Variance-Mean Mixture of Kotz-Type Distributions

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Arslan O.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, vol.38, no.2, pp.272-284, 2009 (SCI-Expanded)

• 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.