Results 21 to 30 of about 192 (166)
Valuation of Equity-Linked Death Benefits on Two Lives with Dependence
Risks, 2023 The purpose of this paper is to investigate equity-linked death benefits for joint alive and last survivor individuals. Utilizing Farlie–Gumbel–Morgenstern (FGM) type dependency modeling framework, we first analyze the joint distribution of the couple ...
Kokou Essiomle, Franck Adékambi
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Journal of Mathematics, 2023 In this paper, the marginal distribution of concomitants of k−record values (CKR) based on the Huang–Kotz Farlie–Gumbel–Morgenstern (HK-FGM) family of bivariate distributions is derived.
M. Nagy, Yusra A. Tashkandy
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On the Use of Copula for Quality Control Based on an AR(1) Model
Mathematics, 2021 Manufacturing for a multitude of continuous processing applications in the era of automation and ‘Industry 4.0’ is focused on rapid throughput while producing products of acceptable quality that meet customer specifications.
Timothy M. Young +2 more
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A Bivariate Discrete Lindley Distribution and Applications [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجاريةIn this paper a bivariate discrete Lindley distribution has been derived from a discrete Lindely distribution using Farlie-Gumbel-Morgenstern copula. Some properties of this distribution such as probability generating function, conditional distributions,
Yasser Amer +2 more
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Journal of Statistical Theory and Applications (JSTA), 2019 We introduce the generalized Farlie–Gumbel–Morgenstern (FGM) type bivariate-generalized exponential distribution. Some distributional properties of concomitants of order statistics as well as record values for this family are studied.
H. M. Barakat +3 more
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Wind Energy, Volume 26, Issue 9, Page 900-922, September 2023., 2023 Abstract Accurate and reliable assessment of wind energy potential has important implication to the wind energy industry. Most previous studies on wind energy assessment focused solely on wind speed, whereas the dependence of wind energy on wind direction was much less considered and documented.
Shiji Huang +3 more
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Mathematics, 2023 In this work, we reveal some distributional characteristics of concomitants of generalized order statistics (GOS) with parameters that are pairwise different, arising from iterated Farlie–Gumbel–Morgenstern (IFGM) family of bivariate distributions ...
Islam A. Husseiny +3 more
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Effect of Dependency on the Estimation of P[Y
Austrian Journal of Statistics, 2022 We consider an expression for the probability R=P ...
Dipak Patil +2 more
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A likelihood control chart for monitoring bivariate lifetime processes [PDF]
Journal of Mahani Mathematical Research, 2022 In this survey, two new control charts CCLR and CCALR for bivariate exponential variables by dependence structure based on Farlie-Gumbel-Morgenstern copula model are introduced.
Zainab Abbasi Ganji +1 more
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Ordered Variables and Their Concomitants under Extropy via COVID-19 Data Application
Complexity, 2021 Extropy, as a complementary dual of entropy, has been discussed in many works of literature, where it is declared for other measures as an extension of extropy.
Mohamed S. Mohamed +3 more
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