A continuous multivariate exponential distribution
DOI: 10.1080/03610928408828733
关键词: Multivariate stable distribution 、 Univariate distribution 、 Mathematics 、 Applied mathematics 、 Matrix normal distribution 、 Wishart distribution 、 Matrix t-distribution 、 Multivariate normal distribution 、 Statistics 、 Normal-Wishart distribution 、 Inverse-Wishart distribution
摘要: A continuous multivariate exponential distribution is introduced which can model a full range of correlation structures and attains the Frechet bounds in bivariate case, easy to simulate, arises as for reliability failure due shocks, analogous normal distribution. Two examples are given it models data satisfactorily
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