Displaying similar documents to “On the convergence of extreme distributions under power normalization”

Near-exact distributions for the generalized Wilks Lambda statistic

Luís M. Grilo, Carlos A. Coelho (2010)

Discussiones Mathematicae Probability and Statistics

Similarity:

Two near-exact distributions for the generalized Wilks Lambda statistic, used to test the independence of several sets of variables with a multivariate normal distribution, are developed for the case where two or more of these sets have an odd number of variables. Using the concept of near-exact distribution and based on a factorization of the exact characteristic function we obtain two approximations, which are very close to the exact distribution but far more manageable. These near-exact...

On the ratio of gamma and Rayleigh random variables

Saralees Nadarajah (2007)

Applicationes Mathematicae

Similarity:

The gamma and Rayleigh distributions are two of the most applied distributions in engineering. Motivated by engineering issues, the exact distribution of the quotient X/Y is derived when X and Y are independent gamma and Rayleigh random variables. Tabulations of the associated percentage points and a computer program for generating them are also given.

Discrete generalized Liouville-type distribution and related multivariate distributions.

G. S. Lingappaiah (1984)

Trabajos de Estadística e Investigación Operativa

Similarity:

Discrete analogue of the Liouville distribution is defined and is termed as Discrete Generalized Liouville-Type Distribution (DGL-TD). Firstly, properties in its factorial and ordinary moments are given. Then by finding the covariance matrix, partial and multiple correlations for DGL-TD are evaluated. Multinomial, multivariate negative binomial and multivariate log series distributions are shown as particular cases of this general distribution. The asymptotic distribution of the estimates...

Asymptotic covariances for the generalized gamma distribution

Christopher S. Withers, Saralees Nadarajah (2011)

Applicationes Mathematicae

Similarity:

The five-parameter generalized gamma distribution is one of the most flexible distributions in statistics. In this note, for the first time, we provide asymptotic covariances for the parameters using both the method of maximum likelihood and the method of moments.