摘要翻译:
利用初等复变函数在p立方体Cp=(-pi,pi]X…X(-pi,pi]上的积分,给出了非中心p-变量gamma分布卷积分布函数的三类积分表示,特别是得到了X中n个独立正态分布列向量的广义二次型xax′的对角元素的联合分布,对单个p-变量gamma分布函数(p-1)-Cp-1上的变量积分,其数值上优于由Fourier或laplace反演公式得到的积分。
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英文标题:
《Integral representations for convolutions of non-central multivariate
gamma distributions》
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作者:
Thomas Royen
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
Three types of integral representations for the cumulative distribution functions of convolutions of non-central p-variate gamma distributions are given by integration of elementary complex functions over the p-cube Cp = (-pi,pi]x...x(-pi,pi]. In particular, the joint distribution of the diagonal elements of a generalized quadratic form XAX' with n independent normally distributed column vectors in X is obtained. For a single p-variate gamma distribution function (p-1)-variate integrals over Cp-1 are derived. The integrals are numerically more favourable than integrals obtained from the Fourier or laplace inversion formula.
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PDF链接:
https://arxiv.org/pdf/704.0539