A Family of Multivariate Distributions with Prefixed Marginals

by Isidro R. Cruz_Medina, F. Garcia_Paez and J. R. Pablos_Tavares.

Abstract: A family of multivariate distributions with any set of marginal continuous distributions is constructed. It is shown that their marginal and conditional distributios belong to the same family wich has a simple expression. An example shows that this family competes well with other copulas. Key Words: Copulas, Multivariate distributions, Marginal and conditional distribution.

Key Words: Copulas, Multivariate distributions, Marginal and conditional distribution

Authors:
Isidro R. Cruz_Medina, rcruz@itson.mx
Fernando García_Páez, garpaes@uas.uasnet.mx
Jaime R. Pablos_Tavares, Jaime R. Pablos_Tavares

Editor: Ravindra Khattree, khattree@oakland.edu

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