Linear combinations, products and ratios of simplicial or spherical variates

DOI10.1080/03610926.2011.579702MaRDI QIDQ5299092zbMATH OpenOpenAlexFDO

Authors Steve Kalke, Wolf-Dieter Richter, F. Thauer

Publication date 25 June 2013

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

Full work available at URL https://doi.org/10.1080/03610926.2011.579702

zbMATH Keywords

Cauchy distributiongeometric measure representationspherical distributionsproducts of random variablesratios of random variableslinear combinations of random variablesexact statistical distributionsgeneralized uniform distributionintersection-percentage functiondensity generating function\(l_{2,p}\)-generalized arc-length measuresimplicial distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors
• Continuous \(l_{n,p}\)-symmetric distributions
• Generalized spherical and simplicial coordinates
• Linear combinations, products and ratios of \(t\) random variables
• On the Distribution of Wald's Classification Statistic
• On the product and ratio for the elliptically symmetric Pearson type Vii distribution
• On the product and ratio of Laplace and Bessel random variables
• Some two Sample Tests
• Sums, Products, and Ratios of Non-central Beta Variables

Cited in

(8)

• Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions
• Polyhedral star-shaped distributions
• scientific article; zbMATH DE number 7148060 (Why is no real title available?)
• Geometric aspects of robust testing for normality and sphericity
• Linear combinations, products and ratios of \(t\) random variables
• Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\)
• Geometric approach to the skewed normal distribution
• Exact extreme value, product, and ratio distributions under non-standard assumptions

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