A Multivariate Extension of Inverse Gaussian Distribution Derived from Inverse Relationship

Communications in Statistics - Theory and Methods

Volumn 32, Issue 12, 2003, Pages 2285-2304

  Minami, Mihoko ^a  

^a GRADUATE UNIVERSITY FOR ADVANCED STUDIES   (Japan)

Author keywords

Cumulant generating function; Inverse relationship; Multivariate Brownian motion; Multivariate normal distribution

Indexed keywords

BROWNIAN MOVEMENT; LAPLACE TRANSFORMS; MATRIX ALGEBRA; PROBABILITY DENSITY FUNCTION; SAMPLING; SET THEORY;

CUMULANT GENERATING FUNCTIONS; MULTIVARIATE NORMAL DISTRIBUTION;

STATISTICAL METHODS;

EID: 0344861863     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120025379     Document Type: Article

References (10)

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