کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155266 958467 2007 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A new family of slash-distributions with elliptical contours
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A new family of slash-distributions with elliptical contours
چکیده انگلیسی

We introduce a new family of univariate and multivariate slash-distributions. Our construction is based on elliptical distributions. We define the new family by means of a stochastic representation as the scale mixture of an elliptically distributed random variable with respect to the power of a U(0,1)U(0,1) random variable. The same idea is extended to the multivariate case. We study general properties of the resulting families, including their moments. We illustrate special cases of interest, such as Normal, Cauchy, Student-tt, Type II Pearson and Kotz-type distributions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 7, 1 April 2007, Pages 717–725
نویسندگان
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