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

Carlos A. Coelho

Journal of Multivariate Analysis, 1998, vol. 64, issue 1, 86-102

Abstract: In this paper the distribution of the sum of independent[Gamma]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'[Lambda]statistic is then obtained as a direct application of the results.

Keywords: independent; Gamma; variables; different; scale; parameters; integer; shape; parameters; independent; Beta; variables; Wilks'; Lambda; likelihood; ratio; statistic (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (17)

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