Numerical computation of multivariatet-probabilities with application to power calculation of multiple contrasts
- 1 July 1999
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 63 (4) , 103-117
- https://doi.org/10.1080/00949659908811962
Abstract
A new method to calculate the multivariate t-distribution is introduced. We provide a series of substitutions, which transform the starting q-variate integral into one over the (q—1)-dimensional hypercube. In this situation standard numerical integration methods can be applied. Three algorithms are discussed in detail. As an application we derive an expression to calculate the power of multiple contrast tests assuming normally distributed data.Keywords
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