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Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components
Dirichlet distribution Gauss hypergeometric function linear combinations of random variables
2009/3/6
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 G...
A Convex Combination of Two-Sample U-Statistics
convex combination two-sample U-statistic two-sample V-statistic
2009/3/6
A convex combination of one-sample U-statistics was introduced by Toda and Yamato (2001) and its Edgeworth expansion was derived by Yamato et al. (2003). We introduce a convex combination of two-sampl...
INTERNATIONAL TRENDS IN THE COMBINATION OF BANKING, SECURITIES, AND COMMERCE
INTERNATIONAL TRENDS BANKING SECURITIES COMMERCE
2008/11/25
The rapid pace of change in financial markets over the past two
decades or so is often referred to as a financial market revolution.
One ofthe major elements of this revolutionary change has been th...