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Biometrika 1969 56(3):687-689; doi:10.1093/biomet/56.3.687
© 1969 by Biometrika Trust
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MISCELLANEA

Approximation to the generalized Behrens-Fisher distribution involving three variates

VENKUTAI PATIL

University of Bombay

An approximation to the distribution of a linear combination of independent Student's t random variables, the generalized Behrens-Fisher distribution, suggested previously for the two variate case is compared with the exact distribution for the three variate case and found satisfactory.


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