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A New Generalisation of Sam-Solai's Multivariate Additive Beta Distribution of Kind-2 of Type-A

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Author Affiliations

  • 1Assistant Professor, Jamal Institute of Management, Tiruchirappalli, South India, INDIA
  • 2 Associate Professor, Dept. Of Mathematics, Jamal Mohamed college, Tiruchirappalli, South India, INDIA
  • 3 Assistant Professor, Jamal Institute of Management, Tiruchirappalli – 620 020 South India, INDIA

Res. J. Management Sci., Volume 1, Issue (2), Pages 15-23, September,6 (2012)

Abstract

This paper proposed a new generalization of bounded continuous multivariate symmetric probability distributions. More specifically the authors visualizes a new generalization of Sam-Solai’s multivariate additive Beta distribution of Kind-2 of Type-A from the uni-variate two parameter Beta distribution of Kind-1. Further,we find its marginal, multivariate conditional distributions, multivariate generating functions, multivariate survival, hazard functions and also discussed it’s special cases. The special cases includes the transformation of Sam-Solai’s multivariate additive Beta distribution of Kind -2 of Type-A into multivariate additive Beta distribution of Kind-1 of Type-A, Multivariate F-distribution of Kind-1, Multivariate standard Logistic-Beta distribution of Kind-1. Moreover, it is found that the bivariate correlation between two Beta random variables purely depends on the shape parameter and we simulated and established selected standard bivariate Beta correlation bounds from 10,000 different combinations of values for shape parameter.

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