广义多元Beta分布

Generalized Multivariate Beta Distribution

  • 摘要: 本文把广义Beta分布(Eugene (2001))推广到了多元的情形, 研究了多元Beta分布的矩母函数, 以及广义多元Beta分布的边际分布、条件分布及回归函数. 给出了他们在次序统计量中的应用.

     

    Abstract: This paper extends the (generalized) Beta distribution to the (generalized) multivariate Beta distribution. We also study the moment generating function of multivariate Beta distribution, obtain the marginal distribution, conditional distribution and regression function of the generalized multivariate Beta distribution.

     

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