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On (p1,…,pk)-spherical distributions

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  • Wolf-Dieter Richter

    (Institute of Mathematics University of Rostock)

Abstract

The class of (p1,…,pk)-spherical probability laws and a method of simulating random vectors following such distributions are introduced using a new stochastic vector representation. A dynamic geometric disintegration method and a corresponding geometric measure representation are used for generalizing the classical χ2-, t- and F-distributions. Comparing the principles of specialization and marginalization gives rise to an alternative method of dependence modeling.

Suggested Citation

  • Wolf-Dieter Richter, 2019. "On (p1,…,pk)-spherical distributions," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-18, December.
    • Handle: RePEc:spr:jstada:v:6:y:2019:i:1:d:10.1186_s40488-019-0097-z
    DOI: 10.1186/s40488-019-0097-z
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    References listed on IDEAS

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    7. Wolf-Dieter Richter, 2017. "The Class of ( p , q )-spherical Distributions with an Extension of the Sector and Circle Number Functions," Risks, MDPI, vol. 5(3), pages 1-17, July.
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