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

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)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1978
Accession Number
ADA070025

Entities

People

  • K. Alam
  • K. T. Wallenius

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Military Research
  • Observation
  • Order Statistics
  • Regression Analysis
  • South Carolina
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.