Variance-Mean Mixture of Kotz-Type Distributions
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.38, no.2, pp.272-284, 2009 (SCI-Expanded, Scopus)
- Publication Type: Article / Article
- Volume: 38 Issue: 2
- Publication Date: 2009
- Doi Number: 10.1080/03610920802192497
- Journal Name: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
- Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Page Numbers: pp.272-284
- Çukurova University Affiliated: No
Abstract
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.