Classes of Multivariate Exponential and Multivariate Geometric Distributions Derived from Markov Processes. Program Statistics Research Technical Report No. 89-87 [electronic resource] / Nicholas T. Longford.

A class of multivariate exponential distributions is defined as the distributions of occupancy times in upwards skip-free Markov processes in continuous time. These distributions are infinitely divisible, and the multivariate gamma class defined by convolutions and fractions is a substantial general...

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Bibliographic Details

Online Access:	Full Text (via ERIC)
Main Author:	Longford, Nicholas T., 1955-
Corporate Author:	Educational Testing Service
Format:	Electronic eBook
Language:	English
Published:	[S.l.] : Distributed by ERIC Clearinghouse, 1989.
Subjects:	Exponents (Mathematics) Markov Processes. Maximum Likelihood Statistics. Multivariate Analysis. Statistical Distributions.