Continuous Multivariate Distributions, Volume 1: Models and Applications Hardcover - 2000

From the rear cover

The fifth volume in what is widely known as the definitive work on statistical distributions, Continuous Multivariate Distributions, Volume 1, Second Edition is a comprehensive revision of Johnson and Kotz's acclaimed 1972 volume. It represents the next installment in a unique collection that encompasses discrete univariate distributions, continuous univariate distributions, and discrete multivariate distributions. Presenting a comprehensive, authoritative, up-to-date treatment of continuous multivariate distributions (CMD), this volume focuses on the many ways in which multivariate (MV) distributions have been constructed, investigated, and applied over the past quarter century. It addresses advances made through the use of computers, incorporates many important results from the literature, and highlights the increasing popularity of various MV distributions for use in statistical analyses of models in applied fields. A broad range of MV distributional models is discussed in detail. This new edition does not include sampling distributions such as MV t and Wishart, but contains significantly expanded coverage of MV general systems, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions. In addition, a completely new chapter is devoted to MV natural exponential families, reflecting the rapid developments this new topic has seen since the 1970s. Continuous Multivariate Distributions, Volume 1, Second Edition provides a detailed description of properties for each CMD, explains inferential methods for them, and outlines their application in a variety of real-world problems and settings. It is an indispensable working resource for theoreticians in statistical methodology as well as for applied researchers in engineering, health sciences, economics, business, environmental sciences, and behavioral and social sciences.

From the jacket flap

The fifth volume in what is widely known as the definitive work on statistical distributions, Continuous Multivariate Distributions, Volume 1, Second Edition is a comprehensive revision of Johnson and Kotz's acclaimed 1972 volume. It represents the next installment in a unique collection that encompasses discrete univariate distributions, continuous univariate distributions, and discrete multivariate distributions. Presenting a comprehensive, authoritative, up-to-date treatment of continuous multivariate distributions (CMD), this volume focuses on the many ways in which multivariate (MV) distributions have been constructed, investigated, and applied over the past quarter century. It addresses advances made through the use of computers, incorporates many important results from the literature, and highlights the increasing popularity of various MV distributions for use in statistical analyses of models in applied fields. A broad range of MV distributional models is discussed in detail. This new edition does not include sampling distributions such as MV t and Wishart, but contains significantly expanded coverage of MV general systems, MV normal, MV exponential, MV extreme value, MV beta, MV gamma, MV logistic, MV Liouville, and MV Pareto distributions. In addition, a completely new chapter is devoted to MV natural exponential families, reflecting the rapid developments this new topic has seen since the 1970s. Continuous Multivariate Distributions, Volume 1, Second Edition provides a detailed description of properties for each CMD, explains inferential methods for them, and outlines their application in a variety of real-world problems and settings. It is an indispensable working resource for theoreticians in statistical methodology as well as for applied researchers in engineering, health sciences, economics, business, environmental sciences, and behavioral and social sciences.

Media reviews

Citations

• Scitech Book News, 12/01/2000, Page 37