广义F分布的计算
Computation of the Generalized F Distribution
摘要：
精确的表达式给出的分布函数的比例的一个独立的卡方变量的加权和一个单一的卡方变量，适当缩放。该分布是经典F分布对卡方变量混合的推广。该分布是根据劳里塞拉函数。给出了用超几何函数表示的截断误差界。给出了联合异常值和Hotelling误定T^2分布的检测应用。
英文摘要：
Exact expressions are given for the distribution function of the ratio of a weighted sum of independent chi-squared variables to a single chi-square variable, scaled appropriately. This distribution is the generalization of the classical F distribution to mixtures of chi-squared variables. The distribution is given in terms of the Lauricella functions. The truncation error bounds are given in terms of hypergeometric functions. Applications to detecting joint outliers and Hotelling's misspecified T^2 distribution are given.
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