The two-dimensional hyperbolic distribution and related distributions, with an application to Johannsen's bean data

Publisher Website
Google Scholar
Abstract
The contours of equal density of the two-dimensional hyperbolic distribution indicate that this distribution is capable of describing a very specific and simple form for departure from the two-dimensional normal distribution. One of the classical examples of two-dimensional data showing nonnormal variation is Johannsen's bean data. After a brief discussion of elementary properties of the two-dimensional hyperbolic distribution, the possibility of fitting this distribution to a set of data, obtained from Johannsen's data by a simple transformation, is considered. The two-dimensional hyperbolic distribution belongs to the class of generalized hyperbolic distributions which is shown to be closed under the formation of marginal distributions, under conditioning and under affine transformation.

This publication has 0 references indexed in Scilit: