The Convolution of Generalized F Distributions
广义 F 分布的卷积
The generalized F variate is the ratio of two independent gamma variates, and its distribution includes as special cases such distributions as the inverted beta, Lomax, and Snedecor's F, Based on convolution, the distribution function of the sum of two independent generalized F variates is derived in terms of a Lauricella-Saran hyper-geometric function of three variables. The results are applied, with numerical examples given, to (a) a Bayesian analysis of the availability…