Article ID Journal Published Year Pages File Type
1151581 Statistics & Probability Letters 2015 9 Pages PDF
Abstract

We introduce a class of logarithmic Lambert W random variables for a specific family of distributions. In particular, we characterize the log-Lambert W random variables for chi-squared distributions which naturally appear in the likelihood based inference of normal random variables.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications
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