Variance-Mean Mixture of Kotz-Type Distributions


Arslan O.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.38, sa.2, ss.272-284, 2009 (SCI-Expanded) identifier identifier

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.