| Title | The exact and near-exact distributions of the product of independent Beta random variables whose second parameter is rational |
| Publication Type | Unpublished |
| Year of Publication | 2007 |
| Authors | Coelho CA |
| Series Title | Preprint |
| Abstract | In this paper the exact distribution of the logarithm of the product of a given number of independent beta random variables whose second parameter is rational is obtained under the form of a Generalized Integer Gamma distribution and near-exact distributions are obtained either as Generalized Near-Integer Gamma distributions or mixtures of these distributions. As particular cases of interest we have the exact and near-exact distributions of the generalized Wilks Lambda statistic. |
| URL | http://www.dm.fct.unl.pt/sites/www.dm.fct.unl.pt/files/preprints/2007/5_07.pdf |