New Classes of Multivariate Gamma Survival and Reliability Models
(Sprache: Englisch)
Multivariate modeling and analysis based on the multivariate normal distribution is well established and widely used. However, when the marginal distributions have only a positive support, such as time-to-event models, that are positively skewed, often the...
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Multivariate modeling and analysis based on the multivariate normal distribution is well established and widely used. However, when the marginal distributions have only a positive support, such as time-to-event models, that are positively skewed, often the multivariate normal theory and resulting approximations fail. Accordingly, over the last fifty years, thousands of papers have been published suggesting many ways of generating families of positive support multivariate distributions, such as gamma, Weibull and exponential. As evidenced by recent literature, this quest is still rigorously pursued even today. In this work, we provide a large and flexible class of multivariate gamma distributions that contains both absolutely continuous and discontinuous distributions on the positive hypercube support. All of these models are applicable to the area of reliability and survival modeling. Also, since this theoretical research resulted from a real world application we also provide methods for parameter estimation for a variety of applications.
Autoren-Porträt von Norou Diawara
Diawara, NorouDr. Norou Diawara is an Assistant Professor in Mathematics and Statistics Department at Old Dominion University. His research is active and his interests are in Multivariate Analysis, Modeling, Probability Theory and Estimation with applications in medical field, biology and education.
Bibliographische Angaben
- Autor: Norou Diawara
- 2010, 132 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 383831140X
- ISBN-13: 9783838311401
Sprache:
Englisch
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