Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution

This paper presents a new theorem, as a substitute for existing results which are shown to have some errors, for evaluating the exact one-sided percentage points of the multivariate normal distribution with a singular negative product correlation structure. By extending the result from the multivari...

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Bibliographic Details
Main Author: KWONG, Koon Shing
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1995
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/141
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Institution: Singapore Management University
Language: English
Description
Summary:This paper presents a new theorem, as a substitute for existing results which are shown to have some errors, for evaluating the exact one-sided percentage points of the multivariate normal distribution with a singular negative product correlation structure. By extending the result from the multivariate normal distribution to the multivariate t-distribution with corresponding singular correlation structure, we tabulate the one-sided critical points for the Analysis of Means procedure.