Information and Covariance Matrices for Multivariate Burr III and Logistic distributions

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Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, populations growth and survival data. We showed that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables. Indeed, we consider that this calculus technique for improper integral has its own importance in applied probability calculus.
submitted to Communications in Statistics

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Data Analysis, Statistics and Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/86069

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/physics/0404063
 http://arxiv.org/abs/physics/0404063

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arXiv