Symmetric multivariate and related distributions

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Chapman and Hall, 1990 - Mathematics - 220 pages
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Since the publication of the by now classical Johnson and Kotz Continuous Multivariate Distributions (Wiley, 1972) there have been substantial developments in multivariate distribution theory especially in the area of non-normal symmetric multivariate distributions. The book by Fang, Kotz and Ng summarizes these developments in a manner which is accessible to a reader with only limited background (advanced real-analysis calculus, linear algebra and elementary matrix calculus). Many of the results in this field are due to Kai-Tai Fang and his associates and appeared in Chinese publications only.
A thorough literature search was conducted and the book represents the latest work - as of 1988 - in this rapidly developing field of multivariate distributions. The authors are experts in statistical distribution theory.

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Contents

Spherically and elliptically symmetric distributions
26
Problems
66
Problems
93
Copyright

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About the author (1990)

N. BALAKRISHNAN, PhD, is a Professor in the Department of Mathematics and Statistics at McMaster University, Hamilton, Ontario, Canada. He has published widely in different areas of statistics including distribution theory, order statistics and reliability. He has authored a number of books including four volumes in "Distributions in Statistics Series" of Wiley, coauthored with N. L. Johnson and S. Kotz. He is a Fellow of the American Statistical Association and an Elected Member of the International Statistical Institute.

CAMPBELL B. READ, PhD, is Professor Emeritus of Statistical Science at the Institute for the Study of Earth and Man at Southern Methodist University in Dallas, Texas. He studied mathematics at the University of Cambridge in England, and obtained a PhD in mathematical statistics from the University of North Carolina at Chapel Hill. He is the author of several research papers in sequential analysis, properties of statistical distributions, and contingency table analysis. He is the author of several biographies appearing in "Leading Personalities in Statistical Sciences" and of various entries in this Encyclopedia, and is a coauthor of "Handbook of the Normal Distribution," He is an elected member of the International Statistical institute, has served on the faculty of the American University of Beirut, Lebanon, and was a Senior Research Scholar in 1987 at Corpus Christi College, University of Cambridge.

BRANI VIDAKOVIC, PhD, is Professor of Statistics at The Wallace H. Coulter Department of Biomedical Engineering at Georgia Institute of Technology, Atlanta, Georgia. He obtained a BS and MS in mathematics at the University of Belgrade, Serbia, and a PhD instatistics at Purdue University, West Lafayette, Indiana. He is the author or coauthor of several books and numerous research papers on minimax theory, wavelets and computational and applied statistics. Dr. Vidakovic is a member of the Institute of Mathematical Statistics, American Statistical Association, International Society for Bayesian Analysis, and Bernoulli Society, and an elected member of the International Statistical Institute.

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