Improved near-exact distributions for the product of independent Generalized Gamma random variables
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DOI: 10.1016/j.csda.2016.04.004
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- Filipe Marques & Carlos Coelho & Barry Arnold, 2011. "A general near-exact distribution theory for the most common likelihood ratio test statistics used in Multivariate Analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 180-203, May.
- Carlos A. Coelho & Barry C. Arnold, 2014. "On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(10-12), pages 2007-2033, May.
- Gomes, O. & Combes, C. & Dussauchoy, A., 2008. "Parameter estimation of the generalized gamma distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(4), pages 955-963.
- Coelho, Carlos A., 1998. "The Generalized Integer Gamma Distribution--A Basis for Distributions in Multivariate Statistics," Journal of Multivariate Analysis, Elsevier, vol. 64(1), pages 86-102, January.
- Coelho, Carlos A., 2004. "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," Journal of Multivariate Analysis, Elsevier, vol. 89(2), pages 191-218, May.
- Burda, Martin & Harding, Matthew & Hausman, Jerry, 2012. "A Poisson mixture model of discrete choice," Journal of Econometrics, Elsevier, vol. 166(2), pages 184-203.
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- Denys Pommeret & Laurence Reboul, 2019. "Approximating the Probability Density Function of a Transformation of Random Variables," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 633-645, June.
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Keywords
Characteristic functions; Gamma distribution; Generalized Integer Gamma distribution; Generalized Near-Integer Gamma distribution; LogGamma distribution; Near-exact distributions; Quality control;All these keywords.
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