The Correlated Bivariate NoncentralFDistribution and Its Application

DOI10.1080/03610918.2014.999085zbMath1349.62182MaRDI QIDQ2828763

Rossita M. Yunus, Shahjahan Khan, Budi Pratikno, Adriana Irawati Nur Ibrahim

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.999085

zbMATH Keywords

power functionnoncentrality parameterbivariate noncentral chi-square distributioncompounding distributioncorrelated bivariate noncentral \(F\) distributionpre-test test

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60E05: Probability distributions: general theory

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Cites Work

• A bivariate \(F\) distribution with marginals on arbitrary numerator and denominator degrees of freedom, and related bivariate beta and \(t\) distributions
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• Mathematical Statistics