[Rd] p-generalized normal distribution
Ben Bolker
bolker at ufl.edu
Sat Nov 28 02:55:11 CET 2009
Steve Kalke <steve.kalke <at> uni-rostock.de> writes:
> I would like to know if there is an R-package available for
> computing the density, distribution function,
> quantiles and random
> numbers of the p-generalized normal distribution or
> if somebody is already working on it.
I haven't been able to find out what the p-generalized normal
distribution is: the only paper I can find is
Sinz, F., and M. Bethge$. 2009. Characterization of the p-generalized
normal distribution. Journal of Multivariate Analysis 100:817-820.
doi: 10.1016/j.jmva.2008.07.006.
and I don't have access to it at the moment (although it does
at least hint that the required distribution is multivariate;
maybe p-dimensional?).
Is it the same as this?
Goodman, I. R., and S. Kotz. 1973. Multivariate θ-generalized normal
distributions. Journal of Multivariate Analysis 3:204-219. doi:
10.1016/0047-259X(73)90023-7.
Where can we find a description?
(Short answer: as far as I can tell, it doesn't exist in
R, but it would be good to have more information ...)
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