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Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions

In: Continuous Bivariate Distributions

Author

Listed:
  • N. Balakrishna

    (McMaster University, Department of Mathematics & Statistics)

  • Chin Diew Lai

    (Institute of Sciences and Technology, Massey University)

Abstract

This chapter is devoted to describing a class of bivariate distributions whose contours of probability densities are ellipses; in particular, those ellipses with constant eccentricity. These distributions are generally known as elliptically contoured or elliptically symmetric distributions. A subclass of distributions with contours that are circles are known as spherically symmetric (or simply spherical) distributions. The chapter also includes other symmetric bivariate distributions.

Suggested Citation

  • N. Balakrishna & Chin Diew Lai, 2009. "Elliptically Symmetric Bivariate Distributions and Other Symmetric Distributions," Springer Books, in: Continuous Bivariate Distributions, chapter 0, pages 591-622, Springer.
    • Handle: RePEc:spr:sprchp:978-0-387-09614-8_14
    DOI: 10.1007/b101765_14
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