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Percentage Points of the Largest Among Student's T Random Variable

Author

Listed:
  • Nitis Mukhopadhyay

    (University of Connecticut)

  • Makoto Aoshima

    (University of Tsukuba)

Abstract

Let us consider k(≥ 2) independent random variables U1, . . . ,Uk where Ui is distributed as the Student's t random variable with a degree of freedom mi, i=1, . . . ,k. Here, m1, . . . ,mk are arbitrary positive integers. We denote m=(m1, . . . ,mk) and Uk:k=max {U1, . . . ,Uk}, the largest Student's t random variable. Having fixed 0

Suggested Citation

  • Nitis Mukhopadhyay & Makoto Aoshima, 2004. "Percentage Points of the Largest Among Student's T Random Variable," Methodology and Computing in Applied Probability, Springer, vol. 6(2), pages 161-179, June.
    • Handle: RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017711.83727.a5
    DOI: 10.1023/B:MCAP.0000017711.83727.a5
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    References listed on IDEAS

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    1. L. Kuo & N. Mukhopadhyay, 1990. "Multi-stage point and interval estimation of the largest mean ofK normal populations and the associated second-order properties," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 37(1), pages 291-300, December.
    2. N. Mukhopadhyay & S. Chattopadhyay & S. Sahu, 1993. "Further developments in estimation of the largest mean ofK normal populations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 40(1), pages 173-183, December.
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