EC_(m+n)(μ,I_(m+n),ф)下的广义非中心F分布

Generalized Non-Central F Distribution in EC_(m+n)(μ,I_(m+n),ф)

借助于级数展开,给出了EC_(m+n)(μ,I_(m+n),ф)分布下的广义非中心F分布密度函数的精确表达,同时计算了其对应高阶矩的具体形式.作为其特例,非中心F分布与F分布的密度函数和高阶矩得到了精确表达式.

Based on series expansion,this paper gives the exact probability density functions and the high-order moments of generalized non-central F-statistics in EC_（m＋n）（μ,I_（m＋n）,ф）.As a special case,the exact probability density functions and the high-order moments of non-central F-statistics and F-statistics are obtained.