Generalized F Distributions with Random Non-Centrality Parameters: Convolution of Gamma and Beta Variables

Nunes, Célia; Ferreira, Dário; Ferreira, Sandra S.; Mexia, João T.

http://hdl.handle.net/10400.6/9142

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Abstract(s)

We show how to obtain an explicit expression for non-central generalized F distribution with random non-centrality parameters by considering the case when these parameters are the convolution of independent Gamma and Beta variables.

Keywords

Generalized F distributions Random non-centrality parameters Convolution of Gamma and Beta distributions

URI

http://hdl.handle.net/10400.6/9142

Citation

Nunes, C; Ferreira, D; Ferreira, Sandra S. and Mexia, J. T. (2012). Generalized F Distributions with Random Non-Centrality Parameters: Convolution of Gamma and Beta Variables. Far East Journal of Mathematical Sciences Volume 62, Issue 1, pages 1-14.