Evaluation of the one-sided percentage points of the singular multivariate normal distribution

Abstract

This paper presents a new theorem, as a substitute for existing results which are shown to have some errors, for evaluating the exact one-sided percentage points of the multivariate normal distribution with a singular negative product correlation structure. By extending the result from the multivariate normal distribution to the multivariate t-distribution with corresponding singular correlation structure, we tabulate the one-sided critical points for the Analysis of Means procedure.

Keywords:

• Analysis of Means
• Critical values
• Equi-correlated
• Graphical procedure
• Negative product correlation