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Biometrika 1982 69(3):681-682; doi:10.1093/biomet/69.3.681
© 1982 by Biometrika Trust
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MISCELLANEA

The finite distribution of t statistics based on two symmetric order statistics as a sum of orthant probabilities

PAUL S. HORN

Department of Statistics & Actuarial Science, University of Iowa Iowa City, Iowa, U.S.A.

A t statistic based on two symmetric order statistics is defined. When the underlying distribution of the data is Gaussian the distribution function of the t statistic is shown to equal a linear combination of orthant probabilities with a specific form for the covariance matrix.

Key Words: Orthant probability • Symmetric order statistic


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