Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k

William Horrace

Econometrics from University Library of Munich, Germany

Abstract: This paper gives tabulations of the upper percentage points of the maximum absolute value of the k variate normal distribution with common correlation for values of k as high as 500. The tables are useful for performing multiple comparisons procedures in experiments with large numbers of treatments.

Keywords: Multivariate normal distribution; multiple comparisons; simultaneous confidence intervals (search for similar items in EconPapers)
JEL-codes: C12 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2002-06-20
New Economics Papers: this item is included in nep-ecm
Note: Type of Document - Acrobat PDF; prepared on IBM PC; to print on HP; pages: 9; figures: Included. Tables of a multivariate normal distibution
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0206007

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