Generalized Liouville distribution and some related multivariate distributions (Q789118): Difference between revisions

This paper examines some properties of the generalized Liouville distribution (GLD) with probability generating function f(x)\(\propto g(\bar S_ n)\prod^{n}_{i=1}x_ i^{a_ i-1}\) where \(\bar S_ n=\sum^{n}_{i=1}x_ i\), \(x_ i\geq 0\), \(a_ i>0\), \(i=1,2,...,n\). In particular, the means and the second central moments of the random variables \(X_ i\) are provided from which their covariance matrix and partial and multiple correlations are derived. In the more general case where \(\bar S_ n=\sum^{n}_{i=1}(x_ i/q_ i)^{\beta_ i}\), \(q_ i,\beta_ i>0\), \(i=1,2,...,n\) asymptotic properties of the maximum likelihood estimators of \(q_ 1,q_ 2,...,q_ n\) are studied. Finally, two other multivariate distributions closely related to the GLD are considered and their properties are discussed.