Search Results - subject:"Normal Distribution"

The multilinear normal distribution: Introduction and some basic properties

Ohlson, Martin; Rauf Ahmad, M.; von Rosen, Dietrich - In: Journal of Multivariate Analysis 113 (2013) C, pp. 37-47

In this paper, the multilinear normal distribution is introduced as an extension of the matrix-variate normal … distribution. Basic properties such as marginal and conditional distributions, moments, and the characteristic function, are also …

Persistent link: https://www.econbiz.de/10010588052

Minimizing supply airdrop collateral damage risk

Dillenburger, Steven P.; Cochran, Jeffery K.; … - In: Socio-Economic Planning Sciences 47 (2013) 1, pp. 9-19

weights and collateral damage risk is calculated as the weighted integral of the bivariate normal distribution over the …

Persistent link: https://www.econbiz.de/10010617310

Exit times for multivariate autoregressive processes

Jung, Brita - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 3052-3063

We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends only on the set itself and on the covariance matrix of...

Persistent link: https://www.econbiz.de/10010679229

Moments of truncated normal/independent distributions

Genç, Ali - In: Statistical Papers 54 (2013) 3, pp. 741-764

Pearson type VII distribution, slash distribution, contaminated normal distribution, double exponential distribution and …

Persistent link: https://www.econbiz.de/10010680675

An empirical likelihood ratio based goodness-of-fit test for skew normality

Ning, Wei; Ngunkeng, Grace - In: Statistical Methods and Applications 22 (2013) 2, pp. 209-226

In this paper, an empirical likelihood ratio based goodness-of-fit test for the skew normality is proposed. The asymptotic results of the test statistic under the null hypothesis and the alternative hypothesis are derived. Simulations indicate that the Type I error of the proposed test can be...

Persistent link: https://www.econbiz.de/10010680678

An accept-reject algorithm for the positive multivariate normal distribution

Botts, Carsten - In: Computational Statistics 28 (2013) 4, pp. 1749-1773

The need to simulate from a positive multivariate normal distribution arises in several settings, specifically in …, an accept-reject algorithm is introduced in which variates from a positive multivariate normal distribution are proposed … from a multivariate skew-normal distribution. This new algorithm generates an i.i.d. sample and is shown, under certain …

Persistent link: https://www.econbiz.de/10010698291

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector

Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema - In: Journal of Multivariate Analysis 122 (2013) C, pp. 70-81

In this paper we consider the distribution of the product of a Wishart random matrix and a Gaussian random vector. We derive a stochastic representation for the elements of the product. Using this result, the exact joint density for an arbitrary linear combination of the elements of the product...

Persistent link: https://www.econbiz.de/10010702799

Uneven landscapes and city size distributions

Lee, Sanghoon; Li, Qiang - In: Journal of Urban Economics 78 (2013) C, pp. 19-29

distribution. The log-normal distribution is consistent with Zipf’s law in the top tail, which is known to hold for many countries …This paper proposes a new model generating city size distributions that asymptotically follow the log-normal …

Persistent link: https://www.econbiz.de/10010703161

Asymptotic expansions for moments of skew-normal extremes

Liao, Xin; Peng, Zuoxiang; Nadarajah, Saralees - In: Statistics & Probability Letters 83 (2013) 5, pp. 1321-1329

In this short note, we focus on the limiting behaviors of moments for normalized partial maxima of skew-normal samples. Under optimal norming constants, asymptotic expansions for moments of maxima of skew-normal samples are derived. These expansions are used to deduce convergence rates of...

Persistent link: https://www.econbiz.de/10010662314

Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension

Katayama, Shota; Kano, Yutaka; Srivastava, Muni S. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 410-421

The problem of hypothesis testing concerning the mean vector for high dimensional data has been investigated by many authors. They have proposed several test criteria and obtained their asymptotic distributions, under somewhat restrictive conditions, when both the sample size and the dimension...

Persistent link: https://www.econbiz.de/10010665706