Constructing and simulating multivariate distributions using khintchine's theorem

DOI10.1080/00949658208810615MaRDI QIDQ3957778zbMATH OpenOpenAlexFDO

Authors Maurice C. Bryson, Mark E. Johnson

Publication date 1982

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658208810615

zbMATH Keywords

simulationunimodalitycoefficient of variationMorgenstern distributionPlackett distributionexponential marginalscontour plotsKhintchine theorembivariate uniform distributionsconstruction of new multivariate distributionsnormal marginalsPearson coefficient of skewness

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3354430 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A class of multivariate symmetric stable distributions
• A generalized unimodality
• Random variate generation for unimodal and monotone densities
• Some bivariate uniform distributions
• The Moment Problem for Unimodal Distributions

Cited in

(5)

• Generation of Continuous Multivariate Distributions for Statistical Applications
• Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal
• Global-local mixtures: a unifying framework
• On Uniform and α-Monotone Discrete Distributions
• Detecting positive quadrant dependence and positive function dependence

Describes a project that uses

Uses Software

• Plotly

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