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In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X,N) follows the BGG law if N has geometric...
Persistent link: https://www.econbiz.de/10011042072
Ann-dimensional random vector is said to have an[alpha]-symmetric distribution,[alpha]0, if its characteristic function is of the form[phi]((u1[alpha]+...+un[alpha])1/[alpha]). We study the classes[Phi]n([alpha]) of all admissible functions[phi]: [0, [infinity])--. It is known that members...
Persistent link: https://www.econbiz.de/10005006394
In this article we obtain the characteristic functions (c.f.'s) for 1-spherical distributions and simplify that of the 1-norm symmetric distributions to an expression of a finite sum. These forms of c.f.'s can be used to derive the probability density functions (p.d.f.'s) of linear combinations...
Persistent link: https://www.econbiz.de/10005221456
The c-characteristic function has been shown to have properties similar to those of the Fourier transformation. We now give a new property of the c-characteristic function of the spherically symmetric distribution. With this property, we can easily determine whether a distribution is spherically...
Persistent link: https://www.econbiz.de/10010681785