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

DOI10.1016/S0378-3758(00)00208-1zbMath0971.62012MaRDI QIDQ5932162

Viktor Witkovský

Publication date: 4 October 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

confidence intervals; distribution; characteristic function; common mean; F distribution; linear combinations of t and F random variables

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62E15: Exact distribution theory in statistics

Related Items

Bounds and approximations for sums of dependent log-elliptical random variables, Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom, Unnamed Item

Uses Software

• Algorithm 644

Cites Work

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• On exact confidence intervals for the common mean of several normal populations
• The true characteristic function of the F distribution
• Exact Confidence Intervals for the Common Mean of Several Normal Populations
• Algorithm 707: CONHYP: a numerical evaluator of the confluent hypergeometric function for complex arguments of large magnitudes
• Algorithm 644
• Computing the distribution of quadratic forms in normal variables
• Note on the inversion theorem