SOME PROPERTIES OF THE HOMOGENEOUS MULTIVARIATE PARETO(IV) DISTRIBUTION

被引：6

作者：

YEH, HC

机构：

[1] National Taiwan University, Taipei

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1994年 / 51卷 / 01期

关键词：

HOMOGENEOUS MULTIVARIATE PARETO (IV) DISTRIBUTION; WEILBULL; FELLER-PARETO (FP); SCALED-F; DIRICHLET DISTRIBUTION; JACOBIAN; ORDERED COORDINATES; SCALED SPACINGS;

D O I：

10.1006/jmva.1994.1048

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, several properties of the multivariate Pareto (IV) distribution introduced by B. C. Arnold (Pareto Distributions, International Cooperative Publ. House, FairIand, MD) are studied. It is shown that in the multivariate Pareto (IV), if all the inequality parameters are the same, then some properties analogous to those of the multivariate Pareto (II) can still be derived. (C) 1994 Academic Press, Inc.

引用

页码：46 / 53

页数：8

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