6533b874fe1ef96bd12d63c8

RESEARCH PRODUCT

Second-order interaction in a Trivariate Generalized Gamma Distribution

Gianfranco LovisonSalvatore Bologna

subject

Multivariate statisticsInteractionJoint probability distributionStatisticsGeneralized gamma distributionGeneralized integer gamma distributionMultivariate normal distributionStatisticalClassificationRandom variableMeasure (mathematics)Zero (linguistics)Mathematics

description

The concept of second- (and higher-) order interaction is widely used in categorical data analysis, where it proves useful for explaining the interdependence among three (or more) variables. Its use seems to be less common for continuous multivariate distributions, most likely owing to the predominant role of the Multivariate Normal distribution, for which any interaction involving more than two variables is necessarily zero. In this paper we explore the usefulness of a second-order interaction measure for studying the interdependence among three continuous random variables, by applying it to a trivariate Generalized Gamma distribution proposed by Bologna(2000).

yearjournalcountryeditionlanguage
2004-01-01
http://hdl.handle.net/10447/15089