Journal of Statistics: Advances in Theory and ApplicationsAuthor's: Tianhao Wu
Pages: [93] - [104]
Received Date: August 15, 2016; Revised September 7, 2016
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100121705
Log-normal distribution is ubiquitous in natural and social science by
its simple form and high relation to normal distribution. However,
oftentimes log-normal realizations can be dependent, so the
application of n-dimensional log-normal is important and
useful. In this paper, we develop a new form of log-normal
distribution, whose marginals are proved to be independent of the
power parameter 
In addition, this new distribution has
special properties such as zero lower tail dependence and
equidistribution which can be founded insightful for future research.
log-normal, n-dimension, copula, dependence.
