Accession Number:

ADA026306

Title:

Some Properties and Generalizations of Multivariate Morgenstern Distributions,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1976-05-01

Pagination or Media Count:

22.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE