Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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On an Approximation to the Distribution of Product of Independent Beta Variates

  • Hea Jung Kim (Department of Statistics, Dongguk University, Seoul 100-715, Korea)
  • Published : 1994.12.01
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Abstract

A Chi-square approximation to the distribution of product of independent Beta variates denoted by U is developed. The distribution is commonly used as a test criterion for the general linear hypothesis about the multivariate linear models. The approximation is obtained by fitting a logarithmic function of U to a Chi-square variate in terms of the first three moments. It is compared with the well known approximations due to Box(1949), Rao(1948), and Mudholkar and Trivedi(1980). It is found that the Chi-square approximation compares favorably with the other three approximations.

Keywords

References

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