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Multivariate extended gamma distribution. (English) Zbl 1422.62177

Summary: In this paper, I consider multivariate analogues of the extended gamma density, which will provide multivariate extensions to Tsallis statistics and superstatistics. By making use of the pathway parameter \(\beta\), multivariate generalized gamma density can be obtained from the model considered here. Some of its special cases and limiting cases are also mentioned. Conditional density, best predictor function, regression theory, etc., connected with this model are also introduced.

MSC:

62H10 Multivariate distribution of statistics
62F15 Bayesian inference
62H05 Characterization and structure theory for multivariate probability distributions; copulas
65C60 Computational problems in statistics (MSC2010)
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