Results 41 to 50 of about 747,309 (177)

Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems

Mathematics, 2020
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced.
Yury Khokhlov, Victor Korolev, Alexander Zeifman   +2 more
doaj   +1 more source

Prior choice and data requirements of Bayesian multivariate hierarchical models fit to tag‐recovery data: The need for power analyses

Ecology and Evolution, 2023
Recent empirical studies have quantified correlation between survival and recovery by estimating these parameters as correlated random effects with hierarchical Bayesian multivariate models fit to tag‐recovery data.
Cody E. Deane, Lindsay G. Carlson, Curry J. Cunningham, Pat Doak, Knut Kielland, Greg A. Breed   +5 more
doaj   +1 more source

Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions

Entropy, 2011
In the present paper, we propose a large sample asymptotic approximation for the sampling and posterior distributions of differential entropy when the sample is composed of independent and identically distributed realization of a multivariate normal ...
Habib Benali, Guillaume Marrelec
doaj   +1 more source

Distributions generated by perturbation of symmetry with emphasis on a multivariate skew $t$ distribution

, 2003
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities.
Arnold, Arnold, Arnold, Azzalini, Azzalini, Azzalini, Branco, Butler, Capitanio, Cook, David, Fang, Fernández, Fernández, Genton, Genz, Healy, Jones, Jones, Jones, Kano, Loperfido, Loperfido, Roberts, Sahu, Zuo   +25 more
core   +2 more sources

Moments of Student’s t-distribution: a unified approach

Modern Stochastics: Theory and Applications
In this paper, new closed form formulae for moments of the (generalized) Student’s t-distribution are derived in the one dimensional case as well as in higher dimensions through a unified probability framework.
Justin Lars Kirkby, Dang H. Nguyen, Duy Nguyen   +2 more
doaj   +1 more source

A multivariate skew normal distribution

Journal of Multivariate Analysis, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gupta, Arjun K., González-Farı́as, Graciela, Domı́nguez-Molina, J.Armando   +2 more
openaire   +1 more source

Some Theoretical and Computational Aspects of the Truncated Multivariate Skew-Normal/Independent Distributions

Mathematics, 2023
In this article, we derive a closed-form expression for computing the probabilities of p-dimensional rectangles by means of a multivariate skew-normal distribution.
Raúl Alejandro Morán-Vásquez, Edwin Zarrazola, Daya K. Nagar   +2 more
doaj   +1 more source

On Bayesian inference with conjugate priors for scale mixtures of normal distributions [PDF]

, 2010
Bayesian inference is considered for the multivariate regression model with distribution of the random responses belonging to the multivariate scale mixtures of normal distributions.
Ng, V.M.
core   +1 more source

Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

Advances in Difference Equations, 2019
In this paper, we solve the Fokker–Planck equation of the multivariate Ornstein–Uhlenbeck process to obtain its probability density function. This approach allows us to ascertain the distribution without solving it analytically.
P. Vatiwutipong, N. Phewchean
doaj   +1 more source

Multivariate θ-generalized normal distributions

Journal of Multivariate Analysis, 1973
AbstractA new family of continuous multivariate distributions is introduced, generalizing the canonical form of the multivariate normal distribution. The well-known univariate version of this family, as developed by Box, Tiao and Lund, among others, has proven a valuable tool in Bayesian analysis and robustness studies, as well as serving as a unified ...
Goodman, Irwin R, Kotz, Samuel
openaire   +1 more source