具有威布尔连接的多元分布

A Multivariate Distribution with Weibull Connections

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1989
被引 85
ABS 4

中文导读

定义了一种简单的多元分布形式,在特定参数下其边缘分布为威布尔分布,通过单一参数控制变量间的正、负或零关联,边缘和条件分布、风险函数及密度形式简单,便于实际应用和解释。

Abstract

SUMMARY A simple form of multivariate distribution is defined which, for certain parameter values, has Weibull marginals. The distribution has a single parameter governing association between the variates, which may be positive, negative or zero. The simple forms for marginal and conditional distributions, hazard functions and densities make it attractive for practical application and interpretation.

统计学多元统计概率分布计量经济学