On the generalized multivariate Gumbel distribution
STATISTICS & PROBABILITY LETTERS, cilt.103, ss.93-99, 2015 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 103
- Basım Tarihi: 2015
- Doi Numarası: 10.1016/j.spl.2015.04.023
- Dergi Adı: STATISTICS & PROBABILITY LETTERS
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.93-99
- Anahtar Kelimeler: Distribution of summation, Exceedance probability, Generalized multivariate log-gamma, Random vector generation, Skew normal, SKEW-NORMAL DISTRIBUTION
- Orta Doğu Teknik Üniversitesi Adresli: Evet
Özet
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.