The inverse survival function for multivariate distributions and its application to the product moment
Statistics & Probability Letters, 2018, vol. 142, issue C, 71-76
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)
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:142:y:2018:i:c:p:71-76
Ordering information: This journal article can be ordered from
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().