Quantile-Based Multivariate Log-Normal Distribution
نویسندگان
چکیده
We introduce a quantile-based multivariate log-normal distribution, providing new skewed distribution with positive support. The parameters of this are interpretable in terms quantiles marginal distributions and associations between pairs variables, desirable feature for statistical modeling purposes. derive properties the involving transformations, closed-form expressions mixed moments, expected value, covariance matrix, mode, Shannon entropy, Kullback–Leibler divergence. also present results on marginalization, conditioning, independence. Additionally, we discuss parameter estimation verify its performance through simulation studies. evaluate model fitting based Mahalanobis-type distances. An application to children data is presented.
منابع مشابه
Nonparametric multivariate conditional distribution and quantile regression
In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial derivatives of bivariate copulas. Without restri...
متن کاملOn Multivariate Log Birnbaum-Saunders Distribution
Univariate Birnbaum-Saunders distribution has received a considerable attention in recent years. Rieck and Nedelman (1991) introduced a log Birnbaum-Saunders distribution. We introduce a multivariate log Birnbaum-Saunders distribution and discuss its different properties. It is observed that the proposed multivariate model can be obtained from the multivariate Gaussian copula. We have proposed ...
متن کاملColor Image Segmentation Based on Log Normal Distribution
In this article, we present a novel approach for effective segmentation of color images, by integrating the advantages of the YIQ and the Log Normal Distribution features. Log Normal Distribution is considered in this paper, for effective segmentation, by considering the pattern of the pixels. The proposed method entails less complexity and is thus can be used reasonably very well for realistic...
متن کاملMusical instrument identification based on F0-dependent multivariate normal distribution
The pitch dependency of timbres has not been fully exploited in musical instrument identification. In this paper, we present a method using an F0-dependent multivariate normal distribution of which mean is represented by a function of fundamental frequency (F0). This F0-dependent mean function represents the pitch dependency of each feature, while the F0-normalized covariance represents the non...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Symmetry
سال: 2023
ISSN: ['0865-4824', '2226-1877']
DOI: https://doi.org/10.3390/sym15081513