of a noncentral t-statistic without the normality assumption
Modified normal-based approximation to the percentiles of linear combination of independent random variables with applications
Repeated testing for outliers
Combining independent tests for a common parameter of several continuous distributions: a new test and power comparisons
Inference methods for multivariate coefficient of variation: a novel NPC-based approach
Tolerance limits of a normal distribution
Standard error of inverse prediction for dose-response relationship: approximate and exact statistical inference
A simple approximation for the doubly noncentral t-distribution
Benchmark dose calculation from epidemiological data
Let continuous outcome variables remain continuous
Some additional remarks on statistical properties of Cohen's d in the presence of covariates
Economic screening procedures using a correlated variable with multidecision alternatives
Markov chain Monte Carlo methods for estimating surgery duration
Corrections to effect size variances for continuous outcomes of crossover clinical trials
Exact calculation of the dodge-romig LTPD single sampling plans for inspection by variables
Statistical tests for fuzzy data
The reliability of a point biserial coefficient of correlations
scientific article; zbMATH DE number 3178124 (Why is no real title available?)
Sampling control according to a quantitative attribute
scientific article; zbMATH DE number 3165032 (Why is no real title available?)
scientific article; zbMATH DE number 3787757 (Why is no real title available?)
A synthetic control chart for the coefficient of variation
A two sample test of equality of coefficients of variation or relative errors
Improved tests for the equality of normal coefficients of variation
Inconsistencies with formulas for the standard error of the standardized mean difference of repeated measures experiments
Acceptance sampling by variables when the remainder of rejected lots is inspected
Model robust confidence intervals
Coefficients for the determination of one-sided tolerance limits of normal distribution
Monitoring Field Variability Using Confidence Interval for Coefficient of Variation
Economic screening procedures based on correlated variables
Sample size choice for reliability verification in strength‐stress models
Identifying the computational problem in applied statistics
Symmetrizing and variance stabilizing transformations of sample coefficient of variation from inverse Gaussian distribution
Use of Rényi's divergence to test for the equality of the coefficients of variation
Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
A conversation with Norman L. Johnson
Classical limits for the coefficient of variation for the normal distribution
Refined normal approximations for the Student distribution
Estimation and testing of a common coefficient of variation from inverse Gaussian distributions
Characterization of the distribution of \(p\)-values of parametric tests in normal populations
On a Comparison of the Efficacy of Various Approximations of the Critical Values for Tests on the Process Capability Indices CPL, CPU, and C_pk
Dodge-roming AOQL plans for inspection by variables from numerical point of view
A new confidence interval for the ratio of two normal means and comparisons

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