The inverse survival function for multivariate distributions and its application to the product moment

Publication date: Available online 17 July 2018Source: Statistics & Probability LettersAuthor(s): Haruhiko OgasawaraAbstractThe inverse function of the joint survival function for continuous non-negative multivariate distributions is defined with or without change of variables. This inverse function gives three alternative expectation formulas for a non-negative random vector.

Source: Statistics and Probability Letters - July 18, 2018 Category: Statistics Source Type: research