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Basic Multivariate Distributions
Sýkorová, Sabina ; Kulich, Michal (advisor) ; Hurt, Jan (referee)
The thesis deals with the basic discrete and continuous multivariate distributions, which play an important role in statistical analyses of models in applied fields. It focuses mainly on the derivation of these distributions using various techniques by which univariate distributions are generalized to higher dimensions. At the beginning of the thesis the multivariate normal distribution is defined, than it deals with distributions that are derived by direct generalization of univariate distributions. These are multivariate log-normal, multivariate Student's, multivariate Pareto, Dirichlet, and multinomial distributions. Furthermore it describes a common components method by which a multivariate Poisson distribution and a multivariate gamma distribution are derived. In the last chapter we introduce a multivariate exponential distribution derived by a stochastic generalization technique.
Basic Multivariate Distributions
Sýkorová, Sabina ; Kulich, Michal (advisor) ; Hurt, Jan (referee)
The thesis deals with the basic discrete and continuous multivariate distributions, which play an important role in statistical analyses of models in applied fields. It focuses mainly on the derivation of these distributions using various techniques by which univariate distributions are generalized to higher dimensions. At the beginning of the thesis the multivariate normal distribution is defined, than it deals with distributions that are derived by direct generalization of univariate distributions. These are multivariate log-normal, multivariate Student's, multivariate Pareto, Dirichlet, and multinomial distributions. Furthermore it describes a common components method by which a multivariate Poisson distribution and a multivariate gamma distribution are derived. In the last chapter we introduce a multivariate exponential distribution derived by a stochastic generalization technique.

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