Probability Density Function and Expected Values
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The m.e.c. probability density function has some interesting properties which will be given in this chapter. These results are taken from Kelker (1970), Cambanis, Huang, and Simons (1981), Fang, Kotz, and Ng (1990), and Gupta and Varga (1992b).
KeywordsProbability Density Function Order Moment Marginal Density Stochastic Representation Standard Normal Variable
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