Multivariate generalization of the Gauss hypergeometric distribution

Yıl 2015, Cilt: 44 Sayı: 4, 933 - 948, 01.08.2015

Daya K. Nagar Danilo Bedoya-valencia Saralees Nadarajah

Öz

The Gauss hypergeometric distribution with the density proportional
to xα−1 (1 − x)β−1 (1 + ξx)−γ, 0 < x < 1 arises in connection with the
prior distribution of the parameter ρ (0 < ρ < 1) representing traffic
intensity in a M/M/1 queue system. In this article, we define and study
a multivariate generalization of this distribution and derive some of its
properties like marginal densities, joint moments, and factorizations. A
data application is given. 

Anahtar Kelimeler

beta function, dirichlet function, gamma function, gauss hypergeometric function, Liouville integral, Multivariate, transformation

Kaynakça

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