Advances in Decision Sciences
Volume 4 (2000), Issue 1, Pages 7-16
doi:10.1155/S1173912600000018

Construction of J-variate distribution functions and applications to discrete decision models

Abstract

The construction of J-variate distribution functions, introducing dependences among J random variables and keeping fixed the J marginal distribution functions, is important in the development of theoretical and empirical statistical analysis. Here, a method for generating such distribution functions is developed. Characteristics of the resulting distribution functions are discussed. An application to discrete regression models is presented. The latter is specialized to model choice of mode od transportation by travelers.