Back to Search
Start Over
A continuous general multivariate distribution and its properties
- Source :
- Communications in Statistics - Theory and Methods. 10:339-353
- Publication Year :
- 1981
- Publisher :
- Informa UK Limited, 1981.
-
Abstract
- Starting from two known continuous univariate distributions, a bivariate distribution is constructed depending on a parameter which measures the degree of stochastic dependence between the two random variables. From the foregoing construction we then pass to a multivariate-type distribution, constructed using only univariate distributions and an association matrix. Some properties of the multivariate and bivariate case are studied.
- Subjects :
- Statistics and Probability
Univariate distribution
Joint probability distribution
Statistics
Univariate
Matrix t-distribution
Computer Science::Symbolic Computation
Multivariate normal distribution
Multivariate t-distribution
Inverse distribution
Mathematics
Multivariate stable distribution
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 10
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........c12513ddd71f573413f97398fba5f418
- Full Text :
- https://doi.org/10.1080/03610928108828042