NSM3 (version 1.11)

cRangeNor: Quantile function for the range of k independent N(0,1) random variables.

Description

Uses the integrate function based on the method proposed in Harter (1960).

Usage

cRangeNor(alpha,k)

Arguments

alpha

A numeric value between 0 and 1.

k

Number of independent Normal random variables.

Value

Returns the upper tail cutoff at or immediately below the user-specified alpha.

References

Harter, H. Leon. "Tables of range and studentized range." The Annals of Mathematical Statistics (1960): 1122-1147.

Examples

# NOT RUN {
##Hollander-Wolfe-Chicken Example 7.3 Rounding First Base
cRangeNor(.01, 3)

##Hollander-Wolfe-Chicken Example 7.7 Chemical Toxicity
cRangeNor(.05, 7)
# }