A representation of the multidimensional normal distribution function

1972 ◽  
Vol 23 (4) ◽  
pp. 473-476 ◽  
Author(s):  
V. V. Posnyakov
Symmetry ◽  
2021 ◽  
Vol 13 (5) ◽  
pp. 815
Author(s):  
Christopher Adcock

A recent paper presents an extension of the skew-normal distribution which is a copula. Under this model, the standardized marginal distributions are standard normal. The copula itself depends on the familiar skewing construction based on the normal distribution function. This paper is concerned with two topics. First, the paper presents a number of extensions of the skew-normal copula. Notably these include a case in which the standardized marginal distributions are Student’s t, with different degrees of freedom allowed for each margin. In this case the skewing function need not be the distribution function for Student’s t, but can depend on certain of the special functions. Secondly, several multivariate versions of the skew-normal copula model are presented. The paper contains several illustrative examples.


2019 ◽  
Vol 7 (12) ◽  
pp. 448 ◽  
Author(s):  
Yunja Yoo ◽  
Tae-Goun Kim

Ship collision accidents account for the majority of marine accidents. The collision risk can be even greater in ports where the traffic density is high and terrain conditions are difficult. The proximity assessment model of the Korea Maritime Safety Audit (KMSA), which is a tool for improving maritime traffic safety, employs a normal distribution of ship traffic to calculate the ship collision risk. However, ship traffic characteristics can differ according to the characteristics of the sea area and shipping route. Therefore, this study simulates collision probabilities by estimating the best-fit distribution function of ship traffic flow in Ulsan Port, which is the largest hazardous cargo vessel handling port in Korea. A comparison of collision probability simulation results using the best-fit function and the normal distribution function reveals a difference of approximately 1.5–2.4 times for each route. Moreover, the collision probability estimates are not accurate when the normal distribution function is uniformly applied without considering the characteristics of each route. These findings can be used to improve the KMSA evaluation method for ship collision risks, particularly in hazardous port areas.


2000 ◽  
Vol 77 (22) ◽  
pp. 3660-3661 ◽  
Author(s):  
Katsuya Kikuchi ◽  
Hiroaki Myoren ◽  
Takeshi Iizuka ◽  
Susumu Takada

2002 ◽  
Vol 372-376 ◽  
pp. 395-398
Author(s):  
Hiroaki Myoren ◽  
Yuki Kogure ◽  
Ryo Abe ◽  
Katsuya Kikuchi ◽  
Takeshi Iizuka ◽  
...  

2007 ◽  
Vol E90-C (3) ◽  
pp. 566-569 ◽  
Author(s):  
T. TAINO ◽  
T. NISHIHARA ◽  
K. HOSHINO ◽  
H. MYOREN ◽  
H. SATO ◽  
...  

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