MULTIVARIATE LIOUVILLE DISTRIBUTIONS .4.

Authors
GUPTA RD RICHARDS DSP
Citation
Rd. Gupta et Dsp. Richards, MULTIVARIATE LIOUVILLE DISTRIBUTIONS .4., Journal of Multivariate Analysis, 54(1), 1995, pp. 1-17
Citations number
30
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Multivariate Analysis → ACNP
ISSN journal
0047259X
Volume
54
Issue
1
Year of publication
1995
Pages
1 - 17
Database
ISI
SICI code
0047-259X(1995)54:1<1:MLD.>2.0.ZU;2-N
Abstract
We define a class of distributions, containing the classical Dirichlet and Liouville distributions, in which the random variables take value s in a locally compact Abelian group or semigroup. These generalizatio ns retain many properties of the Dirichlet and Liouville distributions , including properties of the marginal and conditional distributions a nd regression functions. We present a number of examples illustrating the general theory. (C) 1995 Academic Press, Inc.