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

共 50 条

[41] The Bivariate Generalized-K (KG) Distribution and its Application to Diversity Receivers
Bithas, Petros S.
Sagias, Nikos C.
Mathiopoulos, P. Takis
IEEE TRANSACTIONS ON COMMUNICATIONS, 2009, 57 (09) : 2655 - 2662
[42] A bivariate Frechet distribution and its application to the statistics of two successive surf parameters
Myrhaug, D.
Leira, B. I.
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART M-JOURNAL OF ENGINEERING FOR THE MARITIME ENVIRONMENT, 2011, 225 (M1) : 67 - 74
[43] Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy
Baharev, Ali
Schichl, Hermann
Rev, Endre
COMPUTATIONAL STATISTICS, 2017, 32 (02) : 763 - 779
[44] ESTIMATION OF PARAMETERS OF TRUNCATED BIVARIATE CORRELATED POISSON (BCP) DISTRIBUTION
AHMAD, M
OKAMOTO, M
BIOMETRICS, 1968, 24 (04) : 1027 - &
[45] THE BIVARIATE F-3- BETA DISTRIBUTION
Nadarajah, Saralees
COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY, 2006, 21 (02): : 363 - 374
[46] Bivariate Fisher-Snedecor F Distribution and its Applications in Wireless Communication Systems
Cheng, Weijun
Wang, Xiaoting
IEEE ACCESS, 2020, 8 : 146342 - 146360
[47] Computing the noncentral gamma distribution, its inverse and the noncentrality parameter
Cardoso de Oliveira, Izabela Regina
Ferreira, Daniel Furtado
COMPUTATIONAL STATISTICS, 2013, 28 (04) : 1663 - 1680
[48] Bivariate Rayleigh Distribution and its Properties
Akhter, Ahmad Saeed
Hirai, Abdul Samad
PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2007, 3 (01) : 35 - 38
[49] A Note on Asymptotic Joint Distribution of The Eigenvalues of A Noncentral Multivariate F Matrix
Z. D. BaiChina University of Science and Technologyand Center for Multivariate Analysis
数学研究与评论, 1988, (02) : 291 - 300
[50] NEW REPRESENTATIONS FOR THE DOUBLY NONCENTRAL F-DISTRIBUTION AND DERIVED DISTRIBUTIONS
CHOU, YM
ARTHUR, KH
ROSENSTEIN, RB
OWEN, DB
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (03) : 527 - 534

← 1 2 3 4 5 →