The multivariate complex normal distribution-a generalization

Screening for a Multivariate Mixture Normal Distribution

A New Generalization of the Gompertz distribution

‎In this paper‎, ‎a new distribution of the three-parameter lifetime model called the Marshall-Olkin Gompertz is proposed on the basis of the Gompertz distribution‎. ‎It is a generalization of the Gompertz distribution having decreasing failure rate and can also be increasing and bathtub-shaped depending on its parameters‎. ‎The probability density function‎, ‎cumulative distribution function‎,...

Multivariate Generalization of the Gauss Hypergeometric Distribution

The Gauss hypergeometric distribution with the density proportional to xα−1 (1− x)β−1 (1 + ξx)−γ , 0 < x < 1 arises in connection with the priori distribution of the parameter ρ (0 < ρ < 1) representing traffic intensity in a M/M/1 queue system. In this article, we define and study a multivariate generalization of this distribution and derive some of its properties like marginal densities, join...

screening for a multivariate mixture normal distribution

The Complex Multivariate Gaussian Distribution

Here I introduce package cmvnorm, a complex generalization of the mvtnorm package. A complex generalization of the Gaussian process is suggested and numerical results presented using the package. An application in the context of approximating the Weierstrass σ-function using a complex Gaussian process is given.