Re: [Rd] p-generalized normal distribution

From: Ben Bolker <bolker_at_ufl.edu>
Date: Sat, 28 Nov 2009 01:55:11 +0000 (UTC)

Steve Kalke <steve.kalke <at> uni-rostock.de> writes:

> I would like to know if there is an R-package available for
> computing the density, distribution function,
> quantiles and random
> numbers of the p-generalized normal distribution or
> if somebody is already working on it.

  I haven't been able to find out what the p-generalized normal distribution is: the only paper I can find is

Sinz, F., and M. Bethge$. 2009. Characterization of the p-generalized normal distribution. Journal of Multivariate Analysis 100:817-820. doi: 10.1016/j.jmva.2008.07.006.

and I don't have access to it at the moment (although it does at least hint that the required distribution is multivariate; maybe p-dimensional?).

 Is it the same as this?

Goodman, I. R., and S. Kotz. 1973. Multivariate θ-generalized normal distributions. Journal of Multivariate Analysis 3:204-219. doi: 10.1016/0047-259X(73)90023-7.

  Where can we find a description?

  (Short answer: as far as I can tell, it doesn't exist in R, but it would be good to have more information ...)



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