The inverse survival function for multivariate distributions and its application to the product moment

Haruhiko Ogasawara

Statistics & Probability Letters, 2018, vol. 142, issue C, 71-76

Abstract: The inverse function of the joint survival function for continuous non-negative multivariate distributions is defined with or without change of variables. This inverse function gives three alternative expectation formulas for a non-negative random vector.

Keywords: Alternative expectation formulas; Inverse function; Survival function; Numerical integration (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2018.07.009

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