The distribution of product of independent beta random variables with application to multivariate analysis

MaRDI QIDQ1162771zbMATH OpenFDO

Authors R. P. Bhargava, Chinubal G. Khatri

Publication date 1981

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

explicit expressionsgamma distributionslikelihood ratio testmonotone sample

Mathematics Subject Classification ID

Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites work

• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Exact distributions of Wilks's likelihood ratio criterion
• Noncentral Distribution of Wilks' Statistic in Manova
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• On the exact distribution of Wilks's criterion
• Some Distribution Problems in the Multivariate Complex Gaussian Case
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population

Cited in

(15)

• Exact distribution of the product of two or more logistic random variables
• Sums, differences, products, and ratios of hypergeometric beta variables
• On the product \(XY\) for some elliptically symmetric distributions
• Sum, product and ratio of Pareto and gamma variables
• On the product and ratio for the elliptically symmetric Pearson type Vii distribution
• Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution
• Distributions of products involving the type II Bessel function random variable
• On the productXYfor the elliptically symmetric Kotz type distribution
• On the linear combination, product and ratio of normal and Laplace random variables
• Statistical inference for the generalized weighted exponential distribution
• On the distribution of the product of independent beta random variables
• On the product and ratio of \(t\) random variables
• Distributions of the product and ratio of Maxwell and Rayleigh random variables
• Exact and approximate distributions for the product of inverted Dirichlet components
• Extreme value models with application to drought data

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