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| Título | The distribution of the product of powers of independent uniform random variables |
| Publication Type | Unpublished |
| Year of Publication | 2009 |
| Authors | Coelho CA, Arnold B, Marques FJ |
| Series Title | Preprint |
| Palavras-chave | Generalized Integer Gamma distribution, product of independent Beta random variables, Wilks Lambda statistic |
| Abstract | We begin with some simple questions. What is the distribution of the product of given powers of independent continuous uniform random variables? Is this distribution useful? Are there some test statistics with this distribution? Is this distribution somehow related to the distribution of the product of other random variables? Is this distribution already known in some context? This short paper will give the answers to the above questions. It will be seen that the answer to the last four questions above is: yes! We will show how this distribution may help us to shed some new light on other well known distributions and also how it may help us in approaching in a much simpler way some distributions usually considered to be rather complicated. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2009/3_09.pdf |