probability theory and statistics, the generalized multivariate log-gamma (G-MVLG) distribution is a multivariate distribution introduced by Demirhan and Hamurkaroglu...

Theory related to the generalized multivariate log-gamma distribution provides a multivariate version of the Gumbel distribution. Gumbel has shown that...

The symmetric generalized normal distribution, also known as the exponential power distribution or the generalized error distribution, is a parametric...

theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the...

The gamma distribution is a special case of the generalized gamma distribution, the generalized integer gamma distribution, and the generalized inverse...

multinomial distribution, a generalization of the beta negative binomial distribution. The generalized multivariate log-gamma distribution The Marshall–Olkin...

In statistics, the Wishart distribution is a generalization of the gamma distribution to multiple dimensions. It is named in honor of John Wishart, who...

incidence of outliers in (just) one direction. Generalized normal distribution Log-normal distribution O'Hagan, A.; Leonard, Tom (1976). "Bayes estimation...

In statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression. The GLM generalizes linear regression by allowing...

continuous multivariate probability distributions parameterized by a vector α of positive reals. It is a multivariate generalization of the beta distribution, hence...

normal-inverse-gamma distribution (or Gaussian-inverse-gamma distribution) is a four-parameter family of multivariate continuous probability distributions. It is...

of probability, multivariate Laplace distributions are extensions of the Laplace distribution and the asymmetric Laplace distribution to multiple variables...

logistic distribution Generalized method of moments Generalized multidimensional scaling Generalized multivariate log-gamma distribution Generalized normal...

of log(x) without a subscript base should be interpreted as a natural logarithm, also commonly written as ln(x) or loge(x). In mathematics, the gamma function...

Scaled inverse chi-squared distribution Gamma distribution Generalized chi-squared distribution Noncentral chi-squared distribution Pearson's chi-squared test...

{\displaystyle 1} . Like the univariate generalized beta distribution, the multivariate generalized beta includes several distributions in its family as special cases...

elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. In the simplified...

Γ {\displaystyle \Gamma } , and the relation matrix C {\displaystyle C} . The standard complex normal is the univariate distribution with μ = 0 {\displaystyle...

2004.834013. Rootzén, Holger; Tajvidi, Nader (2006). "Multivariate generalized Pareto distributions". Bernoulli. 12 (5): 917–30. CiteSeerX 10.1.1.145.2991...

π γ ) {\displaystyle H(\gamma )=\int _{0}^{1}\log \,(Q'(p;\gamma ))\,\mathrm {d} p=\log(4\pi \gamma )} The Cauchy distribution is the maximum entropy probability...

In mathematics, the multivariate gamma function Γp is a generalization of the gamma function. It is useful in multivariate statistics, appearing in the...

{\text{Beta}}(\alpha ,\beta )} , then Y = log ⁡ X 1 − X {\displaystyle Y=\log {\frac {X}{1-X}}} has a generalized logistic distribution, with density σ ( y ) α σ (...

( log ⁡ λ , 1 / k ) {\displaystyle G\sim \mathrm {Gumbel} _{\min }(\log \lambda ,1/k)} . A Weibull distribution is a generalized gamma distribution with...

κ-exponential distribution in the κ = 0 {\displaystyle \kappa =0} case. Exponential distribution is a limit of the κ-Generalized Gamma distribution in the α...

inverse of the covariance matrix of a multivariate normal distribution; generalization of the gamma distribution The cache language models and other statistical...

statistics, the generalized inverse Gaussian distribution (GIG) is a three-parameter family of continuous probability distributions with probability...

hypersphere, see: projected normal distribution § note on density definition. Starting from a multivariate normal distribution with isotropic covariance κ −...

Student's t distribution (or simply the t distribution) t ν {\displaystyle t_{\nu }} is a continuous probability distribution that generalizes the standard...

The Fréchet distribution, also known as inverse Weibull distribution, is a special case of the generalized extreme value distribution. It has the cumulative...

D_{u}^{2}\log C(\cdot )\right|}_{\boldsymbol {\gamma }}\\[1ex]&={\left.D_{u}\left({\frac {D_{u}C(\cdot )}{C(\cdot )}}\right)\right|}_{\boldsymbol {\gamma }}={\left...