Results 71 to 80 of about 141,845 (188)

Bivariate Pareto–Feller Distribution Based on Appell Hypergeometric Function

Axioms
The Pareto–Feller distribution has been widely used across various disciplines to model “heavy-tailed” phenomena, where extreme events such as high incomes or large losses are of interest.
Christian Caamaño-Carrillo, Moreno Bevilacqua, Michael Zamudio-Monserratt, Javier E. Contreras-Reyes   +3 more
doaj   +1 more source

Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions

Pan-American Journal of Mathematics
The Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
doaj   +1 more source

Bivariate Simplex Distribution

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence between the variables and examine its relationship with the association parameter.
Amaral, Emerson, Vieira, Lucas S., Fabio, Lizandra C., Barros, Vanessa, Carrasco, Jalmar M. F.   +4 more
openaire   +2 more sources

Copula-Based Bivariate Modified Fréchet–Exponential Distributions: Construction, Properties, and Applications

Axioms
The classical exponential model, despite its flexibility, fails to describe data with non-constant failure or between-event dependency. To overcome this limitation, two new bivariate lifetime distributions are introduced in this paper.
Hanan Haj Ahmad, Dina A. Ramadan
doaj   +1 more source

Some Concepts of Negative Dependence for Bivariate Distributions with Applications

Journal of Mathematical Extension, 2009
In this paper, some concepts of negative dependence for bivariate distributions, especially hazard and local negative dependence (HND, LND) are studied.
N. Asadian, M. Amini, A. Bozorgnia
doaj  

Approximating bivariate Suzuki distribution with bivariate Lognormal distribution

IEICE Communications Express, 2013
Rui Zhang, Ji-bo Wei, Hui Wang, Gao-Sheng Li   +3 more
openaire   +2 more sources

Bivariate distributions : correlation in the bivariate Poisson distribution.

, 1970
This 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.
openaire   +1 more source

Family of bivariate distributions on the unit square: theoretical properties and applications. [PDF]

J Appl Stat
Vila R, Balakrishnan N, Saulo H, Zörnig P.   +3 more
europepmc   +1 more source

RINet: synthetic data training for indirect estimation of clinical reference distributions. [PDF]

J Biomed Inform
LeBien J, Velev J, Roche-Lima A.
europepmc   +1 more source

Concomitants of Order Statistics from a Bivariate Generalized Linear Exponential Distribution: Theory and Practice. [PDF]

Entropy (Basel)
Al-Zayd AM.
europepmc   +1 more source