Accession Number:

ADA070025

Title:

On Sums of Gamma Order Statistics with Application to the Distribution of R2 in Best Subset Multiple Regression.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1978-09-01

Pagination or Media Count:

17.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE