Exact distribution of product of generalizedF‐variates
作者:
M.C. Shah,
P.N. Rathie,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1974)
卷期:
Volume 2,
issue 1‐2
页码: 13-24
ISSN:0319-5724
年代: 1974
DOI:10.2307/3314970
出版商: Wiley‐Blackwell
关键词: Generalized F‐variables;exact distribution;computable representations;G and H‐functions;folded Student‐t and Cauchy variables
数据来源: WILEY
摘要:
AbstractIn this paper the exact distributions of products of independent generalized Snedecor'sF‐variables have been established inH‐function,G‐function, and in computable form. The exact distributions of products of independentF‐variables, folded Student‐tvariables, beta second kind and folded Cauchy variables have also been obtained as particular cases. One particular case is verified with the result available in the literature. Calculus of residues, properties of Meijer'sG‐function, Psi function,H‐function and Zeta function are used in deriving the results. Percentage points can be computed directly from the representation given in
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