On the computation of the noncentralFand noncentral beta distribution
✍ Scribed by Ali Baharev; Sándor Kemény
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 282 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0960-3174
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Based on the recasting techniques of Rust and Voit (1990, J. Amer. Statist. Assoc. 85, 572-578), an S-system form of the noncentral beta distribution is extended from that of the noncentral F distribution and the other one is newly derived. The computing methods of this distribution have received mu
In this paper the exact distribution of the product of two noncentral beta variates is derived using Mellin integral transform. The density function of the product is represented as a mixture of Beta distributions and the distribution function as a mixture of Incomplete Beta Functions. ' r 2 ( 2 i -