By using the exact expression of the correlation coefficient distribution function under the alternative hypothesis in the case of a random sample from a normal population, the distribution functions of the Student t- and Snedecor F-distributions are provided in closed form. The distribution functions obtained are implemented as routines in the symbolic programming language Mathematica.
Barabesi, L., Greco, L. (2002). A note on the exact computation of the Student t, Snedecor F and sample correlation coefficient distribution functions. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 51(1), 105-110 [10.1111/1467-9884.00302].
A note on the exact computation of the Student t, Snedecor F and sample correlation coefficient distribution functions
Barabesi, Lucio;Greco, Luigi
2002-01-01
Abstract
By using the exact expression of the correlation coefficient distribution function under the alternative hypothesis in the case of a random sample from a normal population, the distribution functions of the Student t- and Snedecor F-distributions are provided in closed form. The distribution functions obtained are implemented as routines in the symbolic programming language Mathematica.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
https://hdl.handle.net/11365/17811
Attenzione
Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo