Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Probability Integral of the Inverted Dirichlet Distribution with Application

  • Kim, Kee-Young (Department of Statistics, Korea University, Seoul 132)
  • Published : 1984.06.01
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Abstract

A technique which has been used for the evaluation of certain kinds of multiple integrals, viz., the technique of imcomplete gamma function operators, is employed and extended to the case where the parameters and arguments are non-equal and non-integer for the probability integral of the inverted Dirichlet distribution. Several types of recurrence formulas have been developed for the tail probabilities and a subset selection procedure in ranking variances is discussed as an application.

Keywords

References

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  2. Annals of Eugenics v.11 The Joint Distribution of Variance Ratio Based on a Common Error Mean Square Finney, D.J.
  3. Biometrika v.49 On the Smallest of Several Correlated F Statistics Gupta, S.S.;Sobel, M.
  4. Biometrika v.49 On Selecting a Subset containing the Population with the Smallest Variance Gupta, S.S.;Sobel, M.
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