A table of percentage points of the distribution of the largest absolute value of k Student t variates and its applications

Abstract

SUMMARY A table of lOOγ% points of the maximum absolute value t of the k-variate Student t distribution with v degrees of freedom and common correlation p is given for various values of k, ν, p and γ. The application of these tables to problems dealing with the construction of simultaneous confidence and prediction intervals is briefly described.