From bolker at ufl.edu  Sat Nov 28 02:55:11 2009
From: bolker at ufl.edu (Ben Bolker)
Date: Sat, 28 Nov 2009 01:55:11 +0000 (UTC)
Subject: [Rd] p-generalized normal distribution
References: <4B0C0FA2.2020104@uni-rostock.de>
Message-ID: <loom.20091128T024128-643@post.gmane.org>

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 ?-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 ...)



[Rd] p-generalized normal distribution
Ben Bolker