Timeline for Simulate CDF of sum of i.i.d. F distributions
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
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| Nov 18, 2017 at 22:42 | vote | accept | CQNKZX | ||
| Nov 18, 2017 at 7:05 | comment | added | Xi'an | @whuber: do you mean there is a density for the $F$ distribution or for the sum? An eleven dimension convolution seems daunting. | |
| Nov 16, 2017 at 22:57 | comment | added | whuber♦ | Then you do know the density and there is a simple closed formula for it: please visit the link I gave you. | |
| Nov 16, 2017 at 22:53 | comment | added | CQNKZX | $X_i = \frac{U_1/d_1}{U_2/d_2}$, where $U_1$ and $U_2$ are independent Chi-Square distributions with degree of freedom $d_1$and$d_2$ respectively. | |
| Nov 16, 2017 at 22:14 | comment | added | whuber♦ | Could you clarify what an "F-distribution" is? Are you referring to the central F distribution or just to some generic distribution? (Your remark about not knowing the density of $Y$ suggests the latter.) | |
| Nov 16, 2017 at 21:26 | history | edited | Xi'an |
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| Nov 16, 2017 at 21:26 | answer | added | Xi'an | timeline score: 2 | |
| Nov 16, 2017 at 21:12 | review | First posts | |||
| Nov 16, 2017 at 22:03 | |||||
| Nov 16, 2017 at 21:11 | history | asked | CQNKZX | CC BY-SA 3.0 |