STATISTICS & PROBABILITY LETTERS, vol.103, pp.93-99, 2015 (Journal Indexed in SCI)
Article / Article
Title of Journal :
STATISTICS & PROBABILITY LETTERS
Distribution of summation, Exceedance probability, Generalized multivariate log-gamma, Random vector generation, Skew normal, SKEW-NORMAL DISTRIBUTION
In this article, main characteristics, marginal, joint, and conditional inferences of a generalized multivariate Gumbel model are derived, and random vector generation is described. Distribution of the sum where summands come from a bivariate generalized multivariate Gumbel distribution is derived. (C) 2015 Elsevier B.V. All rights reserved.