The Convolution of GeneralizedFDistributions
作者:
Danny Dyer,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1982)
卷期:
Volume 77,
issue 377
页码: 184-189
ISSN:0162-1459
年代: 1982
DOI:10.1080/01621459.1982.10477784
出版商: Taylor & Francis Group
关键词: GeneralizedFdistribution;Hypergeometric functions of several variables;Series system availability;Bayesian inference;Test on multinormal mean vector;Intraclass correlation pattern
数据来源: Taylor
摘要:
The generalizedFvariate is the ratio of two independent gamma variates, and its distribution includes as special cases such distributions as the inverted beta, Lomax, and Snedecor'sF, Based on convolution, the distribution function of the sum of two independent generalizedFvariates is derived in terms of a Lauricella-Saran hyper-geometric function of three variables. The results are applied, with numerical examples given, to (a) a Bayesian analysis of the availability of a two-component series system and (b) a test of hypothesis on the multinormal mean vector whenever the covariance matrix has the intraclass correlation pattern.
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