A class of infinitely divisible multivariate negative binomial distributions

R. C. Griffiths and R. K. Milne

Journal of Multivariate Analysis, 1987, vol. 22, issue 1, 13-23

Abstract: A particular class of multivariate negative binomial distributions has probability generating functions of the form I-Q[alpha]I-QS-[alpha], where [alpha]>0 and S=diag(s1, ..., sn). The main results of this paper concern characterizations of the infinitely divisible distributions of this class.

Keywords: Infinite; divisibility; multivariate; geometric; distribution; multivariate; negative; binomial; distribution (search for similar items in EconPapers)
Date: 1987
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