mvtQuantile

fun mvtQuantile(level: Double, dof: Int, nDim: Int): Double

The quantile from a multi-variate t-distribution with common correlation of 0.5. This is table look up for values of Table B.3 from Bechhofer, Santner, and Goldsman (1995) "Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons"

Return

the quantile of the multi-variate t distribution or Double.NaN

Parameters

level

must be 0.90, 0.95, or 0.99

dof

the degrees of freedom, must be 1,60

nDim

the number of dimensions of the distribution, must be 1,10