On the distribution of the studentized maximum of equally correlated normal random variables

Abstract

Let X1,…X,k have a joint k-variate normal distribution with zero means, common unknown varianceσ2and known correla- tion matrix (ρij) where ρi j = ρ for all i ≠ j. Let s2 be distributed independently of the X1 such that vs2/σ2 has a chisquared distribution with v degrees of freedom. New tables with wider coverage and more accuracy than the previously published ones are given for the percentage points of . Some basic theoretical results are given in Section.