A Family of Near-Exact Distributions Based on Truncations of the Exact Distribution for the Generalized Wilks Lambda Statistic

DOI10.1080/03610926.2011.604146zbMath1271.62026OpenAlexW2147532723MaRDI QIDQ2920038

Luís M. Grilo, Carlos A. Coelho

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.604146

zbMATH Keywords

characteristic functionsindependent random variablesmixturessmall sample sizesproximity measuressums of gamma random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its Likelihood Ratio Test Statistic

Cites Work

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• Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random 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
• Near-exact distributions for the generalized wilks lambda statistic
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On two asymptotic normal distributions for the generalized wilks lambda statistic
• On the Independence of k Sets of Normally Distributed Statistical Variables
• A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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