منابع مشابه
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...
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The invariant differential operators are applied to derive partial differential equations for the zonal polynomials, to the calculation of generalized binomial coefficients and certain multivariate integrals, and to deducing a characterization of EP functions (Kushner, Lebow and Meisner, J. MUltivariate Anal., 1981).
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In this paper, we propose a parametric model for multivariate distributions. The model is based on distortion functions, i.e. some transformations of a multivariate distribution which permit to generate new families of multivariate distribution functions. We derive some properties of considered distortions. A suitable proximity indicator between level curves is introduced in order to evaluate t...
متن کاملOn Multivariate Log Birnbaum-Saunders Distribution
Univariate Birnbaum-Saunders distribution has received a considerable attention in recent years. Rieck and Nedelman (1991) introduced a log Birnbaum-Saunders distribution. We introduce a multivariate log Birnbaum-Saunders distribution and discuss its different properties. It is observed that the proposed multivariate model can be obtained from the multivariate Gaussian copula. We have proposed ...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1954
ISSN: 0003-4851
DOI: 10.1214/aoms/1177728789