On the generalized multivariate Gumbel distribution (Q893966)
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scientific article; zbMATH DE number 6512867
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| English | On the generalized multivariate Gumbel distribution |
scientific article; zbMATH DE number 6512867 |
Statements
On the generalized multivariate Gumbel distribution (English)
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23 November 2015
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distribution of summation
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exceedance probability
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generalized multivariate log-gamma
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random vector generation
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skew normal
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0.8534826636314392
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0.8096470236778259
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0.8004803657531738
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