- Hacettepe Journal of Mathematics and Statistics
- Vol: 44 Issue: 4
- Multivariate generalization of the Gauss hypergeometric distribution
Multivariate generalization of the Gauss hypergeometric distribution
Authors : Daya K. Nagar, Danilo Bedoya-valencia, Saralees Nadarajah
Pages : 933-948
View : 11 | Download : 4
Publication Date : 2015-08-01
Article Type : Research
Abstract :The Gauss hypergeometric distribution with the density proportional to x α − 1 (1 − x ) β − 1 (1 + ξx ) − γ , 0 < x < 1 arises in connection with the prior distribution of the parameter ρ (0 < ρ < 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.Keywords : beta function, dirichlet function, gamma function, gauss hypergeometric function, Liouville integral, Multivariate, transformation