Exploració per autor "Kotz, Samuel"

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    • Information matrices for some elliptically symmetric distributions 

      Nadarajah, Saralees; Kotz, Samuel (Institut d'Estadística de Catalunya, 2005)
      Article
      Accés obert
      The Fisher information matrices are derived for three of the most popular elliptically symmetric distributions: the Pearson type II, Pearson type VII and the Kotz type distributions. We hope the results could be important ...

    • Muliere and Scarsini's bivariate Pareto distribution: sums, products, and ratios 

      Nadarajah, Saralees; Kotz, Samuel (Institut d'Estadística de Catalunya, 2005)
      Article
      Accés obert
      HolaWe derive the exact distributions of R = X +Y , P = X Y andW = X/(X +Y ) and the corresponding moment properties when X and Y follow Muliere and Scarsini’s bivariate Pareto distribution. The expressions turn out to ...