computes the probability associated with the lower tail of the distribution of the Studentized range statistic.
The externally Studentized range,
, for a sample,
is defined as:
/math-5e763a17241410e3acfaf745ab613e29.png)
where
is an independent estimate of the standard error of the
's.
For a Studentized range statistic the probability integral,
, for
degrees of freedom and
groups, can be written as:
![P(q)=C\int_0^{+\infty }x^{\nu -1}e^{-\nu x^2/2}\{r\int_{-\infty }^{+\infty }\Phi (y)[\Phi (y)-\Phi (y-qx)]^{r-1}dy\}dx P(q)=C\int_0^{+\infty }x^{\nu -1}e^{-\nu x^2/2}\{r\int_{-\infty }^{+\infty }\Phi (y)[\Phi (y)-\Phi (y-qx)]^{r-1}dy\}dx](../images/Srangecdf_(function)/math-b42c9cf4efca69c15eb14bdd778345d0.png)
where
, /math-9eed5f2de0408bd62f90ebdb121dfb45.png)
(input, double)
/math-6bc6aea3fea25575d5f0c138e2cb9c79.png)
(input, double)
/math-83cf6266aad32ed623255773e92ed6dc.png)
(input,int)/math-e1eb9eb43fe77cc3c7359b40e94949a7.png)
(output, double)