MULTIVARIATE LIOUVILLE DISTRIBUTIONS .4.

JOURNAL OF MULTIVARIATE ANALYSIS

卷:54

Article

GUPTA, RD ; RICHARDS, DSP

关键词: CONVOLUTION FAMILY;    CONVOLUTION SEMIGROUP;    DIRICHLET DISTRIBUTION;    GAUSS DISTRIBUTION;    HYPERGEOMETRIC FUNCTION ON SYMMETRICAL CONES;    HYPERGEOMETRIC FUNCTION OF MATRIX ARGUMENT;    LIOUVILLE-DIRICHLET INTEGRAL;    LOCALLY COMPACT ABELIAN GROUP;    MIXTURES OF EXPONENTIAL DISTRIBUTIONS;    MULTINOMIAL DISTRIBUTION;    MULTIVARIATE NEGATIVE BINOMIAL DISTRIBUTION;    POISSON DISTRIBUTION;    SYMMETRICAL CONE;    WEYL FRACTIONAL DERIVATIVE;   

DOI  :  10.1006/jmva.1995.1042

来源: Elsevier

【 摘 要 】

We define a class of distributions, containing the classical Dirichlet and Liouville distributions, in which the random variables take values in a locally compact Abelian group or semigroup. These generalizations retain many properties of the Dirichlet and Liouville distributions, including properties of the marginal and conditional distributions and regression functions. We present a number of examples illustrating the general theory. (C) 1995 Academic Press, Inc.

【 授权许可】

Free