SOME PROPERTIES OF THE HOMOGENEOUS MULTIVARIATE PARETO(IV) DISTRIBUTION

JOURNAL OF MULTIVARIATE ANALYSIS

卷:51

Article

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

DOI  :  10.1006/jmva.1994.1048

来源: Elsevier

【 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.

【 授权许可】

Free