Use of Moments in Distribution Theory: A Multivariate Case

In recent papers, Johnson and Kotz (Amer. Statist.44, 245-249 (1990); Math. Sci.15, 42-52 (1990)) have explored the utility of moment calculations as a simple way of establishing distributional forms. In particular a characterization theorem for beta distributions has been proved. In this paper these methods are extended to multivariate problems, and a result is established for Dirichlet distributions.

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Year of publication:	1993
Authors:	Volodin, N. A. ; Kotz, S. ; Johnson, N. L.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 46.1993, 1, p. 112-119
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005221633