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The Generalized Integer Gamma Distribution—A Basis for Distributions in Multivariate Statistics

✍ Scribed by Carlos A. Coelho

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
329 KB
Volume
64
Category
Article
ISSN
0047-259X

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✦ Synopsis

In this paper the distribution of the sum of independent 1 variables with different scale parameters is obtained by direct integration, without involving a series expansion. One of its particular cases is the distribution of the product of some particular independent Beta variables. Both distributions are obtained in a concise manageable form readily applicable to research work in the area of multivariate statistics distributions. The exact distribution of the generalized Wilks' 4 statistic is then obtained as a direct application of the results.

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