Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables

DOI10.1016/j.jspi.2006.09.005zbMath1110.62020OpenAlexW2034654377WikidataQ114154310 ScholiaQ114154310MaRDI QIDQ880253

Luís M. Grilo, Carlos A. Coelho

Publication date: 15 May 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.09.005

zbMATH Keywords

tablesindependent random variablesmultivariate analysismixturesgeneralized near-integer gamma distributionnear-exact approximations

Mathematics Subject Classification ID

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

Related Items (12)

On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model ⋮ Near-exact distributions for the independence and sphericity likelihood ratio test statistics ⋮ The Exact and Near-Exact Distributions for the Statistic Used to Test the Reality of Covariance Matrix in a Complex Normal Distribution ⋮ A Family of Near-Exact Distributions Based on Truncations of the Exact Distribution for the Generalized Wilks Lambda Statistic ⋮ Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review ⋮ Near-exact distributions for the sphericity likelihood ratio test statistic ⋮ The Multi-Sample Block-Scalar Sphericity Test: Exact and Near-Exact Distributions for Its 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 ⋮ On the distribution of linear combinations of independent Gumbel random variables ⋮ The advantage of decomposing elaborate hypotheses on covariance matrices into conditionally independent hypotheses in building near-exact distributions for the test statistics ⋮ The Exact and Near-Exact Distributions for the Wilks Lambda Statistic Used in the Test of Independence of Two Sets of Variables

Cites Work

• Central and noncentral distributions of Wilks' statistic in MANOVA as mixtures of incomplete beta functions
• On convergence rates in the central limit theorems for combinatorial structures
• 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
• 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
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• 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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent beta random variables