Some remarks on (p;m,n) distributions

Simple proofs, without any multivariate jacobian, of the duality property (p;m,n)(m; p,m+n-p) and of two characterizations of (p; m, n) distributions as a product of beta variables are presented.

MoreLess

Year of publication:	1996
Authors:	Bilodeau, Martin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 31.1996, 1, p. 41-43
Publisher:	Elsevier
Subject:	Wilks' [Lambda] (p m \| n) distributions Duality property Characterizations

More details

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

Persistent link: https://www.econbiz.de/10005137711