A truncated bivariate inverted Dirichlet distribution

Authors

  • Saralees Nadarajah University of Manchester

DOI:

https://doi.org/10.6092/issn.1973-2201/3506

Abstract

A truncated version of the bivariate inverted dirichlet distribution is introduced. Unlike the inverted dirichlet distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation is discussed. The moments, maximum likelihood estimators and the Fisher information matrix for the truncated distribution are derived.

References

I.S. GRADSHTEYN, I.M. RYZHIK, (2000), Table of Integrals, Series, and Products (sixth edition), Academic Press, San Diego.

M.L.T. LEE, A.J. GROSS, (1991), Lifetime distributions under unknown environment, “Journal of Statistical Planning and Inference”, 29, pp. 137-143.

D.D. LIEN, (1985), Moments of truncated bivariate log–normal distributions, “Economics Letters”, 19, pp. 243-247.

T.K. NAYAK, (1987), Multivariate lomax distribution - properties and usefulness in reliability theory, “Journal of Applied Probability”, 24, 170-177.

A.P. PRUDNIKOV, Y.A. BRYCHKOV, O.I. MARICHEV, (1986), Integrals and Series (volumes 1, 2 and 3), Gordon and Breach Science Publishers, Amsterdam.

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Published

2007-06-30

How to Cite

Nadarajah, S. (2007). A truncated bivariate inverted Dirichlet distribution. Statistica, 67(2), 213–221. https://doi.org/10.6092/issn.1973-2201/3506

Issue

Vol. 67 No. 2 (2007)

Section

Articles

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Copyright (c) 2007 Statistica

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