کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1148663 | 957846 | 2007 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Development and comparative study of two near-exact approximations to the distribution of the product of an odd number of independent Beta random variables
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Using the concept of near-exact approximation to a distribution we developed two different near-exact approximations to the distribution of the product of an odd number of particular independent Beta random variables (r.v.'s). One of them is a particular generalized near-integer Gamma (GNIG) distribution and the other is a mixture of two GNIG distributions. These near-exact distributions are mostly adequate to be used as a basis for approximations of distributions of several statistics used in multivariate analysis. By factoring the characteristic function (c.f.) of the logarithm of the product of the Beta r.v.'s, and then replacing a suitably chosen factor of that c.f. by an adequate asymptotic result it is possible to obtain what we call a near-exact c.f., which gives rise to the near-exact approximation to the exact distribution. Depending on the asymptotic result used to replace the chosen parts of the c.f., one may obtain different near-exact approximations. Moments from the two near-exact approximations developed are compared with the exact ones. The two approximations are also compared with each other, namely in terms of moments and quantiles.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 5, 1 May 2007, Pages 1560-1575
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 5, 1 May 2007, Pages 1560-1575
نویسندگان
LuÃs M. Grilo, Carlos A. Coelho,