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

DOI10.1080/09720502.2006.10700441zbMath1117.62017WikidataQ114099823 ScholiaQ114099823MaRDI QIDQ5756399

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

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 statistic; mixtures; independent gamma random variables; mixture exponential distributions; generalized Wilks lambda; improper weights; mixture generalized integer gamma distributions

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E15: Exact distribution theory in statistics

62E10: Characterization and structure theory of statistical distributions

Related Items

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, 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, 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

Cites Work

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• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On the Independence of k Sets of Normally Distributed Statistical Variables
• On the Exact Distribution of a Class of Multivariate Test Criteria
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution