The Correlated Bivariate Noncentral F Distribution and Its Application

被引：6

作者：

Khan, Shahjahan ^{[1
]}

Pratikno, Budi ^{[2
]}

Ibrahim, Adriana I. N. ^{[3
]}

Yunus, Rossita M. ^{[3
]}

机构：

[1] Univ Southern Queensland, Sch Agr Computat & Environm Sci, Int Ctr Appl Climate Sci, Toowoomba, Qld, Australia

[2] Jenderal Soedirman Univ UNSOED, Dept Math & Nat Sci, Jawa Tengah, Indonesia

[3] Univ Malaya, Inst Math Sci, Fac Sci, Kuala Lumpur 50603, Malaysia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2016年 / 45卷 / 10期

关键词：

Bivariate noncentral chi-square distribution; Compounding distribution; Correlated bivariate noncentral F distribution; Noncentrality parameter; Power function; Pre-test test; Primary; 62H10; Secondary; 60E05; TESTS; REGRESSION;

D O I：

10.1080/03610918.2014.999085

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：

This article proposes the singly and doubly correlated bivariate noncentral F (BNCF) distributions. The probability density function (pdf) and the cumulative distribution function (cdf) of the distributions are derived for arbitrary values of the parameters. The pdf and cdf of the distributions for different arbitrary values of the parameters are computed, and their graphs are plotted by writing and implementing new R codes. An application of the correlated BNCF distribution is illustrated in the computations of the power function of the pre-test test for the multivariate simple regression model (MSRM).

引用

页码：3491 / 3507

页数：17

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