A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications

DOI10.1080/09720502.2006.10700441MaRDI QIDQ5756399zbMATH OpenOpenAlexWikidataFDO

Authors Carlos A. Coelho, Rui P. Alberto, Luís M. Grilo

Publication date 4 September 2007

Published in Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720502.2006.10700441

zbMATH Keywords

likelihood ratio statisticmixturesindependent gamma random variablesmixture exponential distributionsgeneralized Wilks lambdaimproper weightsmixture generalized integer gamma distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• 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
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• Some properties of beta functions and the distribution for the product of independent beta random variables
• Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables
• The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On the Exact Distribution of a Class of Multivariate Test Criteria
• On the Independence of k Sets of Normally Distributed Statistical Variables
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics

Cited in

(10)

• Near-exact distributions for the independence and sphericity likelihood ratio test statistics
• Exact distribution of the product of \(m\) gamma and \(n\) Pareto random variables
• Products of double gamma, gamma and beta distributions
• On the exact and near-exact distributions of the product of generalized gamma random variables and the generalized variance
• 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
• Near-exact distributions for the sphericity likelihood ratio test statistic
• Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics

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