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Conditional specifications of multivariate pareto and student distributions

Authors :
Jacek Wesołowski
Mohammad Ahsanullah
Source :
Communications in Statistics - Theory and Methods. 24:1023-1031
Publication Year :
1995
Publisher :
Informa UK Limited, 1995.

Abstract

A random vector has a multivariate Pareto distribution if one of its univariate conditional distribution is Pareto and some of its marginals are identically distributed.A general method developed in the course of the proof of this result is applied also to characterize the multivariate Student (Cauchy) measure by one univariate Student conditional distribution.

Details

ISSN :
1532415X and 03610926
Volume :
24
Database :
OpenAIRE
Journal :
Communications in Statistics - Theory and Methods
Accession number :
edsair.doi...........a3fc393a1774dc3dfa796dd0814bbac1
Full Text :
https://doi.org/10.1080/03610929508831537