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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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