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| Titel: |
Computation of probabilities from Jensen's bivariate F distribution |
| Auteur: |
McAllister, Paul R. Lee, Ru-Ying Holland, Burt S. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 10 (1981) nr. 3 pagina's 249-263 |
| Jaar: |
1981 |
| Inhoud: |
Procedures a r e given for efficient computation of joint probabilities from Jensen's Bivariate F Distribution. This distribution arises in many applications; in particular , it is the joint distribution of the F statistics corresponding to adjusted row (R(rowslcolumns, mean)) and adjusted column (R(columnsjrows, mean)) for two-way ANOVA without interaction. Previous work has been limited to the specialcase with equal numerator degrees of freedom and equal canonical correlations in the underlying multinormal distribution. Also shown is a method for obtaining percentage points when the marginal F statistics are identically distributed. The speed of convergence of Jensen's series is empirically investigated and exact joint probabilities are compared with inequality approximations for a wide range of distribution parameters. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 1 van 7 gevonden artikelen
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