Multivariate Liouville distributions
نویسندگان
چکیده
منابع مشابه
Multivariate Liouville Distributions
A random vector (Xl' •.. , X n ), with positive components, is said to have a Liouville distribution if its joint probability density aC I an-l function is of the form f (xl + ... + x n ) xl •.. x n with the a i all positive. Examples of these are the Dirichlet and inverted Dirichlet distribution. In this paper, a comprehensive treatment of the Liouville distributions is provided. The results d...
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A random vector X = (X1, X2, . . . , Xn) with positive components has a Liouville distribution with parameter = ( 1, 2, . . . , n) if its joint probability density function is proportional to h( ∑n i=1 xi) ∏n i=1 x i−1 i , i > 0 [R.D. Gupta, D.S.P. Richards, Multivariate Liouville distributions, J. Multivariate Anal. 23 (1987) 233–256]. Examples include correlated gamma variables, Dirichlet and...
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In this paper we apply the Homotopy perturbation method to derive the higher-order asymptotic distribution of the eigenvalues and eigenfunctions associated with the linear real second order equation of Sturm-liouville type on $[0,pi]$ with Neumann conditions $(y'(0)=y'(pi)=0)$ where $q$ is a real-valued Sign-indefinite number of $C^{1}[0,pi]$ and $lambda$ is a real parameter.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1987
ISSN: 0047-259X
DOI: 10.1016/0047-259x(87)90155-2