Multivariate Generalization of the Confluent Hypergeometric Function Kind 1 Distribution

The confluent hypergeometric function kind 1 distribution with the probability density function (pdf) proportional to x_−1F11(α;β;−x),  x>0 occurs as the distribution of the ratio of independent gamma and beta variables. In this article, a multivariate generalization of this distribution is defin...

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Bibliographic Details
Main Authors: Daya K. Nagar, Fabio Humberto Sepúlveda-Murillo
Format: Article
Language:English
Published: Wiley 2008-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2008/152808
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Summary:The confluent hypergeometric function kind 1 distribution with the probability density function (pdf) proportional to x_−1F11(α;β;−x),  x>0 occurs as the distribution of the ratio of independent gamma and beta variables. In this article, a multivariate generalization of this distribution is defined and derived. Several pertinent properties of this multivariate distribution are discussed that shed some light on the nature of the distribution.
ISSN:0161-1712
1687-0425