Continuous Multivariate Distributions, Volume 1: Models and Applications

In this article, we present a concise review of developments on various continuous multivariate distributions. We first present some basic definitions and notations. Then, we present several important continuous multivariate distributions and list their significant properties and characteristics. Keywords: generating function; moments; conditional distribution; truncated distribution; regression; bivariate normal; multivariate normal; multivariate exponential; multivariate gamma; dirichlet; inverted dirichlet; liouville; multivariate logistic; multivariate pareto; multivariate extreme value; multivariate t; wishart translated systems; multivariate exponential families

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