A new family of continuous multivariate distributions is introduced, generalizing the canonical form of the multivariate normal distribution. The well-known univariate version of this family, as developed by Box, Tiao and Lund, among others, has proven a valuable tool in Bayesian analysis and...

Motivated by our investigations of refinements of the project evaluation and review technique (PERT), we have developed a reparameterization of the asymmetric Laplace distribution and found it to be a useful tool for extending and improving various three-point approximations of continuous...

As an example of distributions constructed by simple, piecewise uniform modifications of a uniform distribution on the unit ([0,1]2) square, the authors present square tray distributions. These distributions are even simpler than those studied earlier (Johnson and Kotz, 1998. Nicked and Notched...

We note that the Kotz type distribution in the class of elliptical distributions can be interpreted as being generated by the Weibull or Type III extreme value distribution. Based on this observation, we develop two new elliptical distributions based on the Type I and Type II extreme value...

Square tray distributions have been studied by Johson and Kotz (Statist. Probab. Lett. 42 (1999) 157). As an extension, multiple square tray distributions are considered in this paper. These distributions are simple in the sense that there are only three different levels of the probability...

Results on probability integrals of multivariate "t" distributions are reviewed. The results discussed include: Dunnett and Sobel's probability integrals, Gupta and Sobel's probability integrals, John's probability integrals, Amos and Bulgren's probability integrals, Steffens' non-central...

Process capability indices (PCIs), Cp, Ca, Cpk, Cpm, and Cpmk have been developed in certain manufacturing industry as capability measures based on various criteria, including process consistency, process departure from a target, process yield, and process loss. It is noted in certain recent...

Most commonly used parametric models for the size distribution of incomes possess only a few finite moments, and hence cannot be characterized by the sequence of their moments. However, all income distributions with a finite mean can be characterized by the sequence of first moments of the order...