Abstract
In this paper the doubly noncentral beta and F distributions are represented alternatively by using the results on the product of two hypergeometric functions. Their moments and the cumulative distribution functions are also given in terms of hypergeometric functions, which can be easily calculated by the Mathematica package.
Similar content being viewed by others
References
Chaundy TW(1943): An extension of hypergeometric functions. Quarter J. Math., Oxford ser. 14, 55–78.
Erdéyi A, Magnu W, Oberhettinger F and Tricomi GO(1953): Higher Transcendental functions. Vol. I, McGraw Hill, New York.
Fisher RA(1928): The general sampling distribution of the multiple correlation coefficient. Proc. Roy. Soc. 121 A, 654–673.
Ghosh MN and Sharma D(1963): Power of Tukey's test for nonadditivity. J. Roy. Statist. Soc. 25 B, 213–219.
Johnson NL, Kotz S and Balakrishnan N(1995): Continuous univariate distributions 2. John Wiley and Sons, New York.
Muirhead RJ(1982): Aspects of multivariate statistical theory. John Wiley and Sons, New York.
Rainville ED(1960): Special functions. Chelsea publishing Co., New York.
Scheffé H(1959): The Analysis of variance. John Wiley and Sons, New York.
Tang PC(1938): The power functions of the analysis of variance tests with tables and illustrations of their use. Statist. Res. Mem. 2, 126–157.
Pe T(1975): Analysis of functional relationships: Old and new models. Ph. D. Thesis, University of Melbourne, Australia.
Pe T(1982): Exact non-null distribution of a test of correlation in the context of functional relationship models. Preprint no. 2/82 Mathematical publications, University of Kassel, Germany.
Weibull M(1953): The distributions of t and F-statistics and the correlation and regression coefficients in stratified samples from normal populations with different means. Skand. Aktuar. 36, 9–106.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Pe, T., Drygas, H. An alternative representation of noncentral beta and F distributions. Statistical Papers 47, 311–318 (2006). https://doi.org/10.1007/s00362-005-0290-7
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/s00362-005-0290-7