A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications

DOI10.1080/09720502.2006.10700441zbMath1117.62017OpenAlexW2125327322WikidataQ114099823 ScholiaQ114099823MaRDI QIDQ5756399

Luís M. Grilo, Carlos A. Coelho, Rui P. Alberto

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2006.10700441

zbMATH Keywords

likelihood ratio statisticmixturesindependent gamma random variablesmixture exponential distributionsgeneralized Wilks lambdaimproper weightsmixture generalized integer gamma distributions

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Near-exact distributions for the independence and sphericity likelihood ratio test statistics ⋮ Near-exact distributions for the sphericity likelihood ratio test statistic ⋮ Near-exact distributions for the likelihood ratio test statistic of the multi-sample block-matrix sphericity test ⋮ Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ A general near-exact distribution theory for the most common likelihood ratio test statistics used in multivariate analysis

Cites Work

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• Addendum to the paper ``The generalized integer gamma distribution -- A basis for distributions in multivariate statistics
• The generalized integer gamma distribution -- a basis for distributions in multivariate statistics
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• On the Independence of k Sets of Normally Distributed Statistical Variables
• On the Exact Distribution of a Class of Multivariate Test Criteria
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

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