On the distribution of the product of independent beta random variables

Statistics and Probability Letters

Volumn 2, Issue 3, 1984, Pages 165-168

  Tang, Jen ^a   Gupta, A K ^b  

^a MARQUETTE UNIVERSITY   (United States)

^b BOWLING GREEN STATE UNIVERSITY   (United States)

Author keywords

coefficients; exact density; recurrence relations; testing multivariate statistical analysis

Indexed keywords

EID: 0041165455     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(84)90008-7     Document Type: Article

References (16)

1. The exact distributions of likelihood ratio criteria for different hypotheses
2. Noncentral distribution of Wilks' statistic in manova
3. On the distribution of sphericity test criterion in the multivariate Gaussian distribution
4. The distribution of product of independent beta random variables with application to multivariate analysis
5. An expansion of Meijer's G-function and the distribution of products of independent beta variates
6. A review of the various methods of obtaining the exact distributions of multivariate test criteria
7. On the exact distribution of a normalized ratio of the weighted geometric mean to the unweighted arithmetic mean in samples from gamma distributions
8. On the exact distribution of Wilks' criterion
9. Exact distribution of Wilks' likelihood ratio criterion
10. On the distribution of Wilks' statistic for testing independence of several group of variates
11. Exact noncentral distribution of Wilks' and Wilks-Lawley criteria as mixtures of incomplete beta functions For three tests
12. Certain generalizations in the analysis of variance