On the generalized multivariate Gumbel distribution

Demirhan H., KALAYLIOĞLU AKYILDIZ Z. I.

STATISTICS & PROBABILITY LETTERS, cilt.103, ss.93-99, 2015 (SCI-Expanded) identifier identifier

  • 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.