Constructing and simulating multivariate distributions using khintchine's theorem

DOI10.1080/00949658208810615zbMath0494.62020OpenAlexW2008871079MaRDI QIDQ3957778

Mark E. Johnson, Maurice C. Bryson

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

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

Related Items (5)

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

Uses Software

• Plotly

Cites Work

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• Random variate generation for unimodal and monotone densities
• A class of multivariate symmetric stable distributions
• Some bivariate uniform distributions
• A generalized unimodality
• The Moment Problem for Unimodal Distributions

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