A generalized integer gamma distribution as an asymptotic replacement for a logbeta distribution and applications

American Journal of Mathematical and Management Sciences

Volumn 23, Issue 3-4, 2003, Pages 383-404

  Coelho, Carlos A ^a  

^a UNIVERSITY OF LISBON   (Portugal)

Author keywords

Generalized wilks lambda; Likelihood ratio statistic; Product independent beta random variables; Sum independent gamma random variables

Indexed keywords

APPROXIMATION THEORY; COMPUTATION THEORY; STATISTICS;

GENERALIZED WILKS LAMDA; LIKELIHOOD RATIO STATISTICS;

MANAGEMENT SCIENCE;

EID: 2342477297     PISSN: 01966324     EISSN: None     Source Type: Journal    
DOI: 10.1080/01966324.2003.10737619     Document Type: Article

References (7)

1. Anderson, T. W. (1984). An Introduction to Multivariate Statistical Analysis, 2nd ed., J. Wiley & Sons, New York.
2. Coelho, C. A. (1992). Generalized Canonical Analysis, Ph.D. thesis. The University of Michigan, Ann Arbor, MI.
3. Coelho, C. A. 1998. The Generalized Integer Gamma Distribution - A Basis for Distributions in Multivariate Statistics. Journal of Multivariate Analysis, 64, 86-102.
4. Coelho, C. A. (1999). Addendum to the paper ”The Generalized Integer Gamma Distribution - A Basis for Distributions in Multivariate Statistics”. Journal of Multivariate Analysis, 69, 281-285.
5. Coelho, C. A. (2003). The Generalized Near-Integer Gamma Distribution. A basis for ’near-exact’ approximations to the distributions of statistics which are the product of an odd number of independent Beta random variables, (accepted for publication in the Journal of Multivariate Analysis, pending some minor changes).
6. Wilks, S. S. (1932). Certain generalizations in the analysis of variance. Biometrika 24, 471-494.
7. Wilks, S. S. (1935). On the independence of k sets of normally distributed statistical variables. Econometrika 3, 309-326