Logarithmic Lambert W×F random variables for the family of chi-squared distributions and their applications

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.

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Year of publication:	2015
Authors:	Witkovský, Viktor ; Wimmer, Gejza ; Duby, Tomy
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 223-231
Publisher:	Elsevier
Subject:	Logarithmic Lambert W random variables \| Likelihood based inference \| Exact likelihood ratio test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011115937