The distribution of product of independent beta random variables with application to multivariate analysis

zbMath0482.62042MaRDI QIDQ1162771

R. P. Bhargava, Chinubal G. Khatri

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

likelihood ratio testexplicit expressionsgamma distributionsmonotone sample

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60)

Related Items (15)

Distributions of the product and ratio of Maxwell and Rayleigh random variables ⋮ Exact and approximate distributions for the product of inverted Dirichlet components ⋮ On the productXYfor the elliptically symmetric Kotz type distribution ⋮ Extreme value models with application to drought data ⋮ Sum, product and ratio of Pareto and gamma variables ⋮ On the linear combination, product and ratio of normal and Laplace random variables ⋮ Sums, differences, products, and ratios of hypergeometric beta variables ⋮ Exact Distribution ofXYfor the Elliptically Symmetric Pearson Type II Distribution ⋮ Distributions of products involving the type II Bessel function random variable ⋮ Exact distribution of the product of two or more logistic random variables ⋮ On the product \(XY\) for some elliptically symmetric distributions ⋮ On the distribution of the product of independent beta random variables ⋮ On the product and ratio for the elliptically symmetric Pearson type Vii distribution ⋮ Statistical inference for the generalized weighted exponential distribution ⋮ On the product and ratio of \(t\) random variables

Cites Work

• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Exact distributions of Wilks's likelihood ratio criterion
• On the exact distribution of Wilks's criterion
• On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses
• Some Distribution Problems in the Multivariate Complex Gaussian Case
• Noncentral Distribution of Wilks' Statistic in Manova
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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