- #1

saaagar10

- 1

- 0

I needed a help,

- what will be the distribution of sum of n F distributed random variables?
- what will be the distribution of sum of n non-central F distributed random variables?

Thanks in advance!

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- Thread starter saaagar10
- Start date

- #1

saaagar10

- 1

- 0

I needed a help,

- what will be the distribution of sum of n F distributed random variables?
- what will be the distribution of sum of n non-central F distributed random variables?

Thanks in advance!

- #2

SW VandeCarr

- 2,175

- 80

I needed a help,

Great if u can suggest some references too!

- what will be the distribution of sum of n F distributed random variables?
- what will be the distribution of sum of n non-central F distributed random variables?

Thanks in advance!

Are you asking for the joint distribution of the CDFs of a set of F distributions?:

[tex] F_{m_i,n_i}=\frac{\chi_{m_i}^2/m_i}{\chi_{n_i}^2/n_i}[/tex].

For m and n degrees of freedom.

First you would need to specify some [tex] x_i[/tex] for the integral of each CDF and then use the characteristic functions to obtain the joint distribution function.

http://mathworld.wolfram.com/F-Distribution.html

This may also help:

http://books.google.com/books?id=vt...e&q=Multivariate Joint F distribution&f=false

see d) p 104

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