Information and Covariance Matrices for Multivariate Burr III and Logistic distributions
Abstract
Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, populations growth and survival data. We showed that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables. Indeed, we consider that this calculus technique for improper integral has its own importance in applied probability calculus.
- Publication:
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arXiv e-prints
- Pub Date:
- April 2004
- DOI:
- 10.48550/arXiv.physics/0404063
- arXiv:
- arXiv:physics/0404063
- Bibcode:
- 2004physics...4063Y
- Keywords:
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- Physics - Data Analysis;
- Statistics and Probability
- E-Print:
- submitted to Communications in Statistics