2004/04/13 by Gholamhossein Yari, Ali Mohammad-Djafari, Yari, Gholamhossein +2
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Statistical Methods and Models #Data Analysis #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications #Statistics and Probability (physics.data-an) #physics.data-an
paper · pdf · doi:10.48550/arxiv.physics/0404063
submitted to Communications in Statistics
arxiv created 2004/04/13 · openalex publication_date 2004/04/13 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Main result of this paper is to derive the exact analytical expressions of information and covariance matrices for multivariate Burr III and logistic distributions. These distributions arise as tractable parametric models in price and income distributions, reliability, economics, populations growth and survival data. We showed that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables. Indeed, we consider that this calculus technique for improper integral has its own importance in applied probability calculus.