© 1973 by Biometrika Trust
MISCELLANEA |
A multivariate t probability integral
University of Illinois, Urbana, and University of Kent
The multivariate t probability of a special set Ar(c), defined in
1, is of interest in problems of confidence bounding and of testing multivariate hypotheses. This probability is derived analytically in terms of F distribution probabilities. Tables for use with up to five-variate t distributions are provided.
Key Words: Multivariate t distribution Statistical tables Multiple comparison Interval estimation Multivariate hypothesis testing Geometric probability