Results 201 to 210 of about 706 (230)

Concomitants of multivariate order statistics from multivariate elliptical distributions

Communications in Statistics - Theory and Methods, 2016
ABSTRACTIn this article, we consider a (k + 1)n-dimensional elliptically contoured random vector (XT1, X2T, …, XTk, ZT)T = (X11, …, X1n, …, Xk1, …, Xkn, Z1, …, Zn)T and derive the distribution of concomitant of multivariate order statistics arising from X1, X2, …, Xk.
Roohollah Roozegar, Ahad Jamalizadeh, Alireza Nematollahi   +2 more
openaire   +1 more source

Generation of Continuous Multivariate Distributions for Statistical Applications

American Journal of Mathematical and Management Sciences, 1984
SYNOPTIC ABSTRACTTwo general and several specific schemes are described for generating variates from continuous multivariate distributions. Algorithms are provided for the multivariate normal, Johnson system, Cauchy, elliptically contoured (including Pearson Types II and VII), Morgenstern, Plackett, Ali, Gumbel, Burr (and related), Beta-Stacy and ...
Mark E. Johnson, Chiang Wang, John s. Ramberg   +2 more
openaire   +1 more source

Asymptotic Joint Distribution of Linear Systematic Statistics from Multivariate Distributions

Journal of the American Statistical Association, 1969
Abstract The asymptotic joint distribution of an arbitrary number of linear systematic statistics (that is, linear combinations of order statistics), when observations are made on a random vector, is shown to be normal under fairly general conditions. The linear systematic statistics may correspond to the same or to different components of the vector ...
M. M. Siddiqui, Calvin Butler
openaire   +1 more source

Concomitants of order statistics from multivariate elliptical distributions

Journal of Statistical Planning and Inference, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jamalizadeh, Ahad, Balakrishnan, N.
openaire   +1 more source

Statistical inference for a class of multivariate negative binomial distributions [PDF]

, 2010
This paper considers statistical inference procedures for a class of models for positively correlated count variables called -permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been studied in the literature, while this is the first ...
Rubak, Ege H., Møller, Jesper, McCullagh, Peter   +2 more
openaire   +2 more sources

Order Statistics of Samples from Multivariate Distributions

Journal of the American Statistical Association, 1975
Abstract Let (X 1j , X 2j , ···, Xmj ), j = 1, 2, ···, n, be a sample of size n on an m-dimensional vector (X 1, X 2, ···, Xm ), m ≥ 2. Let the order statistics of the rth component be denoted by X r,1* ≤ X r,2* ≤ ··· ≤ X r,n *. In this article we investigate the distribution of the vector (X 1,n−i1*, X 2,n–i2*, ···, Xm,n–im *) for (i 1, i 2, ···, im )
openaire   +1 more source

Robust statistics for testing mean vectors of multivariate distributions

Communications in Statistics - Theory and Methods, 1982
We develop a ‘robust’ statistic T2 R, based on Tiku's (1967, 1980) MML (modified maximum likelihood) estimators of location and scale parameters, for testing an assumed meam vector of a symmetric multivariate distribution. We show that T2 R is one the whole considerably more powerful than the prominenet Hotelling T2 statistics. We also develop a robust
M.L. Tiku, M. Singh
openaire   +1 more source

Projection of circuit performance distributions by multivariate statistics

IEEE Transactions on Semiconductor Manufacturing, 1989
Production test data from process monitoring test structures were utilized in a circuit simulator that accounts for the correlations between circuit elements. This 'correlated' simulation is based on a principal component analysis technique that requires the means, the standard deviations, and the correlation coefficients of all circuit elements.
openaire   +1 more source

The Multivariate Heteroscedastic Method: Distributions of Statistics and an Application

American Journal of Mathematical and Management Sciences, 1987
SYNOPTIC ABSTRACTAsymptotic approximations to the distributions of the basic variate, and of some statistics constructed by the heteroscedastic method are derived for the multivariate case. The results are numerically compared with exact ones in the case of one and/or two dimensions. As an application, simultaneous confidence interval estimation with a
Hiroto Hyakutake, Minoru Siotani
openaire   +1 more source

Statistical mechanics of helical wormlike chains. XII. Multivariate distribution functions

The Journal of Chemical Physics, 1980
The multivariate distribution function of several vector distances each between two contour points for the helical wormlike chain is studied. General expressions for its moments are derived by a generalization of the operational method developed previously. The distribution function itself is constructed by the weighting function method on the basis of
Jiro Shimada, Hiromi Yamakawa
openaire   +1 more source