Faculdade

Investigação

The exact and near-exact distributions of the product of independent Beta random variables whose second parameter is rational

TítuloThe exact and near-exact distributions of the product of independent Beta random variables whose second parameter is rational
Publication TypeUnpublished
Year of Publication2007
AuthorsCoelho CA
Series TitlePreprint
AbstractIn this paper the exact distribution of the logarithm of the product of a given number of independent beta random variables whose second parameter is rational is obtained under the form of a Generalized Integer Gamma distribution and near-exact distributions are obtained either as Generalized Near-Integer Gamma distributions or mixtures of these distributions. As particular cases of interest we have the exact and near-exact distributions of the generalized Wilks Lambda statistic.
URLhttp://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2007/5_07.pdf