Multivariate generalization of the Gauss hypergeometric distribution

作者：Nagar Daya K^*; Bedoya Valencia Danilo; Nadarajah Saralees

来源：Hacettepe Journal of Mathematics and Statistics, 2015, 44(4): 933-948.

• Beta function
• Dirichlet function
• Gamma function
• Gauss hypergeometric function
• Liouville integral
• Multivariate
• Transformation

The Gauss hypergeometric distribution with the density proportional to x(alpha-1) (1 - x)(beta-1) (1 + xi x)(-gamma), 0 < x < 1 arises in connection with the prior distribution of the parameter rho(0 < rho < 1) representing traffic intensity in a M/M/1 queue system. In this article, we define and study a multivariate generalization of this distribution and derive some of its properties like marginal densities, joint moments, and factorizations. A data application is given.

• 出版日期2015-8