首页   按字顺浏览 期刊浏览 卷期浏览 The Convolution of GeneralizedFDistributions
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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