A Multivariate Gompertz-Type Distribution

摘要：

Multivariate extensions of the Gompertz distribution are plausible models for the study of several dependent populations with a Gompertz law of growth or multivariate survival data. In this paper we introduce a multivariate distribution with univariate marginal distributions of Gompertz-type form. The new distribution is expressed in closed form and shows symmetry in the component variables. We provide explicit expressions for the first moments of the univariate marginals, which are functions of the Euler constant Specifically we develop a trivariate Gompertz-type distribution and afterwards consider the multivariate case as an immediate extension of the same. The problem of estimating the parameters of the new multivariate distribution is also discussed.

关键词： Gompertz distribution multivariate Gompertz-type distribution parameter estimation

作者: Bologna Salvatore

作者单位: University of Palermo, 90128 Palermo, Italy

会议类型: 国际会议

会议名称: The 6th International Conference on Partial Least Squares and Related Methods(第六届偏最小二乘及相关方法国际会议)

会议地点: 北京

会议语种:英文

页码: 370-373

在线出版日期: 2009-09-04（万方平台首次上网日期，不代表论文的发表时间）