A trivariate F distribution of Markov dependent F distributed random variables
Yükleniyor...
Tarih
2012
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The trivariate F distribution comes out with the ratios of the chisquared random variables. In its classical form it has marginals on ?fixed denominator and arbitrary numerator degrees of freedom parameters. However it was reduced to have marginals on fixed (or arbitrary) numerator but arbitrary denominator degrees of freedom parameters in the literature. In this paper we introduce a new form which has marginals on both arbitrary numerator and denominator but in the case of Markov dependent random variables. We represent the distribution of those random variables and by means of the joint probability density function we study the bivariate, univariate and conditional distributions. Also some graphics and numerical results for the correlation between the random variables are given.
Açıklama
Anahtar Kelimeler
Multivariate F distribution, Markov dependency, Probability density function, Correlation coefficient, Çok değişkenli F dağılımı, Markov bağımlılığı, Olasılık yoğunluk fonksiyonu, Korelasyon katsayısı
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
13
Sayı
Künye
İşçioğlu, F., Bekçi, M. (2012). A trivariate F distribution of Markov dependent F distributed random variables. Selcuk Journal of Applied Mathematics, 13 (2), 11-24.
