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The inverse survival function for multivariate distributions and its application to the product moment

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  • Ogasawara, Haruhiko

Abstract

The inverse function of the joint survival function for continuous non-negative multivariate distributions is defined with or without change of variables. This inverse function gives three alternative expectation formulas for a non-negative random vector.

Suggested Citation

  • Ogasawara, Haruhiko, 2018. "The inverse survival function for multivariate distributions and its application to the product moment," Statistics & Probability Letters, Elsevier, vol. 142(C), pages 71-76.
    • Handle: RePEc:eee:stapro:v:142:y:2018:i:c:p:71-76
    DOI: 10.1016/j.spl.2018.07.009
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    References listed on IDEAS

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    1. Loperfido, Nicola, 2013. "Skewness and the linear discriminant function," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 93-99.
    2. Corrado Crocetta & Nicola Loperfido, 2005. "The exact sampling distribution of L-statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 213-223.
    3. Liang Hong, 2015. "Another Remark on the Alternative Expectation Formula," The American Statistician, Taylor & Francis Journals, vol. 69(3), pages 157-159, August.
    4. Liang Hong, 2012. "A Remark on the Alternative Expectation Formula," The American Statistician, Taylor & Francis Journals, vol. 66(4), pages 232-233, November.
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    Cited by:

    1. Song, Pingfan & Tan, Changchun & Wang, Shaochen, 2019. "On the moment generating function for random vectors via inverse survival function," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 345-350.

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