Displaying similar documents to “The distribution of the estimate of entropy and its applications”

Computing the distribution of a linear combination of inverted gamma variables

Viktor Witkovský (2001)

Kybernetika

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A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized p -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...

On an interval-partitioning scheme

Marcel Neuts, Jian-Min Li, Charles Pearce (1999)

Applicationes Mathematicae

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In a recent paper, Neuts, Rauschenberg and Li [10] examined, by computer experimentation, four different procedures to randomly partition the interval [0,1] into m intervals. The present paper presents some new theoretical results on one of the partitioning schemes. That scheme is called Random Interval (RI); it starts with a first random point in [0,1] and places the kth point at random in a subinterval randomly picked from the current k subintervals (1

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

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The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution...

Some properties of beta functions and the distribution for the product of independent beta random variables.

Giorgio Pederzoli (1985)

Trabajos de Estadística e Investigación Operativa

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Products of independent beta random variables appear in a large number of problems in multivariate statistical analysis. In this paper we show how a convenient factorial expansion of gamma ratios can be suitably used in deriving the exact density for a product of independent beta random variables. Possible applications of this result for obtaining the exact densities of the likelihood ratio criteria for testing hypotheses in the multinormal case are also pointed out. For the sake of...