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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 34, Fasc. 1,
pages 119 - 126
 

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.

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