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

DOI10.1016/J.JMVA.2011.04.006MaRDI QIDQ690954zbMATHOpenAlexFDO

Authors Barry C. Arnold, Carlos A. Coelho, Filipe J. Marques

Publication date 29 November 2012

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2011.04.006

zbMATH Keywords

generalized integer gamma distributionWilks lambda statisticequality of mean vectorsexponentiated generalized integer gamma distributionproduct of independent beta random variablestesting circularitytesting equality of mean vectors and circularity

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Distribution of the product of a pair of independent two-sided power variates
• scientific article; zbMATH DE number 3974049
• scientific article; zbMATH DE number 3106894
• scientific article; zbMATH DE number 1079139
• scientific article; zbMATH DE number 2209700
• scientific article; zbMATH DE number 1735417
• The exact distribution of products of independent random variables
• On computing distributions of products of non-negative independent random variables
• Product of \(n\) independent uniform random variables
• MOMENTS OF THE DISTRIBUTIONS OF POWERS AND PRODUCTS OF NORMAL VARIATES

Cited in

(10)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• On the distribution of the likelihood ratio test of independence for random sample size -- a computational approach
• Exact distribution of the product and the quotient of two stable Lévy random variables
• Computing the exact distribution of the Bartlett's test statistic by numerical inversion of its characteristic function
• Convergence to the mean field game limit: a case study
• Distribution of the product of a pair of independent two-sided power variates
• Hypothesis testing in multivariate normal models with block circular covariance structures
• Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions
• Product of \(n\) independent uniform random variables
• On the distribution of linear combinations of independent Gumbel random variables

This page was built for publication: 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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q690954)