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Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k

Author

Listed:
  • William C. Horrace

    (University of Arizona)

Abstract

This 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.

Suggested Citation

  • William C. Horrace, 2002. "Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k," Econometrics 0206007, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpem:0206007
    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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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0206/0206007.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, University Library of Munich, Germany.
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    Citations

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    Cited by:

    1. 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.
    2. William C. Horrace, 2002. "Selection Procedures for Order Statistics in Empirical Economic Studies," Econometrics 0206005, University Library of Munich, Germany.

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    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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