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.2006.09.005zbMATH Open1110.62020OpenAlexW2034654377WikidataQ114154310 ScholiaQ114154310MaRDI QIDQ880253FDOQ880253

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

Recommendations

• 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
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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)

Cites Work

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• 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
• On the Exact Distribution of a Class of Multivariate Test Criteria
• Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics
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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
• On the distribution of linear combinations of independent Gumbel random variables
• 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
• Improved near-exact distributions for the product of independent generalized Gamma random variables
• Exact and approximate distributions of the product of Kummer-beta 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
• 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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