1) Given a joint pmf/pdf, obtain means and variances of random variables and functions of random variables. 2) Define the terms *covariance* and *correlation*, and given a joint pmf/pdf, obtain the ...

Obtaining the optimal solution for the aforementioned objective function becomes increasingly challenging as the dimensionality of the data exceeds three. The core principle of the ...

This paper develops a parameter-expanded Monte Carlo EM (PX-MCEM) algorithm to perform maximum likelihood estimation in a multivariate sample selection model. In contrast to the current methods of ...

Abstract: The heavy-tailed Multivariate Normal Inverse Gaussian (MNIG) distribution is a recent variance-mean mixture of a multivariate Gaussian with a univariate inverse Gaussian distribution. Due to ...