A trivariate F distribution of Markov dependent F distributed random variables

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dc.contributor.authorİşçioğlu, Funda
dc.contributor.authorBekçi, Muhammet
dc.date.accessioned2018-05-16T10:52:01Z
dc.date.available2018-05-16T10:52:01Z
dc.date.issued2012
dc.description.abstractThe 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.en_US
dc.description.sponsorshipURL: http://sjam.selcuk.edu.tr/sjam/article/view/93en_US
dc.identifier.citationİşçioğlu, F., Bekçi, M. (2012). A trivariate F distribution of Markov dependent F distributed random variables. Selcuk Journal of Applied Mathematics, 13 (2), 11-24.en_US
dc.identifier.endpage24
dc.identifier.issn1302-7980en_US
dc.identifier.startpage11
dc.identifier.urihttps://hdl.handle.net/20.500.12395/10683
dc.identifier.volume13
dc.language.isoenen_US
dc.publisherSelcuk University Research Center of Applied Mathematicsen_US
dc.relation.ispartofSelcuk Journal of Applied Mathematicsen_US
dc.relation.publicationcategoryMakale - Kategori Belirleneceken_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.selcuk20240510_oaigen_US
dc.subjectMultivariate F distributionen_US
dc.subjectMarkov dependencyen_US
dc.subjectProbability density functionen_US
dc.subjectCorrelation coefficienten_US
dc.subjectÇok değişkenli F dağılımıen_US
dc.subjectMarkov bağımlılığıen_US
dc.subjectOlasılık yoğunluk fonksiyonuen_US
dc.subjectKorelasyon katsayısıen_US
dc.titleA trivariate F distribution of Markov dependent F distributed random variablesen_US
dc.typeArticleen_US

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