Application of the Finite Form Representations of Meijer G and Fox H Functions to the Distribution of Several Likelihood Ratio Test Statistics

Autor: Carlos A. Coelho, Barry C. Arnold
Rok vydání: 2019
Předmět:
Zdroj: Finite Form Representations for Meijer G and Fox H Functions ISBN: 9783030287894
DOI: 10.1007/978-3-030-28790-0_5
Popis: In this chapter the authors present a number of l.r.t. statistics used in Multivariate Analysis, both for real and complex random variables, whose exact distributions are particular cases of the products of independent Beta r.v.’s in Theorems 3.1– 3.3 in Chap. 3, and whose p.d.f.’s and c.d.f.’s have thus their expressions given by Corollaries 4.1– 4.5 in the previous chapter.
Databáze: OpenAIRE