Skip Navigation

Biometrika 1999 86(3):703-709; doi:10.1093/biomet/86.3.703
© 1999 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Walker, S.
Right arrow Articles by Stephens, D.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Miscellanea. A multivariate family of distributions on (0, {infty})p

SG WalkerA1 and DA StephensA2

Department of Mathematics, Imperial College London, Huxley Building, 180 Queens Gate, London SW7 2BZ, UK A1 E-mail: s.walker@ic.ac.uk A2 E-mail: d.stephens@ic.ac.uk

In the context of parametric survival analysis, it is necessary to specify probability distributions on (0, {infty}). Typically, the exponential, Weibull, gamma, Pareto or log-normal is used. However, attempts to generalise these distributions to a multivariate setting have proved problematic. This paper introduces a univariate family of distributions, called the beta-log-normal family, motivated by a mixture representation of some of the more typical distributions and which generalises naturally to the multivariate case.

Key Words: Bayesian inference; Log-normal distribution; Mixture representation; Weibull distribution


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.