MULTIVARIATE PEARSON TYPE II DISTRIBUTION: STATISTICAL AND
MATHEMATICAL FEATURES
Mahnaz Khalafi
Majid Azimmohseni
Abstract: In this article, we first review the main characterizations of multivariate Pearson type II
distribution as a subclass of multivariate symmetric spherical distributions. Then we try to
provide specific mathematical and statistical principles underlying the construction of this
subclass of multivariate distributions.
2000 AMS Mathematics Subject Classification: Primary: 62H10; Secondary:
62H05.
Keywords and phrases: Multivariate Pearson type II distribution, hypersphere, complex
normal distribution, norm-scale invariant, simulation.