Studentized Range Distribution PDF Calculator

Studentized Range Distribution PDF Calculator

This calculator computes the PDF of the Studentized Range distribution used in multiple comparisons (e.g., Tukey’s HSD test).

The PDF is given by: $$ f(q; r, v)=\frac{2\,\Gamma\Bigl(\frac{v+1}{2}\Bigr)}{\sqrt{\pi}\,\Gamma\Bigl(\frac{v}{2}\Bigr)}\,r\,q^{v-1}\int_{0}^{\infty}t^{v}e^{-t^2}\Bigl[\Phi\Bigl(\frac{q}{2}+\frac{t}{\sqrt{2}}\Bigr)-\Phi\Bigl(\frac{t}{\sqrt{2}}-\frac{q}{2}\Bigr)\Bigr]^{r-2}dt. $$

* Enter \( q \) (q ≥ 0), number of groups \( r \) (integer ≥ 2), and degrees of freedom \( v \) (v > 0).

Step 1: Enter Parameters

e.g., 3

e.g., 4

e.g., 20

How It Works

The Studentized Range distribution is used to determine the probability that the maximum difference among a set of means exceeds a given value.

Its PDF is expressed as: $$ f(q; r, v)=\frac{2\,\Gamma\Bigl(\frac{v+1}{2}\Bigr)}{\sqrt{\pi}\,\Gamma\Bigl(\frac{v}{2}\Bigr)}\,r\,q^{v-1} \int_{0}^{\infty}t^{v}e^{-t^2}\Bigl[\Phi\Bigl(\frac{q}{2}+\frac{t}{\sqrt{2}}\Bigr)-\Phi\Bigl(\frac{t}{\sqrt{2}}-\frac{q}{2}\Bigr)\Bigr]^{r-2}dt. $$

The calculator uses Simpson’s rule to numerically approximate the integral.

Note: Adjust inputs as needed. \( q \ge 0 \), \( r \ge 2 \), and \( v > 0 \).

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