On the distribution of linear combinations of independent Gumbel random variables

risk generalized integer gamma distribution Gumbel distribution phase type distributions generalized near-integer gamma distribution near-exact distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20)

Cites Work

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Nonparametric Bayesian data analysis
Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
Note on the inversion theorem
On convergence rates in the central limit theorems for combinatorial structures
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Near-exact distributions for the sphericity likelihood ratio test statistic
A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis
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Near-exact distributions for the independence and sphericity likelihood ratio test statistics
Exact distribution of the linear combination ofpGumbel 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
Characterization of phase-type distributions
Explicit ruin formulas for models with dependence among risks
The least variable phase type distribution is erlang
Relations for single and product moments of record values from Gumbel distribution
Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions
The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions
A Poisson mixture model of discrete choice
Selection of the K Largest Order Statistics for the Domain of Attraction of the Gumbel Distribution
Analysis of extreme hydrologic events with Gumbel distributions: Marginal and additive cases
Decision results for the parameters of the extreme value (Gumbel) distribution based on the mean and the standard deviation

Cited In (7)

Title not available (Why is that?)
Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions
On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model
Improved near-exact distributions for the product of independent generalized Gamma random variables
Linear combination of Gumbel random variables
On the distribution of linear combinations of the components of a Dirichlet random vector
Title not available (Why is that?)

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