论文标题
关于正常分布的平均和/或方差混合物
On mean and/or variance mixtures of normal distributions
论文作者
论文摘要
参数分布是统计的重要组成部分。现在有关于柔性分布的不同引人入胜的表述的大量文献。我们提供了这些分布的一小部分的选择性和简要概述，重点是通过缩放（多变量）正态分布的平均值和/或协方差矩阵获得的（s）的平均值和/或协方差矩阵。即，我们考虑均值混合物，方差混合物和正常分布的均值变化混合物的家族。还描述了它的基本属性，一些显着/限制的情况和参数估计方法。
Parametric distributions are an important part of statistics. There is now a voluminous literature on different fascinating formulations of flexible distributions. We present a selective and brief overview of a small subset of these distributions, focusing on those that are obtained by scaling the mean and/or covariance matrix of the (multivariate) normal distribution with some scaling variable(s). Namely, we consider the families of mean mixture, variance mixture, and mean-variance mixture of normal distributions. Its basic properties, some notable special/limiting cases, and parameter estimation methods are also described.
