Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components
Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components
It is well known that X + Y has the F distribution when X and Y follow the inverted Dirichlet distribution. In this paper, we derive the exact distribution of the general form αX + βY (involving the Gauss hypergeometric function) and the corresponding moment properties. We also propose approximations …