Multiple modes in densities with normal conditionals

Distributions with normal conditionals have biquadratic regression functions. Consequently, in contrast to classical bivariate normal distributions, their densities can be multimodal. Criteria for determining the number of modes are discussed and illustrations of representative multimodal densities are provided.

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Year of publication:	2000
Authors:	Arnold, Barry C. ; Castillo, Enrique ; Sarabia, José María ; González-Vega, Laureano
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 49.2000, 4, p. 355-363
Publisher:	Elsevier
Subject:	Normal conditionals distribution Sturm-Habicht sequence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005053139