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Multivariate semi-logistic distributions
Authors:Hsiaw-Chan Yeh
Institution:Department of Finance, College of Management, National Taiwan University, Rm. 1002, No.85, Roosevelt Road, Section 4, Taipei, Taiwan, 106, ROC
Abstract:Three new multivariate semi-logistic distributions (denoted by MSL(1), MSL(2), and GMSL respectively) are studied in this paper. They are more general than Gumbel’s (1961) 1] and Arnold’s (1992) 2] multivariate logistic distributions. They may serve as competitors to these commonly used multivariate logistic distributions. Various characterization theorems via geometric maximization and geometric minimization procedures of the three MSL(1), MSL(2) and GMSL are proved. The particular multivariate logistic distribution used in the multiple logistic regression model is introduced. Its characterization theorem is also studied. Finally, some further research work on these MSL is also presented. Some probability density plots and contours of the bivariate MSL(1), MSL(2) as well as Gumbel’s and Arnold’s bivariate logistic distributions are presented in the Appendix.
Keywords:62E10  62G30  60E10
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