[SciPy-user] Studentized range distribution?

Andy Buckley andy at insectnation.org
Wed Oct 18 07:04:33 CDT 2006


Hi,

I'm afraid this may be only a tenuously SciPy questions, so apologies. That 
said, it is a stats method that I'm trying to apply using SciPy, so I'd be very 
grateful if someone could help :)

Here goes: I need to compute some statistics from a Studentized range 
distribution in SciPy, but it doesn't seem to be one of the implemented 
distributions according to 
http://www.scipy.org/doc/api_docs/scipy.stats.distributions.html.

I've tried searching the Web for a closed form definition of the PDF, CDF etc., 
but all I find is tables like this:
http://cse.niaes.affrc.go.jp/miwa/probcalc/s-range/srng_tbl.html
(It's a generalised t distribution for k sets of means and df degrees of 
freedom, so equal to stats.distributions.t for k = 2)

So, does anyone here happen to a) know a closed form representation of the SRD 
b) know how to implement it as a distribution in SciPy? :) Specifically, I'll 
need the percent point function: I don't know if that's calculated by 
numerically inverting the CDF or if there's a closed form expression for it.

Thanks!
Andy


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