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.

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ژورنال

عنوان ژورنال: Symmetry

سال: 2023

ISSN: ['0865-4824', '2226-1877']

DOI: https://doi.org/10.3390/sym15081513