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Evaluate PDF of multivariate Weilbull distribution with 3,4,5 dimensions?

Posted 6 years ago

I wan to evaluate PDF of multivariate Weilbull distribution with 3,4,5 dimention . Anyone can help me ?

POSTED BY: The RainMan

Can you give a definition or reference to an article where there is a definition for a multivariate Weilbull distribution? For example, Saman Hanif Shahbaz, Mashail Al - Sobhi, Muhammad Qaiser Shahbaz, Bander Al - Zahrani. A New Multivariate Weibull Distribution // Pak.j.stat.oper.res.Vol.XIV No .1 2018 pp75 - 88, http : // www.pjsor.com/index.php/pjsor/article/view/2192

(*(p+1)- variate Weibull distribution from Ref:  http://www.pjsor.com/index.php/pjsor/article/view/2192 *) 
MultivariateWeibullDistribution[p_, b_, x_] := 
 b*(Product[a[i], {i, 1, p}])*(x^((p + 1)*b - 1))*(Product[
    y[i]^((p + 1 - i)*a[i] - 1), {i, 1, p}])*
  Exp[-(1 + Sum[Product[y[j]^a[j], {j, 1, i}], {i, 1, p}])*x^b]
In[2]:= MultivariateWeibullDistribution[3, b, x] /. {a[1] -> a1, 
  a[2] -> a2, a[3] -> a3, y[1] -> y1, y[2] -> y2, y[3] -> y3}

Out[2]= a1 a2 a3 b E^(
 x^b (-1 - y1^a1 - y1^a1 y2^a2 - y1^a1 y2^a2 y3^a3)) x^(-1 + 
  4 b) y1^(-1 + 3 a1) y2^(-1 + 2 a2) y3^(-1 + a3)
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