On (p1,…,pk)-spherical distributions

Wolf-Dieter Richter ()
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Wolf-Dieter Richter: Institute of Mathematics University of Rostock

Journal of Statistical Distributions and Applications, 2019, vol. 6, issue 1, 1-18

Abstract: Abstract The class of (p1,…,pk)-spherical probability laws and a method of simulating random vectors following such distributions are introduced using a new stochastic vector representation. A dynamic geometric disintegration method and a corresponding geometric measure representation are used for generalizing the classical χ2-, t- and F-distributions. Comparing the principles of specialization and marginalization gives rise to an alternative method of dependence modeling.

Keywords: (p 1; ...; p k)-power exponential distribution; simulation of (p 1; ...; p k)-spherical uniform distribution; sign-invariant distribution; (p 1; ...; p k)-spherical surface content measure; (p 1; ...; p k)-spherical radius variable; matrix times vector stochastic representation; dynamic disintegration; (p 1; ...; p k)-spherical coordinates; generalized χ 2-; t- and F-distributions; dependence modeling; specialization vs. marginalization; specialization Copula density; poly Beta function; angular Beta density; 60E05; 62E15; 60D05; 14J29; 28A50; 28A75 (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1186/s40488-019-0097-z

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