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Percentage points of a quadratic form in Student t variates

THOMAS A. BISHOP, EDWARD J. DUDEWICZ, JUNE M. MURITZ, MICHAEL A. STEPHENS

Biometrika · 1978 · Volume 65 · Issue 2

DOI: 10.1093/biomet/65.2.435

Abstract

Various statistical procedures recently developed, e.g. for heteroscedastic analysis of variance, require percentage points of quadratic forms in Student t variates. No theory, such as exists for forms in normal variates, is available for these forms. This paper describes and compares four methods of approximating the requisite percentage points

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