RT - Journal Article
T1 - The Convolution of Multivariate Normal and Standard Exponential Distributions: Theory and Application
JF - JSS
YR - 2021
JO - JSS
VO - 14
IS - 2
UR - http://jss.irstat.ir/article-1-673-en.html
SP - 449
EP - 470
K1 - Convolution of Multivariate Normal and Standard Exponential Distributions
K1 - EM Algorithm
K1 - Offine Transformations and Canonical Form.
AB - In this article, a mixture of multivariate normal and standard exponential distributions is investigated. It is shown that the range of skewness and kurtosis coefficients for this distribution is wider than that of the skew-normal distribution. Some properties of this distribution, such as characteristic function, moment generating function, four first moments, skewness and kurtosis of distribution are presented. Also, the distribution of offine transformations and canonical forms of distribution are derived. The maximum likelihood estimation of parameters of the model is computed by using an EM algorithm. To investigate the suitability and efficiency of the model, a simulation study is presented. Finally, two numerical examples with real data sets are studied.
LA eng
UL http://jss.irstat.ir/article-1-673-en.html
M3 10.29252/jss.14.2.9
ER -