Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Annals of the Instit...arrow_drop_down
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
Annals of the Institute of Statistical Mathematics
Article . 1978 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1978
Data sources: zbMATH Open
versions View all 2 versions
addClaim

On a generalization of Gaussian distribution

Authors: Taguchi, Tokio;

On a generalization of Gaussian distribution

Abstract

was first obtained by Subbotin (see Subbotin [15] and Johnson and Kotz [5]). This distribution exhibits many remarkable properties at various points as seen in the works of Box and Tiao [1], Diananda [2] and Johnson and Kotz, op. cit. In this paper, the author tries to characterize this distribution from some other points of view. Namely, the norm is introduced to random variables and density functions (see Rice and White [12]) and the proper order of distribution is defined. The generalized median and dispersion (see Fechner [4]) and some related notions (see Taguchi [16] and [17]) are applied to GED. The estimation of parameters are also discussed. Moreover, the relationships held between GED and some other distributions are examined. On the other hand, the relationships held among n independent random variables having the same or different GED's are exhibited, too. In Section 3, the bivariate general error distributions in the wider sense is also defined and some of them are given in an explicit form through the introduction of new parameters p and 0, which call respectively dependency and asymmetry parameters. In this case, the traditional bivariate Gaussian distribution becomes the special case of this distribution. In the same way, the asymmetric bivariate GED in the wider sense is introduced and an example is given. At the same time, the bivariate GED (in the narrow sense) is defined and one of them is given in the case of p>__l. The standard form of this distribution has only one parameter p p ( l < p p < l ) expressing the correlation coefficient of proper order. If p=2, this distribution is exactly the bivariate Gaussian distribution itself. Generally the bivariate GED in the wider sense is expressible as the mixture of the bivariate GED's having re-

Keywords

estimation, Shannon entropy, Exact distribution theory in statistics, Multivariate distribution of statistics, Distribution theory, Pareto, bivariate general error distributions, moments, Weibull, generalization of Gaussian distribution, Gibrat

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    8
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    Average
Powered by OpenAIRE graph
Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
8
Average
Top 10%
Average
Upload OA version
Are you the author of this publication? Upload your Open Access version to Zenodo!
It’s fast and easy, just two clicks!