Information and Covariance Matrices for Multivariate Pareto (IV), Burr, and Related Distributions
Publish place: International Journal of Industrial Engineering & Production Research، Vol: 17، Issue: 4
Publish Year: 1385
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_IJIEPR-17-4_002
تاریخ نمایه سازی: 7 شهریور 1393
Abstract:
Main result of this paper is to derive the exact analytical expressions of information and covariance matrix for multivariate Pareto, Burr and related distributions. These distributions arise as tractable parametric models in reliability, actuarial science, economics, finance and telecommunications. We showed that all the calculations can be obtained from one main moment multidimensional integral whose expression is obtained through some particular change of variables. Indeed, we consider that this calculus technique for that improper integral has its own importance.
Keywords:
gamma and beta functions , polygamma functions , Information matrix , covariance matrix , multivariate pareto models
Authors
GH. YARI
Iran University of Science and Technology
A. M. D JAFARI
Supelec, Plateau de Moulon