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

DOI10.1016/j.jmva.2003.12.001zbMath1047.62014OpenAlexW2034464674WikidataQ114157899 ScholiaQ114157899MaRDI QIDQ1877003

Publication date: 16 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.12.001

zbMATH Keywords

Generalized Wilks Lambda Likelihood ratio statistics Product of independent Beta variables Sum of independent Gamma variables

Mathematics Subject Classification ID

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

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