New study reveals groundbreaking correlation bounds for multivariate F-distributions!
The article introduces a new version of a statistical distribution called Sam-Solai’s Multivariate additive F-distribution of Kind-2. The researchers explored various aspects of this distribution, such as its Marginal and Multivariate Conditional distributions, Generating functions, survival and hazard functions. They also looked at special cases where this distribution transforms into other known distributions like Multivariate Beta and Fisher’s Z-distributions. The study found that the correlation between two F- variables is determined by their degrees of freedom, and through simulations, they established correlation bounds between these variables. The results showed that the correlation between F- variables can range from -1 to +1 for certain combinations of degrees of freedom.