Computing percentage points of the largest among Student's t random variables

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… (More)
DOI: 10.1515/MCMA.2008.004

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