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A Class of Multivariate Distributions
Authors:B D Sivazlian
Institution:Department of Industrial and Systems Engineering The University of Florida
Abstract:In this paper we introduce a class of multivariate distributions, known as the generalized Liouville distribution and defined by the functional form inline image(0 ≤xi < ∞, αi > 0, βi > 0, qi > 0). It is shown that such distributions can be used to derive both the Dirichlet distribution and the beta distribution of the second kind.
Keywords:
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