Tables of percentage points of the distribution of the maximum absolute value of equally correlated normal random variables
Title:
Tables of percentage points of the distribution of the maximum absolute value of equally correlated normal random variables
Author:
odeh, Robert E.
Appeared in:
Communications in statistics
Paging:
Volume 11 (1982) nr. 1 pages 65-87
Year:
1982
Contents:
Let X1,…,X2,…,XN be multinomial with zero means, unitvariances, and equal correlations ρ>0. For i=l,…,N let Yi =|Xi| and let Y(1) &…&Y(N) denote the ordered Y's. Denote by FN(y;ρ) the probability that YN&y. In this paper tables of upper 100a percentage points of the distribution of YN are given. Values of ya=y(a,N,p)are given which satisfy FN(ya;ρ)=l-α for a=0.25, 0.10, 0.05, 0.025, 0.01, 0.005, 0.001; N=2(1)40(2)50; and p=0.100, 0.125, 0.200, 0.250, 0.300, 1/3, 0.375, 0.400, 0.500, 0.600, 0.625, 2/3, 0.700, 0.750, 0.800, 0.875, 0.900,1/(1+√N).
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