The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
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Publication:1383913
DOI10.1006/jmva.1997.1710zbMath0893.62046OpenAlexW2092399481MaRDI QIDQ1383913
Publication date: 1 July 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1710
likelihood ratio statisticdifferent scale parametersindependent Beta variablesindependent Gamma variablesinteger shape parametersWilks' Lambda
Related Items (43)
The generalized near-integer Gamma distribution: a basis for `near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables ⋮ On the Distribution of Linear Combinations of Chi-Square Random Variables ⋮ On two asymptotic normal distributions for the generalized wilks lambda statistic ⋮ Near-exact distributions for the independence and sphericity likelihood ratio test statistics ⋮ On the density for sums of independent exponential, Erlang and gamma variates ⋮ The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ A Family of Near-Exact Distributions Based on Truncations of the Exact Distribution for the Generalized Wilks Lambda Statistic ⋮ Improved near-exact distributions for the product of independent generalized Gamma random variables ⋮ Bayesian parameter estimation for the Swift model of eye-movement control during reading ⋮ Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables ⋮ Study of the quality of several asymptotic and near-exact approximations based on moments for the distribution of the Wilks lambda statistic ⋮ The block sphericity test-exact and near-exact distributions for the likelihood ratio statistic ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Testing the equality of several linear regression models ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Multivariate quadratic forms of random vectors ⋮ The Block-Matrix Sphericity Test: Exact and Near-Exact Distributions for the Test Statistic ⋮ The wrapped gamma distribution and wrapped sums and linear combinations of independent gamma and Laplace distributions ⋮ Near-exact distributions for the sphericity likelihood ratio test statistic ⋮ Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions ⋮ The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic ⋮ Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test ⋮ An application of fractional differential equations to risk theory ⋮ A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications ⋮ The joint characterization of discrete and continuous ‘waiting times’ through their reciprocal relationships ⋮ On Bayesian inference for generalized multivariate gamma distribution ⋮ Near-exact distributions for likelihood ratio statistics used in the simultaneous test of conditions on mean vectors and patterns of covariance matrices ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ Distribution of the LR criterion Up,m,n as a marginal distribution of a generalized Dirichlet model ⋮ Testing the hypothesis of a doubly exchangeable covariance matrix ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach ⋮ The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables ⋮ Near-exact distributions for the likelihood ratio test statistic for testing multisample independence -- the real and complex cases ⋮ The simultaneous test of equality and circularity of several covariance matrices ⋮ Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions ⋮ Near-exact distributions for certain likelihood ratio test statistics ⋮ Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case ⋮ The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting ⋮ On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance ⋮ A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
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