Article ID Journal Published Year Pages File Type
1148928 Journal of Statistical Planning and Inference 2006 5 Pages PDF
Abstract
Let X1,…,Xk be k(⩾2) independent identically distributed random variables having the gamma distribution with scale and shape parameters 1 and s(⩾1), respectively. Denote the density and cumulative distribution function of X1 by gs(·) and Gs(·), respectively. A quantity which naturally arises in certain ranking and selection procedures is P=P(k,b,s)=∫0∞[Gs(x/b)]k-1gs(x)dx, where 0
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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