Multivariate generalization of the Gauss hypergeometric distribution

Authors : Daya K NAGAR, Danilo BEDOYAVALENCİA, Saralees NADARAJAH

Pages : 933-948

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Publication Date : 2015-08-01

Article Type : Research Paper

Abstract :The Gauss hypergeometric distribution with the density proportional to x α − 1 insert ignore into journalissuearticles values(1 − x ); β − 1 insert ignore into journalissuearticles values(1 + ξx ); − γ , 0 < x < 1 arises in connection with the prior distribution of the parameter ρ insert ignore into journalissuearticles values(0 < ρ < 1); representing traffic intensity in a M/M/ 1 queue system. In this article, we define and study a multivariate generalization of this distribution and derive some of its properties like marginal densities, joint moments, and factorizations. A data application is given. 
Keywords : beta function, dirichlet function, gamma function, gauss hypergeometric function, Liouville integral, Multivariate, transformation