Computation of the Generalized F Distribution
نویسندگان
چکیده
Exact expressions for the distribution function of a random variable of the form ((α1χ 2 m1 + α2χ 2 m2 )/|m|)/(χ ν /ν) are given where the chi-square distributions are independent with degrees of freedom m1,m2, and ν respectively. Applications to detecting joint outliers and Hotelling’s misspecified T 2 distribution are given.
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