Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components

DOI10.14490/JJSS.36.225MaRDI QIDQ3442925zbMATH OpenOpenAlexFDO

Authors Arjun K. Gupta, Saralees Nadarajah

Publication date 24 May 2007

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.36.225

zbMATH Keywords

Dirichlet distributionGauss hypergeometric functionlinear combinations of random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric hypothesis testing (62G10)

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Cited in

(13)

• Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
• On products and mixed sums of gamma and beta random variables motivated by availability
• On the product of the bivariate beta components
• Inverted Dirichlet-hypergeometric distribution
• Computing the distribution of a linear combination of inverted gamma variables.
• On the Distribution of the Inverted Linear Compound of Dependent F-Variates and its Application to the Combination of Forecasts
• On the distribution of linear combinations of the components of a Dirichlet random vector
• A revisit of the distribution of linear combinations of Dirichlet components
• On the linear combination of the inverted Dirichlet components
• Exact and approximate distributions for the product of Dirichlet components.
• An analytical and numerical study of the linear combination of the Dirichlet components
• Exact and approximate distributions for the product of inverted Dirichlet components
• Linear combination and product of inverted Dirichlet components

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