多元选择尺度-正态分布的混合

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Roohollah Roozegar, N. Balakrishnan, A. Bekker, A. Jamalizadeh
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引用次数: 1

摘要

本文建立了具有任意混合变量的正态分布的多变量选择尺度混合的一些结果。首先,我们用多元选择正态分布来讨论它们的随机表示。接下来,当选择集是R的q维欧氏空间中的任意矩形时,获得了正态分布的多变量选择尺度混合的条件分布以及前两个矩。随后,作为特例讨论了统一斜尺度正态分布混合(SUSMN)。作为SUSMN分布的一个子类,详细研究了一类统一的斜对称广义双曲(SUSGH)分布。最后,我们证明了我们的结果可以用于从正态分布的多变量尺度混合中获得L-统计量和多变量伴随项的矩。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On multivariate selection scale-mixtures of normal distributions
In this paper, we establish some results for multivariate selection scale-mixtures of normal distributions with arbitrary mixing variable. First, we discuss their stochastic representation in terms of multivariate selection normal distributions. Next, the conditional distributions as well as the first two moments of multivariate selection scale-mixtures of normal distributions are obtained when the selection set is an arbitrary rectangle in the q-dimensional Euclidean space of R. The unified skew-scale mixture of normal (SUSMN) distributions are subsequently discussed as a special case. As a subclass of SUSMN distributions, the class of unified skew-symmetric generalized hyperbolic (SUSGH) distributions are studied in detail. Finally, we show that our results can be used to obtain moments of L-statistics and of multivariate concomitants from multivariate scale-mixtures of normal distributions.
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来源期刊
CiteScore
1.60
自引率
10.00%
发文量
30
审稿时长
>12 weeks
期刊介绍: The Brazilian Journal of Probability and Statistics aims to publish high quality research papers in applied probability, applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes. More specifically, the following types of contributions will be considered: (i) Original articles dealing with methodological developments, comparison of competing techniques or their computational aspects. (ii) Original articles developing theoretical results. (iii) Articles that contain novel applications of existing methodologies to practical problems. For these papers the focus is in the importance and originality of the applied problem, as well as, applications of the best available methodologies to solve it. (iv) Survey articles containing a thorough coverage of topics of broad interest to probability and statistics. The journal will occasionally publish book reviews, invited papers and essays on the teaching of statistics.
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