Showing a limited preview of this publication:
Abstract
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.
Keywords.: Student's t distribution; multivariate normal distribution; multivariate t distribution; R
Received: 2007-06-07
Revised: 2008-03-04
Published Online: 2008-05-26
Published in Print: 2008-May
© de Gruyter 2008
