On Sums of Gamma Order Statistics with Application to the Distribution of R2 in Best Subset Multiple Regression.
CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
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This paper concerns the distribution of the sum of k largest observations in a sample of m observations from a gamma distribution with n degrees of freedom. The density and cdf of the distribution are given as a sum of gamma density functions. If n is integer valued then the sum consists of a finite number terms. The distribution of the sum arises in a problem of selecting variables in a multiple regression analysis. Author
- Statistics and Probability