Series representation of doubly noncentral t distribution by use of the mellin integral transform

被引：2
|
作者：
Nandi, SB
Choudhury, S
机构：
[1] Gauhati Univ, Pin 781014, Assam, India
[2] BH Coll, Pin 781316, Assam, India
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2002年 / 31卷 / 12期
关键词：
probability density function; cumulative distribution function; Cauchy's residue theorem; incomplete beta function;
D O I：
10.1081/STA-120017217
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Mellin integral transform is widely used to find the distributions of products and quotients of independent random variables defined over the positive domain. But it is hardly used to derive the distributions defined over both positive and negative values of the random variables. In this paper, the Mellin integral transform is applied to obtain the doubly noncentral t density and its distribution function in convergent series forms.
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页码：2139 / 2149
页数：11
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