Two-Piece Multivariate lognormal distribution

Authors

  • Parag B. shah
  • C. D. Bhavsar

Keywords:

Two piece multivariate lognormal distribution, maximum likelihood estimates, variance - covariance matrix.

Abstract

We have extended the univariate bilognormal distribution to two piece multivariate lognormal distribution. The density function of two piece multivariate lognormal distribution is given and the maximum likelihood estimates of the parameters when the variance - covariance matrix of two component multivariate lognormal distributions are proportional to each other are obtained. Its truncated distribution and estimation of parameters are also considered in this paper.

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Published

2014-04-18

How to Cite

shah, P. B., & Bhavsar, C. D. (2014). Two-Piece Multivariate lognormal distribution. International Journal of Sciences: Basic and Applied Research (IJSBAR), 15(1), 164–170. Retrieved from https://www.gssrr.org/index.php/JournalOfBasicAndApplied/article/view/2066

Issue

Vol. 15 No. 1 (2014)

Section

Articles

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