In statistics, a multivariate Pareto distribution is a multivariate extension of a univariate Pareto distribution.[1]
There are several different types of univariate Pareto distributions including Pareto Types I−IV and Feller−Pareto.[2] Multivariate Pareto distributions have been defined for many of these types.
^S. Kotz; N. Balakrishnan; N. L. Johnson (2000). "52". Continuous Multivariate Distributions. Vol. 1 (second ed.). ISBN 0-471-18387-3.
^Barry C. Arnold (1983). Pareto Distributions. International Co-operative Publishing House. ISBN 0-89974-012-X. Chapter 3.
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