A note on the exact computation of the Student t, Snedecor F and sample correlation coefficient distribution functions

被引：4

作者：

Barabesi, L ^{[1
]}

Greco, L ^{[1
]}

机构：

[1] Univ Siena, Dipartimento Metodi Quantitativi, I-53100 Siena, Italy

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2002年 / 51卷

关键词：

computation; computer algebra system; distribution function; sample correlation coefficient distribution; Snedecor F-distribution; Student t-distribution;

D O I：

10.1111/1467-9884.00302

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

By using the exact expression of the correlation coefficient distribution function under the alternative hypothesis in the case of a random sample from a normal population, the distribution functions of the Student t- and Snedecor F-distributions are provided in closed form. The distribution functions obtained are implemented as routines in the symbolic programming language Mathematica.

引用

页码：105 / 110

页数：6

共 11 条

[1]

Anderson T., 1984, INTRO MULTIVARIATE S

[2] The computation of the distribution of the sign test statistic for ranked-set sampling [J].