Nadarajah, Saralees; Kotz, Samuel The compound \(F\) distribution. (English) Zbl 1139.62007 Missouri J. Math. Sci. 19, No. 3, 200-212 (2007). Summary: The \(F\) distributions are becoming increasingly prominent in several applied areas. In this paper, a new generalization of the \(F\) distribution is introduced by compounding. It takes the form of the product of two \(F\) pdf’s. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Cited in 1 Document MSC: 62E10 Characterization and structure theory of statistical distributions 62E15 Exact distribution theory in statistics 62E20 Asymptotic distribution theory in statistics 33C90 Applications of hypergeometric functions Keywords:Rényi entropy × Cite Format Result Cite Review PDF