Displaying similar documents to “Optimization of the size of nonsensitiveness regions”

Computing the distribution of a linear combination of inverted gamma variables

Viktor Witkovský (2001)

Kybernetika

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A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized p -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...