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October 2007 The Compound $F$ Distribution
Saralees Nadarajah, Samuel Kotz
Missouri J. Math. Sci. 19(3): 200-212 (October 2007). DOI: 10.35834/mjms/1316032978

Abstract

The $F$ distributions are becoming increasingly prominent in several applied areas. In this paper, a new generalization of the $F$ distribution is introduced by compounding. It takes the form of the product of two $F$ pdf's. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix.

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Saralees Nadarajah. Samuel Kotz. "The Compound $F$ Distribution." Missouri J. Math. Sci. 19 (3) 200 - 212, October 2007. https://doi.org/10.35834/mjms/1316032978

Information

Published: October 2007
First available in Project Euclid: 14 September 2011

zbMATH: 1139.62007
Digital Object Identifier: 10.35834/mjms/1316032978

Subjects:
Primary: 33C90
Secondary: 62E99

Rights: Copyright © 2007 Central Missouri State University, Department of Mathematics and Computer Science

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Vol.19 • No. 3 • October 2007
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