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20112024
most citedMoments Calculation For the Doubly Truncated Multivariate Normal Density

28 citations · 30 across the 7 of their papers we have counts for

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7 papers

stat.AP2024

Stationary Proportional Hazard Processes via Complementary Power Function Distribution Processes

Barry C. Arnold, B. G. Manjunath, S. Sachdeva

In the following, we introduce new proportional hazard (PH) processes, which are derived by a marginal transformation applied to complementary power function distribution (CPFD) pr…

stat.AP2023

Goodness of fit tests for the pseudo-Poisson distribution

Banoth Veeranna, B. G. Manjunath, B. Shobha

Bivariate count models having one marginal and the other conditionals being of the Poissons form are called pseudo-Poisson distributions. Such models have simple exible dependence…

math.ST2023

Some power function distribution processes

Barry C. Arnold, Sachin Sachdeva, B. G. Manjunath

It is known that all the proportional reversed hazard (PRH) processes can be de?rived by a marginal transformation applied to a power function distribution (PFD) process. Kundu [8]…

math.ST2022

Bivariate distributions with equi-dispersed normal conditionals and related models

Barry C. Arnold, B. G. Manjunath

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the c…

stat.ME2020★ 2 cited

Statistical Inference for distributions with one Poisson conditional

Barry C. Arnold, B. G. Manjunath

It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encoun…

stat.CO2012★ 28 cited

Moments Calculation For the Doubly Truncated Multivariate Normal Density

Manjunath B G, Stefan Wilhelm

In the present article we derive an explicit expression for the trun- cated mean and variance for the multivariate normal distribution with ar- bitrary rectangular double truncatio…

math.ST2011

A note on gaussian distributions in R^n

B. G. Manjunath, K. R. Parthasarathy

Given any finite set F of (n - 1)-dimensional subspaces of R^n we give examples of nongaussian probability measures in R^n whose marginal distribution in each subspace from F is ga…