Computing percentage points of the largest among Student's t random variables
نویسنده
چکیده
An approach is proposed for computing the percentile points of the maximum of k independent Student’s t random variables. A simple program in R (a freely downloadable statistical software) is presented and its performance compared with other known approaches. Similar programs are presented for computing the percentile points of the componentwise maximum of k-variate t and k-variate normal vectors. The time efficiency of the programs is discussed.
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ورودعنوان ژورنال:
- Monte Carlo Meth. and Appl.
دوره 14 شماره
صفحات -
تاریخ انتشار 2008