A note of the convolution of a generalised F-distribution

Harold Exton

Statistics & Probability Letters, 1991, vol. 12, issue 4, 315-316

Abstract: The distribution function of the sum of two independent generalised F variates has been obtained by Dyer (1982) in terms of a triple hypergeometric function. In this note, this function is reduced to a well-known hypergeometric function of two variables. This offers distinct advantages, in particular with regard to numerical implementation.

Keywords: Generalized; F-distribution (search for similar items in EconPapers)
Date: 1991
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