Computation of the Generalized F Distribution | Zendy

Dunkl Charles F. | Zendy; Ramirez Donald E. | Zendy

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Computation of the Generalized F Distribution

Author(s) -

Dunkl Charles F.,

Ramirez Donald E.

Publication year - 2001

Publication title -

australian and new zealand journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.434

H-Index - 41

eISSN - 1467-842X

pISSN - 1369-1473

DOI - 10.1111/1467-842x.00152

Subject(s) - mathematics , generalization , noncentral chi squared distribution , f distribution , outlier , truncation (statistics) , distribution (mathematics) , computation , hypergeometric function , ratio distribution , variable (mathematics) , hypergeometric distribution , joint probability distribution , mean squared error , square (algebra) , statistics , mathematical analysis , probability distribution , asymptotic distribution , algorithm , geometry , estimator

Exact expressions for the cumulative distribution function of a random variable of the form ( α 1 X 1 + α 2 X 2 )/ Y are given whereX 1 , X 2 and Y are independent chi‐squared random variables. The expressions are applied to the detection of joint outliers and Hotelling's mis‐specified T 2 distribution.

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