LEADER 05566nam 2200685Ia 450 001 9910143188203321 005 20170810191546.0 010 $a1-280-27277-5 010 $a9786610272778 010 $a0-470-30414-6 010 $a0-471-65403-5 010 $a0-471-72206-5 035 $a(CKB)111087027110018 035 $a(EBL)221333 035 $a(OCoLC)475926486 035 $a(SSID)ssj0000129992 035 $a(PQKBManifestationID)11144151 035 $a(PQKBTitleCode)TC0000129992 035 $a(PQKBWorkID)10080314 035 $a(PQKB)11561849 035 $a(MiAaPQ)EBC221333 035 $a(PPN)249365146 035 $a(EXLCZ)99111087027110018 100 $a19991213d2000 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous multivariate distributions$hVolume 1$iModels and applications$b[electronic resource] /$fSamuel Kotz, N. Balakrishnan, Norman L. Johnson 205 $a2nd ed. 210 $aNew York $cJohn Wiley & Sons, Inc.$dc2000 215 $a1 online resource (753 p.) 225 1 $aWiley series in probability and statistics 300 $a"A Wiley-Interscience publication." 311 $a0-471-18387-3 320 $aIncludes bibliographical references and indexes. 327 $aContents; Preface; List of Tables; List of Figures; 44 Systems of Continuous Multivariate Distributions; 1 Introduction; 2 Historical Remarks; 3 Multivariate Generalization of Pearson System; 4 Series Expansions and Multivariate Central Limit Theorems; 5 Translation Systems; 6 Multivariate Linear Exponential-Type Distributions; 7 Sarmanov's Distributions; 8 Multivariate Linnik's Distributions; 9 Multivariate Kagan's Distributions; 10 Generation of Multivariate Nonnormal Random Variables; 11 Fre?chet Bounds; 12 Fre?chet, Plackett and Mardia's Systems; 13 Farlie-Gumbel-Morgenstern Distributions 327 $a14 Multivariate Phase-Type Distributions15 Chebyshev-Type and Bonferroni Inequalities; 16 Singular Distributions; 17 Distributions with Almost-Lack of Memory; 18 Distributions with Specified Conditionals; 19 Distributions with Given Marginals; 20 Measures of Multivariate Skewness and Kurtosis; Bibliography; 45 Multivariate Normal Distributions; 1 Introduction and Genesis; 2 Definition and Moments; 3 Other Properties; 4 Order Statistics; 5 Evaluation of Multivariate Normal Probabilities; 5.1 Reduction Formulas; 5.2 Orthant Probabilities; 5.3 Some Special Cases; 5.4 Approximations 327 $a6 Quadrivariate Normal Orthant Probabilities7 Characterizations; 8 Estimation; 8.1 Estimation of ?; 8.2 Estimation of V; 8.3 Estimation of Correlations; 8.4 Estimation Under Missing Data; 8.5 Estimation Under Special Structures; 8.6 Estimation of Functions of ? and V; 9 Tolerance Regions; 10 Truncated Multivariate Normal Distributions; 11 Related Distributions; 12 Mixtures of Multivariate Normal Distributions; 13 Complex Multivariate Normal Distributions; Bibliography; 46 Bivariate and Trivariate Normal Distributions; 1 Definition and Applications; 2 Historical Remarks 327 $a3 Properties and Moments4 Bivariate Normal Integral-Tables and Approximations; 5 Characterizations; 6 Order Statistics; 7 Trivariate Normal Integral; 8 Estimation; 8.1 Bivariate Normal Distribution; 8.2 Trivariate Normal Distributions; 9 Truncated Bivariate and Trivariate Normal Distributions; 10 Dichotomized Variables; 10.1 Tetrachoric Correlation; 10.2 Biserial Correlation; 11 Related Distributions; 11.1 Mixtures of Bivariate Normal Distributions; 11.2 Bivariate Half Normal Distribution; 11.3 Distribution of Ratios; 11.4 ""Bivariate Normal"" Distribution with Centered Normal Conditionals 327 $a11.5 Bivariate Skew-Normal DistributionBibliography; 47 Multivariate Exponential Distributions; 1 Introduction; 2 Bivariate Exponential Distributions; 2.1 Introduction; 2.2 Gumbel's Bivariate Exponentials; 2.3 Freund's Bivariate Exponential (Bivariate Exponential Mixture Distributions); 2.4 Marshall and Olkin's Bivariate Exponential; 2.5 Friday and Patil's Bivariate Exponential; 2.6 Arnold and Strauss' Bivariate Exponential; 2.7 Moran and Downton's Bivariate Exponential; 2.8 Singpurwalla and Youngren's Bivariate Exponential; 2.9 Raftery's Bivariate Exponential 327 $a2.10 Hayakawa's Bivariate Exponential 330 $aContinuous Multivariate Distributions, Volume 1, Second Edition provides a remarkably comprehensive, self-contained resource for this critical statistical area. It covers all significant advances that have occurred in the field over the past quarter century in the theory, methodology, inferential procedures, computational and simulational aspects, and applications of continuous multivariate distributions. In-depth coverage includes MV systems of distributions, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions, as well as MV n 410 0$aWiley series in probability and statistics. 606 $aDistribution (Probability theory) 606 $aMultivariate analysis 615 0$aDistribution (Probability theory) 615 0$aMultivariate analysis. 676 $a519.535 700 $aKotz$b Samuel$012052 701 $aJohnson$b Norman Lloyd$012699 701 $aBalakrishnan$b N.$f1956-$0103508 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910143188203321 996 $aContinuous multivariate distributions$966076 997 $aUNINA