Document Type

Discussion Paper

Publication Date

2-1-1988

CFDP Number

865

CFDP Pages

19

Abstract

Formulae are derived for the characteristic function of the inverted Dirichlet distribution and hence the multivariate F . The analysis involves a new function with multiple arguments that extends the confluent hypergeometric function of the second kind. This function and its properties are studied in the paper and a simple integral representation is given which is useful for numerical work. A special case connected with the multivariate t distribution is also explored.

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