Some Properties and Generalizations of Multivariate Morgenstern Distributions,
Abstract
The admissible values of the coefficient in a bivariate Morgenstern distribution are found. For multivariate Morgenstern distributions necessary and sufficient conditions are given for its coefficients, and its conditional distributions are found and shown to belong to a family of distributions further extending the multivariate Morgenstern family. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1976
- Accession Number
- ADA026306
Entities
People
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill