Computation of a multivariate $F$ distribution

Computation of the Generalized F Distribution

Exact expressions for the distribution function of a random variable of the form ((α1χ 2 m1 + α2χ 2 m2 )/|m|)/(χ ν /ν) are given where the chi-square distributions are independent with degrees of freedom m1,m2, and ν respectively. Applications to detecting joint outliers and Hotelling’s misspecified T 2 distribution are given.

Screening for a Multivariate Mixture Normal Distribution

A Multivariate Weibull Distribution

In this paper, we introduce a new multivariate Weibull (MVW) distribution with many interesting properties. We obtain the maximum likelihood estimate (MLE) of the parameters and their asymptotic multivariate normal (AMVN) distribution in MVWmodel. We propose large sample studentized tests for testing multivariate exponentiality and also tests for independence and identical marginals of the comp...

a new algorithm and software of individual life insurance and annuity computation

چکیده ندارد.

On a multivariate gamma distribution

A multivariate probability model possessing a dependence structure that is reflected in its variance–covariance structure and gamma distributed univariate margins is introduced and studied. In particular, the higher order moments and cumulants, Chebyshevtype inequalities and multivariate probability density functions are derived. The model suggested herein is believed to be capable of describin...