کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146401 957508 2008 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A class of weighted multivariate normal distributions and its properties
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
A class of weighted multivariate normal distributions and its properties
چکیده انگلیسی

This article proposes a class of weighted multivariate normal distributions whose probability density function has the form of a product of a multivariate normal density and a weighting function. The class is obtained from marginal distributions of various doubly truncated multivariate normal distributions. The class strictly includes the multivariate normal and multivariate skew-normal. It is useful for selection modeling and inequality constrained normal mean vector analysis. We report on a study of some distributional properties and the Bayesian perspective of the class. A probabilistic representation of the distributions is also given. The representation is shown to be straightforward to specify the distribution and to implement computation, with output readily adapted for the required analysis. Necessary theories and illustrative examples are provided.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 99, Issue 8, September 2008, Pages 1758–1771
نویسندگان
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