Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables

DOI10.1016/J.JSPI.2006.09.005MaRDI QIDQ880253zbMATH OpenOpenAlexWikidataFDO

Authors Luís M. Grilo, Carlos A. Coelho

Publication date 15 May 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.09.005

zbMATH Keywords

tablesmixturesmultivariate analysisindependent random variablesgeneralized near-integer gamma distributionnear-exact approximations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

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• scientific article; zbMATH DE number 775283 (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
• Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• On convergence rates in the central limit theorems for combinatorial structures
• On the Exact Distribution of a Class of Multivariate Test Criteria
• On the Independence of k Sets of Normally Distributed Statistical Variables
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• 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

Cited in

(17)

• The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution
• A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• 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
• The multi-sample block-scalar sphericity test: exact and near-exact distributions for its likelihood ratio test statistic
• On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model
• Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test
• 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 distribution of linear combinations of independent Gumbel random variables
• Improved near-exact distributions for the product of independent generalized Gamma 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
• Exact and approximate distributions of the product of Kummer-beta variables
• Near-exact distributions for the sphericity likelihood ratio test statistic
• The exact and near-exact distributions for the Wilks lambda statistic used in the test of independence of two sets of variables
• A family of near-exact distributions based on truncations of the exact distribution for the generalized Wilks Lambda statistic

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