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

Nitis Mukhopadhyay () and Makoto Aoshima ()
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Nitis Mukhopadhyay: University of Connecticut
Makoto Aoshima: University of Tsukuba

Methodology and Computing in Applied Probability, 2004, vol. 6, issue 2, 161-179

Abstract: 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

Keywords: largest t value; percentage point; Cornish–Fisher expansion; approximation; applications (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1023/B:MCAP.0000017711.83727.a5

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