A Family of Near-Exact Distributions Based on Truncations of the Exact Distribution for the Generalized Wilks Lambda Statistic

DOI10.1080/03610926.2011.604146zbMath1271.62026MaRDI QIDQ2920038

Luís M. Grilo, Carlos A. Coelho

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.604146

zbMATH Keywords

characteristic functions; independent random variables; mixtures; small sample sizes; proximity measures; sums of gamma random variables

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

60E10: Characteristic functions; other transforms

62E10: Characterization and structure theory of statistical distributions

Related Items

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution, The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic

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