MULTIVARIATE PEARSON TYPE II DISTRIBUTION: STATISTICAL AND MATHEMATICAL FEATURES

PROBABILITY AND MATHEMATICAL STATISTICS-POLAND（2014）

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摘要

In this article, we first review the main characterizations of multivariate Pearson type II distribution as a subclass of multivariate symmetric spherical distributions. Then we try to provide specific mathematical and statistical principles underlying the construction of this subclass of multivariate distributions.

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关键词

Multivariate Pearson type II distribution,hypersphere,complex normal distribution,norm-scale invariant,simulation

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