Combinatorial results on the fitting problems of the multivariate gamma distribution introduced by Prékopa and Szántai

作者: Gerzson Kéri , Tamás Szántai

DOI: 10.1007/S10479-011-1030-0

关键词: ComputationOpen problemMatrix gamma distributionMathematicsFitting ProblemsEmpirical dataMathematical optimizationTheory of computationGamma distribution

摘要: Generalizations of the results an earlier paper second author, related to problem fitting a multivarite gamma distribution empirical data, are discussed in paper. The multivariate under consideration is one that was introduced Prekopa and Szantai (in Water Resources Research, 14:19–24, 1978), some on were given Alkalmazott Matematikai Lapok 10:35–60, 1984). In present it proved necessary conditions not sufficient further new, mostly computational provided, too. Using more efficient computation tools we able now give for dimensions 5 6 as well. For higher have only invention suitable condition remains open when n greater than 6. miscellaneousness obtained our new project n=6 indicates finding general should be very hard problem.

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