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Studentized Distribution


Add distribution for Studentized range. Here is a starting point:

Algorithm AS 190: Probabilities and Upper Quantiles for the Studentized Range
R. E. Lund and J. R. Lund
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 32, No. 2 (1983), pp. 204-210

The availability of this distribution would make it possibible to do Tukey's test.

It looks like the distribution isn't so simple, though, with a CDF being defined by a double integral.