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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1995
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sg-smu-ink.soe_research-11402010-09-23T05:48:03Z Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution KWONG, Koon Shing 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. 1995-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/141 info:doi/10.1080/00949659508811627 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Economics |
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Asia |
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Singapore Singapore |
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English |
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Economics |
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Economics KWONG, Koon Shing Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| description |
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. |
| format |
text |
| author |
KWONG, Koon Shing |
| author_facet |
KWONG, Koon Shing |
| author_sort |
KWONG, Koon Shing |
| title |
Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| title_short |
Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| title_full |
Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| title_fullStr |
Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| title_full_unstemmed |
Evaluation of One-Sided Percentage Points of the Singular Multivariate Normal Distribution |
| title_sort |
evaluation of one-sided percentage points of the singular multivariate normal distribution |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1995 |
| url |
https://ink.library.smu.edu.sg/soe_research/141 |
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1770569033307914240 |