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A Multivariate and Asymmetric Generalization of Laplace Distribution

2001
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Release : 2001
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Book Synopsis A Multivariate and Asymmetric Generalization of Laplace Distribution by : Tomasz J. Kozubowski

Download or read book A Multivariate and Asymmetric Generalization of Laplace Distribution written by Tomasz J. Kozubowski. This book was released on 2001. Available in PDF, EPUB and Kindle. Book excerpt: Consider a sum of independent and identically distributed random vectors with finite second moments, where the number of terms has a geometric distribution independent of the summands. We show that the class of limiting distributions of such random sums, as the number of terms converges to infinity, consists of multivariate asymmetric distributions that are natural generalizations of univariate Laplace laws. We call these limits multivariate asymmetric Laplace laws. We give an explicit form of their multidimensional densities and show representations that effectively facilitate computer simulation of variates from this class. We also discuss the relation to other formerly considered classes of distributions containing Laplace laws.

The Laplace Distribution and Generalizations

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 73X/5 ( reviews)

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Book Synopsis The Laplace Distribution and Generalizations by : Samuel Kotz

Download or read book The Laplace Distribution and Generalizations written by Samuel Kotz. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers. The exposition systematically unfolds with many examples, tables, illustrations, and exercises. A comprehensive index and extensive bibliography also make this book an ideal text for a senior undergraduate and graduate seminar on statistical distributions, or for a short half-term academic course in statistics, applied probability, and finance.

Multivariate Generalized Laplace Distributions and Related Random Fields

2010
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Release : 2010
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Book Synopsis Multivariate Generalized Laplace Distributions and Related Random Fields by : Tomasz J. Kozubowski

Download or read book Multivariate Generalized Laplace Distributions and Related Random Fields written by Tomasz J. Kozubowski. This book was released on 2010. Available in PDF, EPUB and Kindle. Book excerpt:

Multivariate, Multilinear and Mixed Linear Models

2021-10-01 Mathematics
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Release : 2021-10-01
Genre : Mathematics
Kind : eBook
Book Rating : 944/5 ( reviews)

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Book Synopsis Multivariate, Multilinear and Mixed Linear Models by : Katarzyna Filipiak

Download or read book Multivariate, Multilinear and Mixed Linear Models written by Katarzyna Filipiak. This book was released on 2021-10-01. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest findings on statistical inference in multivariate, multilinear and mixed linear models, providing a holistic presentation of the subject. It contains pioneering and carefully selected review contributions by experts in the field and guides the reader through topics related to estimation and testing of multivariate and mixed linear model parameters. Starting with the theory of multivariate distributions, covering identification and testing of covariance structures and means under various multivariate models, it goes on to discuss estimation in mixed linear models and their transformations. The results presented originate from the work of the research group Multivariate and Mixed Linear Models and their meetings held at the Mathematical Research and Conference Center in Będlewo, Poland, over the last 10 years. Featuring an extensive bibliography of related publications, the book is intended for PhD students and researchers in modern statistical science who are interested in multivariate and mixed linear models.

Beyond Beta: Other Continuous Families Of Distributions With Bounded Support And Applications

2004-12-08 Mathematics
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Release : 2004-12-08
Genre : Mathematics
Kind : eBook
Book Rating : 246/5 ( reviews)

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Book Synopsis Beyond Beta: Other Continuous Families Of Distributions With Bounded Support And Applications by : Samuel Kotz

Download or read book Beyond Beta: Other Continuous Families Of Distributions With Bounded Support And Applications written by Samuel Kotz. This book was released on 2004-12-08. Available in PDF, EPUB and Kindle. Book excerpt: Statistical distributions are fundamental to Statistical Science and are a prime indispensable tool for its applications. This monograph is the first to examine an important but somewhat neglected field — univariate continuous distribution on a bounded domain, excluding the beta distribution. It provides an elementary but thorough discussion of “novel” contributions developed in recent years, such as the two-sided power, generalized trapezoidal and generalized Topp and Leone distributions, among others. It discusses a general framework for constructing two-sided distributions and some of its properties. It contains a comprehensive chapter on the triangular distribution as well as a chapter on earlier extensions not emphasized in existing literature. Special attention is given to estimation, in particular, non-standard maximum likelihood procedures. The applications are drawn mainly from the econometric and engineering domains.

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