Variance-Mean Mixture of Kotz-Type Distributions


Arslan O.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.38, ss.272-284, 2009 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 38 Konu: 2
  • Basım Tarihi: 2009
  • Doi Numarası: 10.1080/03610920802192497
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Sayfa Sayısı: ss.272-284

Özet

This article proposes a new family of multivariate distributions as the variance-mean mixture of the multivariate Kotz-type distribution with the extended generalized inverse Gaussian as the mixing distribution. Definition and some of the main properties are given.