The computation of bivariate normal and t probabilities, with application to comparisons of three normal means
AbstractA novel method for the computation of the bivariate normal and t probability is presented. With suitable transformations, the probability over sets can be easily computed using exact one-dimensional numerical integration. An important application includes computing the exact critical points for the comparisons of three normal means for either the known or unknown variance problem. The critical points by one-dimensional integration can be computed using elementary numerical methods and are more accurate than those by the approximation methods and two-dimensional integration methods. The comparisons of reliability measurements from three populations are presented as an example of a known variance case.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 58 (2013)
Issue (Month): C ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/csda
Bivariate normal probability; Bivariate t probability; Multiple comparisons; Reliability;
You can help add them by filling out this form.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.