Studentized range distribution
Probability density function |
Cumulative distribution function |
Parameters |
k > 1, the number of groups > 0, the degrees of freedom |
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Support |
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PDF |
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CDF |
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In probability and statistics, studentized range distribution is the continuous probability distribution of the studentized range of an i.i.d. sample from a normally distributed population.
Suppose that we take a sample of size n from each of k populations with the same normal distribution N(μ, σ2) and suppose that is the smallest of these sample means and is the largest of these sample means, and suppose s² is the pooled sample variance from these samples. Then the following statistic has a Studentized range distribution.