Document Type
Report
Source Publication Title
Technical Report 144
Abstract
The generalized-F variate is the ratio of two independent gamma variates, and its distribution includes as special cases such distributions as the inverted beta, Lomax, and Snedecor's-F. Based on convolution, the distribution function of the sum of two independent generalized-F variates is derived in terms of a Lauricella-Saran hypergeometric 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.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
1-1-1981
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Dyer, Danny D., "The Convolution of Generialized-F Distributions" (1981). Mathematics Technical Papers. 85.
https://mavmatrix.uta.edu/math_technicalpapers/85