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Some extremal type elliptical distributions

✍ Scribed by Samuel Kotz; Saralees Nadarajah

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
126 KB
Volume
54
Category
Article
ISSN
0167-7152

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✦ Synopsis

We note that the Kotz type distribution in the class of elliptical distributions can be interpreted as being generated by the Weibull or Type III extreme value distribution. Based on this observation, we develop two new elliptical distributions based on the Type I and Type II extreme value distributions and study their structural properties. We also derive several hitherto unknown properties for the Kotz type distribution.

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