EXACT AND APPROXIMATE DISTRIBUTIONS FOR THE LINEAR COMBINATION OF INVERTED DIRICHLET COMPONENTS

Arjun K. Gupta; Saralees Nadarajah

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EXACT AND APPROXIMATE DISTRIBUTIONS FOR THE LINEAR COMBINATION OF INVERTED DIRICHLET COMPONENTS

机译：倒狄利克雷分量的线性组合的精确和近似分布

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It is well known that X + Y has the F distribution when X and Y follow the inverted Dirichlet distribution. In this paper, we derive the exact distribution of the general form αX + βY (involving the Gauss hypergeometric function) and the corresponding mom

机译：众所周知，当X和Y遵循反向Dirichlet分布时，X + Y具有F分布。在本文中，我们推导了一般形式αX+βY（涉及高斯超几何函数）的精确分布以及相应的妈妈

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来源
《Journal of the Japan Statistical Society》 |2006年第2期|p.225-236|共12页
作者
Arjun K. Gupta; Saralees Nadarajah;
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作者单位

Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, U.S.A;

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原文格式 PDF
正文语种 eng
中图分类统计学;
关键词
dirichlet distribution; gauss hypergeometric function; linear combinations of random variables;

机译：Dirichlet分布;高斯超几何函数;随机变量的线性组合;

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1. Exact and approximate distributions for the product of Dirichlet components [J] . Kotz Samuel, Nadarajah Saralees Kybernetika . 2004,第6期

机译：Dirichlet组件的乘积的精确和近似分布
2. A revisit of the distribution of linear combinations of Dirichlet components [J] . Kuo Kun-Lin, Jiang Thomas J. Communications in Statistics . 2018,第1a3期

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3. The stochastic linear combination of Dirichlet distributions [J] . Homei Hazhir Communications in Statistics . 2021,第10a12期

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4. Near-exact Distributions for Positive Linear Combinations of Independent Non-central Gamma Random Variables [C] . Filipe J. Marques, Carlos A. Coelho International Conference of Numerical Analysis and Applied Mathematics . 2016

机译：独立非中央伽马随机变量正线性组合的近乎精确分布
5. Nonlinear Dispersive Elastic Waves in Solids: Exact, Approximate, and Numerical Solutions [D] . Khajehtourian, Romik. 2017

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6. A comparison of approximate versus exact techniques for Bayesian parameter inference in nonlinear ordinary differential equation models [O] . Amani A. Alahmadi, Jennifer A. Flegg, Davis G. Cochrane, 2020

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7. EXACT AND APPROXIMATE DISTRIBUTIONS FOR THE LINEAR COMBINATION OF INVERTED DIRICHLET COMPONENTS [O] . Arjun K. Gupta, Saralees Nadarajah 2014

机译：反转Dirichlet组件线性组合的精确和近似分布
8. A New Approach to the Determination of Exact and Approximate One-Sided Prediction Intervals for Normal and Lognormal Distributions,with Tables. [R] . fertig,kenneth w. mann,nancy r. 1974

机译：用表确定正态分布和对数正态分布的精确和近似单边预测区间的新方法。

EXACT AND APPROXIMATE DISTRIBUTIONS FOR THE LINEAR COMBINATION OF INVERTED DIRICHLET COMPONENTS

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