On Sums of Gamma Order Statistics with Application to the Distribution of R2 in Best Subset Multiple Regression.

摘要

This paper concerns the distribution of the sum of k largest observations in a sample of m observations from a gamma distribution with n degrees of freedom. The density and cdf of the distribution are given as a sum of gamma density functions. If n is integer valued then the sum consists of a finite number terms. The distribution of the sum arises in a problem of selecting variables in a multiple regression analysis. (Author)