The distribution of the product of powers of independent uniform random variables -- a simple but useful tool to address and better understand the structure of some distributions

DOI10.1016/j.jmva.2011.04.006zbMath1357.62070OpenAlexW2077669698MaRDI QIDQ690954

Barry C. Arnold, Carlos A. Coelho, Filipe J. Marques

Publication date: 29 November 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.006

zbMATH Keywords

generalized integer gamma distribution Wilks lambda statistic equality of mean vectors exponentiated generalized integer gamma distribution product of independent beta random variables testing circularity testing equality of mean vectors and circularity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

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