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

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概要

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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 moment properties. We also propose approximations and discuss evidence of their robustness based on the powerful Kolmogorov-Smirnov test. The work is motivated by real-life examples in quality and reliability engineering.

• 一般社団法人日本統計学会の論文

著者

• Gupta Arjun

  Bowling Green State Univ. Oh Usa

• Gupta Arjun

  Department of Mathematics and Statistics Bowling Green State University

• Nadarajah Saralees

  Department Of Statistics University Of Nebraska

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