A continuous general multivariate distribution and its properties
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 10 (4) , 339-353
- https://doi.org/10.1080/03610928108828042
Abstract
Starting from two known continuous univariate distributions, a bivariate distribution is constructed depending on a parameter which measures the degree of stochastic dependence between the two random variables. From the foregoing construction we then pass to a multivariate-type distribution, constructed using only univariate distributions and an association matrix. Some properties of the multivariate and bivariate case are studied.Keywords
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