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On a Bivariate Distribution with Exponential Marginals
Scandinavian Journal of Statistics, 1999A new bivariate distribution with exponential marginals has been introduced by Singpurwalla & Youngren (1993). This distribution is absolutely continuous and has a single parameter. It was originally motivated as the failure model for a two‐component system experiencing damage described by a shot–noise process. The purpose of this paper is two‐fold.
Singpurwalla, Nozer D., Kotz, Samuel
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On bivariate pseudo-exponential distributions
Journal of Applied Statistics, 2019A bivariate conditionally specified distribution is one in which the dependence relationship between the two random variables is accomplished by defining the distribution of one of the random variables, given the other. One such conditionally specified model is called the pseudo-exponential distribution, where both the marginal distribution of one and ...
Barry C, Arnold, Matthew A, Arvanitis
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Reliability For A Bivariate Gamma Distribution
Economic Quality Control, 2005Summary: In the area of stress-strength models there has been a large amount of work as regards estimation of the reliability \(R= \text{Pr ...
Nadarajah, Saralees, Kotz, Samuel
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Bivariate distributions with pareto conditionals
Statistics & Probability Letters, 1987For a fixed \(\alpha >0\), the totality of bivariate densities with all conditionals being of the Pareto (\(\alpha)\) form is identified. The resulting family is of the form \[ f(x,y)\propto [1+\lambda_ 1x+\lambda_ 2y+\phi \lambda_ 1\lambda_ 2xy]^{-(\alpha +1)} \] for suitable choices of \(\lambda_ 1\), \(\lambda_ 2\) and \(\phi\).
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BIVARIATE EXTENSIONS OF SKELLAM'S DISTRIBUTION
Probability in the Engineering and Informational Sciences, 2014Skellam's name is traditionally attached to the distribution of the difference of two independent Poisson random variables. Many bivariate extensions of this distribution are possible, e.g., through copulas. In this paper, the authors focus on a probabilistic construction in which two Skellam random variables are affected by a common shock.
Genest, Christian, Mesfioui, Mhamed
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A characterization of a bivariate geometric distribution
Statistics & Probability Letters, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sun, Kai, Basu, Asit P.
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Frank's family of bivariate distributions
Biometrika, 1987This paper examines the properties of a new class of bivariate distributions whose members are stochastically ordered and likelihood ratio dependent. The proposed class can be used to construct bivariate families of distributions whose marginals are arbitrary and which include the Fréchet bounds as well as the distribution corresponding to independent ...
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Bivariate distributions : correlation in the bivariate Poisson distribution.
1970This thesis notes the importance of the class of infinitely divisible bivariate Poisson distributions in the class of distributions in Poisson correlation. Members of the former class are characterized by three parameters — the two marginal means and the correlation, p. A numerical comparison is made of several existing estimators of p.
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Estimation for the Bivariate Poisson Distribution
Biometrika, 1964Für eine zweidimensionale Poisson-Verteilung der Form \[ P(x, y)=e^{-(a+b-d)} \sum_{u=0}^{\min x, y} \frac{(a-d)^{x-u}(b-d) y-u d u}{(x-u)!(y-u)! u!} \] werden die Maximum-Likelihood-Schätzwerte, die Schätzwerte nach der Methode der Momente für die Parameter \( a, b \) und \( d \) sowie die zugehörige Kovarianzmatrix der vorgenannten Schätzungen ...
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