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

DOI10.1080/09720502.2006.10700441zbMATH Open1117.62017OpenAlexW2125327322WikidataQ114099823 ScholiaQ114099823MaRDI QIDQ5756399FDOQ5756399

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

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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)

Cites Work

• On the Independence of k Sets of Normally Distributed Statistical Variables
• Title not available (Why is that?)
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• On the Exact Distribution of a Class of Multivariate Test Criteria
• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics

Cited In (10)

• A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
• 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
• The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• Products of double gamma, gamma and beta distributions
• 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 exact and near-exact distributions of the product of generalized gamma random variables and the generalized variance
• 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 sphericity likelihood ratio test statistic

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