Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k
AbstractThis paper gives tabulations of the upper percentage points of the maximum absolute value of the k variate normal distribution with common correlation for values of k as high as 500. The tables are useful for performing multiple comparisons procedures in experiments with large numbers of treatments.
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Bibliographic InfoPaper provided by EconWPA in its series Econometrics with number 0206007.
Length: 9 pages
Date of creation: 20 Jun 2002
Date of revision:
Note: Type of Document - Acrobat PDF; prepared on IBM PC; to print on HP; pages: 9; figures: Included. Tables of a multivariate normal distibution
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Multivariate normal distribution; multiple comparisons; simultaneous confidence intervals;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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- William C. Horrace & Peter Schmidt, 2000. "Multiple comparisons with the best, with economic applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-26.
- William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, EconWPA.
- Yangseon Kim & Peter Schmidt, 1998.
"Marginal Comparisons with the Best ant the Efficiency Measurment Problem,"
0703, University of Crete, Department of Economics, revised 00 Dec 2006.
- Kim, Yangseon & Schmidt, Peter, 2008. "Marginal Comparisons With the Best and the Efficiency Measurement Problem," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 253-260, April.
- William C. Horrace, 2002. "Selection Procedures for Order Statistics in Empirical Economic Studies," Econometrics 0206005, EconWPA.
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