A Multivariate Weibull Distribution
نویسنده
چکیده
In this paper, we introduce a new multivariate Weibull (MVW) distribution with many interesting properties. We obtain the maximum likelihood estimate (MLE) of the parameters and their asymptotic multivariate normal (AMVN) distribution in MVWmodel. We propose large sample studentized tests for testing multivariate exponentiality and also tests for independence and identical marginals of the components.
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