A NEW FORM OF MULTIVARIATE GENERALIZED DOUBLE EXPONENTIAL FAMILY OF DISTRIBUTIONS OF KIND-2
Keywords:
Sarmanov Type, Sam-Solai’s Multivariate Generalized Exponential Family of Distributions, Closed Series, Shape Parameter, Mixtures of Bivariate Distributions.Abstract
This paper proposes a generalization of double exponential family of Sarmanov type continuous multivariate symmetric probability distribution with reference to a new form of Sam- Solai’s multivariate generalized double exponential family of distribution of kind-2 from univariate case. Further, we have found it’s Marginal, multivariate conditional distributions, generating functions in a closed series expression form and also discussed its special cases. The location, scale and shape parameters have played a significance role and it has determined the family of some existing known and familiar bivariate, mixtures of bivariate distributions, generalized and multivariate distributions as subclass of the proposed multivariate generalized double exponential family of distributions of kind-2.
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