The generalized integer gamma distribution - A basis for distributions in multivariate statistics (vol 69, pg 281, 1999)

被引：7

作者：

Coelho, CA ^{[1
]}

机构：

[1] Univ Tecn Lisboa, Dept Matemat, Inst Sup Agron, P-1399 Lisbon, Portugal

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1999年 / 69卷 / 02期

关键词：

product independent beta variables; sum independent gamma variables;

D O I：

10.1006/jmva.1998.1805

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A brief remark on the paper "The Generalized Integer Gamma Distribution-A Basis for Distributions in Multivariate Statistics," (1998, J. Multivariate Anal. 64, 86-102) and an additional result concerning the distribution of the product of some particular independent beta random variables, which broadens the scope of the results in that paper, are presented. (C) 1999 Academic Press. AMS 1991 subject classifications: 62E15, 62H10.

引用

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页码：281 / 285

页数：5

共 19 条

[1] The generalized integer gamma distribution - A basis for distributions in multivariate statistics
Coelho, CA
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[2] On the Convergence of Distributions of Statistics Constructed from Samples of Random Size to a Multivariate Generalized Variance-Gamma Distributions
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[4] Using Gamma Distribution to Obtain Maxwell–Rényi Statistics and Other Generalized Distributions
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[5] 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
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[7] Simulating correlated multivariate nonnormal distributions: Extending the Fleishman power method (vol 64, pg 25, 1999)
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[8] A mixture of Generalized Integer Gamma distributions as the exact distribution of the product of an odd number of independent Beta random variables: applications
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JOURNAL OF INTERDISCIPLINARY MATHEMATICS, 2006, 9 (02) : 229 - 248
[9] A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation (vol 47, pg 1, 2004)
Nagahara, Y
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 50 (10) : 2536 - 2536
[10] Probability distributions conditioned by the available information: Gamma Distribution and Moments (vol 52, pg 289, 2006)
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COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2009, 58 (09) : 1878 - 1886

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